NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 104,814
COMMITMENTS
16,955 11,126 8,320 79,539 85,368 104,814 104,814 0 0
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,551)
50 1,500 0 1,501 51 1,551 1,551 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 10.6 7.9 75.9 81.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 5 3 18 12 22 19
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 238,566
COMMITMENTS
32,105 53,794 15,026 191,421 169,746 238,552 238,566 14 0
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,585)
-1,692 7,484 -7,445 10,722 1,546 1,585 1,585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 22.5 6.3 80.2 71.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 9 7 26 20 41 32
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 30,984
COMMITMENTS
12,751 12,222 2,586 15,645 16,118 30,982 30,927 2 58
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 386)
-390 -400 250 526 549 386 399 0 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 39.4 8.3 50.5 52.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 5 8 12 9 33 19
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 13,033
COMMITMENTS
7,597 4,832 2,394 2,827 5,721 12,818 12,947 215 86
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 116)
217 653 -93 -162 -413 -38 147 154 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 37.1 18.4 21.7 43.9 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 20 15 7 12 25 38
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 25,567
COMMITMENTS
4,525 5,837 50 20,992 19,680 25,567 25,567 0 0
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 22.8 0.2 82.1 77.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 16 10 20 13
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,775
COMMITMENTS
5,700 22,450 3,075 19,000 2,250 27,775 27,775 0 0
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -1,100)
0 -950 -150 -950 0 -1,100 -1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 80.8 11.1 68.4 8.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 9 3 8 4 16 13
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 9,831
COMMITMENTS
2,810 2,025 493 6,470 7,200 9,773 9,718 58 113
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 460)
382 83 -16 92 396 458 463 2 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 20.6 5.0 65.8 73.2 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 4 6 10 9 24 18
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| 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: 15,826
COMMITMENTS
100 6,550 525 15,201 8,751 15,826 15,826 0 0
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 41.4 3.3 96.1 55.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 8 13 10 18
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 19,677
COMMITMENTS
6,164 2,245 1,681 11,832 15,736 19,677 19,662 0 15
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 42)
-200 -150 0 242 192 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 11.4 8.5 60.1 80.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 11 11 16 13
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 17,640
COMMITMENTS
2,745 6,529 0 14,895 11,111 17,640 17,640 0 0
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 37.0 0.0 84.4 63.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 0 11 5 14 8
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| 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: 24,002
COMMITMENTS
1,620 4,730 725 21,657 18,547 24,002 24,002 0 0
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 19.7 3.0 90.2 77.3 100.0 100.0 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 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 38,166
COMMITMENTS
14,035 11,440 10 24,121 26,716 38,166 38,166 0 0
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 725)
125 0 0 830 725 955 725 -230 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 30.0 0.0 63.2 70.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 5 1 12 12 24 17
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 240,290
COMMITMENTS
123,094 50,693 59,419 57,468 130,156 239,982 240,269 308 21
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -20,668)
-2,884 -3,879 -6,421 -11,457 -10,292 -20,762 -20,591 94 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 21.1 24.7 23.9 54.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
82 17 46 34 31 125 85
CALIF CARBON ALLOWANCE V2025 - ICE FUTURES ENERGY DIV Code-0063E5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 28,120
COMMITMENTS
7,846 19,207 0 20,263 8,912 28,109 28,119 11 1
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,196)
189 2,092 0 2,006 104 2,195 2,196 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 68.3 0.0 72.1 31.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 8 0 9 5 20 13
WASHINGTON CARBON V2024 - ICE FUTURES ENERGY DIV Code-0063E9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 3,078
COMMITMENTS
2,029 726 68 963 2,246 3,060 3,040 18 38
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -532)
-52 18 -109 -373 -435 -535 -527 3 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 23.6 2.2 31.3 73.0 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 8 3 6 9 19 18
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 49,692
COMMITMENTS
21,089 12,925 1,932 26,574 34,803 49,596 49,660 96 32
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -16,995)
-493 -2,960 -10,173 -6,329 -3,877 -16,995 -17,010 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 26.0 3.9 53.5 70.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
30 5 10 16 19 48 32
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,485
COMMITMENTS
200 95 385 7,551 7,760 8,136 8,240 349 245
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -174)
0 0 0 -174 -168 -174 -168 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.1 4.5 89.0 91.5 95.9 97.1 4.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 20 17 22
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 50,996
COMMITMENTS
12,325 302 6,203 32,468 44,429 50,996 50,934 0 62
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,919)
1,052 0 725 1,142 2,186 2,919 2,911 0 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 0.6 12.2 63.7 87.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 2 8 38 48 46 57
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,927
COMMITMENTS
581 4,073 3,762 20,336 17,076 24,679 24,911 248 16
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,287)
0 -828 578 1,716 2,531 2,294 2,281 -7 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 16.3 15.1 81.6 68.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 6 28 17 34 24
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 12,713
COMMITMENTS
498 5,497 1,989 10,126 5,192 12,613 12,678 100 35
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 894)
25 709 0 869 185 894 894 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 43.2 15.6 79.7 40.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 5 26 16 32 22
USGC HSFO PLATTS vs WTI 1st - ICE FUTURES ENERGY DIV Code-02141X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 1,408
COMMITMENTS
95 463 185 1,038 730 1,318 1,378 90 30
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 32.9 13.1 73.7 51.8 93.6 97.9 6.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 10 9 13 12
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 7,047,969
COMMITMENTS
592,396 428,508 1477977 4880414 5116204 6950787 7022689 97,182 25,280
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 70,028)
2,538 -56,614 26,517 -17,592 90,191 11,463 60,094 58,565 9,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 6.1 21.0 69.2 72.6 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
27 43 51 172 140 231 202
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 4,090,462
COMMITMENTS
267,828 250,315 1929452 1889875 1909091 4087155 4088858 3,307 1,604
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -353,587)
-15,510 -29,769 -215,356 -122,845 -108,215 -353,711 -353,340 125 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.1 47.2 46.2 46.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 14 32 51 44 87 79
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,655
COMMITMENTS
270 4,001 483 164,508 166,642 165,261 171,126 11,394 5,529
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 5,319)
-30 1,102 483 6,557 3,627 7,010 5,212 -1,691 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 0.3 93.1 94.3 93.6 96.9 6.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 2 29 26 32 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,894
COMMITMENTS
3,910 1,107 2,647 155,671 166,291 162,228 170,045 17,666 9,849
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 5,291)
-992 286 -756 6,586 4,901 4,838 4,431 453 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 1.5 86.5 92.4 90.2 94.5 9.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 28 28 33 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 430,726
COMMITMENTS
1,696 38,049 6,214 407,082 374,443 414,992 418,706 15,734 12,020
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 8,733)
-4,086 1,556 -856 7,816 7,128 2,874 7,828 5,859 905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.8 1.4 94.5 86.9 96.3 97.2 3.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 1 40 34 41 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 914,776
COMMITMENTS
19,698 25,991 3,914 884,090 881,551 907,702 911,456 7,074 3,320
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 7,386)
385 26 -34 7,162 7,577 7,513 7,569 -127 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.8 0.4 96.6 96.4 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 4 42 33 49 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 351,036
COMMITMENTS
9,935 55,283 2,637 324,941 281,288 337,513 339,208 13,523 11,828
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 17,667)
-2,920 5,771 1,343 17,779 9,756 16,202 16,870 1,465 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 15.7 0.8 92.6 80.1 96.1 96.6 3.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 3 4 41 32 48 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 818,793
COMMITMENTS
224 95,707 27,039 782,366 688,053 809,629 810,799 9,164 7,994
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 16,213)
-43 22,313 1,238 16,194 -5,485 17,389 18,066 -1,176 -1,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.7 3.3 95.6 84.0 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
1 14 7 44 52 51 67
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,453
COMMITMENTS
1,777 14,288 1,988 357,888 344,926 361,653 361,202 14,800 15,251
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 7,618)
93 3,192 -953 4,159 4,327 3,299 6,566 4,319 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.8 0.5 95.1 91.6 96.1 95.9 3.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 12 4 41 32 45 45
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,694
COMMITMENTS
4,180 7,016 122 102,403 102,194 106,705 109,332 8,989 6,362
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 4,860)
32 2,063 54 4,536 3,419 4,622 5,536 238 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.1 0.1 88.5 88.3 92.2 94.5 7.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 1 20 18 25 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,263
COMMITMENTS
1,759 7,470 0 79,568 75,140 81,327 82,610 3,936 2,653
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 7,750)
0 1,050 0 7,179 6,522 7,179 7,572 571 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.8 0.0 93.3 88.1 95.4 96.9 4.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 0 24 18 27 21
CIG ROCKIES FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMBtu OPEN INTEREST: 26,951
COMMITMENTS
2,910 4,510 0 21,069 21,431 23,979 25,941 2,972 1,010
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 16.7 0.0 78.2 79.5 89.0 96.3 11.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 14 12 15
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 382,266
COMMITMENTS
27,431 29,551 1,701 339,321 341,123 368,453 372,375 13,813 9,891
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 17,082)
352 2,995 -233 15,416 13,365 15,535 16,127 1,547 955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.7 0.4 88.8 89.2 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 5 28 25 35 30
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 202,958
COMMITMENTS
0 3,148 0 190,022 190,545 190,022 193,693 12,936 9,265
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 5,593)
0 214 0 6,420 4,437 6,420 4,651 -827 942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 93.6 93.9 93.6 95.4 6.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 20 22 20 23
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,119
COMMITMENTS
11,041 0 1,452 254,211 258,164 266,704 259,616 1,415 8,503
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 13,303)
93 0 0 13,079 14,095 13,172 14,095 131 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.5 94.8 96.3 99.5 96.8 0.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 1 17 31 20 32
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,621
COMMITMENTS
8,529 667 341 63,882 73,261 72,752 74,269 3,869 2,352
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 11,900)
3,604 450 -60 7,426 11,180 10,970 11,570 930 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.9 0.4 83.4 95.6 95.0 96.9 5.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 2 1 21 20 27 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 836,735
COMMITMENTS
86,246 6,520 17,290 723,837 808,885 827,373 832,695 9,362 4,040
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 10,707)
10,110 360 372 265 9,578 10,747 10,310 -40 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.8 2.1 86.5 96.7 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
13 5 10 55 55 70 68
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,467
COMMITMENTS
67 697 2,687 172,552 169,620 175,306 173,004 8,161 10,463
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 123)
67 -729 -247 2,045 298 1,865 -678 -1,742 801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.5 94.1 92.5 95.6 94.3 4.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 14 22 16
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,039
COMMITMENTS
4,687 51,739 4,848 125,898 77,253 135,433 133,840 2,606 4,199
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 33,407)
2,253 20,639 2,494 27,201 11,321 31,948 34,454 1,459 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 37.5 3.5 91.2 56.0 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
4 13 4 33 34 41 47
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,379
COMMITMENTS
6,665 91,277 5,276 184,868 100,539 196,809 197,092 2,570 2,287
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 33,866)
3,456 20,042 1,531 27,786 12,156 32,773 33,729 1,093 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 45.8 2.6 92.7 50.4 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
7 14 6 52 44 64 59
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 538,110
COMMITMENTS
217 48,023 154 533,058 487,117 533,429 535,294 4,681 2,816
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 6,791)
0 0 30 6,941 6,103 6,971 6,133 -180 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 0.0 99.1 90.5 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 5 2 36 32 39 37
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 39,879
COMMITMENTS
0 2,556 868 37,973 35,645 38,841 39,069 1,038 810
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,986)
0 0 0 3,324 2,356 3,324 2,356 -338 630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 2.2 95.2 89.4 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 18 17 19 18
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 265,155
COMMITMENTS
3,898 12,042 2,392 245,191 244,661 251,481 259,095 13,674 6,060
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 13,088)
2 6,686 392 12,552 6,662 12,946 13,740 142 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.5 0.9 92.5 92.3 94.8 97.7 5.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 3 37 34 43 38
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 149,649
COMMITMENTS
210 5,354 60 148,436 141,668 148,706 147,082 943 2,567
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 3,959)
210 270 60 3,479 3,779 3,749 4,109 210 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.6 0.0 99.2 94.7 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 1 25 29 27 32
ALGONQUIN CITYGATES INDEX - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 33,852
COMMITMENTS
754 2,716 64 31,974 29,699 32,792 32,479 1,060 1,373
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.0 0.2 94.5 87.7 96.9 95.9 3.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 10 12 13 14
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 293,465
COMMITMENTS
7,098 16,348 2,881 274,305 266,400 284,284 285,629 9,181 7,836
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 5,995)
634 317 -1,006 6,091 7,106 5,719 6,417 276 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.6 1.0 93.5 90.8 96.9 97.3 3.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 3 1 37 35 41 38
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,853
COMMITMENTS
0 1,023 558 105,714 106,554 106,272 108,135 7,581 5,718
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 3,614)
0 1,023 558 3,697 1,529 4,255 3,110 -641 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.5 92.9 93.6 93.3 95.0 6.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 2 19 15 21 18
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,897
COMMITMENTS
1,399 5,869 1,476 30,526 24,515 33,401 31,860 1,496 3,037
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 3,100)
-990 312 0 4,704 2,710 3,714 3,022 -614 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 16.8 4.2 87.5 70.2 95.7 91.3 4.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 14 11 15 15
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,067
COMMITMENTS
7,512 210 489 91,289 108,221 99,290 108,920 20,777 11,147
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,026)
1,357 210 0 1,790 736 3,147 946 -2,121 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.2 0.4 76.0 90.1 82.7 90.7 17.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 23 19 25 21
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 68,447
COMMITMENTS
810 0 0 57,764 61,916 58,574 61,916 9,873 6,531
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 686)
180 0 0 -671 -352 -491 -352 1,177 1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 84.4 90.5 85.6 90.5 14.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 17 15 17
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,398
COMMITMENTS
0 0 0 58,986 64,899 58,986 64,899 8,412 2,499
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 244)
0 0 0 244 214 244 214 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.5 96.3 87.5 96.3 12.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 17 18 17
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,146
COMMITMENTS
2,942 341 0 69,382 74,054 72,324 74,395 3,822 1,751
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 6,638)
0 0 0 5,418 6,638 5,418 6,638 1,220 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.4 0.0 91.1 97.3 95.0 97.7 5.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 18 15 21 16
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 204,733
COMMITMENTS
2,867 5,016 0 190,384 186,383 193,251 191,399 11,482 13,334
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 5,553)
-1,953 0 0 6,124 4,283 4,171 4,283 1,382 1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.5 0.0 93.0 91.0 94.4 93.5 5.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 28 27 30 28
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 189,074
COMMITMENTS
0 0 0 178,926 182,214 178,926 182,214 10,148 6,860
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,620)
0 0 0 262 2,620 262 2,620 2,358 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 96.4 94.6 96.4 5.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 19 23 19 23
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 21,785
COMMITMENTS
0 300 0 20,873 20,297 20,873 20,597 912 1,188
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 95.8 93.2 95.8 94.5 4.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 11 20 11 21
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 254,385
COMMITMENTS
5,198 28,637 0 234,371 221,506 239,569 250,143 14,816 4,242
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 6,023)
1,156 151 0 5,108 7,185 6,264 7,336 -241 -1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 11.3 0.0 92.1 87.1 94.2 98.3 5.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 0 28 28 30 29
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 76,185
COMMITMENTS
4,069 0 0 70,697 75,908 74,766 75,908 1,419 277
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 6,600)
2,766 0 0 3,406 6,630 6,172 6,630 428 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 92.8 99.6 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 0 10 23 14 23
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 204,574
COMMITMENTS
5,021 2,228 454 180,753 189,108 186,228 191,790 18,346 12,784
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,442)
862 0 454 806 1,098 2,122 1,552 320 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.1 0.2 88.4 92.4 91.0 93.8 9.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 2 33 31 36 34
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,460
COMMITMENTS
0 4,585 279 73,184 69,823 73,463 74,687 2,997 1,773
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,508)
0 540 0 2,748 1,758 2,748 2,298 -240 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.4 95.7 91.3 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 5 1 25 19 26 24
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 385,675
COMMITMENTS
2,516 624 1,680 368,894 377,585 373,090 379,889 12,585 5,786
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 11,308)
-214 624 214 16,343 10,976 16,343 11,814 -5,035 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.4 95.6 97.9 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 30 21 32 23
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 35,118
COMMITMENTS
600 0 0 30,082 33,198 30,682 33,198 4,436 1,920
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 85.7 94.5 87.4 94.5 12.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 11 12 13 12
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 243,994
COMMITMENTS
17,576 6,160 9,976 204,310 219,111 231,862 235,247 12,132 8,747
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 7,347)
-4,468 935 2,661 11,691 3,765 9,884 7,361 -2,537 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.5 4.1 83.7 89.8 95.0 96.4 5.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 23 25 27 29
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 33,996
COMMITMENTS
0 210 0 33,395 33,513 33,395 33,723 601 273
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 3,450)
0 210 0 3,736 3,339 3,736 3,549 -286 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.2 98.6 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 17 21 17 22
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 157,328
COMMITMENTS
0 1,557 0 139,961 151,033 139,961 152,590 17,367 4,738
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,633)
0 90 0 1,230 2,269 1,230 2,359 1,403 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 89.0 96.0 89.0 97.0 11.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 21 24 21 25
TRANSCO ZONE 5 SOUTH INDEX - ICE FUTURES ENERGY DIV Code-0233FK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 20,356
COMMITMENTS
353 372 0 18,953 18,062 19,306 18,434 1,050 1,922
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,500)
133 0 0 1,290 1,410 1,423 1,410 77 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.8 0.0 93.1 88.7 94.8 90.6 5.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 11 15 12
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 26,082
COMMITMENTS
1,444 336 348 23,866 25,190 25,658 25,874 424 208
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -111)
-186 -62 -42 128 -16 -100 -120 -11 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.3 1.3 91.5 96.6 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 3 4 26 28 34 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 18,752
COMMITMENTS
2,104 414 813 15,788 17,497 18,705 18,724 47 28
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 632)
-82 -96 -15 728 770 631 659 1 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.2 4.3 84.2 93.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 5 25 28 34 33
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 223,862
COMMITMENTS
50,425 31,257 17,464 155,068 174,541 222,957 223,262 905 600
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,989)
-656 -310 259 2,271 2,112 1,874 2,061 115 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 14.0 7.8 69.3 78.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 21 25 41 36 70 71
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 88,130
COMMITMENTS
1,682 15,458 4,110 82,092 68,279 87,884 87,847 246 283
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,825)
127 36 413 2,232 2,393 2,772 2,842 53 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 17.5 4.7 93.1 77.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 17 6 27 29 34 47
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| 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: 69,799
COMMITMENTS
1,293 8,699 6,016 62,449 55,035 69,758 69,750 41 49
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -302)
-543 1,321 -555 798 -1,072 -300 -306 -2 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 12.5 8.6 89.5 78.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 7 6 23 22 29 31
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| 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: 49,350
COMMITMENTS
1,351 9,946 1,118 46,669 38,003 49,138 49,067 212 283
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -1,049)
-389 42 7 -414 -1,143 -796 -1,094 -253 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 20.2 2.3 94.6 77.0 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 6 6 25 26 32 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,250
COMMITMENTS
1,316 14,982 2,183 55,947 42,800 59,446 59,965 804 285
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -1,860)
-275 123 -604 -942 -1,415 -1,821 -1,896 -39 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 24.9 3.6 92.9 71.0 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 13 5 27 27 36 42
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,372
COMMITMENTS
1,354 13,576 325 53,911 42,339 55,590 56,240 782 132
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,537)
46 1,100 84 2,467 1,233 2,597 2,417 -60 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 24.1 0.6 95.6 75.1 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 3 30 25 33 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,022
COMMITMENTS
1,958 13,886 271 61,972 50,813 64,201 64,970 821 52
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,344)
98 1,405 -30 2,276 969 2,344 2,344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 21.4 0.4 95.3 78.1 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 7 2 31 26 35 34
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,955
COMMITMENTS
35 340 105 27,673 27,457 27,813 27,902 142 53
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -35 -25 -35 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.4 99.0 98.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 17 15 19 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 30,786
COMMITMENTS
2,400 3,820 0 27,898 26,393 30,298 30,213 488 573
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 38)
0 50 0 38 -27 38 23 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 12.4 0.0 90.6 85.7 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 15 15 16 18
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 30,010
COMMITMENTS
2,862 1,640 50 26,992 28,260 29,904 29,950 106 60
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.5 0.2 89.9 94.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 1 18 12 23 15
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,542
COMMITMENTS
3,112 200 50 24,974 28,182 28,136 28,432 406 110
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.7 0.2 87.5 98.7 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 1 1 16 13 22 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 200,864
COMMITMENTS
47,057 13,292 12,442 140,391 174,946 199,889 200,679 975 185
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 4,119)
1,188 1,742 110 2,740 2,262 4,038 4,114 81 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 6.6 6.2 69.9 87.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 18 19 39 42 64 68
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,942
COMMITMENTS
0 8,400 0 35,672 27,392 35,672 35,792 270 150
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.4 0.0 99.2 76.2 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 0 16 13 16 17
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,519
COMMITMENTS
0 8,400 0 34,249 25,969 34,249 34,369 270 150
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.3 0.0 99.2 75.2 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 0 16 13 16 17
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 33,326
COMMITMENTS
511 6,030 405 32,031 26,419 32,947 32,854 379 472
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 73)
0 100 0 282 -15 282 85 -209 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 18.1 1.2 96.1 79.3 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 2 20 16 24 21
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 31,211
COMMITMENTS
511 6,030 405 29,976 24,304 30,892 30,739 319 472
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 73)
0 100 0 282 -15 282 85 -209 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 19.3 1.3 96.0 77.9 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 2 20 16 24 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 132,112
COMMITMENTS
24,275 3,687 3,811 103,363 123,884 131,449 131,382 663 730
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,195)
-275 300 280 1,214 706 1,219 1,286 -24 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 2.8 2.9 78.2 93.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 7 8 23 30 33 41
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,714
COMMITMENTS
190 169 100 31,004 31,335 31,294 31,604 420 110
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 653)
-50 10 0 703 643 653 653 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.3 97.8 98.8 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 19 16 23 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 35,792
COMMITMENTS
2,750 4,215 5 32,327 31,366 35,082 35,586 710 206
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 51)
0 98 0 171 73 171 171 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 11.8 0.0 90.3 87.6 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 1 19 20 23 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,836
COMMITMENTS
1,710 600 0 25,772 26,916 27,482 27,516 354 320
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 48)
0 75 0 48 -27 48 48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.2 0.0 92.6 96.7 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 0 20 16 21 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,221
COMMITMENTS
2,142 190 0 27,913 29,591 30,055 29,781 166 440
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 58)
-20 0 0 78 58 58 58 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.6 0.0 92.4 97.9 99.5 98.5 0.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 21 20 23 22
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| 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: 76,562
COMMITMENTS
4,107 5,903 1,827 70,383 68,570 76,317 76,300 245 262
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,510)
880 54 136 1,494 2,320 2,510 2,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 7.7 2.4 91.9 89.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 13 7 30 34 38 49
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 108,479
COMMITMENTS
10,212 9,562 3,717 94,238 94,490 108,167 107,769 312 710
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,678)
488 282 499 1,697 1,881 2,685 2,663 -7 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.8 3.4 86.9 87.1 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 17 12 33 36 50 59
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 43,011
COMMITMENTS
1,161 4,602 543 41,260 37,856 42,964 43,001 47 10
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,708)
133 -25 -100 1,675 1,833 1,708 1,708 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 10.7 1.3 95.9 88.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 3 20 19 26 24
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| 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: 40,192
COMMITMENTS
0 6,271 375 39,807 33,536 40,182 40,182 10 10
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,155)
0 -540 165 1,126 1,530 1,291 1,155 -136 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.6 0.9 99.0 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 3 15 11 18 16
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| 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: 53,765
COMMITMENTS
2,800 2,955 970 49,452 49,103 53,222 53,028 543 737
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 464)
0 440 0 352 196 352 636 112 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.5 1.8 92.0 91.3 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 2 18 22 22 26
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 58,028
COMMITMENTS
3,145 4,056 1,006 53,023 52,834 57,174 57,896 854 132
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 353)
125 -186 42 62 609 229 465 124 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 7.0 1.7 91.4 91.0 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 5 3 22 24 30 30
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,207
COMMITMENTS
0 0 0 11,566 11,863 11,566 11,863 641 344
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 523)
0 0 0 523 523 523 523 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 97.2 94.7 97.2 5.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 13 17 13
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 11,300
COMMITMENTS
136 0 0 10,589 11,004 10,725 11,004 575 296
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 646)
0 0 0 670 660 670 660 -24 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 93.7 97.4 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 14 18 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,541
COMMITMENTS
1,141 2,203 123 33,610 32,473 34,874 34,799 667 742
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 509)
-164 -19 93 948 646 877 720 -368 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.2 0.3 94.6 91.4 98.1 97.9 1.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 4 4 18 18 23 25
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,153
COMMITMENTS
1,438 972 484 30,622 31,030 32,544 32,486 609 667
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 732)
-130 575 101 856 67 827 743 -95 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.9 1.5 92.4 93.6 98.2 98.0 1.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 19 17 22 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,349
COMMITMENTS
421 2,318 1,457 29,114 27,378 30,992 31,153 357 196
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 587)
0 391 -54 607 253 553 590 34 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.4 4.6 92.9 87.3 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 8 4 25 27 30 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 24,787
COMMITMENTS
0 1,913 564 23,607 21,812 24,171 24,289 616 498
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 783)
-27 535 -65 875 313 783 783 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 2.3 95.2 88.0 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 8 5 23 25 28 33
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,155
COMMITMENTS
40 75 50 11,010 11,025 11,100 11,150 55 5
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -170)
0 75 0 -170 -245 -170 -170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.4 98.7 98.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 21 13 23 14
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 7,751
COMMITMENTS
0 75 0 7,711 7,666 7,711 7,741 40 10
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 106)
0 75 0 106 31 106 106 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.5 98.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 10 16 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,686
COMMITMENTS
3,028 350 0 13,443 16,120 16,471 16,470 215 216
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 2.1 0.0 80.6 96.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 12 11 15 12
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,051
COMMITMENTS
256 975 0 15,580 14,860 15,836 15,835 215 216
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 175)
0 175 0 175 0 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.1 0.0 97.1 92.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 13 11 15 12
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,832
COMMITMENTS
635 0 0 30,805 31,832 31,440 31,832 392 0
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 310)
0 0 0 610 445 610 445 -300 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 96.8 100.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 15 13 18 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,582
COMMITMENTS
725 0 0 31,538 32,582 32,263 32,582 319 0
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 310)
0 0 0 610 445 610 445 -300 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 96.8 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 16 13 19 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,289
COMMITMENTS
25,109 6,372 1,231 58,604 77,430 84,944 85,033 345 256
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 3,714)
607 805 -181 3,281 3,095 3,707 3,719 7 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 7.5 1.4 68.7 90.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 11 10 38 38 52 54
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 96,286
COMMITMENTS
27,912 11,798 1,612 66,315 82,521 95,839 95,931 447 355
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 4,179)
678 1,323 -154 3,649 3,091 4,173 4,260 6 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 12.3 1.7 68.9 85.7 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 13 13 39 39 58 59
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 418,839
COMMITMENTS
61,683 49,151 90,465 266,129 278,388 418,276 418,004 563 835
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 11,795)
-1,619 -923 5,492 7,646 7,118 11,519 11,686 276 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 11.7 21.6 63.5 66.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
29 31 42 52 49 99 104
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,970
COMMITMENTS
1,032 4,559 52 13,578 10,329 14,662 14,940 308 30
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 5)
0 5 0 5 0 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 30.5 0.3 90.7 69.0 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 1 16 11 18 16
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,679
COMMITMENTS
761 3,434 177 12,523 10,038 13,461 13,649 218 30
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 130)
0 -170 125 5 175 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 25.1 1.3 91.5 73.4 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 2 17 12 20 17
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 4,995
COMMITMENTS
1,165 590 265 3,360 3,960 4,790 4,815 205 180
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -735)
-115 90 -105 -575 -655 -795 -670 60 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 11.8 5.3 67.3 79.3 95.9 96.4 4.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 4 25 20 30 27
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 58,989
COMMITMENTS
3,932 7,975 4,282 50,373 46,415 58,587 58,672 402 317
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,689)
134 90 -7 1,562 1,606 1,689 1,689 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 13.5 7.3 85.4 78.7 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 5 5 31 28 39 34
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 59,291
COMMITMENTS
10,625 6,533 3,285 44,776 49,199 58,686 59,017 605 274
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 600)
-88 50 300 384 250 596 600 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 11.0 5.5 75.5 83.0 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 5 8 26 25 38 33
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 22,760
COMMITMENTS
5,450 0 0 17,310 22,530 22,760 22,530 0 230
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 0.0 0.0 76.1 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 14 13 18 13
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 10,441
COMMITMENTS
1,340 456 0 8,951 9,941 10,291 10,397 150 44
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.4 0.0 85.7 95.2 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 11 11 12 13
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 14,185
COMMITMENTS
1,170 1,560 890 12,065 11,715 14,125 14,165 60 20
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 375)
-500 0 350 525 25 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 11.0 6.3 85.1 82.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 2 17 18 20 23
PROPANE ARGUS CIF ARA MINI - ICE FUTURES ENERGY DIV Code-066391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,578
COMMITMENTS
916 712 73 1,961 2,362 2,950 3,147 628 431
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 19.9 2.0 54.8 66.0 82.4 88.0 17.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 3 10 9 15 14
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 5,022
COMMITMENTS
795 739 463 2,829 3,275 4,087 4,477 935 545
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 340)
-70 155 50 310 125 290 330 50 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 14.7 9.2 56.3 65.2 81.4 89.1 18.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 7 12 19 18 31 33
PROPANE,OPIS MT BELV TET BALMO - ICE FUTURES ENERGY DIV Code-06639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 1,311
COMMITMENTS
50 150 30 1,231 1,121 1,311 1,301 0 10
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 11.4 2.3 93.9 85.5 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 1 12 10 14 13
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,105
COMMITMENTS
929 688 1,020 7,419 7,351 9,368 9,059 737 1,046
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 205)
-95 -20 15 367 488 287 483 -82 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 6.8 10.1 73.4 72.7 92.7 89.6 7.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 7 9 43 48 53 61
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,899
COMMITMENTS
7,573 2,249 3,955 26,344 31,307 37,872 37,511 27 388
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 468)
41 -149 -139 566 756 468 468 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 5.9 10.4 69.5 82.6 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 7 7 37 37 48 46
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,730
COMMITMENTS
825 944 1,707 14,081 13,746 16,613 16,397 117 333
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 439)
-30 -10 -74 568 553 464 469 -25 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.6 10.2 84.2 82.2 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 23 24 26 28
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,423
COMMITMENTS
6,670 1,591 2,751 22,630 27,500 32,051 31,842 372 581
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,917)
450 169 -60 1,485 1,770 1,875 1,879 42 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 4.9 8.5 69.8 84.8 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 6 10 50 44 65 56
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,003
COMMITMENTS
55 100 0 6,497 6,659 6,552 6,759 451 244
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 53)
0 0 0 -14 51 -14 51 67 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.4 0.0 92.8 95.1 93.6 96.5 6.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 13 15 14 16
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 51,668
COMMITMENTS
39,743 137 738 10,980 50,738 51,461 51,613 207 55
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 2,179)
1,602 65 63 499 2,286 2,164 2,414 15 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 0.3 1.4 21.3 98.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 2 3 24 33 31 38
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 127,219
COMMITMENTS
21,098 42,215 6,147 99,303 78,490 126,548 126,852 671 367
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 8,084)
2,075 1,628 461 5,529 5,995 8,065 8,084 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 33.2 4.8 78.1 61.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
18 14 22 80 80 110 107
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 4,109
COMMITMENTS
338 452 328 2,509 2,939 3,175 3,719 934 390
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 261)
51 17 20 77 194 148 231 113 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 11.0 8.0 61.1 71.5 77.3 90.5 22.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 7 21 23 29 30
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 48,725
COMMITMENTS
70 0 140 47,580 48,585 47,790 48,725 935 0
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -460)
15 -15 -5 -1,405 -440 -1,395 -460 935 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 97.7 99.7 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 29 29 31 31
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 42,637
COMMITMENTS
120 53 50 42,437 42,504 42,607 42,607 30 30
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,113)
0 0 30 1,053 1,083 1,083 1,113 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.1 99.5 99.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 1 29 33 31 35
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,150
COMMITMENTS
0 25 90 16,060 15,965 16,150 16,080 0 70
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: -196)
0 -15 0 -196 -181 -196 -196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.6 99.4 98.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 17 15 18 16
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 14,148
COMMITMENTS
0 0 0 14,055 13,982 14,055 13,982 93 166
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 95)
0 0 0 95 -15 95 -15 0 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 98.8 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 11 13 11
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 8,438
COMMITMENTS
330 1,539 270 7,798 6,623 8,398 8,432 40 6
CHANGES FROM 03/19/24 (CHANGE IN OPEN INTEREST: 1,274)
-75 0 75 1,274 1,199 1,274 1,274 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 18.2 3.2 92.4 78.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 1 16 17 18 21
Updated March 29, 2024