NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 107,564
COMMITMENTS
16,955 13,006 8,190 82,419 86,368 107,564 107,564 0 0
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 12.1 7.6 76.6 80.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 5 2 18 12 21 19
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 259,595
COMMITMENTS
35,282 59,496 14,105 210,194 185,994 259,581 259,595 14 0
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,003)
-100 23 185 918 795 1,003 1,003 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 22.9 5.4 81.0 71.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 10 6 27 19 42 31
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 46,691
COMMITMENTS
12,286 12,824 6,819 27,579 27,045 46,684 46,688 7 3
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 893)
605 55 -40 323 875 888 890 5 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 27.5 14.6 59.1 57.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 7 9 11 10 30 22
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 17,907
COMMITMENTS
10,237 6,762 1,921 5,694 9,143 17,852 17,826 55 81
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 640)
296 79 -27 381 592 650 644 -10 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 37.8 10.7 31.8 51.1 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 22 12 9 12 27 38
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 27,367
COMMITMENTS
4,375 6,940 50 22,942 20,377 27,367 27,367 0 0
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 25.4 0.2 83.8 74.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 16 9 19 12
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,670
COMMITMENTS
7,325 24,375 3,845 23,500 6,450 34,670 34,670 0 0
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 175)
-25 -1,225 200 0 1,200 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 70.3 11.1 67.8 18.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 7 4 11 6 22 15
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 14,633
COMMITMENTS
4,612 3,029 1,454 8,531 10,107 14,597 14,590 36 43
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 597)
38 98 216 352 287 606 601 -9 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 20.7 9.9 58.3 69.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 7 8 10 8 26 21
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| 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: 9,467
COMMITMENTS
831 450 119 8,517 8,893 9,467 9,462 0 5
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.8 1.3 90.0 93.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 6 10 9 12
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| 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: 15,646
COMMITMENTS
100 6,550 525 15,021 8,571 15,646 15,646 0 0
CHANGES FROM 05/21/24 (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 41.9 3.4 96.0 54.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 2 8 12 10 18
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 19,677
COMMITMENTS
5,978 2,059 1,867 11,832 15,736 19,677 19,662 0 15
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 10.5 9.5 60.1 80.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 11 11 15 13
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| 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 05/21/24 (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 05/28/24 |
--------------------------------------------------------------| 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: 27,488
COMMITMENTS
4,267 8,310 670 22,551 18,502 27,488 27,482 0 6
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 30.2 2.4 82.0 67.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 2 11 12 14 17
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 43,303
COMMITMENTS
19,217 11,285 10 24,076 32,008 43,303 43,303 0 0
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 176)
0 0 0 176 176 176 176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 26.1 0.0 55.6 73.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 5 1 14 12 27 17
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 254,780
COMMITMENTS
126,013 36,933 71,948 56,618 145,887 254,578 254,768 202 12
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 731)
-1,284 -8,245 1,135 891 7,845 742 735 -11 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 14.5 28.2 22.2 57.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
85 20 51 36 36 134 95
CALIF CARBON ALLOWANCE V2025 - ICE FUTURES ENERGY DIV Code-0063E5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,980
COMMITMENTS
10,521 21,113 0 22,453 11,853 32,974 32,966 6 14
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -424)
463 -3,494 0 -868 3,070 -405 -424 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 64.0 0.0 68.1 35.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 7 0 9 8 22 15
WASHINGTON CARBON V2024 - ICE FUTURES ENERGY DIV Code-0063E9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 3,613
COMMITMENTS
1,699 1,227 306 1,589 2,030 3,593 3,563 20 50
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 117)
-13 -13 0 128 151 115 138 2 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 34.0 8.5 44.0 56.2 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 8 5 6 9 19 18
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 61,429
COMMITMENTS
19,001 10,222 6,813 35,541 44,374 61,356 61,409 73 20
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,921)
-396 0 619 1,685 1,299 1,907 1,918 14 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 16.6 11.1 57.9 72.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
35 9 13 23 18 61 37
FUEL OIL USGC HSFO PLATTS BALM - ICE FUTURES ENERGY DIV Code-021391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 3,618
COMMITMENTS
171 496 78 3,339 3,036 3,588 3,610 30 8
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 13.7 2.2 92.3 83.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 14 7 17 8
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,812
COMMITMENTS
239 0 255 7,192 7,372 7,686 7,627 126 185
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -180)
0 0 0 -180 -173 -180 -173 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 3.3 92.1 94.4 98.4 97.6 1.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 15 20 17 22
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 39,323
COMMITMENTS
13,713 213 3,366 22,191 35,621 39,270 39,200 53 123
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,328)
508 38 629 162 650 1,299 1,317 29 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 0.5 8.6 56.4 90.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 5 10 33 43 43 55
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,688
COMMITMENTS
769 7,635 1,918 16,911 10,112 19,598 19,665 90 23
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -377)
45 -230 -30 -392 -117 -377 -377 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 38.8 9.7 85.9 51.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 5 27 17 33 23
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 11,505
COMMITMENTS
1,383 3,513 2,155 7,765 5,806 11,303 11,474 202 31
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,775)
-30 659 305 1,500 811 1,775 1,775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 30.5 18.7 67.5 50.5 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 4 20 18 24 24
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 7,312,346
COMMITMENTS
746,467 232,620 1511761 5008949 5545353 7267177 7289734 45,169 22,612
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 44,355)
-40,665 -70,383 56,211 31,850 59,442 47,396 45,270 -3,041 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.2 20.7 68.5 75.8 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
44 31 60 163 137 234 202
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,946,801
COMMITMENTS
245,868 189,413 1776624 1918865 1973069 3941357 3939106 5,445 7,696
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -262,602)
43,971 28,921 -217,424 -90,400 -80,006 -263,853 -268,509 1,251 5,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.8 45.0 48.6 50.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 20 36 51 48 93 86
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,754
COMMITMENTS
1,620 4,672 341 184,229 184,458 186,190 189,471 9,564 6,283
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 5,294)
0 -740 60 4,931 6,031 4,991 5,351 303 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.4 0.2 94.1 94.2 95.1 96.8 4.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 3 34 28 37 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,112
COMMITMENTS
6,433 4,023 2,803 166,937 174,926 176,173 181,752 12,939 7,360
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,644)
994 -1,737 903 766 3,163 2,663 2,329 -1,019 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.1 1.5 88.3 92.5 93.2 96.1 6.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 4 32 31 38 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 409,855
COMMITMENTS
2,703 29,453 4,859 391,992 366,133 399,554 400,445 10,301 9,410
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 504)
131 -383 -589 1,013 926 555 -46 -51 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.2 1.2 95.6 89.3 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 4 4 41 36 45 43
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 971,098
COMMITMENTS
25,677 9,154 7,469 929,502 951,007 962,648 967,630 8,450 3,468
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 9,776)
490 1,768 -200 10,203 8,672 10,493 10,240 -717 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.9 0.8 95.7 97.9 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 5 6 41 34 49 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 383,774
COMMITMENTS
13,463 44,856 3,678 355,754 324,511 372,895 373,045 10,879 10,729
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 5,043)
-152 -2,540 978 2,325 7,393 3,151 5,831 1,892 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.7 1.0 92.7 84.6 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 5 5 47 38 57 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 861,661
COMMITMENTS
587 98,066 29,426 822,831 728,487 852,844 855,979 8,817 5,682
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 16,219)
-405 8,997 173 16,311 6,630 16,079 15,800 140 419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 11.4 3.4 95.5 84.5 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
1 17 6 47 52 53 70
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 423,381
COMMITMENTS
1,024 20,865 3,638 405,599 386,906 410,261 411,409 13,120 11,972
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 3,599)
-853 1,608 979 5,806 -2,054 5,932 533 -2,333 3,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.9 0.9 95.8 91.4 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 11 5 43 30 48 42
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,974
COMMITMENTS
2,652 8,749 1,496 103,673 103,720 107,821 113,965 9,153 3,009
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,538)
224 486 332 1,450 1,749 2,006 2,567 -468 -1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.5 1.3 88.6 88.7 92.2 97.4 7.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 6 5 20 18 26 27
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 2,500 MMBtus OPEN INTEREST: 29,848
COMMITMENTS
4,024 0 0 25,520 29,240 29,544 29,240 304 608
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 0.0 85.5 98.0 99.0 98.0 1.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 8 13 11 13
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,339
COMMITMENTS
3,855 5,374 30 81,439 80,932 85,324 86,336 3,015 2,003
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 6,062)
2,280 512 0 4,790 5,254 7,070 5,766 -1,008 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.1 0.0 92.2 91.6 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 1 29 25 33 27
CIG ROCKIES FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMBtu OPEN INTEREST: 41,677
COMMITMENTS
2,122 1,336 277 38,547 38,972 40,946 40,585 731 1,092
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.2 0.7 92.5 93.5 98.2 97.4 1.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 14 12 16 13
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 369,302
COMMITMENTS
9,045 3,786 1,625 348,867 351,674 359,537 357,085 9,765 12,217
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -3,172)
1,489 -662 401 -4,114 -3,512 -2,224 -3,773 -948 601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.0 0.4 94.5 95.2 97.4 96.7 2.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 3 31 26 36 30
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 199,878
COMMITMENTS
1,687 2,751 881 189,649 188,683 192,217 192,315 7,661 7,563
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 3,683)
-150 30 150 3,832 3,232 3,832 3,412 -149 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.4 0.4 94.9 94.4 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 24 24 25 26
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,599
COMMITMENTS
6,123 1,017 4,715 261,451 260,836 272,289 266,568 2,310 8,031
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 11,050)
0 -399 399 11,569 10,931 11,968 10,931 -918 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.4 1.7 95.2 95.0 99.2 97.1 0.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 18 31 20 32
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,060
COMMITMENTS
16,896 2,770 341 75,584 88,611 92,821 91,722 2,239 3,338
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 9,044)
3,046 810 0 5,787 8,144 8,833 8,954 211 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 2.9 0.4 79.5 93.2 97.6 96.5 2.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 2 1 29 24 37 26
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 851,513
COMMITMENTS
67,397 17,087 18,990 752,901 811,257 839,288 847,334 12,225 4,179
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 10,569)
-1,606 -442 3,913 9,149 7,814 11,456 11,285 -887 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.0 2.2 88.4 95.3 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
13 3 13 59 60 74 74
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,506
COMMITMENTS
335 3,657 519 205,018 202,139 205,872 206,315 5,634 5,191
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 5,533)
0 -867 31 7,315 7,250 7,346 6,414 -1,813 -881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.7 0.2 96.9 95.6 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 22 18 24 21
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,150
COMMITMENTS
8,773 13,594 2,529 81,855 74,720 93,157 90,843 993 3,307
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 17,160)
7,500 6,052 -720 9,720 13,770 16,500 19,102 660 -1,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 14.4 2.7 86.9 79.4 98.9 96.5 1.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 8 2 34 30 41 39
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,878
COMMITMENTS
22,229 32,095 14,709 148,241 138,149 185,179 184,953 1,699 1,925
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 18,810)
4,134 -107 2,963 11,859 16,501 18,956 19,357 -146 -547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 17.2 7.9 79.3 73.9 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
9 9 8 46 41 61 52
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 586,486
COMMITMENTS
1,050 116,184 744 582,031 468,106 583,825 585,034 2,661 1,452
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 17,539)
0 14,239 -120 17,944 3,590 17,824 17,709 -285 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 19.8 0.1 99.2 79.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
1 10 2 35 38 38 48
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 36,889
COMMITMENTS
0 2,448 0 35,447 33,400 35,447 35,848 1,442 1,041
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,290)
0 540 -60 1,230 970 1,170 1,450 120 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.0 96.1 90.5 96.1 97.2 3.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 17 16 17 17
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 252,157
COMMITMENTS
3,279 9,482 1,555 233,115 236,128 237,949 247,165 14,208 4,992
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -424)
-11 -417 250 1,281 452 1,520 285 -1,944 -709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.8 0.6 92.4 93.6 94.4 98.0 5.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 1 4 37 36 43 40
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,723
COMMITMENTS
0 3,064 0 135,445 129,384 135,445 132,448 278 3,275
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 5,700)
0 -424 0 5,701 5,915 5,701 5,491 -1 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 99.8 95.3 99.8 97.6 0.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 0 22 26 22 30
ALGONQUIN CITYGATES INDEX - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 33,138
COMMITMENTS
270 2,012 0 31,682 29,109 31,952 31,121 1,186 2,017
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.1 0.0 95.6 87.8 96.4 93.9 3.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 11 12 12
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,985
COMMITMENTS
240 0 0 65,669 62,619 65,909 62,619 10,076 13,366
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 86.4 82.4 86.7 82.4 13.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 17 14 17
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 293,323
COMMITMENTS
6,830 14,238 1,089 277,689 273,707 285,608 289,034 7,715 4,289
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 11,953)
855 -3,495 -110 11,270 17,923 12,015 14,318 -62 -2,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.9 0.4 94.7 93.3 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 2 39 38 44 41
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,178
COMMITMENTS
0 1,778 301 111,872 118,318 112,173 120,397 13,005 4,781
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 2,788)
0 1,778 301 2,813 532 3,114 2,611 -326 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.2 89.4 94.5 89.6 96.2 10.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 21 18 22 21
NWP SUMAS BASIS - ICE FUTURES ENERGY DIV Code-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,968
COMMITMENTS
0 0 0 89,785 90,922 89,785 90,922 8,183 7,046
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,268)
0 0 0 966 908 966 908 302 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 92.8 91.6 92.8 8.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 13 18 13
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,796
COMMITMENTS
413 4,843 1,476 25,843 21,445 27,732 27,764 3,064 3,032
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,830)
413 -67 337 2,313 2,234 3,063 2,504 -1,233 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 15.7 4.8 83.9 69.6 90.1 90.2 9.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 1 14 12 16 17
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,464
COMMITMENTS
0 248 0 116,910 117,496 116,910 117,744 5,554 4,720
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 95.5 95.9 95.5 96.1 4.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 15 16 16
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,940
COMMITMENTS
10,709 0 330 108,550 125,458 119,589 125,788 19,351 13,152
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 5,671)
4,334 0 -246 927 5,658 5,015 5,412 656 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.2 78.1 90.3 86.1 90.5 13.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 26 22 28 23
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,987
COMMITMENTS
0 780 0 23,688 24,589 23,688 25,369 3,299 1,618
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 87.8 91.1 87.8 94.0 12.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 12 11 12 13
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 72,426
COMMITMENTS
1,558 0 0 64,324 66,683 65,882 66,683 6,544 5,743
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,801)
400 0 0 3,277 2,963 3,677 2,963 -1,876 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 88.8 92.1 91.0 92.1 9.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 18 17 18
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,782
COMMITMENTS
6,043 0 0 59,456 69,033 65,499 69,033 6,283 2,749
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,215)
84 0 0 1,064 2,587 1,148 2,587 67 -1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.0 82.8 96.2 91.2 96.2 8.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 17 19 19 19
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,403
COMMITMENTS
2,409 270 0 65,256 69,571 67,665 69,841 3,738 1,562
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,890)
1,104 0 0 1,350 1,860 2,454 1,860 -564 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 0.0 91.4 97.4 94.8 97.8 5.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 18 17 21 18
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 211,601
COMMITMENTS
5,119 6,572 425 194,634 196,270 200,178 203,267 11,423 8,334
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 2,391)
0 1,264 118 2,149 963 2,267 2,345 124 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.1 0.2 92.0 92.8 94.6 96.1 5.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 5 3 31 30 38 36
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 191,547
COMMITMENTS
0 1,920 0 184,657 183,880 184,657 185,800 6,890 5,747
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,245)
0 306 0 1,123 877 1,123 1,183 122 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 96.4 96.0 96.4 97.0 3.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 0 24 25 24 27
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 26,641
COMMITMENTS
3,348 0 0 20,489 25,453 23,837 25,453 2,804 1,188
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 2,880)
-453 0 0 2,821 2,910 2,368 2,910 512 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.0 0.0 76.9 95.5 89.5 95.5 10.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 14 15 16 15
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 309,296
COMMITMENTS
7,570 26,829 1,215 291,170 276,344 299,955 304,388 9,341 4,908
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 2,732)
-942 424 107 5,221 1,734 4,386 2,265 -1,654 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.7 0.4 94.1 89.3 97.0 98.4 3.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 2 36 29 41 32
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 67,969
COMMITMENTS
3,431 2,869 0 63,192 63,754 66,623 66,623 1,346 1,346
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.2 0.0 93.0 93.8 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 10 14 12 15
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 203,702
COMMITMENTS
11,629 1,900 607 182,335 194,088 194,571 196,595 9,131 7,107
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 3,171)
4,927 222 607 886 3,257 6,420 4,086 -3,249 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.9 0.3 89.5 95.3 95.5 96.5 4.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 2 5 36 38 42 44
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,356
COMMITMENTS
1,228 4,728 485 78,316 76,991 80,029 82,204 2,327 152
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 2,484)
337 -540 245 1,812 2,844 2,394 2,549 90 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.7 0.6 95.1 93.5 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 6 3 27 23 31 30
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 397,987
COMMITMENTS
6,477 2,899 1,196 378,442 392,168 386,115 396,263 11,872 1,724
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 10,977)
1,380 2,449 -117 9,280 8,703 10,543 11,035 434 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.7 0.3 95.1 98.5 97.0 99.6 3.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 2 1 34 28 37 31
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,674
COMMITMENTS
0 0 0 53,794 58,600 53,794 58,600 9,880 5,074
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 402)
0 0 0 282 462 282 462 120 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.5 92.0 84.5 92.0 15.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 32,639
COMMITMENTS
0 0 0 28,752 31,473 28,752 31,473 3,887 1,166
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 96.4 88.1 96.4 11.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 11 14 11 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 255,009
COMMITMENTS
7,297 5,903 2,218 234,036 242,756 243,551 250,877 11,458 4,132
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -1,897)
-6,764 2,841 -2,046 9,194 -2,426 384 -1,631 -2,281 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.3 0.9 91.8 95.2 95.5 98.4 4.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 4 24 30 29 36
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 33,485
COMMITMENTS
1,760 0 0 30,579 32,820 32,339 32,820 1,146 665
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,170)
558 0 0 -372 750 186 750 984 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 91.3 98.0 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 16 15 18 15
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 158,495
COMMITMENTS
6,342 0 271 141,959 153,323 148,572 153,594 9,923 4,901
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,375)
-158 0 271 2,723 1,789 2,836 2,060 -1,461 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.2 89.6 96.7 93.7 96.9 6.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 1 27 24 31 25
TRANSCO ZONE 5 SOUTH INDEX - ICE FUTURES ENERGY DIV Code-0233FK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 18,103
COMMITMENTS
1,830 0 0 15,408 16,550 17,238 16,550 865 1,553
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 0.0 85.1 91.4 95.2 91.4 4.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 11 10 12 10
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 26,537
COMMITMENTS
1,461 999 204 24,837 25,140 26,502 26,343 35 194
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 442)
134 288 -27 344 218 451 479 -9 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.8 0.8 93.6 94.7 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 5 6 28 30 39 38
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 18,872
COMMITMENTS
1,005 517 280 17,581 18,075 18,866 18,872 6 0
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 441)
232 45 0 211 396 443 441 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.7 1.5 93.2 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 2 1 25 28 31 31
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 250,442
COMMITMENTS
72,989 26,121 23,287 153,464 200,407 249,740 249,815 702 627
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -2,840)
-609 -2,743 -2 -2,226 -63 -2,837 -2,808 -3 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 10.4 9.3 61.3 80.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 17 25 41 38 75 70
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 97,260
COMMITMENTS
93 14,157 7,196 89,635 75,497 96,924 96,850 336 410
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 755)
0 1,141 -601 1,355 215 754 755 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 14.6 7.4 92.2 77.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 19 9 31 30 40 50
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| 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: 77,636
COMMITMENTS
536 8,158 7,467 69,492 61,978 77,495 77,603 141 33
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 2,303)
-82 -1,156 1,241 1,318 2,217 2,477 2,302 -174 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 10.5 9.6 89.5 79.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 7 5 25 23 33 30
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| 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: 50,934
COMMITMENTS
5,120 4,320 6,812 38,742 39,609 50,674 50,741 260 193
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -266)
300 -59 400 -946 -627 -246 -286 -20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 8.5 13.4 76.1 77.8 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 7 7 25 29 34 38
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,021
COMMITMENTS
1,335 9,578 2,545 51,635 43,665 55,515 55,788 506 233
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -134)
-100 -30 257 -426 -462 -269 -235 135 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 17.1 4.5 92.2 77.9 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 12 7 30 30 40 43
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,446
COMMITMENTS
2,168 13,351 165 52,660 41,703 54,993 55,219 453 227
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,028)
55 275 0 973 753 1,028 1,028 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 24.1 0.3 95.0 75.2 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 2 32 26 37 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,199
COMMITMENTS
2,822 13,391 237 61,631 51,324 64,690 64,952 509 247
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,251)
329 255 17 905 979 1,251 1,251 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 20.5 0.4 94.5 78.7 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 5 4 34 27 39 34
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,722
COMMITMENTS
0 616 340 26,242 25,720 26,582 26,676 140 46
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 1.3 98.2 96.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 20 17 22 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 30,926
COMMITMENTS
2,400 5,544 0 28,038 24,916 30,438 30,460 488 466
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 17.9 0.0 90.7 80.6 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 17 18 18 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 31,953
COMMITMENTS
3,322 2,145 410 27,977 29,398 31,709 31,953 244 0
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 240)
30 0 0 290 300 320 300 -80 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.7 1.3 87.6 92.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 2 20 15 27 19
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,910
COMMITMENTS
3,467 705 410 26,409 29,695 30,286 30,810 624 100
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.3 1.3 85.4 96.1 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 2 2 17 13 25 16
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 240,658
COMMITMENTS
58,832 30,581 15,956 164,881 193,946 239,670 240,483 988 175
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 461)
215 1,501 -718 950 -340 446 443 15 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 12.7 6.6 68.5 80.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 16 22 45 40 78 65
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,771
COMMITMENTS
0 6,970 410 35,121 28,271 35,531 35,651 240 120
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.5 1.1 98.2 79.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 2 15 16 17 20
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,012
COMMITMENTS
0 7,120 360 33,252 26,412 33,612 33,892 400 120
CHANGES FROM 05/21/24 (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 20.9 1.1 97.8 77.7 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 1 14 13 15 17
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 32,354
COMMITMENTS
526 5,254 605 30,745 26,111 31,876 31,970 478 384
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 70)
70 0 0 0 70 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 16.2 1.9 95.0 80.7 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 3 19 15 23 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 30,437
COMMITMENTS
526 5,254 605 28,888 24,194 30,019 30,053 418 384
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 70)
70 0 0 0 70 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 17.3 2.0 94.9 79.5 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 3 19 15 23 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 138,744
COMMITMENTS
20,120 3,975 6,628 111,631 127,327 138,379 137,930 365 814
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -220)
-70 0 -230 80 10 -220 -220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 2.9 4.8 80.5 91.8 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 10 12 26 28 38 42
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,365
COMMITMENTS
125 971 300 31,572 31,012 31,997 32,283 368 82
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 202)
-10 40 -40 262 202 212 202 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.0 0.9 97.5 95.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 24 21 28 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,358
COMMITMENTS
3,354 8,664 65 35,139 30,451 38,558 39,180 800 178
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -184)
0 -182 40 -234 -102 -194 -244 10 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 22.0 0.2 89.3 77.4 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 23 21 28 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,234
COMMITMENTS
1,576 2,593 0 28,593 26,639 30,169 29,232 65 1,002
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 443)
-3 -100 0 439 538 436 438 7 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.6 0.0 94.6 88.1 99.8 96.7 0.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 23 18 25 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,036
COMMITMENTS
1,928 1,950 0 31,970 31,103 33,898 33,053 138 983
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 667)
148 -399 0 634 1,066 782 667 -115 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.7 0.0 93.9 91.4 99.6 97.1 0.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 0 22 20 24 24
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| 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: 83,525
COMMITMENTS
2,530 8,686 2,512 78,182 71,968 83,224 83,166 301 359
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 55)
55 61 -25 22 25 52 61 3 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.4 3.0 93.6 86.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 11 7 33 33 41 46
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 119,075
COMMITMENTS
11,352 18,026 3,429 103,954 96,969 118,735 118,424 340 651
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,129)
508 405 51 567 647 1,126 1,103 3 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 15.1 2.9 87.3 81.4 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 15 14 32 34 55 54
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 49,155
COMMITMENTS
900 3,836 1,013 47,207 44,196 49,120 49,045 35 110
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -265)
-375 -175 0 110 -90 -265 -265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.8 2.1 96.0 89.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 3 20 19 26 25
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 47,103
COMMITMENTS
181 6,934 750 46,112 39,419 47,043 47,103 60 0
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 580)
106 256 -106 575 430 575 580 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 14.7 1.6 97.9 83.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 6 2 16 17 20 23
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| 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: 64,590
COMMITMENTS
21,572 2,665 1,899 40,338 59,444 63,809 64,008 781 582
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 5,111)
3,612 -283 533 1,076 4,777 5,221 5,027 -110 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 4.1 2.9 62.5 92.0 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 6 6 19 24 25 34
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,035
COMMITMENTS
3,799 3,331 3,176 55,426 56,255 62,401 62,761 635 274
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,442)
59 -717 505 823 1,606 1,387 1,394 55 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.3 5.0 87.9 89.2 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 9 8 26 26 37 36
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,347
COMMITMENTS
0 0 0 10,878 11,279 10,878 11,279 469 68
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 459)
0 0 0 519 489 519 489 -60 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 99.4 95.9 99.4 4.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 16 18 16
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 9,882
COMMITMENTS
160 0 0 9,282 9,632 9,442 9,632 440 250
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -41)
0 0 0 -45 -41 -45 -41 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 93.9 97.5 95.5 97.5 4.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 16 19 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,125
COMMITMENTS
2,041 2,277 490 34,539 34,752 37,070 37,519 1,055 606
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 590)
-24 72 47 544 473 567 592 23 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.0 1.3 90.6 91.2 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 3 19 20 24 23
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,551
COMMITMENTS
2,393 1,090 280 29,770 31,371 32,443 32,741 1,108 810
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 630)
24 143 -2 607 535 629 676 1 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.2 0.8 88.7 93.5 96.7 97.6 3.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 18 16 21 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,351
COMMITMENTS
144 2,628 989 30,922 28,307 32,055 31,924 296 427
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 718)
-35 -64 85 668 723 718 744 0 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.1 3.1 95.6 87.5 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 7 4 26 27 31 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 24,906
COMMITMENTS
0 1,621 434 23,911 22,421 24,345 24,476 561 430
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 443)
0 20 0 447 434 447 454 -4 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 1.7 96.0 90.0 97.7 98.3 2.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 8 3 23 24 26 32
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 12,238
COMMITMENTS
501 75 80 11,631 12,066 12,212 12,221 26 17
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 110)
15 0 0 95 110 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.6 0.7 95.0 98.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 21 16 26 18
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 9,926
COMMITMENTS
60 75 15 9,571 9,836 9,646 9,926 280 0
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 305)
-5 0 5 305 300 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.2 96.4 99.1 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 11 15 13
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,428
COMMITMENTS
620 0 0 32,485 33,428 33,105 33,428 323 0
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.2 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 16 13 19 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,348
COMMITMENTS
710 0 0 33,368 34,348 34,078 34,348 270 0
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.1 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 17 13 20 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,137
COMMITMENTS
21,459 10,187 1,880 63,313 74,677 86,652 86,744 485 393
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 2,598)
305 1,999 -143 2,435 741 2,597 2,597 1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 11.7 2.2 72.7 85.7 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 13 8 35 36 49 53
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 102,370
COMMITMENTS
26,433 14,293 2,708 72,767 84,918 101,908 101,919 462 451
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 3,272)
122 439 753 2,382 2,038 3,257 3,230 15 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 14.0 2.6 71.1 83.0 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 16 11 37 38 52 59
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 544,853
COMMITMENTS
94,191 25,645 145,390 304,389 372,525 543,970 543,560 884 1,293
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -1,730)
-7,007 -1,435 2,441 3,016 -2,645 -1,550 -1,639 -180 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 4.7 26.7 55.9 68.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
42 18 49 51 50 109 104
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,342
COMMITMENTS
970 4,555 200 12,864 9,553 14,034 14,308 308 34
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 100)
50 130 0 50 0 100 130 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 31.8 1.4 89.7 66.6 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 6 1 17 12 19 18
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,931
COMMITMENTS
743 3,330 275 11,690 9,292 12,708 12,897 223 34
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 100)
50 130 0 50 0 100 130 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 25.8 2.1 90.4 71.9 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 1 18 13 20 19
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 24,697
COMMITMENTS
5,069 8,930 1,692 16,790 13,480 23,551 24,102 1,146 595
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 735)
-841 -195 560 610 205 329 570 406 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 36.2 6.9 68.0 54.6 95.4 97.6 4.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 13 14 32 37 58 55
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 72,293
COMMITMENTS
3,535 9,992 5,518 63,076 56,531 72,129 72,041 164 252
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,050)
65 -75 103 882 1,022 1,050 1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 13.8 7.6 87.3 78.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 9 6 33 30 43 42
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 70,400
COMMITMENTS
12,844 2,808 6,927 50,051 60,361 69,822 70,096 578 304
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,649)
124 140 105 1,500 1,394 1,729 1,639 -80 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 4.0 9.8 71.1 85.7 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 5 8 27 26 41 35
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 20,650
COMMITMENTS
4,850 0 0 15,800 20,430 20,650 20,430 0 220
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 0.0 0.0 76.5 98.9 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 14 12 18 12
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 9,350
COMMITMENTS
1,220 456 0 7,769 8,850 8,989 9,306 361 44
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 4.9 0.0 83.1 94.7 96.1 99.5 3.9 0.5
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 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 14,175
COMMITMENTS
1,045 1,310 840 12,230 11,785 14,115 13,935 60 240
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 9.2 5.9 86.3 83.1 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 19 17 22 20
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 5,676
COMMITMENTS
1,335 1,008 382 2,887 3,621 4,604 5,011 1,072 665
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 431)
30 115 46 140 200 216 361 215 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 17.8 6.7 50.9 63.8 81.1 88.3 18.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 8 10 22 20 39 34
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 12,709
COMMITMENTS
1,692 775 2,063 7,870 8,958 11,625 11,796 1,084 913
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 386)
87 27 120 41 204 248 351 138 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 6.1 16.2 61.9 70.5 91.5 92.8 8.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 7 14 44 47 60 63
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 45,119
COMMITMENTS
7,795 1,203 5,772 31,535 37,795 45,102 44,770 17 349
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 3,252)
135 170 450 2,667 2,632 3,252 3,252 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.7 12.8 69.9 83.8 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 2 7 43 39 55 46
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,846
COMMITMENTS
81 1,449 2,213 13,452 12,007 15,746 15,669 100 177
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -77)
-75 235 15 -22 -342 -82 -92 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 9.1 14.0 84.9 75.8 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 3 22 23 25 28
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 40,778
COMMITMENTS
6,395 645 4,507 29,615 35,014 40,517 40,166 261 612
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 1,023)
144 -313 225 644 1,086 1,013 998 10 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 1.6 11.1 72.6 85.9 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
10 5 10 54 48 68 59
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,595
COMMITMENTS
0 101 208 7,037 6,932 7,245 7,241 350 354
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 287)
0 31 68 226 221 294 320 -7 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 2.7 92.7 91.3 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 3 14 16 17 19
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 60,630
COMMITMENTS
47,414 1,678 1,011 12,081 57,912 60,506 60,601 124 29
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 3,304)
3,112 77 0 192 3,227 3,304 3,304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.2 2.8 1.7 19.9 95.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 6 4 31 39 38 47
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 143,106
COMMITMENTS
18,960 52,447 9,330 114,307 81,101 142,597 142,878 509 228
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 6,318)
-554 2,995 1,923 4,967 1,384 6,336 6,302 -18 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 36.6 6.5 79.9 56.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
17 19 21 87 83 114 115
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,803
COMMITMENTS
447 594 288 2,355 2,648 3,090 3,530 713 273
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 120)
12 -59 59 97 173 168 173 -48 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 15.6 7.6 61.9 69.6 81.3 92.8 18.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 4 6 21 26 30 34
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 56,415
COMMITMENTS
1,445 50 0 53,375 56,335 54,820 56,385 1,595 30
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 2,442)
0 0 0 927 2,442 927 2,442 1,515 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.1 0.0 94.6 99.9 97.2 99.9 2.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 0 38 26 41 27
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 49,475
COMMITMENTS
60 0 20 49,190 49,440 49,270 49,460 205 15
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 3,142)
-20 0 -5 2,977 3,132 2,952 3,127 190 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.4 99.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 1 24 32 25 33
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 18,033
COMMITMENTS
0 70 10 18,023 17,887 18,033 17,967 0 66
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 871)
0 10 -5 876 866 871 871 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.1 99.9 99.2 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 14 18 15 19
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 11,968
COMMITMENTS
0 0 0 11,920 11,836 11,920 11,836 48 132
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: 465)
0 0 0 510 465 510 465 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 98.9 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 16 15 16
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 7,643
COMMITMENTS
135 1,335 375 7,080 5,910 7,590 7,620 53 23
CHANGES FROM 05/21/24 (CHANGE IN OPEN INTEREST: -2)
75 -75 -75 -2 125 -2 -25 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 17.5 4.9 92.6 77.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 2 13 15 15 21
Updated May 31, 2024