COT Report – Weekly Release Calendar
| January | 6* | 10 | 17 | 24 | 31 | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| February | 7 | 14 | 21 | 28 | ||||||
| March | 7 | 14 | 21 | 28 | 29 | |||||
| April | 4 | 11 | 18 | 25 | ||||||
| May | 2 | 9 | 16 | 23 | 30 | |||||
| June | 6 | 13 | 23* | 27 | ||||||
| July | 7* | 11 | 18 | 25 | ||||||
| August | 1 | 8 | 15 | 22 | 29 | |||||
| September | 5 | 12 | 19 | 26 | ||||||
| October | 3 | 10 | 17 | 24 | 31 | |||||
| November | 19 | 21 | 25 | |||||||
| December | 2 | 5 | 9 | 10 | 12 | 15 | 17 | 19 | 23 | 29 |
| January | 5* | 9 | 16 | 23 | 30 | |
|---|---|---|---|---|---|---|
| February | 6 | 13 | 20 | 27 | ||
| March | 6 | 13 | 20 | 27 | ||
| April | 3 | 10 | 17 | 24 | ||
| May | 1 | 8 | 15 | 22 | 29 | |
| June | 5 | 12 | 22* | 26 | ||
| July | 6* | 10 | 17 | 24 | 31 | |
| August | 7 | 14 | 21 | 28 | ||
| September | 4 | 11 | 18 | 25 | ||
| October | 2 | 9 | 16 | 23 | 30 | |
| November | 6 | 16* | 20 | 30* | ||
| December | 4 | 11 | 18 | 28* |
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|
CONTRACTS
353 markets
|
NON-COMMERCIAL • Large Speculators | COMMERCIAL • Hedgers / Institutional Traders | NON-REPORTABLE • Small Speculators | OPEN INTEREST |
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NET POSITIONS | LONG | SHORT | LONG vs. SHORT | SPREADS | NET POSITIONS | LONG | SHORT | LONG vs. SHORT | NET POSITIONS | LONG | SHORT | LONG vs. SHORT | ||
| Currencies & Forex › Major Currencies | ||||||||||||||
|
AUSTRALIAN DOLLAR
CHICAGO MERCANTILE EXCHANGE
(AUD, 6A, AUDUSD)
|
-62,947 | 57,569 | 120,516 |
|
20,156 | 45,086 | 184,216 | 139,130 |
|
17,861 | 34,721 | 16,860 |
|
296,662 |
| +20,446 (+24.5%) | +11,701 (+25.5%) | -8,745 (-6.8%) |
19.4%
|
40.6%
|
+15,012 (+291.8%) | -25,195 (-35.8%) | +63,581 (+52.7%) | +88,776 (+176.3%) |
62.1%
|
46.9%
|
+4,749 (+36.2%) | +3,794 (+12.3%) | -955 (-5.4%) |
11.7%
|
5.7%
|
+94,088 | |
| ADDING | 38 | 24 | SHORT | 16 | REDUCING | 40 | 28 | LONG | ADDING | — | — | LONG | BUILDUP | |
|
BRITISH POUND
CHICAGO MERCANTILE EXCHANGE
(GBP, 6B, GBPUSD)
|
-75,515 | 60,319 | 135,834 |
|
32,645 | 84,282 | 213,264 | 128,982 |
|
-8,767 | 26,177 | 34,944 |
|
332,405 |
| +4,665 (+5.8%) | +8,067 (+15.4%) | +3,402 (+2.6%) |
18.1%
|
40.9%
|
+23,795 (+268.9%) | -4,933 (-5.5%) | +638 (+0.3%) | +5,571 (+4.5%) |
64.2%
|
38.8%
|
+268 (+3.0%) | +137 (+0.5%) | -131 (-0.4%) |
7.9%
|
10.5%
|
+32,637 | |
| ADDING | 24 | 27 | SHORT | 14 | REDUCING | 35 | 43 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
CANADIAN DOLLAR
CHICAGO MERCANTILE EXCHANGE
(CAD, 6C, USDCAD)
|
-130,600 | 15,794 | 146,394 |
|
5,245 | 138,723 | 204,735 | 66,012 |
|
-8,123 | 26,094 | 34,217 |
|
251,868 |
| +19,447 (+13.0%) | -3,253 (-17.1%) | -22,700 (-13.4%) |
6.3%
|
58.1%
|
+2,535 (+93.5%) | -20,427 (-12.8%) | -23,448 (-10.3%) | -3,021 (-4.4%) |
81.3%
|
26.2%
|
+980 (+10.8%) | +1,037 (+4.1%) | +57 (+0.2%) |
10.4%
|
13.6%
|
-23,129 | |
| ADDING | 19 | 45 | SHORT | 13 | REDUCING | 38 | 34 | LONG | ADDING | — | — | SHORT | LIQUIDATION | |
|
EURO FX
CHICAGO MERCANTILE EXCHANGE
(EUR, 6E, EURUSD)
|
138,788 | 268,118 | 129,330 |
|
39,355 | -189,597 | 536,662 | 726,259 |
|
50,809 | 98,659 | 47,850 |
|
942,794 |
| +30,335 (+28.0%) | +18,446 (+7.4%) | -11,889 (-8.4%) |
28.4%
|
13.7%
|
+12,514 (+46.6%) | -33,845 (-21.7%) | +54,334 (+11.3%) | +88,179 (+13.8%) |
56.9%
|
77.0%
|
+3,510 (+7.4%) | +6,316 (+6.8%) | +2,806 (+6.2%) |
10.5%
|
5.1%
|
+91,610 | |
| ADDING | 95 | 38 | LONG | 26 | REDUCING | 133 | 94 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
JAPANESE YEN
CHICAGO MERCANTILE EXCHANGE
(JPY, 6J, USDJPY)
|
17,448 | 184,488 | 167,040 |
|
32,417 | -18,059 | 205,773 | 223,832 |
|
611 | 42,738 | 42,127 |
|
465,416 |
| -18,970 (-52.1%) | -470 (-0.3%) | +18,500 (+12.5%) |
39.6%
|
35.9%
|
-1,334 (-4.0%) | +20,064 (+52.6%) | +72,329 (+54.2%) | +52,265 (+30.5%) |
44.2%
|
48.1%
|
-1,094 (-64.2%) | +32 (+0.1%) | +1,126 (+2.7%) |
9.2%
|
9.1%
|
+70,557 | |
| REDUCING | 29 | 48 | LONG | 21 | ADDING | 55 | 41 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
NEW ZEALAND DOLLAR
CHICAGO MERCANTILE EXCHANGE
(NZD, 6N, NZDUSD)
|
-56,781 | 14,333 | 71,114 |
|
14,445 | 58,511 | 82,051 | 23,540 |
|
-1,730 | 3,603 | 5,333 |
|
114,432 |
| -3,665 (-6.9%) | -4,061 (-22.1%) | -396 (-0.6%) |
12.5%
|
62.1%
|
+11,320 (+362.2%) | +2,584 (+4.6%) | +2,887 (+3.6%) | +303 (+1.3%) |
71.7%
|
20.6%
|
+1,081 (+38.5%) | +35 (+1.0%) | -1,046 (-16.4%) |
3.1%
|
4.7%
|
+10,181 | |
| REDUCING | 19 | 44 | SHORT | 12 | ADDING | 24 | 27 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
SWISS FRANC
CHICAGO MERCANTILE EXCHANGE
(CHF, 6S, USDCHF)
|
-38,603 | 8,456 | 47,059 |
|
6,479 | 42,549 | 62,231 | 19,682 |
|
-3,946 | 15,229 | 19,175 |
|
92,395 |
| -2,818 (-7.9%) | +1,562 (+22.7%) | +4,380 (+10.3%) |
9.2%
|
50.9%
|
+5,740 (+776.7%) | +5,701 (+15.5%) | +6,846 (+12.4%) | +1,145 (+6.2%) |
67.4%
|
21.3%
|
-2,883 (-271.2%) | +972 (+6.8%) | +3,855 (+25.2%) |
16.5%
|
20.8%
|
+15,120 | |
| REDUCING | 11 | 10 | SHORT | 7 | ADDING | 16 | 15 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
USD INDEX
ICE FUTURES U.S.
(USD, DXY)
|
-13,874 | 14,778 | 28,652 |
|
3,026 | 13,628 | 21,923 | 8,295 |
|
246 | 3,245 | 2,999 |
|
42,972 |
| +2,344 (+14.5%) | +334 (+2.3%) | -2,010 (-6.6%) |
34.4%
|
66.7%
|
+57 (+1.9%) | -1,776 (-11.5%) | -1,001 (-4.4%) | +775 (+10.3%) |
51.0%
|
19.3%
|
-568 (-69.8%) | -199 (-5.8%) | +369 (+14.0%) |
7.6%
|
7.0%
|
-809 | |
| ADDING | 52 | 52 | SHORT | 12 | REDUCING | 10 | 10 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
| Currencies & Forex › Minor Currencies | ||||||||||||||
|
BRAZILIAN REAL
CHICAGO MERCANTILE EXCHANGE
(BRL, 6L, BRLUSD)
|
57,434 | 74,505 | 17,071 |
|
1,177 | -59,943 | 19,191 | 79,134 |
|
2,509 | 3,581 | 1,072 |
|
98,454 |
| -3,412 (-5.6%) | -81 (-0.1%) | +3,331 (+24.2%) |
75.7%
|
17.3%
|
+482 (+69.4%) | +4,074 (+6.4%) | -2,186 (-10.2%) | -6,260 (-7.3%) |
19.5%
|
80.4%
|
-662 (-20.9%) | -290 (-7.5%) | +372 (+53.1%) |
3.6%
|
1.1%
|
-2,075 | |
| REDUCING | 45 | 16 | LONG | 6 | ADDING | 23 | 15 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
MEXICAN PESO
CHICAGO MERCANTILE EXCHANGE
(MXN, 6M, USDMXN)
|
106,976 | 153,728 | 46,752 |
|
8,754 | -110,797 | 112,875 | 223,672 |
|
3,821 | 8,703 | 4,882 |
|
284,060 |
| +8,036 (+8.1%) | +4,626 (+3.1%) | -3,410 (-6.8%) |
54.1%
|
16.5%
|
+7,312 (+507.1%) | -7,448 (-7.2%) | +34,935 (+44.8%) | +42,383 (+23.4%) |
39.7%
|
78.7%
|
-588 (-13.3%) | +1,752 (+25.2%) | +2,340 (+92.1%) |
3.1%
|
1.7%
|
+48,625 | |
| ADDING | 102 | 29 | LONG | 13 | REDUCING | 47 | 34 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
SOUTH AFRICAN RAND
CHICAGO MERCANTILE EXCHANGE
(ZAR, 6R, USDZAR)
|
5,738 | 12,772 | 7,034 |
|
2,449 | -6,689 | 7,331 | 14,020 |
|
951 | 3,966 | 3,015 |
|
26,518 |
| -999 (-14.8%) | -163 (-1.3%) | +836 (+13.5%) |
48.2%
|
26.5%
|
+346 (+16.5%) | +895 (+11.8%) | +681 (+10.2%) | -214 (-1.5%) |
27.6%
|
52.9%
|
+104 (+12.3%) | +1,790 (+82.3%) | +1,686 (+126.9%) |
15.0%
|
11.4%
|
+2,654 | |
| REDUCING | 19 | 10 | LONG | 4 | ADDING | 16 | 7 | SHORT | ADDING | — | — | LONG | BUILDUP | |
| Currencies & Forex › Forex Crosses | ||||||||||||||
|
EURO FX/BRITISH POUND XRATE
CHICAGO MERCANTILE EXCHANGE
|
797 | 9,267 | 8,470 |
|
344 | -13,724 | 15,643 | 29,367 |
|
12,927 | 16,909 | 3,982 |
|
42,163 |
| +33 (+4.3%) | -1,229 (-11.7%) | -1,262 (-13.0%) |
22.0%
|
20.1%
|
+184 (+115.0%) | +314 (+2.2%) | +299 (+1.9%) | -15 (-0.1%) |
37.1%
|
69.7%
|
-347 (-2.6%) | +595 (+3.6%) | +942 (+31.0%) |
40.1%
|
9.4%
|
-151 | |
| ADDING | 9 | 4 | LONG | 2 | ADDING | 10 | 8 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
EURO FX/JAPANESE YEN XRATE
CHICAGO MERCANTILE EXCHANGE
|
1,162 | 5,995 | 4,833 |
|
6 | -5,766 | 4,801 | 10,567 |
|
4,604 | 9,576 | 4,972 |
|
20,378 |
| -191 (-14.1%) | +54 (+0.9%) | +245 (+5.3%) |
29.4%
|
23.7%
|
0 (0.0%) | -687 (-13.5%) | +1,039 (+27.6%) | +1,726 (+19.5%) |
23.6%
|
51.9%
|
+878 (+23.6%) | +1,093 (+12.9%) | +215 (+4.5%) |
47.0%
|
24.4%
|
+2,186 | |
| REDUCING | 6 | 4 | LONG | 1 | REDUCING | 8 | 12 | SHORT | ADDING | — | — | LONG | BUILDUP | |
| Cryptocurrencies › Bitcoin & Ethereum | ||||||||||||||
|
BITCOIN
CHICAGO MERCANTILE EXCHANGE
(BTC, BTCUSD)
|
265 | 20,410 | 20,145 |
|
2,105 | -347 | 1,116 | 1,463 |
|
82 | 1,162 | 1,080 |
|
24,793 |
| -302 (-53.3%) | +173 (+0.9%) | +475 (+2.4%) |
82.3%
|
81.3%
|
+164 (+8.4%) | +244 (+41.3%) | +119 (+11.9%) | -125 (-7.9%) |
4.5%
|
5.9%
|
+58 (+241.7%) | +8 (+0.7%) | -50 (-4.4%) |
4.7%
|
4.4%
|
+464 | |
| REDUCING | 49 | 72 | LONG | 30 | ADDING | 3 | 6 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
ETHEREUM
CHICAGO MERCANTILE EXCHANGE
(ETH, ETHUSD)
|
2,891 | 29,656 | 26,765 |
|
11,443 | -3,237 | 227 | 3,464 |
|
346 | 1,006 | 660 |
|
42,332 |
| +78 (+2.8%) | +2,703 (+10.0%) | +2,625 (+10.9%) |
70.1%
|
63.2%
|
+775 (+7.3%) | -164 (-5.3%) | -179 (-44.1%) | -15 (-0.4%) |
0.5%
|
8.2%
|
+86 (+33.1%) | +138 (+15.9%) | +52 (+8.6%) |
2.4%
|
1.6%
|
+3,437 | |
| ADDING | 39 | 56 | LONG | 23 | REDUCING | 2 | 5 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
MICRO BITCOIN
CHICAGO MERCANTILE EXCHANGE
|
-4,870 | 23,124 | 27,994 |
|
745 | 0 | 0 | 0 |
|
4,870 | 7,601 | 2,731 |
|
31,470 |
| +165 (+3.3%) | +2,746 (+13.5%) | +2,581 (+10.2%) |
73.5%
|
89.0%
|
+564 (+311.6%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
-165 (-3.3%) | -191 (-2.5%) | -26 (-0.9%) |
24.2%
|
8.7%
|
+3,119 | |
| ADDING | 146 | 77 | SHORT | 17 | NEUTRAL | 0 | 0 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
MICRO ETHER
CHICAGO MERCANTILE EXCHANGE
|
-3,244 | 142,510 | 145,754 |
|
3,003 | 0 | 0 | 0 |
|
3,244 | 4,240 | 996 |
|
149,753 |
| -62 (-1.9%) | +27,920 (+24.4%) | +27,982 (+23.8%) |
95.2%
|
97.3%
|
-3,763 (-55.6%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+62 (+1.9%) | +55 (+1.3%) | -7 (-0.7%) |
2.8%
|
0.7%
|
+24,212 | |
| REDUCING | 265 | 75 | SHORT | 7 | NEUTRAL | 0 | 0 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
NANO BITCOIN
COINBASE DERIVATIVES, LLC
|
-1,196 | 44,973 | 46,169 |
|
13 | 0 | 0 | 0 |
|
1,196 | 2,112 | 916 |
|
47,098 |
| +494 (+29.2%) | +1,254 (+2.9%) | +760 (+1.7%) |
95.5%
|
98.0%
|
-2 (-13.3%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
-494 (-29.2%) | -277 (-11.6%) | +217 (+31.0%) |
4.5%
|
1.9%
|
+975 | |
| ADDING | 118 | 56 | SHORT | 1 | NEUTRAL | 0 | 0 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
NANO BITCOIN PERP STYLE
COINBASE DERIVATIVES, LLC
|
-5,895 | 135,947 | 141,842 |
|
0 | 0 | 0 | 0 |
|
5,895 | 9,764 | 3,869 |
|
145,711 |
| +1,503 (+20.3%) | +30,640 (+29.1%) | +29,137 (+25.9%) |
93.3%
|
97.3%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
-1,503 (-20.3%) | -632 (-6.1%) | +871 (+29.1%) |
6.7%
|
2.7%
|
+30,008 | |
| ADDING | 404 | 219 | SHORT | 0 | NEUTRAL | 0 | 0 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
NANO ETHER
COINBASE DERIVATIVES, LLC
|
-1,021 | 97,313 | 98,334 |
|
47 | 0 | 0 | 0 |
|
1,021 | 1,950 | 929 |
|
99,310 |
| +643 (+38.6%) | +13,847 (+16.6%) | +13,204 (+15.5%) |
98.0%
|
99.0%
|
+1 (+2.2%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
-643 (-38.6%) | -240 (-11.0%) | +403 (+76.6%) |
2.0%
|
0.9%
|
+13,608 | |
| ADDING | 151 | 87 | SHORT | 2 | NEUTRAL | 0 | 0 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
NANO ETHER PERP STYLE
COINBASE DERIVATIVES, LLC
|
-5,967 | 224,187 | 230,154 |
|
0 | 0 | 0 | 0 |
|
5,967 | 8,755 | 2,788 |
|
232,942 |
| +2,525 (+29.7%) | +225 (+0.1%) | -2,300 (-1.0%) |
96.2%
|
98.8%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
-2,525 (-29.7%) | -1,638 (-15.8%) | +887 (+46.7%) |
3.8%
|
1.2%
|
-1,413 | |
| ADDING | 549 | 229 | SHORT | 0 | NEUTRAL | 0 | 0 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
| Cryptocurrencies › Other Cryptocurrencies (Altcoins) | ||||||||||||||
|
AVALANCHE
COINBASE DERIVATIVES, LLC
(AVAX)
|
-552 | 1,937 | 2,489 |
|
0 | 0 | 0 | 0 |
|
552 | 650 | 98 |
|
2,587 |
| -283 (-105.2%) | -531 (-21.5%) | -248 (-9.1%) |
74.9%
|
96.2%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+283 (+105.2%) | +288 (+79.6%) | +5 (+5.4%) |
25.1%
|
3.8%
|
-243 | |
| REDUCING | 25 | 7 | SHORT | 0 | NEUTRAL | 0 | 0 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
CARDANO
COINBASE DERIVATIVES, LLC
(ADA)
|
-146 | 1,282 | 1,428 |
|
0 | 0 | 0 | 0 |
|
146 | 442 | 296 |
|
1,724 |
| +217 (+59.8%) | -122 (-8.7%) | -339 (-19.2%) |
74.4%
|
82.8%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
-217 (-59.8%) | -83 (-15.8%) | +134 (+82.7%) |
25.6%
|
17.2%
|
-205 | |
| ADDING | 17 | 16 | SHORT | 0 | NEUTRAL | 0 | 0 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
CHAINLINK
COINBASE DERIVATIVES, LLC
(LINK)
|
-355 | 1,280 | 1,635 |
|
0 | 0 | 0 | 0 |
|
355 | 492 | 137 |
|
1,772 |
| +79 (+18.2%) | -175 (-12.0%) | -254 (-13.4%) |
72.2%
|
92.3%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
-79 (-18.2%) | -36 (-6.8%) | +43 (+45.7%) |
27.8%
|
7.7%
|
-211 | |
| ADDING | 20 | 4 | SHORT | 0 | NEUTRAL | 0 | 0 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
DOGECOIN
COINBASE DERIVATIVES, LLC
(DOGE)
|
-300 | 3,760 | 4,060 |
|
0 | 0 | 0 | 0 |
|
300 | 596 | 296 |
|
4,356 |
| +159 (+34.6%) | +634 (+20.3%) | +475 (+13.2%) |
86.3%
|
93.2%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
-159 (-34.6%) | -90 (-13.1%) | +69 (+30.4%) |
13.7%
|
6.8%
|
+544 | |
| ADDING | 12 | 10 | SHORT | 0 | NEUTRAL | 0 | 0 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
LITECOIN CASH
COINBASE DERIVATIVES, LLC
|
-252 | 1,801 | 2,053 |
|
0 | 0 | 0 | 0 |
|
252 | 308 | 56 |
|
2,109 |
| -252 (0.0%) | +1,801 (0.0%) | +2,053 (0.0%) |
85.4%
|
97.3%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+252 (0.0%) | +308 (0.0%) | +56 (0.0%) |
14.6%
|
2.7%
|
+2,109 | |
| REDUCING | 17 | 4 | SHORT | 0 | NEUTRAL | 0 | 0 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
Micro Sol
|
-453 | 2,711 | 3,164 |
|
34 | 0 | 0 | 0 |
|
453 | 648 | 195 |
|
3,393 |
| -57 (-14.4%) | +523 (+23.9%) | +580 (+22.4%) |
79.9%
|
93.3%
|
+29 (+580.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+57 (+14.4%) | +43 (+7.1%) | -14 (-6.7%) |
19.1%
|
5.7%
|
+595 | |
| REDUCING | 16 | 9 | SHORT | 2 | NEUTRAL | 0 | 0 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
NANO SOLANA
COINBASE DERIVATIVES, LLC
|
-772 | 12,042 | 12,814 |
|
0 | 0 | 0 | 0 |
|
772 | 1,157 | 385 |
|
13,199 |
| +192 (+19.9%) | -928 (-7.2%) | -1,120 (-8.0%) |
91.2%
|
97.1%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
-192 (-19.9%) | -135 (-10.4%) | +57 (+17.4%) |
8.8%
|
2.9%
|
-1,063 | |
| ADDING | 31 | 25 | SHORT | 0 | NEUTRAL | 0 | 0 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
NANO SOLANA PERP STYLE
COINBASE DERIVATIVES, LLC
|
-4,424 | 27,275 | 31,699 |
|
0 | 0 | 0 | 0 |
|
4,424 | 5,167 | 743 |
|
32,442 |
| -182 (-4.3%) | -3,985 (-12.7%) | -3,803 (-10.7%) |
84.1%
|
97.7%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+182 (+4.3%) | -144 (-2.7%) | -326 (-30.5%) |
15.9%
|
2.3%
|
-4,129 | |
| REDUCING | 235 | 52 | SHORT | 0 | NEUTRAL | 0 | 0 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
NANO XRP
COINBASE DERIVATIVES, LLC
|
-750 | 41,766 | 42,516 |
|
17 | 0 | 0 | 0 |
|
750 | 1,107 | 357 |
|
42,890 |
| -49 (-7.0%) | +20,029 (+92.1%) | +20,078 (+89.5%) |
97.4%
|
99.1%
|
-1 (-5.6%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+49 (+7.0%) | +51 (+4.8%) | +2 (+0.6%) |
2.6%
|
0.8%
|
+20,079 | |
| REDUCING | 42 | 17 | SHORT | 1 | NEUTRAL | 0 | 0 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
NANO XRP PERP STYLE
COINBASE DERIVATIVES, LLC
|
-3,791 | 13,523 | 17,314 |
|
0 | 0 | 0 | 0 |
|
3,791 | 4,396 | 605 |
|
17,919 |
| -299 (-8.6%) | -20,555 (-60.3%) | -20,256 (-53.9%) |
75.5%
|
96.6%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+299 (+8.6%) | +143 (+3.4%) | -156 (-20.5%) |
24.5%
|
3.4%
|
-20,412 | |
| REDUCING | 107 | 31 | SHORT | 0 | NEUTRAL | 0 | 0 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
SOL
CHICAGO MERCANTILE EXCHANGE
|
1,774 | 14,630 | 12,856 |
|
80 | -1,790 | 109 | 1,899 |
|
16 | 342 | 326 |
|
15,161 |
| -198 (-10.0%) | -170 (-1.1%) | +28 (+0.2%) |
96.5%
|
84.8%
|
+74 (+1,233.3%) | +117 (+6.1%) | 0 (0.0%) | -117 (-5.8%) |
0.7%
|
12.5%
|
+81 (+124.6%) | +47 (+15.9%) | -34 (-9.4%) |
2.3%
|
2.2%
|
-49 | |
| REDUCING | 12 | 26 | LONG | 2 | ADDING | 2 | 6 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
XRP
CHICAGO MERCANTILE EXCHANGE
|
659 | 7,649 | 6,990 |
|
26 | -600 | 0 | 600 |
|
-59 | 150 | 209 |
|
7,825 |
| +64 (+10.8%) | -50 (-0.6%) | -114 (-1.6%) |
97.8%
|
89.3%
|
+24 (+1,200.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
7.7%
|
-64 (-1,280.0%) | -30 (-16.7%) | +34 (+19.4%) |
1.9%
|
2.7%
|
-56 | |
| ADDING | 8 | 19 | LONG | 2 | NEUTRAL | 0 | 2 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
| Metals › Precious Metals | ||||||||||||||
|
GOLD
COMMODITY EXCHANGE INC.
(XAU, CG, XAUUSD)
|
223,886 | 268,485 | 44,599 |
|
44,892 | -262,579 | 63,707 | 326,286 |
|
38,693 | 55,485 | 16,792 |
|
432,569 |
| +6,326 (+2.9%) | +7,154 (+2.7%) | +828 (+1.9%) |
62.1%
|
10.3%
|
+3,692 (+9.0%) | -7,231 (-2.8%) | +3,560 (+5.9%) | +10,791 (+3.4%) |
14.7%
|
75.4%
|
+905 (+2.4%) | -327 (-0.6%) | -1,232 (-6.8%) |
12.8%
|
3.9%
|
+14,079 | |
| ADDING | 206 | 42 | LONG | 69 | REDUCING | 44 | 50 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
MICRO GOLD
COMMODITY EXCHANGE INC.
|
-16,393 | 10,719 | 27,112 |
|
3,307 | 2,224 | 2,224 | 0 |
|
14,169 | 37,792 | 23,623 |
|
54,042 |
| -128 (-0.8%) | +3,082 (+40.4%) | +3,210 (+13.4%) |
19.8%
|
50.2%
|
-291 (-8.1%) | +122 (+5.8%) | +122 (+5.8%) | 0 (0.0%) |
4.1%
|
0.0%
|
+6 (+0.0%) | -35 (-0.1%) | -41 (-0.2%) |
69.9%
|
43.7%
|
+2,878 | |
| REDUCING | 15 | 14 | SHORT | 8 | ADDING | 2 | 0 | LONG | ADDING | — | — | LONG | BUILDUP | |
|
PALLADIUM
NEW YORK MERCANTILE EXCHANGE
|
-18 | 10,453 | 10,471 |
|
1,326 | -1,720 | 5,818 | 7,538 |
|
1,738 | 3,176 | 1,438 |
|
20,773 |
| +180 (+90.9%) | +503 (+5.1%) | +323 (+3.2%) |
50.3%
|
50.4%
|
-3 (-0.2%) | -229 (-15.4%) | +12 (+0.2%) | +241 (+3.3%) |
28.0%
|
36.3%
|
+49 (+2.9%) | +348 (+12.3%) | +299 (+26.3%) |
15.3%
|
6.9%
|
+860 | |
| ADDING | 76 | 54 | SHORT | 32 | REDUCING | 24 | 30 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
PLATINUM
NEW YORK MERCANTILE EXCHANGE
|
19,890 | 53,632 | 33,742 |
|
10,501 | -25,319 | 16,228 | 41,547 |
|
5,429 | 9,995 | 4,566 |
|
90,356 |
| +3,910 (+24.5%) | +3,002 (+5.9%) | -908 (-2.6%) |
59.4%
|
37.3%
|
+904 (+9.4%) | -2,033 (-8.7%) | -98 (-0.6%) | +1,935 (+4.9%) |
18.0%
|
46.0%
|
-1,877 (-25.7%) | -1,111 (-10.0%) | +766 (+20.2%) |
11.1%
|
5.1%
|
+2,697 | |
| ADDING | 141 | 63 | LONG | 38 | REDUCING | 36 | 49 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
SILVER
COMMODITY EXCHANGE INC.
(XAG, SI, XAGUSD)
|
44,709 | 65,958 | 21,249 |
|
15,176 | -60,827 | 42,995 | 103,822 |
|
16,118 | 30,633 | 14,515 |
|
154,762 |
| +6,190 (+16.1%) | +6,383 (+10.7%) | +193 (+0.9%) |
42.6%
|
13.7%
|
+64 (+0.4%) | -4,188 (-7.4%) | -1,318 (-3.0%) | +2,870 (+2.8%) |
27.8%
|
67.1%
|
-2,002 (-11.0%) | -1,199 (-3.8%) | +803 (+5.9%) |
19.8%
|
9.4%
|
+3,930 | |
| ADDING | 125 | 49 | LONG | 56 | REDUCING | 29 | 50 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
| Metals › Industrial Metals | ||||||||||||||
|
ALUMINIUM EURO PREM DUTY-PAID
COMMODITY EXCHANGE INC.
|
-3,476 | 3,066 | 6,542 |
|
30 | 3,322 | 24,156 | 20,834 |
|
154 | 174 | 20 |
|
27,426 |
| -404 (-13.2%) | -34 (-1.1%) | +370 (+6.0%) |
11.2%
|
23.9%
|
+30 (0.0%) | +404 (+13.8%) | +444 (+1.9%) | +40 (+0.2%) |
88.1%
|
76.0%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.6%
|
0.1%
|
+440 | |
| REDUCING | 6 | 4 | SHORT | 1 | ADDING | 19 | 11 | LONG | NEUTRAL | — | — | LONG | BUILDUP | |
|
ALUMINUM
COMMODITY EXCHANGE INC.
|
292 | 609 | 317 |
|
557 | -509 | 113 | 622 |
|
217 | 611 | 394 |
|
1,890 |
| +263 (+906.9%) | +78 (+14.7%) | -185 (-36.9%) |
32.2%
|
16.8%
|
+78 (+16.3%) | -188 (-58.6%) | -8 (-6.6%) | +180 (+40.7%) |
6.0%
|
32.9%
|
-75 (-25.7%) | +56 (+10.1%) | +131 (+49.8%) |
32.3%
|
20.8%
|
+204 | |
| ADDING | 8 | 6 | LONG | 8 | REDUCING | 4 | 4 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
ALUMINUM MWP
COMMODITY EXCHANGE INC.
|
-2,361 | 2,150 | 4,511 |
|
986 | 2,732 | 22,924 | 20,192 |
|
-371 | 212 | 583 |
|
26,272 |
| -254 (-12.1%) | +137 (+6.8%) | +391 (+9.5%) |
8.2%
|
17.2%
|
-17 (-1.7%) | +207 (+8.2%) | +891 (+4.0%) | +684 (+3.5%) |
87.3%
|
76.9%
|
+47 (+11.2%) | +100 (+89.3%) | +53 (+10.0%) |
0.8%
|
2.2%
|
+1,111 | |
| REDUCING | 7 | 13 | SHORT | 7 | ADDING | 22 | 25 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
COBALT
COMMODITY EXCHANGE INC.
|
-363 | 4,568 | 4,931 |
|
3,318 | 538 | 7,291 | 6,753 |
|
-175 | 626 | 801 |
|
15,803 |
| +1,263 (+77.7%) | +1,208 (+36.0%) | -55 (-1.1%) |
28.9%
|
31.2%
|
-92 (-2.7%) | -1,208 (-69.2%) | +40 (+0.6%) | +1,248 (+22.7%) |
46.1%
|
42.7%
|
-55 (-45.8%) | -831 (-57.0%) | -776 (-49.2%) |
4.0%
|
5.1%
|
+325 | |
| ADDING | 12 | 10 | SHORT | 14 | REDUCING | 14 | 17 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
COPPER- #1
COMMODITY EXCHANGE INC.
|
62,479 | 106,848 | 44,369 |
|
55,659 | -76,183 | 66,138 | 142,321 |
|
13,704 | 22,176 | 8,472 |
|
250,821 |
| +9,066 (+17.0%) | +8,016 (+8.1%) | -1,050 (-2.3%) |
42.6%
|
17.7%
|
+1,489 (+2.7%) | -9,667 (-14.5%) | -2,403 (-3.5%) | +7,264 (+5.4%) |
26.4%
|
56.7%
|
+601 (+4.6%) | +788 (+3.7%) | +187 (+2.3%) |
8.8%
|
3.4%
|
+7,890 | |
| ADDING | 163 | 54 | LONG | 85 | REDUCING | 57 | 51 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
LITHIUM HYDROXIDE
COMMODITY EXCHANGE INC.
|
-8,640 | 4,406 | 13,046 |
|
2,206 | 8,755 | 17,790 | 9,035 |
|
-115 | 396 | 511 |
|
24,798 |
| +55 (+0.6%) | +30 (+0.7%) | -25 (-0.2%) |
17.8%
|
52.6%
|
-161 (-6.8%) | -57 (-0.6%) | +15 (+0.1%) | +72 (+0.8%) |
71.7%
|
36.4%
|
+2 (+1.7%) | -2,963 (-88.2%) | -2,965 (-85.3%) |
1.6%
|
2.1%
|
-3,079 | |
| ADDING | 11 | 17 | SHORT | 11 | REDUCING | 11 | 10 | LONG | ADDING | — | — | SHORT | LIQUIDATION | |
|
NORTH EURO HOT-ROLL COIL STEEL
COMMODITY EXCHANGE INC.
|
3,966 | 5,280 | 1,314 |
|
229 | -3,965 | 4,821 | 8,786 |
|
-1 | 85 | 86 |
|
10,415 |
| +282 (+7.7%) | +284 (+5.7%) | +2 (+0.2%) |
50.7%
|
12.6%
|
-33 (-12.6%) | -277 (-7.5%) | -72 (-1.5%) | +205 (+2.4%) |
46.3%
|
84.4%
|
-5 (-125.0%) | -2,533 (-96.8%) | -2,528 (-96.7%) |
0.8%
|
0.8%
|
-2,354 | |
| ADDING | 7 | 3 | LONG | 7 | REDUCING | 11 | 10 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
|
STEEL-HRC
COMMODITY EXCHANGE INC.
|
8,036 | 10,402 | 2,366 |
|
1,588 | -8,197 | 15,832 | 24,029 |
|
161 | 392 | 231 |
|
28,214 |
| +2,023 (+33.6%) | +1,720 (+19.8%) | -303 (-11.4%) |
36.9%
|
8.4%
|
+76 (+5.0%) | -2,013 (-32.6%) | -11 (-0.1%) | +2,002 (+9.1%) |
56.1%
|
85.2%
|
-10 (-5.8%) | -1 (-0.3%) | +9 (+4.1%) |
1.4%
|
0.8%
|
+1,784 | |
| ADDING | 25 | 11 | LONG | 11 | REDUCING | 24 | 19 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
| Stock Indices & Equities › US Large Cap Indices | ||||||||||||||
|
DJIA Consolidated
CHICAGO BOARD OF TRADE
|
-18,178 | 7,983 | 26,161 |
|
1,853 | 14,531 | 59,905 | 45,374 |
|
3,647 | 13,274 | 9,627 |
|
83,015 |
| +1,571 (+8.0%) | +2,011 (+33.7%) | +440 (+1.7%) |
9.6%
|
31.5%
|
-589 (-24.1%) | -1,635 (-10.1%) | -484 (-0.8%) | +1,151 (+2.6%) |
72.2%
|
54.7%
|
+64 (+1.8%) | -55 (-0.4%) | -119 (-1.2%) |
16.0%
|
11.6%
|
+883 | |
| ADDING | 15 | 16 | SHORT | 7 | REDUCING | 26 | 19 | LONG | ADDING | — | — | LONG | BUILDUP | |
|
DJIA x $5
CHICAGO BOARD OF TRADE
(YM)
|
-18,178 | 7,983 | 26,161 |
|
1,853 | 14,531 | 59,905 | 45,374 |
|
3,647 | 13,274 | 9,627 |
|
83,015 |
| +1,571 (+8.0%) | +2,011 (+33.7%) | +440 (+1.7%) |
9.6%
|
31.5%
|
-589 (-24.1%) | -1,635 (-10.1%) | -484 (-0.8%) | +1,151 (+2.6%) |
72.2%
|
54.7%
|
+64 (+1.8%) | -55 (-0.4%) | -119 (-1.2%) |
16.0%
|
11.6%
|
+883 | |
| ADDING | 15 | 16 | SHORT | 7 | REDUCING | 26 | 19 | LONG | ADDING | — | — | LONG | BUILDUP | |
|
E-MINI S&P 500
CHICAGO MERCANTILE EXCHANGE
(ES)
|
-190,445 | 227,422 | 417,867 |
|
71,924 | 63,942 | 1,563,158 | 1,499,216 |
|
126,503 | 278,527 | 152,024 |
|
2,141,031 |
| +5,222 (+2.7%) | +1,021 (+0.5%) | -4,201 (-1.0%) |
10.6%
|
19.5%
|
+16,384 (+29.5%) | -3,954 (-5.8%) | +55,279 (+3.7%) | +59,233 (+4.1%) |
73.0%
|
70.0%
|
-1,268 (-1.0%) | -6,540 (-2.3%) | -5,272 (-3.4%) |
13.0%
|
7.1%
|
+66,144 | |
| ADDING | 70 | 60 | SHORT | 47 | REDUCING | 261 | 188 | LONG | REDUCING | — | — | LONG | BUILDUP | |
|
MICRO E-MINI NASDAQ-100 INDEX
CHICAGO MERCANTILE EXCHANGE
(MNQ)
|
-75,300 | 92,945 | 168,245 |
|
4,749 | 49,233 | 63,579 | 14,346 |
|
26,067 | 56,089 | 30,022 |
|
217,362 |
| -7,649 (-11.3%) | +7,222 (+8.4%) | +14,871 (+9.7%) |
42.8%
|
77.4%
|
+818 (+20.8%) | +2,457 (+5.3%) | +3,631 (+6.1%) | +1,174 (+8.9%) |
29.3%
|
6.6%
|
+5,192 (+24.9%) | +1,984 (+3.7%) | -3,208 (-9.7%) |
25.8%
|
13.8%
|
+13,655 | |
| REDUCING | 29 | 17 | SHORT | 16 | ADDING | 15 | 10 | LONG | ADDING | — | — | LONG | BUILDUP | |
|
MICRO E-MINI S&P 500 INDEX
CHICAGO MERCANTILE EXCHANGE
(MES)
|
65,639 | 173,934 | 108,295 |
|
4,026 | -8,885 | 51,478 | 60,363 |
|
-56,754 | 82,985 | 139,739 |
|
312,423 |
| -4,103 (-5.9%) | +30,100 (+20.9%) | +34,203 (+46.2%) |
55.7%
|
34.7%
|
+863 (+27.3%) | -4,162 (-88.1%) | +4,839 (+10.4%) | +9,001 (+17.5%) |
16.5%
|
19.3%
|
+8,265 (+12.7%) | +3,808 (+4.8%) | -4,457 (-3.1%) |
26.6%
|
44.7%
|
+39,610 | |
| REDUCING | 10 | 8 | LONG | 8 | REDUCING | 22 | 12 | SHORT | ADDING | — | — | SHORT | BUILDUP | |
|
NASDAQ MINI
CHICAGO MERCANTILE EXCHANGE
(NQ)
|
48,051 | 109,764 | 61,713 |
|
6,548 | -62,479 | 164,507 | 226,986 |
|
14,428 | 44,564 | 30,136 |
|
325,383 |
| -267 (-0.6%) | +1,815 (+1.7%) | +2,082 (+3.5%) |
33.7%
|
19.0%
|
+2,969 (+83.0%) | -363 (-0.6%) | +11,272 (+7.4%) | +11,635 (+5.4%) |
50.6%
|
69.8%
|
+630 (+4.6%) | +1,116 (+2.6%) | +486 (+1.6%) |
13.7%
|
9.3%
|
+17,172 | |
| REDUCING | 59 | 50 | LONG | 23 | REDUCING | 104 | 86 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
NASDAQ-100 Consolidated
CHICAGO MERCANTILE EXCHANGE
|
40,521 | 95,484 | 54,963 |
|
30,597 | -57,556 | 170,865 | 228,421 |
|
17,035 | 50,173 | 33,138 |
|
347,119 |
| -1,032 (-2.5%) | +815 (+0.9%) | +1,847 (+3.5%) |
27.5%
|
15.8%
|
+4,773 (+18.5%) | -118 (-0.2%) | +11,635 (+7.3%) | +11,753 (+5.4%) |
49.2%
|
65.8%
|
+1,149 (+7.2%) | +1,314 (+2.7%) | +165 (+0.5%) |
14.5%
|
9.5%
|
+18,537 | |
| REDUCING | 76 | 59 | LONG | 42 | REDUCING | 116 | 91 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
S&P 500 Consolidated
CHICAGO MERCANTILE EXCHANGE
|
-183,882 | 222,319 | 406,201 |
|
94,823 | 63,054 | 1,568,306 | 1,505,252 |
|
120,828 | 286,826 | 165,998 |
|
2,172,273 |
| +4,811 (+2.5%) | +259 (+0.1%) | -4,552 (-1.1%) |
10.2%
|
18.7%
|
+20,243 (+27.1%) | -4,370 (-6.5%) | +55,763 (+3.7%) | +60,133 (+4.2%) |
72.2%
|
69.3%
|
-441 (-0.4%) | -6,159 (-2.1%) | -5,718 (-3.3%) |
13.2%
|
7.6%
|
+70,105 | |
| ADDING | 71 | 67 | SHORT | 50 | REDUCING | 268 | 192 | LONG | REDUCING | — | — | LONG | BUILDUP | |
| Stock Indices & Equities › US Mid & Small Cap Indices | ||||||||||||||
|
EMINI RUSSELL 1000 VALUE INDEX
CHICAGO MERCANTILE EXCHANGE
|
-12,915 | 2,765 | 15,680 |
|
0 | 12,260 | 27,852 | 15,592 |
|
655 | 1,541 | 886 |
|
32,158 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
8.6%
|
48.8%
|
0 (0.0%) | +41 (+0.3%) | -451 (-1.6%) | -492 (-3.1%) |
86.6%
|
48.5%
|
-41 (-5.9%) | -92 (-5.6%) | -51 (-5.4%) |
4.8%
|
2.8%
|
-543 | |
| NEUTRAL | 3 | 2 | SHORT | 0 | ADDING | 10 | 8 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
MICRO E-MINI RUSSELL 2000 INDX
CHICAGO MERCANTILE EXCHANGE
|
10,821 | 20,567 | 9,746 |
|
256 | 85 | 9,004 | 8,919 |
|
-10,906 | 7,587 | 18,493 |
|
37,414 |
| +904 (+9.1%) | +672 (+3.4%) | -232 (-2.3%) |
55.0%
|
26.0%
|
+210 (+456.5%) | +2,503 (+103.5%) | -26 (-0.3%) | -2,529 (-22.1%) |
24.1%
|
23.8%
|
-3,407 (-45.4%) | -732 (-8.8%) | +2,675 (+16.9%) |
20.3%
|
49.4%
|
+124 | |
| ADDING | 10 | 10 | LONG | 4 | ADDING | 11 | 2 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
RUSSELL 2000 ANNUAL DIVIDEND
CHICAGO MERCANTILE EXCHANGE
|
4,811 | 10,725 | 5,914 |
|
4,890 | -5,024 | 13,094 | 18,118 |
|
213 | 452 | 239 |
|
29,161 |
| +15 (+0.3%) | -35 (-0.3%) | -50 (-0.8%) |
36.8%
|
20.3%
|
+115 (+2.4%) | -15 (-0.3%) | -55 (-0.4%) | -40 (-0.2%) |
44.9%
|
62.1%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
1.6%
|
0.8%
|
+25 | |
| ADDING | 4 | 2 | LONG | 3 | REDUCING | 10 | 13 | SHORT | NEUTRAL | — | — | LONG | BUILDUP | |
|
RUSSELL E-MINI
CHICAGO MERCANTILE EXCHANGE
(RTY)
|
-19,317 | 63,300 | 82,617 |
|
25,759 | 7,475 | 294,110 | 286,635 |
|
11,842 | 30,738 | 18,896 |
|
413,907 |
| +9,097 (+32.0%) | +9,037 (+16.7%) | -60 (-0.1%) |
15.3%
|
20.0%
|
+18,496 (+254.7%) | -11,401 (-60.4%) | +5,607 (+1.9%) | +17,008 (+6.3%) |
71.1%
|
69.3%
|
+2,304 (+24.2%) | +1,000 (+3.4%) | -1,304 (-6.5%) |
7.4%
|
4.6%
|
+34,140 | |
| ADDING | 45 | 60 | SHORT | 21 | REDUCING | 162 | 138 | LONG | ADDING | — | — | LONG | BUILDUP | |
| Stock Indices & Equities › International Indices | ||||||||||||||
|
MSCI EAFE
ICE FUTURES U.S.
|
16,625 | 41,365 | 24,740 |
|
761 | -29,767 | 387,527 | 417,294 |
|
13,142 | 19,220 | 6,078 |
|
448,873 |
| +7,670 (+85.7%) | -368 (-0.9%) | -8,038 (-24.5%) |
9.2%
|
5.5%
|
-511 (-40.2%) | -8,064 (-37.2%) | +3,805 (+1.0%) | +11,869 (+2.9%) |
86.3%
|
93.0%
|
+394 (+3.1%) | +1,311 (+7.3%) | +917 (+17.8%) |
4.3%
|
1.4%
|
+4,237 | |
| ADDING | 29 | 12 | LONG | 6 | REDUCING | 119 | 73 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
MSCI EM INDEX
ICE FUTURES U.S.
|
113,188 | 209,240 | 96,052 |
|
26,278 | -139,616 | 876,211 | 1,015,827 |
|
26,428 | 35,031 | 8,603 |
|
1,146,760 |
| -16,931 (-13.0%) | -13,476 (-6.1%) | +3,455 (+3.7%) |
18.2%
|
8.4%
|
+7,594 (+40.6%) | +19,203 (+12.1%) | +31,687 (+3.8%) | +12,484 (+1.2%) |
76.4%
|
88.6%
|
-2,272 (-7.9%) | -1,068 (-3.0%) | +1,204 (+16.3%) |
3.1%
|
0.8%
|
+24,737 | |
| REDUCING | 83 | 30 | LONG | 21 | ADDING | 233 | 121 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
NIKKEI STOCK AVERAGE YEN DENOM
CHICAGO MERCANTILE EXCHANGE
|
7,185 | 10,457 | 3,272 |
|
689 | 17,102 | 32,086 | 14,984 |
|
-24,287 | 7,576 | 31,863 |
|
50,808 |
| +103 (+1.5%) | +471 (+4.7%) | +368 (+12.7%) |
20.6%
|
6.4%
|
+581 (+538.0%) | -739 (-4.1%) | +7,722 (+31.7%) | +8,461 (+129.7%) |
63.2%
|
29.5%
|
+636 (+2.6%) | +682 (+9.9%) | +46 (+0.1%) |
14.9%
|
62.7%
|
+9,456 | |
| ADDING | 14 | 9 | LONG | 8 | REDUCING | 26 | 19 | LONG | ADDING | — | — | SHORT | BUILDUP | |
| Stock Indices & Equities › Volatility | ||||||||||||||
|
VIX FUTURES
CBOE FUTURES EXCHANGE
|
-75,511 | 92,345 | 167,856 |
|
91,074 | 74,825 | 197,403 | 122,578 |
|
686 | 27,922 | 27,236 |
|
408,744 |
| -11,683 (-18.3%) | -1,853 (-2.0%) | +9,830 (+6.2%) |
22.6%
|
41.1%
|
-12,188 (-11.8%) | +8,948 (+13.6%) | -302 (-0.2%) | -9,250 (-7.0%) |
48.3%
|
30.0%
|
+2,735 (+133.5%) | -255 (-0.9%) | -2,990 (-9.9%) |
6.8%
|
6.7%
|
-14,598 | |
| REDUCING | 47 | 78 | SHORT | 78 | ADDING | 46 | 44 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
| Stock Indices & Equities › US Sectoral & Other Indices | ||||||||||||||
|
ADJUSTED INT RATE S&P 500 TOTL
CHICAGO MERCANTILE EXCHANGE
|
2,209 | 80,436 | 78,227 |
|
168,310 | 26,505 | 860,088 | 833,583 |
|
-28,714 | 12,631 | 41,345 |
|
1,121,465 |
| -5,899 (-72.8%) | -2,349 (-2.8%) | +3,550 (+4.8%) |
7.2%
|
7.0%
|
+885 (+0.5%) | +5,912 (+28.7%) | +35,615 (+4.3%) | +29,703 (+3.7%) |
76.7%
|
74.3%
|
-13 (0.0%) | +2,241 (+21.6%) | +2,254 (+5.8%) |
1.1%
|
3.7%
|
+36,392 | |
| REDUCING | 9 | 5 | LONG | 19 | ADDING | 45 | 51 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
DOW JONES U.S. REAL ESTATE IDX
CHICAGO BOARD OF TRADE
|
1,005 | 8,027 | 7,022 |
|
0 | -3,078 | 54,524 | 57,602 |
|
2,073 | 2,927 | 854 |
|
65,478 |
| -1,400 (-58.2%) | -666 (-7.7%) | +734 (+11.7%) |
12.3%
|
10.7%
|
0 (0.0%) | +1,563 (+33.7%) | +1,719 (+3.3%) | +156 (+0.3%) |
83.3%
|
88.0%
|
-163 (-7.3%) | -79 (-2.6%) | +84 (+10.9%) |
4.5%
|
1.3%
|
+974 | |
| REDUCING | 4 | 2 | LONG | 0 | ADDING | 29 | 14 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
E-MINI S&P 400 STOCK INDEX
CHICAGO MERCANTILE EXCHANGE
|
3,945 | 6,406 | 2,461 |
|
184 | -6,867 | 31,277 | 38,144 |
|
2,922 | 8,343 | 5,421 |
|
46,210 |
| +1,016 (+34.7%) | +1,742 (+37.3%) | +726 (+41.8%) |
13.9%
|
5.3%
|
-294 (-61.5%) | -523 (-8.2%) | -1,156 (-3.6%) | -633 (-1.6%) |
67.7%
|
82.5%
|
-493 (-14.4%) | +168 (+2.1%) | +661 (+13.9%) |
18.1%
|
11.7%
|
+460 | |
| ADDING | 6 | 5 | LONG | 3 | REDUCING | 46 | 27 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
E-MINI S&P COMMUNICATION INDEX
CHICAGO MERCANTILE EXCHANGE
|
335 | 1,045 | 710 |
|
0 | -1,311 | 18,791 | 20,102 |
|
976 | 1,466 | 490 |
|
21,302 |
| +402 (+600.0%) | +209 (+25.0%) | -193 (-21.4%) |
4.9%
|
3.3%
|
0 (0.0%) | -298 (-29.4%) | -903 (-4.6%) | -605 (-2.9%) |
88.2%
|
94.4%
|
-104 (-9.6%) | +66 (+4.7%) | +170 (+53.1%) |
6.9%
|
2.3%
|
-628 | |
| ADDING | 2 | 1 | LONG | 0 | REDUCING | 12 | 6 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
E-MINI S&P CONSU STAPLES INDEX
CHICAGO MERCANTILE EXCHANGE
|
-2,190 | 916 | 3,106 |
|
0 | 2,195 | 26,358 | 24,163 |
|
-5 | 1,867 | 1,872 |
|
29,141 |
| -557 (-34.1%) | 0 (0.0%) | +557 (+21.9%) |
3.1%
|
10.7%
|
0 (0.0%) | +195 (+9.8%) | +1,564 (+6.3%) | +1,369 (+6.0%) |
90.4%
|
82.9%
|
+362 (+98.6%) | +247 (+15.2%) | -115 (-5.8%) |
6.4%
|
6.4%
|
+1,811 | |
| REDUCING | 1 | 5 | SHORT | 0 | ADDING | 11 | 11 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
E-MINI S&P ENERGY INDEX
CHICAGO MERCANTILE EXCHANGE
|
-129 | 1,456 | 1,585 |
|
0 | -871 | 20,316 | 21,187 |
|
1,000 | 2,277 | 1,277 |
|
24,049 |
| +516 (+80.0%) | +23 (+1.6%) | -493 (-23.7%) |
6.1%
|
6.6%
|
0 (0.0%) | -209 (-31.6%) | -33 (-0.2%) | +176 (+0.8%) |
84.5%
|
88.1%
|
-307 (-23.5%) | -296 (-11.5%) | +11 (+0.9%) |
9.5%
|
5.3%
|
-306 | |
| ADDING | 2 | 3 | SHORT | 0 | REDUCING | 14 | 10 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
E-MINI S&P FINANCIAL INDEX
CHICAGO MERCANTILE EXCHANGE
|
-100 | 1,434 | 1,534 |
|
0 | -2,778 | 64,791 | 67,569 |
|
2,878 | 3,444 | 566 |
|
69,669 |
| +202 (+66.9%) | +206 (+16.8%) | +4 (+0.3%) |
2.1%
|
2.2%
|
0 (0.0%) | -1,210 (-77.2%) | -133 (-0.2%) | +1,077 (+1.6%) |
93.0%
|
97.0%
|
+1,008 (+53.9%) | +969 (+39.2%) | -39 (-6.4%) |
4.9%
|
0.8%
|
+1,042 | |
| ADDING | 3 | 2 | SHORT | 0 | REDUCING | 18 | 14 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
E-MINI S&P HEALTH CARE INDEX
CHICAGO MERCANTILE EXCHANGE
|
3,716 | 3,716 | 0 |
|
0 | -4,409 | 16,238 | 20,647 |
|
693 | 4,034 | 3,341 |
|
23,988 |
| +2,243 (+152.3%) | +2,243 (+152.3%) | 0 (0.0%) |
15.5%
|
0.0%
|
0 (0.0%) | +745 (+14.5%) | +601 (+3.8%) | -144 (-0.7%) |
67.7%
|
86.1%
|
-2,988 (-81.2%) | -468 (-10.4%) | +2,520 (+306.9%) |
16.8%
|
13.9%
|
+2,376 | |
| ADDING | 4 | 0 | LONG | 0 | ADDING | 14 | 9 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
E-MINI S&P INDUSTRIAL INDEX
CHICAGO MERCANTILE EXCHANGE
|
-562 | 294 | 856 |
|
0 | -565 | 8,964 | 9,529 |
|
1,127 | 1,749 | 622 |
|
11,007 |
| +313 (+35.8%) | +294 (0.0%) | -19 (-2.2%) |
2.7%
|
7.8%
|
0 (0.0%) | -98 (-21.0%) | -4 (0.0%) | +94 (+1.0%) |
81.4%
|
86.6%
|
-215 (-16.0%) | -200 (-10.3%) | +15 (+2.5%) |
15.9%
|
5.7%
|
+90 | |
| ADDING | 1 | 2 | SHORT | 0 | REDUCING | 11 | 10 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
E-MINI S&P MATERIALS INDEX
CHICAGO MERCANTILE EXCHANGE
|
2,065 | 2,576 | 511 |
|
0 | -1,043 | 10,706 | 11,749 |
|
-1,022 | 661 | 1,683 |
|
13,943 |
| +17 (+0.8%) | +11 (+0.4%) | -6 (-1.2%) |
18.5%
|
3.7%
|
0 (0.0%) | +114 (+9.9%) | -866 (-7.5%) | -980 (-7.7%) |
76.8%
|
84.3%
|
-131 (-14.7%) | -39 (-5.6%) | +92 (+5.8%) |
4.7%
|
12.1%
|
-894 | |
| ADDING | 2 | 2 | LONG | 0 | ADDING | 9 | 8 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
|
E-MINI S&P TECHNOLOGY INDEX
CHICAGO MERCANTILE EXCHANGE
|
1,158 | 2,024 | 866 |
|
0 | -2,775 | 18,867 | 21,642 |
|
1,617 | 1,969 | 352 |
|
22,860 |
| -179 (-13.4%) | +36 (+1.8%) | +215 (+33.0%) |
8.9%
|
3.8%
|
0 (0.0%) | +200 (+6.7%) | +1,148 (+6.5%) | +948 (+4.6%) |
82.5%
|
94.7%
|
-21 (-1.3%) | -188 (-8.7%) | -167 (-32.2%) |
8.6%
|
1.5%
|
+996 | |
| REDUCING | 3 | 2 | LONG | 0 | ADDING | 14 | 11 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
E-MINI S&P UTILITIES INDEX
CHICAGO MERCANTILE EXCHANGE
|
3,431 | 3,764 | 333 |
|
0 | -8,738 | 21,930 | 30,668 |
|
5,307 | 6,327 | 1,020 |
|
32,021 |
| -47 (-1.4%) | -300 (-7.4%) | -253 (-43.2%) |
11.8%
|
1.0%
|
0 (0.0%) | -1,522 (-21.1%) | +1,687 (+8.3%) | +3,209 (+11.7%) |
68.5%
|
95.8%
|
+1,569 (+42.0%) | +1,933 (+44.0%) | +364 (+55.5%) |
19.8%
|
3.2%
|
+3,320 | |
| REDUCING | 6 | 1 | LONG | 0 | REDUCING | 17 | 12 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
S&P 500 ANNUAL DIVIDEND INDEX
CHICAGO MERCANTILE EXCHANGE
|
99,671 | 138,575 | 38,904 |
|
20,661 | -102,134 | 206,355 | 308,489 |
|
2,463 | 5,299 | 2,836 |
|
370,890 |
| -2,885 (-2.8%) | +1,902 (+1.4%) | +4,787 (+14.0%) |
37.4%
|
10.5%
|
-1,453 (-6.6%) | +3,338 (+3.2%) | +1,072 (+0.5%) | -2,266 (-0.7%) |
55.6%
|
83.2%
|
-453 (-15.5%) | -297 (-5.3%) | +156 (+5.8%) |
1.4%
|
0.8%
|
+1,224 | |
| REDUCING | 31 | 8 | LONG | 14 | ADDING | 46 | 28 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
S&P 500 QUARTERLY DIVIDEND IND
CHICAGO MERCANTILE EXCHANGE
|
1,093 | 19,771 | 18,678 |
|
2,273 | -1,125 | 21,829 | 22,954 |
|
32 | 62 | 30 |
|
43,935 |
| +1,015 (+1,301.3%) | -379 (-1.9%) | -1,394 (-6.9%) |
45.0%
|
42.5%
|
+2,127 (+1,456.8%) | -1,015 (-922.7%) | +2,486 (+12.9%) | +3,501 (+18.0%) |
49.7%
|
52.2%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.1%
|
0.1%
|
+4,234 | |
| ADDING | 5 | 3 | LONG | 3 | REDUCING | 14 | 14 | SHORT | NEUTRAL | — | — | LONG | BUILDUP | |
| Interest Rates & Bonds › US Treasuries | ||||||||||||||
|
MICRO 10 YEAR YIELD
CHICAGO BOARD OF TRADE
|
1,286 | 2,707 | 1,421 |
|
12 | -61 | 0 | 61 |
|
-1,225 | 317 | 1,542 |
|
3,036 |
| +198 (+18.2%) | +612 (+29.2%) | +414 (+41.1%) |
89.2%
|
46.8%
|
+12 (0.0%) | +143 (+70.1%) | 0 (0.0%) | -143 (-70.1%) |
0.0%
|
2.0%
|
-341 (-38.6%) | +101 (+46.8%) | +442 (+40.2%) |
10.4%
|
50.8%
|
+725 | |
| ADDING | 4 | 22 | LONG | 1 | ADDING | 0 | 1 | SHORT | REDUCING | — | — | SHORT | BUILDUP | |
|
ULTRA UST 10Y
CHICAGO BOARD OF TRADE
|
-350,238 | 272,611 | 622,849 |
|
41,039 | 408,894 | 2,012,907 | 1,604,013 |
|
-58,656 | 238,494 | 297,150 |
|
2,565,051 |
| +26,736 (+7.1%) | -13,971 (-4.9%) | -40,707 (-6.1%) |
10.6%
|
24.3%
|
-8,902 (-17.8%) | -22,875 (-5.3%) | +1,695 (+0.1%) | +24,570 (+1.6%) |
78.5%
|
62.5%
|
-3,861 (-7.0%) | +302 (+0.1%) | +4,163 (+1.4%) |
9.3%
|
11.6%
|
-20,876 | |
| ADDING | 23 | 38 | SHORT | 21 | REDUCING | 114 | 127 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
ULTRA UST BOND
CHICAGO BOARD OF TRADE
|
-235,983 | 143,773 | 379,756 |
|
68,721 | 210,295 | 1,730,264 | 1,519,969 |
|
25,688 | 182,521 | 156,833 |
|
2,125,279 |
| +29,897 (+11.2%) | +610 (+0.4%) | -29,287 (-7.2%) |
6.8%
|
17.9%
|
-8,390 (-10.9%) | -33,530 (-13.8%) | -32,724 (-1.9%) | +806 (+0.1%) |
81.4%
|
71.5%
|
+3,633 (+16.5%) | -3,714 (-2.0%) | -7,347 (-4.5%) |
8.6%
|
7.4%
|
-44,218 | |
| ADDING | 19 | 31 | SHORT | 18 | REDUCING | 129 | 120 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
UST 10Y NOTE
CHICAGO BOARD OF TRADE
|
-686,764 | 919,113 | 1,605,877 |
|
125,694 | 552,004 | 4,020,870 | 3,468,866 |
|
134,760 | 448,047 | 313,287 |
|
5,513,724 |
| +50,191 (+6.8%) | -29,398 (-3.1%) | -79,589 (-4.7%) |
16.7%
|
29.1%
|
-4,612 (-3.5%) | -44,964 (-7.5%) | -80,147 (-2.0%) | -35,183 (-1.0%) |
72.9%
|
62.9%
|
-5,227 (-3.7%) | -9,842 (-2.1%) | -4,615 (-1.5%) |
8.1%
|
5.7%
|
-123,999 | |
| ADDING | 92 | 59 | SHORT | 44 | REDUCING | 210 | 186 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
UST 2Y NOTE
CHICAGO BOARD OF TRADE
|
-1,388,733 | 672,102 | 2,060,835 |
|
100,565 | 1,281,289 | 3,396,100 | 2,114,811 |
|
107,444 | 243,871 | 136,427 |
|
4,412,638 |
| -83,392 (-6.4%) | -53,814 (-7.4%) | +29,578 (+1.5%) |
15.2%
|
46.7%
|
-26,916 (-21.1%) | +88,575 (+7.4%) | +70,828 (+2.1%) | -17,747 (-0.8%) |
77.0%
|
47.9%
|
-5,183 (-4.6%) | -2,630 (-1.1%) | +2,553 (+1.9%) |
5.5%
|
3.1%
|
-12,532 | |
| REDUCING | 88 | 59 | SHORT | 42 | ADDING | 248 | 183 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
UST 5Y NOTE
CHICAGO BOARD OF TRADE
|
-2,396,037 | 526,168 | 2,922,205 |
|
164,410 | 2,248,205 | 5,586,187 | 3,337,982 |
|
147,832 | 437,742 | 289,910 |
|
6,714,507 |
| +50,965 (+2.1%) | +93,342 (+21.6%) | +42,377 (+1.5%) |
7.8%
|
43.5%
|
-41,659 (-20.2%) | -39,106 (-1.7%) | -16,398 (-0.3%) | +22,708 (+0.7%) |
83.2%
|
49.7%
|
-11,859 (-7.4%) | -17,361 (-3.8%) | -5,502 (-1.9%) |
6.5%
|
4.3%
|
+17,924 | |
| ADDING | 67 | 66 | SHORT | 39 | REDUCING | 242 | 211 | LONG | REDUCING | — | — | LONG | BUILDUP | |
|
UST BOND
CHICAGO BOARD OF TRADE
|
-40,216 | 139,459 | 179,675 |
|
16,232 | -91,773 | 1,373,653 | 1,465,426 |
|
131,989 | 258,080 | 126,091 |
|
1,787,424 |
| -10,799 (-36.7%) | -14,854 (-9.6%) | -4,055 (-2.2%) |
7.8%
|
10.1%
|
-24,601 (-60.2%) | +27,360 (+23.0%) | -12,240 (-0.9%) | -39,600 (-2.6%) |
76.9%
|
82.0%
|
-16,561 (-11.1%) | -3,007 (-1.2%) | +13,554 (+12.0%) |
14.4%
|
7.1%
|
-54,702 | |
| REDUCING | 26 | 46 | SHORT | 23 | ADDING | 125 | 110 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
| Interest Rates & Bonds › Interest Rates & Swaps | ||||||||||||||
|
10 YEAR ERIS SOFR SWAP
CHICAGO BOARD OF TRADE
|
-45,148 | 97,732 | 142,880 |
|
126,009 | 45,153 | 61,995 | 16,842 |
|
-5 | 17 | 22 |
|
285,753 |
| +2,625 (+5.5%) | +2,446 (+2.6%) | -179 (-0.1%) |
34.2%
|
50.0%
|
+89,945 (+249.4%) | -2,625 (-5.5%) | -2,613 (-4.0%) | +12 (+0.1%) |
21.7%
|
5.9%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+89,778 | |
| ADDING | 26 | 15 | SHORT | 5 | REDUCING | 5 | 5 | LONG | NEUTRAL | — | — | SHORT | BUILDUP | |
|
2 YEAR ERIS SOFR SWAP
CHICAGO BOARD OF TRADE
|
7,082 | 72,075 | 64,993 |
|
25,295 | -7,078 | 30 | 7,108 |
|
-4 | 0 | 4 |
|
97,400 |
| -468 (-6.2%) | +2,061 (+2.9%) | +2,529 (+4.0%) |
74.0%
|
66.7%
|
+4,153 (+19.6%) | +468 (+6.2%) | 0 (0.0%) | -468 (-6.2%) |
0.0%
|
7.3%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+6,214 | |
| REDUCING | 12 | 28 | LONG | 3 | ADDING | 1 | 4 | SHORT | NEUTRAL | — | — | SHORT | BUILDUP | |
|
5 YEAR ERIS SOFR SWAP
CHICAGO BOARD OF TRADE
|
20,417 | 83,328 | 62,911 |
|
37,787 | -20,347 | 11,493 | 31,840 |
|
-70 | 10 | 80 |
|
132,618 |
| -1,150 (-5.3%) | -586 (-0.7%) | +564 (+0.9%) |
62.8%
|
47.4%
|
+11,873 (+45.8%) | +1,155 (+5.4%) | +277 (+2.5%) | -878 (-2.7%) |
8.7%
|
24.0%
|
-5 (-7.7%) | 0 (0.0%) | +5 (+6.7%) |
0.0%
|
0.1%
|
+11,564 | |
| REDUCING | 24 | 22 | LONG | 6 | ADDING | 3 | 9 | SHORT | REDUCING | — | — | SHORT | BUILDUP | |
|
EURO SHORT TERM RATE
CHICAGO MERCANTILE EXCHANGE
|
31,290 | 32,289 | 999 |
|
7,005 | -31,266 | 12,086 | 43,352 |
|
-24 | 29 | 53 |
|
51,409 |
| +93 (+0.3%) | +111 (+0.3%) | +18 (+1.8%) |
62.8%
|
1.9%
|
+278 (+4.1%) | -95 (-0.3%) | -619 (-4.9%) | -524 (-1.2%) |
23.5%
|
84.3%
|
+2 (+7.7%) | +5 (+20.8%) | +3 (+6.0%) |
0.1%
|
0.1%
|
-225 | |
| ADDING | 15 | 5 | LONG | 15 | REDUCING | 18 | 17 | SHORT | ADDING | — | — | SHORT | LIQUIDATION | |
|
FED FUNDS
CHICAGO BOARD OF TRADE
|
310,943 | 685,008 | 374,065 |
|
458,134 | -315,601 | 1,237,785 | 1,553,386 |
|
4,658 | 43,548 | 38,890 |
|
2,424,475 |
| +26,644 (+9.4%) | +48,892 (+7.7%) | +22,248 (+6.3%) |
28.3%
|
15.4%
|
+74,289 (+19.4%) | -24,204 (-8.3%) | +146,115 (+13.4%) | +170,319 (+12.3%) |
51.1%
|
64.1%
|
-2,440 (-34.4%) | +4,203 (+10.7%) | +6,643 (+20.6%) |
1.8%
|
1.6%
|
+273,499 | |
| ADDING | 37 | 38 | LONG | 51 | REDUCING | 93 | 104 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
SOFR-1M
CHICAGO MERCANTILE EXCHANGE
|
-384,600 | 305,614 | 690,214 |
|
201,981 | 385,865 | 1,095,922 | 710,057 |
|
-1,265 | 2,008 | 3,273 |
|
1,605,525 |
| -42,447 (-12.4%) | +17,844 (+6.2%) | +60,291 (+9.6%) |
19.0%
|
43.0%
|
+9,141 (+4.7%) | +43,910 (+12.8%) | +64,478 (+6.3%) | +20,568 (+3.0%) |
68.3%
|
44.2%
|
-1,463 (-738.9%) | +1,358 (+208.9%) | +2,821 (+624.1%) |
0.1%
|
0.2%
|
+92,821 | |
| REDUCING | 48 | 61 | SHORT | 58 | ADDING | 85 | 94 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
SOFR-3M
CHICAGO MERCANTILE EXCHANGE
|
-297,211 | 2,102,616 | 2,399,827 |
|
4,017,693 | 297,865 | 7,545,196 | 7,247,331 |
|
-654 | 34,836 | 35,490 |
|
13,700,341 |
| +22,872 (+7.1%) | +125,336 (+6.3%) | +102,464 (+4.5%) |
15.3%
|
17.5%
|
-205,272 (-4.9%) | -22,399 (-7.0%) | +87,243 (+1.2%) | +109,642 (+1.5%) |
55.1%
|
52.9%
|
-473 (-261.3%) | +6,863 (+24.5%) | +7,336 (+26.1%) |
0.3%
|
0.3%
|
+14,170 | |
| ADDING | 248 | 248 | SHORT | 273 | REDUCING | 268 | 283 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
| Agriculture & Food Products › Grains | ||||||||||||||
|
CORN
CHICAGO BOARD OF TRADE
|
67,530 | 372,949 | 305,419 |
|
324,692 | -44,251 | 650,321 | 694,572 |
|
-23,279 | 125,777 | 149,056 |
|
1,473,739 |
| -19,566 (-22.5%) | -4,550 (-1.2%) | +15,016 (+5.2%) |
25.3%
|
20.7%
|
-4,879 (-1.5%) | +14,600 (+24.8%) | +20,795 (+3.3%) | +6,195 (+0.9%) |
44.1%
|
47.1%
|
+4,966 (+17.6%) | +2,630 (+2.1%) | -2,336 (-1.5%) |
8.5%
|
10.1%
|
+13,996 | |
| REDUCING | 150 | 139 | LONG | 138 | ADDING | 265 | 353 | SHORT | ADDING | — | — | SHORT | BUILDUP | |
|
OATS
CHICAGO BOARD OF TRADE
|
-280 | 1,180 | 1,460 |
|
152 | -342 | 747 | 1,089 |
|
622 | 2,000 | 1,378 |
|
4,079 |
| -52 (-22.8%) | -49 (-4.0%) | +3 (+0.2%) |
28.9%
|
35.8%
|
-26 (-14.6%) | -88 (-34.6%) | -122 (-14.0%) | -34 (-3.0%) |
18.3%
|
26.7%
|
+140 (+29.0%) | +270 (+15.6%) | +130 (+10.4%) |
49.0%
|
33.8%
|
+73 | |
| REDUCING | 4 | 9 | SHORT | 1 | REDUCING | 4 | 6 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
ROUGH RICE
CHICAGO BOARD OF TRADE
|
-5,971 | 3,046 | 9,017 |
|
1,736 | 4,573 | 6,875 | 2,302 |
|
1,398 | 3,398 | 2,000 |
|
15,055 |
| +118 (+1.9%) | +86 (+2.9%) | -32 (-0.4%) |
20.2%
|
59.9%
|
+430 (+32.9%) | -130 (-2.8%) | -10 (-0.1%) | +120 (+5.5%) |
45.7%
|
15.3%
|
+12 (+0.9%) | +23 (+0.7%) | +11 (+0.6%) |
22.6%
|
13.3%
|
+529 | |
| ADDING | 21 | 31 | SHORT | 12 | REDUCING | 19 | 14 | LONG | ADDING | — | — | LONG | BUILDUP | |
|
WHEAT-HRSpring
MIAX FUTURES EXCHANGE
|
-16,776 | 13,361 | 30,137 |
|
5,995 | 16,803 | 39,794 | 22,991 |
|
-27 | 9,379 | 9,406 |
|
68,529 |
| +81 (+0.5%) | -1,143 (-7.9%) | -1,224 (-3.9%) |
19.5%
|
44.0%
|
+373 (+6.6%) | -159 (-0.9%) | +492 (+1.3%) | +651 (+2.9%) |
58.1%
|
33.5%
|
+78 (+74.3%) | +873 (+10.3%) | +795 (+9.2%) |
13.7%
|
13.7%
|
+595 | |
| ADDING | 20 | 22 | SHORT | 16 | REDUCING | 42 | 29 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
WHEAT-HRW
CHICAGO BOARD OF TRADE
|
-3,985 | 78,437 | 82,422 |
|
64,883 | 7,833 | 116,916 | 109,083 |
|
-3,848 | 16,054 | 19,902 |
|
276,290 |
| +4,192 (+51.3%) | +7,577 (+10.7%) | +3,385 (+4.3%) |
28.4%
|
29.8%
|
-3,566 (-5.2%) | -2,758 (-26.0%) | -2,329 (-2.0%) | +429 (+0.4%) |
42.3%
|
39.5%
|
-1,434 (-59.4%) | -1,148 (-6.7%) | +286 (+1.5%) |
5.8%
|
7.2%
|
+534 | |
| ADDING | 73 | 78 | SHORT | 62 | REDUCING | 62 | 65 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
WHEAT-SRW
CHICAGO BOARD OF TRADE
|
-29,072 | 123,773 | 152,845 |
|
130,052 | 33,106 | 143,615 | 110,509 |
|
-4,034 | 26,095 | 30,129 |
|
423,535 |
| -2,641 (-10.0%) | +7,271 (+6.2%) | +9,912 (+6.9%) |
29.2%
|
36.1%
|
+6,457 (+5.2%) | +1,783 (+5.7%) | +4,213 (+3.0%) | +2,430 (+2.2%) |
33.9%
|
26.1%
|
+858 (+17.5%) | +343 (+1.3%) | -515 (-1.7%) |
6.2%
|
7.1%
|
+18,284 | |
| REDUCING | 109 | 108 | SHORT | 87 | ADDING | 82 | 84 | LONG | ADDING | — | — | SHORT | BUILDUP | |
| Agriculture & Food Products › Live Animals & Livestock | ||||||||||||||
|
FEEDER CATTLE
CHICAGO MERCANTILE EXCHANGE
|
6,098 | 28,477 | 22,379 |
|
12,946 | -906 | 14,063 | 14,969 |
|
-5,192 | 9,596 | 14,788 |
|
65,082 |
| +673 (+12.4%) | +2,530 (+9.8%) | +1,857 (+9.0%) |
43.8%
|
34.4%
|
-513 (-3.8%) | +768 (+45.9%) | +279 (+2.0%) | -489 (-3.2%) |
21.6%
|
23.0%
|
-1,441 (-38.4%) | -559 (-5.5%) | +882 (+6.3%) |
14.7%
|
22.7%
|
+1,737 | |
| ADDING | 69 | 66 | LONG | 62 | ADDING | 57 | 88 | SHORT | REDUCING | — | — | SHORT | BUILDUP | |
|
LEAN HOGS
CHICAGO MERCANTILE EXCHANGE
|
22,584 | 109,111 | 86,527 |
|
66,298 | -14,738 | 108,429 | 123,167 |
|
-7,846 | 17,272 | 25,118 |
|
301,110 |
| -949 (-4.0%) | -1,385 (-1.3%) | -436 (-0.5%) |
36.2%
|
28.7%
|
-3,405 (-4.9%) | +1,468 (+9.1%) | +1,599 (+1.5%) | +131 (+0.1%) |
36.0%
|
40.9%
|
-519 (-7.1%) | -1,930 (-10.1%) | -1,411 (-5.3%) |
5.7%
|
8.3%
|
-5,121 | |
| REDUCING | 108 | 80 | LONG | 104 | ADDING | 81 | 85 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
|
LIVE CATTLE
CHICAGO MERCANTILE EXCHANGE
|
76,090 | 132,576 | 56,486 |
|
50,372 | -61,974 | 110,295 | 172,269 |
|
-14,116 | 25,266 | 39,382 |
|
318,509 |
| +2,440 (+3.3%) | -503 (-0.4%) | -2,943 (-5.0%) |
41.6%
|
17.7%
|
-6,633 (-11.6%) | +488 (+0.8%) | -3,228 (-2.8%) | -3,716 (-2.1%) |
34.6%
|
54.1%
|
-2,928 (-26.2%) | -2,298 (-8.3%) | +630 (+1.6%) |
7.9%
|
12.4%
|
-12,662 | |
| ADDING | 125 | 59 | LONG | 105 | ADDING | 103 | 153 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
| Agriculture & Food Products › Milk & Dairy Products | ||||||||||||||
|
BUTTER (CASH SETTLED)
CHICAGO MERCANTILE EXCHANGE
|
-2,193 | 424 | 2,617 |
|
535 | 2,131 | 13,258 | 11,127 |
|
62 | 683 | 621 |
|
14,900 |
| +564 (+20.5%) | +131 (+44.7%) | -433 (-14.2%) |
2.8%
|
17.6%
|
-71 (-11.7%) | -365 (-14.6%) | -2,162 (-14.0%) | -1,797 (-13.9%) |
89.0%
|
74.7%
|
-199 (-76.2%) | -214 (-23.9%) | -15 (-2.4%) |
4.6%
|
4.2%
|
-2,316 | |
| ADDING | 4 | 11 | SHORT | 10 | REDUCING | 38 | 28 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
CHEESE (CASH-SETTLED)
CHICAGO MERCANTILE EXCHANGE
|
-9,245 | 876 | 10,121 |
|
1,829 | 9,344 | 29,179 | 19,835 |
|
-99 | 799 | 898 |
|
32,683 |
| +1,287 (+12.2%) | +111 (+14.5%) | -1,176 (-10.4%) |
2.7%
|
31.0%
|
-59 (-3.1%) | -1,371 (-12.8%) | -3,258 (-10.0%) | -1,887 (-8.7%) |
89.3%
|
60.7%
|
+84 (+45.9%) | -26 (-3.2%) | -110 (-10.9%) |
2.4%
|
2.7%
|
-3,232 | |
| ADDING | 8 | 28 | SHORT | 10 | REDUCING | 34 | 34 | LONG | ADDING | — | — | SHORT | LIQUIDATION | |
|
CME MILK IV
CHICAGO MERCANTILE EXCHANGE
|
-3,785 | 147 | 3,932 |
|
303 | 3,836 | 9,348 | 5,512 |
|
-51 | 78 | 129 |
|
9,876 |
| +785 (+17.2%) | -384 (-72.3%) | -1,169 (-22.9%) |
1.5%
|
39.8%
|
-15 (-4.7%) | -736 (-16.1%) | -1,152 (-11.0%) | -416 (-7.0%) |
94.7%
|
55.8%
|
-49 (-2,450.0%) | -60 (-43.5%) | -11 (-7.9%) |
0.8%
|
1.3%
|
-1,611 | |
| ADDING | 3 | 7 | SHORT | 4 | REDUCING | 18 | 13 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
MILK, Class III
CHICAGO MERCANTILE EXCHANGE
|
-6,643 | 4,214 | 10,857 |
|
2,268 | 8,976 | 23,208 | 14,232 |
|
-2,333 | 2,070 | 4,403 |
|
31,760 |
| +821 (+11.0%) | -451 (-9.7%) | -1,272 (-10.5%) |
13.3%
|
34.2%
|
+23 (+1.0%) | -1,047 (-10.4%) | -2,071 (-8.2%) | -1,024 (-6.7%) |
73.1%
|
44.8%
|
+226 (+8.8%) | -154 (-6.9%) | -380 (-7.9%) |
6.5%
|
13.9%
|
-2,653 | |
| ADDING | 12 | 31 | SHORT | 16 | REDUCING | 24 | 25 | LONG | ADDING | — | — | SHORT | LIQUIDATION | |
|
NON FAT DRY MILK
CHICAGO MERCANTILE EXCHANGE
|
-863 | 219 | 1,082 |
|
539 | 427 | 9,065 | 8,638 |
|
436 | 1,108 | 672 |
|
10,931 |
| -20 (-2.4%) | -33 (-13.1%) | -13 (-1.2%) |
2.0%
|
9.9%
|
-63 (-10.5%) | +16 (+3.9%) | -1,072 (-10.6%) | -1,088 (-11.2%) |
82.9%
|
79.0%
|
+4 (+0.9%) | -77 (-6.5%) | -81 (-10.8%) |
10.1%
|
6.1%
|
-1,245 | |
| REDUCING | 1 | 7 | SHORT | 7 | ADDING | 33 | 20 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
| Agriculture & Food Products › Oilseeds & Edible Oils | ||||||||||||||
|
CANOLA
ICE FUTURES U.S.
|
-60,892 | 51,163 | 112,055 |
|
50,992 | 62,135 | 192,432 | 130,297 |
|
-1,243 | 1,756 | 2,999 |
|
296,343 |
| -40,137 (-193.4%) | -8,878 (-14.8%) | +31,259 (+38.7%) |
17.3%
|
37.8%
|
-2,497 (-4.7%) | +40,672 (+189.5%) | +18,945 (+10.9%) | -21,727 (-14.3%) |
64.9%
|
44.0%
|
-535 (-75.6%) | -228 (-11.5%) | +307 (+11.4%) |
0.6%
|
1.0%
|
+7,342 | |
| REDUCING | 60 | 133 | SHORT | 58 | ADDING | 51 | 66 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
SOYBEAN MEAL
CHICAGO BOARD OF TRADE
|
26,189 | 119,447 | 93,258 |
|
106,983 | -43,799 | 283,508 | 327,307 |
|
17,610 | 47,947 | 30,337 |
|
557,885 |
| -27,901 (-51.6%) | -17,719 (-12.9%) | +10,182 (+12.3%) |
21.4%
|
16.7%
|
+1,997 (+1.9%) | +23,678 (+35.1%) | +6,513 (+2.4%) | -17,165 (-5.0%) |
50.8%
|
58.7%
|
+4,223 (+31.5%) | +1,436 (+3.1%) | -2,787 (-8.4%) |
8.6%
|
5.4%
|
-7,773 | |
| REDUCING | 83 | 89 | LONG | 102 | ADDING | 131 | 113 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
SOYBEAN OIL
CHICAGO BOARD OF TRADE
|
8,891 | 120,672 | 111,781 |
|
184,930 | -12,170 | 323,078 | 335,248 |
|
3,279 | 30,119 | 26,840 |
|
658,799 |
| -3,623 (-29.0%) | +1,746 (+1.5%) | +5,369 (+5.0%) |
18.3%
|
17.0%
|
-12,619 (-6.4%) | +5,056 (+29.4%) | -9,787 (-2.9%) | -14,843 (-4.2%) |
49.0%
|
50.9%
|
-1,433 (-30.4%) | -3,637 (-10.8%) | -2,204 (-7.6%) |
4.6%
|
4.1%
|
-24,297 | |
| REDUCING | 107 | 83 | LONG | 115 | ADDING | 106 | 98 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
SOYBEANS
CHICAGO BOARD OF TRADE
|
216,105 | 298,303 | 82,198 |
|
161,735 | -194,211 | 417,840 | 612,051 |
|
-21,894 | 53,431 | 75,325 |
|
931,309 |
| -29,167 (-11.9%) | -25,672 (-7.9%) | +3,495 (+4.4%) |
32.0%
|
8.8%
|
+1,935 (+1.2%) | +30,590 (+13.6%) | -1,585 (-0.4%) | -32,175 (-5.0%) |
44.9%
|
65.7%
|
-1,423 (-7.0%) | -980 (-1.8%) | +443 (+0.6%) |
5.7%
|
8.1%
|
-26,302 | |
| REDUCING | 187 | 113 | LONG | 148 | ADDING | 184 | 278 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
|
USD Malaysian Crude Palm Oil C
CHICAGO MERCANTILE EXCHANGE
|
2,820 | 3,950 | 1,130 |
|
380 | -2,820 | 21,549 | 24,369 |
|
0 | 0 | 0 |
|
25,879 |
| -450 (-13.8%) | +110 (+2.9%) | +560 (+98.2%) |
15.3%
|
4.4%
|
0 (0.0%) | +470 (+14.3%) | +1,360 (+6.7%) | +890 (+3.8%) |
83.3%
|
94.2%
|
-20 (-100.0%) | -20 (-100.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+1,450 | |
| REDUCING | 6 | 4 | LONG | 3 | ADDING | 12 | 14 | SHORT | REDUCING | — | — | SHORT | BUILDUP | |
| Agriculture & Food Products › Softs & Other Agricultural Commodities | ||||||||||||||
|
COCOA
ICE FUTURES U.S.
|
-2,736 | 34,040 | 36,776 |
|
25,817 | 5,047 | 54,963 | 49,916 |
|
-2,311 | 8,587 | 10,898 |
|
123,407 |
| +3,448 (+55.8%) | +4,171 (+14.0%) | +723 (+2.0%) |
27.6%
|
29.8%
|
+492 (+1.9%) | -3,681 (-42.2%) | -918 (-1.6%) | +2,763 (+5.9%) |
44.5%
|
40.4%
|
+233 (+9.2%) | +154 (+1.8%) | -79 (-0.7%) |
7.0%
|
8.8%
|
+3,899 | |
| ADDING | 52 | 60 | SHORT | 60 | REDUCING | 47 | 38 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
COFFEE C
ICE FUTURES U.S.
|
34,747 | 60,286 | 25,539 |
|
38,036 | -36,256 | 57,374 | 93,630 |
|
1,509 | 8,211 | 6,702 |
|
163,907 |
| -603 (-1.7%) | -662 (-1.1%) | -59 (-0.2%) |
36.8%
|
15.6%
|
+4,012 (+11.8%) | +886 (+2.4%) | +2,724 (+5.0%) | +1,838 (+2.0%) |
35.0%
|
57.1%
|
-283 (-15.8%) | -515 (-5.9%) | -232 (-3.3%) |
5.0%
|
4.1%
|
+5,559 | |
| REDUCING | 115 | 91 | LONG | 92 | ADDING | 93 | 111 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
COTTON NO. 2
ICE FUTURES U.S.
|
-36,174 | 80,270 | 116,444 |
|
68,476 | 37,534 | 128,920 | 91,386 |
|
-1,360 | 11,720 | 13,080 |
|
289,386 |
| +2,773 (+7.1%) | +2,738 (+3.5%) | -35 (0.0%) |
27.7%
|
40.2%
|
+2,965 (+4.5%) | -2,379 (-6.0%) | +1,121 (+0.9%) | +3,500 (+4.0%) |
44.5%
|
31.6%
|
-394 (-40.8%) | -561 (-4.6%) | -167 (-1.3%) |
4.0%
|
4.5%
|
+6,263 | |
| ADDING | 122 | 122 | SHORT | 90 | REDUCING | 79 | 56 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
FRZN CONCENTRATED ORANGE JUICE
ICE FUTURES U.S.
|
-1,789 | 4,412 | 6,201 |
|
711 | 1,511 | 4,057 | 2,546 |
|
278 | 2,682 | 2,404 |
|
11,862 |
| -401 (-28.9%) | -41 (-0.9%) | +360 (+6.2%) |
37.2%
|
52.3%
|
-123 (-14.7%) | +410 (+37.2%) | +394 (+10.8%) | -16 (-0.6%) |
34.2%
|
21.5%
|
-9 (-3.1%) | -49 (-1.8%) | -40 (-1.6%) |
22.6%
|
20.3%
|
+181 | |
| REDUCING | 18 | 28 | SHORT | 10 | ADDING | 15 | 6 | LONG | REDUCING | — | — | LONG | BUILDUP | |
|
LUMBER
CHICAGO MERCANTILE EXCHANGE
|
-5,043 | 1,269 | 6,312 |
|
280 | 4,948 | 8,042 | 3,094 |
|
95 | 1,009 | 914 |
|
10,600 |
| -80 (-1.6%) | -87 (-6.4%) | -7 (-0.1%) |
12.0%
|
59.5%
|
+18 (+6.9%) | +47 (+1.0%) | +453 (+6.0%) | +406 (+15.1%) |
75.9%
|
29.2%
|
+33 (+53.2%) | +32 (+3.3%) | -1 (-0.1%) |
9.5%
|
8.6%
|
+416 | |
| REDUCING | 12 | 37 | SHORT | 8 | ADDING | 33 | 21 | LONG | ADDING | — | — | LONG | BUILDUP | |
|
SUGAR NO. 11
ICE FUTURES U.S.
|
-182,562 | 154,913 | 337,475 |
|
191,302 | 188,029 | 514,533 | 326,504 |
|
-5,467 | 81,238 | 86,705 |
|
941,986 |
| +2,333 (+1.3%) | +5,277 (+3.5%) | +2,944 (+0.9%) |
16.4%
|
35.8%
|
-4,762 (-2.4%) | -372 (-0.2%) | -8,807 (-1.7%) | -8,435 (-2.5%) |
54.6%
|
34.7%
|
-1,961 (-55.9%) | -1,159 (-1.4%) | +802 (+0.9%) |
8.6%
|
9.2%
|
-9,451 | |
| ADDING | 70 | 88 | SHORT | 80 | REDUCING | 78 | 68 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
| Energy › Natural Gas | ||||||||||||||
|
HENRY HUB
NEW YORK MERCANTILE EXCHANGE
|
185,620 | 221,217 | 35,597 |
|
6,561 | -186,822 | 109,911 | 296,733 |
|
1,202 | 12,954 | 11,752 |
|
350,643 |
| +1,191 (+0.6%) | +2,391 (+1.1%) | +1,200 (+3.5%) |
63.1%
|
10.2%
|
0 (0.0%) | -871 (-0.5%) | +4,114 (+3.9%) | +4,985 (+1.7%) |
31.3%
|
84.6%
|
-320 (-21.0%) | -1,302 (-9.1%) | -982 (-7.7%) |
3.7%
|
3.4%
|
+5,203 | |
| ADDING | 6 | 5 | LONG | 4 | REDUCING | 22 | 22 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
HENRY HUB LAST DAY FIN
NEW YORK MERCANTILE EXCHANGE
|
32,647 | 96,612 | 63,965 |
|
82,316 | -45,864 | 183,397 | 229,261 |
|
13,217 | 22,652 | 9,435 |
|
384,977 |
| +4,176 (+14.7%) | -1,464 (-1.5%) | -5,640 (-8.1%) |
25.1%
|
16.6%
|
+4,712 (+6.1%) | -4,631 (-11.2%) | +11,092 (+6.4%) | +15,723 (+7.4%) |
47.6%
|
59.6%
|
+455 (+3.6%) | +1,434 (+6.8%) | +979 (+11.6%) |
5.9%
|
2.5%
|
+15,774 | |
| ADDING | 26 | 12 | LONG | 38 | REDUCING | 41 | 32 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
HENRY HUB PENULTIMATE FIN
NEW YORK MERCANTILE EXCHANGE
|
-39,854 | 43,550 | 83,404 |
|
28,918 | 40,483 | 165,185 | 124,702 |
|
-629 | 5,042 | 5,671 |
|
242,695 |
| -7,612 (-23.6%) | +2,851 (+7.0%) | +10,463 (+14.3%) |
17.9%
|
34.4%
|
+3,263 (+12.7%) | +6,951 (+20.7%) | +15,378 (+10.3%) | +8,427 (+7.2%) |
68.1%
|
51.4%
|
+661 (+51.2%) | -497 (-9.0%) | -1,158 (-17.0%) |
2.1%
|
2.3%
|
+20,995 | |
| REDUCING | 14 | 22 | SHORT | 28 | ADDING | 29 | 29 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
HENRY HUB PENULTIMATE NAT GAS
NEW YORK MERCANTILE EXCHANGE
|
-23,101 | 14,253 | 37,354 |
|
8,695 | 19,247 | 94,230 | 74,983 |
|
3,854 | 15,081 | 11,227 |
|
132,259 |
| -8,442 (-57.6%) | -1,157 (-7.5%) | +7,285 (+24.2%) |
10.8%
|
28.2%
|
+776 (+9.8%) | +8,784 (+84.0%) | +8,784 (+10.3%) | 0 (0.0%) |
71.2%
|
56.7%
|
-342 (-8.2%) | -174 (-1.1%) | +168 (+1.5%) |
11.4%
|
8.5%
|
+8,229 | |
| REDUCING | 11 | 8 | SHORT | 13 | ADDING | 19 | 16 | LONG | REDUCING | — | — | LONG | BUILDUP | |
|
NAT GAS ICE LD1
ICE FUTURES ENERGY DIV
|
1,333,901 | 1,497,941 | 164,040 |
|
1,728,770 | -1,351,322 | 4,783,937 | 6,135,259 |
|
17,421 | 41,649 | 24,228 |
|
8,052,297 |
| +53,151 (+4.1%) | +26,631 (+1.8%) | -26,520 (-13.9%) |
18.6%
|
2.0%
|
+15,052 (+0.9%) | -55,365 (-4.3%) | +78,654 (+1.7%) | +134,019 (+2.2%) |
59.4%
|
76.2%
|
+2,214 (+14.6%) | +4,997 (+13.6%) | +2,783 (+13.0%) |
0.5%
|
0.3%
|
+125,334 | |
| ADDING | 50 | 29 | LONG | 63 | REDUCING | 172 | 127 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
NAT GAS ICE PEN
ICE FUTURES ENERGY DIV
|
-228,011 | 144,226 | 372,237 |
|
96,003 | 228,436 | 453,892 | 225,456 |
|
-425 | 481 | 906 |
|
694,602 |
| +11,920 (+5.0%) | +48,056 (+50.0%) | +36,136 (+10.8%) |
20.8%
|
53.6%
|
+17,299 (+22.0%) | -11,736 (-4.9%) | +11,770 (+2.7%) | +23,506 (+11.6%) |
65.3%
|
32.5%
|
-184 (-76.3%) | 0 (0.0%) | +184 (+25.5%) |
0.1%
|
0.1%
|
+77,125 | |
| ADDING | 18 | 17 | SHORT | 23 | REDUCING | 32 | 30 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
NAT GAS NYME
NEW YORK MERCANTILE EXCHANGE
|
-106,479 | 210,895 | 317,374 |
|
743,041 | 84,718 | 531,842 | 447,124 |
|
21,761 | 64,985 | 43,224 |
|
1,550,763 |
| +20,000 (+15.8%) | +2,207 (+1.1%) | -17,793 (-5.3%) |
13.6%
|
20.5%
|
+26,270 (+3.7%) | -28,367 (-25.1%) | -7,327 (-1.4%) | +21,040 (+4.9%) |
34.3%
|
28.8%
|
+8,367 (+62.5%) | +5,307 (+8.9%) | -3,060 (-6.6%) |
4.2%
|
2.8%
|
+26,457 | |
| ADDING | 127 | 82 | SHORT | 152 | REDUCING | 76 | 68 | LONG | ADDING | — | — | LONG | BUILDUP | |
| Energy › Crude Oil & Refined Products | ||||||||||||||
|
BRENT LAST DAY
NEW YORK MERCANTILE EXCHANGE
|
-32,969 | 45,783 | 78,752 |
|
82,190 | 31,164 | 85,308 | 54,144 |
|
1,805 | 6,939 | 5,134 |
|
220,220 |
| -8,641 (-35.5%) | -7,511 (-14.1%) | +1,130 (+1.5%) |
20.8%
|
35.8%
|
+6,027 (+7.9%) | +7,448 (+31.4%) | +88 (+0.1%) | -7,360 (-12.0%) |
38.7%
|
24.6%
|
+1,193 (+194.9%) | -1,084 (-13.5%) | -2,277 (-30.7%) |
3.2%
|
2.3%
|
-2,480 | |
| REDUCING | 18 | 19 | SHORT | 34 | ADDING | 18 | 17 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
CONDENSATE DIF-TMX C5 1A INDEX
ICE FUTURES ENERGY DIV
|
75 | 75 | 0 |
|
90 | -60 | 11,206 | 11,266 |
|
-15 | 15 | 30 |
|
11,386 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.7%
|
0.0%
|
0 (0.0%) | -15 (-33.3%) | +55 (+0.5%) | +70 (+0.6%) |
98.4%
|
98.9%
|
+15 (+50.0%) | +15 (0.0%) | 0 (0.0%) |
0.1%
|
0.3%
|
+70 | |
| NEUTRAL | 1 | 0 | LONG | 1 | REDUCING | 14 | 17 | SHORT | ADDING | — | — | SHORT | BUILDUP | |
|
CRUDE DIFF-TMX SW 1A INDEX
ICE FUTURES ENERGY DIV
|
2,485 | 2,485 | 0 |
|
630 | -2,305 | 14,943 | 17,248 |
|
-180 | 0 | 180 |
|
18,058 |
| +20 (+0.8%) | +20 (+0.8%) | 0 (0.0%) |
13.8%
|
0.0%
|
0 (0.0%) | -200 (-9.5%) | +234 (+1.6%) | +434 (+2.6%) |
82.8%
|
95.5%
|
+180 (+50.0%) | 0 (0.0%) | -180 (-50.0%) |
0.0%
|
1.0%
|
+254 | |
| ADDING | 2 | 0 | LONG | 2 | REDUCING | 12 | 18 | SHORT | ADDING | — | — | SHORT | BUILDUP | |
|
CRUDE DIFF-TMX WCS 1A INDEX
ICE FUTURES ENERGY DIV
|
1,925 | 6,110 | 4,185 |
|
405 | -1,685 | 71,085 | 72,770 |
|
-240 | 0 | 240 |
|
77,600 |
| -2,385 (-55.3%) | -1,355 (-18.2%) | +1,030 (+32.6%) |
7.9%
|
5.4%
|
+44 (+12.2%) | +2,385 (+58.6%) | +6,494 (+10.1%) | +4,109 (+6.0%) |
91.6%
|
93.8%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.3%
|
+5,183 | |
| REDUCING | 2 | 3 | LONG | 2 | ADDING | 24 | 26 | SHORT | NEUTRAL | — | — | SHORT | BUILDUP | |
|
CRUDE DIFF-WCS HOUSTON/WTI 1ST
ICE FUTURES ENERGY DIV
|
8,609 | 9,765 | 1,156 |
|
160 | -8,590 | 58,160 | 66,750 |
|
-19 | 0 | 19 |
|
68,085 |
| -1,104 (-11.4%) | -690 (-6.6%) | +414 (+55.8%) |
14.3%
|
1.7%
|
-940 (-85.5%) | +1,115 (+11.5%) | +7,200 (+14.1%) | +6,085 (+10.0%) |
85.4%
|
98.0%
|
-11 (-137.5%) | -40 (-100.0%) | -29 (-60.4%) |
0.0%
|
0.0%
|
+5,530 | |
| REDUCING | 3 | 4 | LONG | 2 | ADDING | 25 | 25 | SHORT | REDUCING | — | — | SHORT | BUILDUP | |
|
CRUDE OIL, LIGHT SWEET-WTI
ICE FUTURES EUROPE
|
74,535 | 141,636 | 67,101 |
|
209,120 | -77,539 | 418,458 | 495,997 |
|
3,004 | 12,345 | 9,341 |
|
781,559 |
| +37,749 (+102.6%) | +31,992 (+29.2%) | -5,757 (-7.9%) |
18.1%
|
8.6%
|
+1,021 (+0.5%) | -38,734 (-99.8%) | -18,526 (-4.2%) | +20,208 (+4.2%) |
53.5%
|
63.5%
|
+985 (+48.8%) | +476 (+4.0%) | -509 (-5.2%) |
1.6%
|
1.2%
|
+14,963 | |
| ADDING | 31 | 33 | LONG | 54 | REDUCING | 62 | 63 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
WTI HOUSTON ARGUS/WTI TR MO
NEW YORK MERCANTILE EXCHANGE
|
-20,149 | 24,701 | 44,850 |
|
19,774 | 26,855 | 377,133 | 350,278 |
|
-6,706 | 4,869 | 11,575 |
|
426,477 |
| +12,725 (+38.7%) | +3,431 (+16.1%) | -9,294 (-17.2%) |
5.8%
|
10.5%
|
+6,358 (+47.4%) | -20,527 (-43.3%) | +13,843 (+3.8%) | +34,370 (+10.9%) |
88.4%
|
82.1%
|
+7,802 (+53.8%) | +162 (+3.4%) | -7,640 (-39.8%) |
1.1%
|
2.7%
|
+23,794 | |
| ADDING | 2 | 7 | SHORT | 5 | REDUCING | 27 | 30 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
WTI FINANCIAL CRUDE OIL
NEW YORK MERCANTILE EXCHANGE
|
38,317 | 55,529 | 17,212 |
|
8,924 | -35,447 | 69,330 | 104,777 |
|
-2,870 | 29,316 | 32,186 |
|
163,099 |
| +2,281 (+6.3%) | +145 (+0.3%) | -2,136 (-11.0%) |
34.0%
|
10.6%
|
+236 (+2.7%) | -2,025 (-6.1%) | +735 (+1.1%) | +2,760 (+2.7%) |
42.5%
|
64.2%
|
-256 (-9.8%) | +2,007 (+7.3%) | +2,263 (+7.6%) |
18.0%
|
19.7%
|
+3,123 | |
| ADDING | 3 | 6 | LONG | 4 | REDUCING | 25 | 25 | SHORT | REDUCING | — | — | SHORT | BUILDUP | |
|
WTI MIDLAND ARGUS VS WTI TRADE
NEW YORK MERCANTILE EXCHANGE
|
-6,276 | 1,024 | 7,300 |
|
8,350 | 24,045 | 257,093 | 233,048 |
|
-17,769 | 4,686 | 22,455 |
|
271,153 |
| -5,394 (-611.6%) | +639 (+166.0%) | +6,033 (+476.2%) |
0.4%
|
2.7%
|
+253 (+3.1%) | +4,611 (+23.7%) | +10,670 (+4.3%) | +6,059 (+2.7%) |
94.8%
|
85.9%
|
+783 (+4.2%) | -937 (-16.7%) | -1,720 (-7.1%) |
1.7%
|
8.3%
|
+10,625 | |
| REDUCING | 2 | 2 | SHORT | 4 | ADDING | 16 | 20 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
WTI-BRENT CALENDAR
NEW YORK MERCANTILE EXCHANGE
|
-93,844 | 0 | 93,844 |
|
4,546 | 98,936 | 178,053 | 79,117 |
|
-5,092 | 4,792 | 9,884 |
|
187,391 |
| -3,725 (-4.1%) | 0 (0.0%) | +3,725 (+4.1%) |
0.0%
|
50.1%
|
-520 (-10.3%) | +4,975 (+5.3%) | +9,875 (+5.9%) | +4,900 (+6.6%) |
95.0%
|
42.2%
|
-1,250 (-32.5%) | +220 (+4.8%) | +1,470 (+17.5%) |
2.6%
|
5.3%
|
+9,575 | |
| REDUCING | 0 | 6 | SHORT | 6 | ADDING | 15 | 8 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
WTI-PHYSICAL
NEW YORK MERCANTILE EXCHANGE
|
58,433 | 254,333 | 195,900 |
|
729,414 | -78,497 | 811,076 | 889,573 |
|
20,064 | 73,143 | 53,079 |
|
1,867,966 |
| +7,396 (+14.5%) | -15,629 (-5.8%) | -23,025 (-10.5%) |
13.6%
|
10.5%
|
+6,241 (+0.9%) | -17,237 (-28.1%) | -50,633 (-5.9%) | -33,396 (-3.6%) |
43.4%
|
47.6%
|
+9,841 (+96.3%) | +13,320 (+22.3%) | +3,479 (+7.0%) |
3.9%
|
2.8%
|
-46,701 | |
| ADDING | 105 | 85 | LONG | 143 | REDUCING | 101 | 96 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
| Energy › Ethanol & Biofuels | ||||||||||||||
|
D4 BIODIESEL RINs OPIS CURR YR
ICE FUTURES ENERGY DIV
|
2,394 | 10,339 | 7,945 |
|
1,008 | -2,467 | 4,606 | 7,073 |
|
73 | 154 | 81 |
|
16,107 |
| +76 (+3.3%) | +146 (+1.4%) | +70 (+0.9%) |
64.2%
|
49.3%
|
+61 (+6.4%) | -105 (-4.4%) | +71 (+1.6%) | +176 (+2.6%) |
28.6%
|
43.9%
|
+29 (+65.9%) | +25 (+19.4%) | -4 (-4.7%) |
1.0%
|
0.5%
|
+303 | |
| ADDING | 32 | 11 | LONG | 8 | REDUCING | 14 | 14 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
D6 RINs OPIS CURRENT YEAR
ICE FUTURES ENERGY DIV
|
2,113 | 8,176 | 6,063 |
|
858 | -2,165 | 6,900 | 9,065 |
|
52 | 155 | 103 |
|
16,089 |
| -426 (-16.8%) | +510 (+6.7%) | +936 (+18.3%) |
50.8%
|
37.7%
|
-265 (-23.6%) | +405 (+15.8%) | +1,187 (+20.8%) | +782 (+9.4%) |
42.9%
|
56.3%
|
+21 (+67.7%) | -32 (-17.1%) | -53 (-34.0%) |
1.0%
|
0.6%
|
+1,400 | |
| REDUCING | 11 | 27 | LONG | 12 | ADDING | 13 | 13 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
ETHANOL
NEW YORK MERCANTILE EXCHANGE
|
7,314 | 8,674 | 1,360 |
|
3,461 | -7,743 | 23,007 | 30,750 |
|
429 | 804 | 375 |
|
35,946 |
| -448 (-5.8%) | -155 (-1.8%) | +293 (+27.5%) |
24.1%
|
3.8%
|
+759 (+28.1%) | +388 (+4.8%) | +572 (+2.5%) | +184 (+0.6%) |
64.0%
|
85.5%
|
+60 (+16.3%) | -7,783 (-90.6%) | -7,843 (-95.4%) |
2.2%
|
1.0%
|
-6,607 | |
| REDUCING | 29 | 7 | LONG | 11 | ADDING | 51 | 67 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
ETHANOL T2 FOB INCL DUTY
NEW YORK MERCANTILE EXCHANGE
|
218 | 555 | 337 |
|
260 | -375 | 3,857 | 4,232 |
|
157 | 460 | 303 |
|
5,132 |
| -39 (-15.2%) | -30 (-5.1%) | +9 (+2.7%) |
10.8%
|
6.6%
|
0 (0.0%) | +80 (+17.6%) | +279 (+7.8%) | +199 (+4.9%) |
75.2%
|
82.5%
|
-41 (-20.7%) | -893 (-66.0%) | -852 (-73.8%) |
9.0%
|
5.9%
|
-644 | |
| REDUCING | 2 | 3 | LONG | 3 | ADDING | 17 | 16 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
| Energy › 1. Natural Gas Basis & Indices (US) | ||||||||||||||
|
AECO FIN BASIS
ICE FUTURES ENERGY DIV
|
22,590 | 31,075 | 8,485 |
|
11,507 | -34,516 | 917,311 | 951,827 |
|
11,926 | 15,170 | 3,244 |
|
975,063 |
| +2,494 (+12.4%) | +1,805 (+6.2%) | -689 (-7.5%) |
3.2%
|
0.9%
|
+893 (+8.4%) | -2,681 (-8.4%) | +12,738 (+1.4%) | +15,419 (+1.6%) |
94.1%
|
97.6%
|
+187 (+1.6%) | +1,438 (+10.5%) | +1,251 (+62.8%) |
1.6%
|
0.3%
|
+16,874 | |
| ADDING | 5 | 4 | LONG | 6 | REDUCING | 47 | 30 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
ALGONQUIN CITYGATES BASIS
ICE FUTURES ENERGY DIV
|
-5,916 | 1,529 | 7,445 |
|
176 | 5,070 | 99,307 | 94,237 |
|
846 | 7,705 | 6,859 |
|
108,717 |
| +1,057 (+15.2%) | +909 (+146.6%) | -148 (-1.9%) |
1.4%
|
6.8%
|
+148 (+528.6%) | +241 (+5.0%) | -12,371 (-11.1%) | -12,612 (-11.8%) |
91.3%
|
86.7%
|
-1,298 (-60.5%) | -3,464 (-31.0%) | -2,166 (-24.0%) |
7.1%
|
6.3%
|
-14,778 | |
| ADDING | 1 | 3 | SHORT | 1 | ADDING | 15 | 14 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
ALGONQUIN CITYGATES INDEX
ICE FUTURES ENERGY DIV
|
-582 | 248 | 830 |
|
93 | -1,186 | 19,374 | 20,560 |
|
1,768 | 2,421 | 653 |
|
22,136 |
| -306 (-110.9%) | -277 (-52.8%) | +29 (+3.6%) |
1.1%
|
3.7%
|
-237 (-71.8%) | -244 (-25.9%) | -6,042 (-23.8%) | -5,798 (-22.0%) |
87.5%
|
92.9%
|
+550 (+45.2%) | -408 (-14.4%) | -958 (-59.5%) |
10.9%
|
2.9%
|
-6,964 | |
| REDUCING | 1 | 1 | SHORT | 1 | REDUCING | 10 | 12 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
CG Mainline Basis
ICE FUTURES ENERGY DIV
|
-36,526 | 5,332 | 41,858 |
|
1,048 | 43,251 | 314,721 | 271,470 |
|
-6,725 | 2,086 | 8,811 |
|
323,187 |
| -5,743 (-18.7%) | -3,035 (-36.3%) | +2,708 (+6.9%) |
1.6%
|
13.0%
|
+868 (+482.2%) | +10,350 (+31.5%) | -18,500 (-5.6%) | -28,850 (-9.6%) |
97.4%
|
84.0%
|
-4,607 (-217.5%) | -2,937 (-58.5%) | +1,670 (+23.4%) |
0.6%
|
2.7%
|
-23,604 | |
| REDUCING | 3 | 5 | SHORT | 2 | ADDING | 20 | 29 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
CG-MAINLINE FINANCIAL INDEX
ICE FUTURES ENERGY DIV
|
-2,821 | 620 | 3,441 |
|
0 | 2,695 | 34,220 | 31,525 |
|
126 | 1,565 | 1,439 |
|
36,405 |
| -300 (-11.9%) | -240 (-27.9%) | +60 (+1.8%) |
1.7%
|
9.5%
|
-60 (-100.0%) | +2,020 (+299.3%) | -5,340 (-13.5%) | -7,360 (-18.9%) |
94.0%
|
86.6%
|
-1,720 (-93.2%) | -1,740 (-52.6%) | -20 (-1.4%) |
4.3%
|
4.0%
|
-7,380 | |
| REDUCING | 1 | 1 | SHORT | 0 | ADDING | 11 | 12 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
CHICAGO CITYGATE (INDEX)
ICE FUTURES ENERGY DIV
|
-12,060 | 1,612 | 13,672 |
|
3,024 | 10,531 | 81,488 | 70,957 |
|
1,529 | 2,487 | 958 |
|
88,611 |
| -1,500 (-14.2%) | -3,300 (-67.2%) | -1,800 (-11.6%) |
1.8%
|
15.4%
|
-90 (-2.9%) | +1,741 (+19.8%) | -11,902 (-12.7%) | -13,643 (-16.1%) |
92.0%
|
80.1%
|
-241 (-13.6%) | -1,674 (-40.2%) | -1,433 (-59.9%) |
2.8%
|
1.1%
|
-16,966 | |
| REDUCING | 5 | 5 | SHORT | 3 | ADDING | 27 | 21 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
CHICAGO FIN BASIS
ICE FUTURES ENERGY DIV
|
-31,171 | 5,059 | 36,230 |
|
1,324 | 27,798 | 315,780 | 287,982 |
|
3,373 | 10,134 | 6,761 |
|
332,297 |
| -3,334 (-12.0%) | -2,797 (-35.6%) | +537 (+1.5%) |
1.5%
|
10.9%
|
-5,519 (-80.7%) | +8,461 (+43.8%) | -10,013 (-3.1%) | -18,474 (-6.0%) |
95.0%
|
86.7%
|
-5,127 (-60.3%) | -4,868 (-32.4%) | +259 (+4.0%) |
3.0%
|
2.0%
|
-23,197 | |
| REDUCING | 5 | 5 | SHORT | 5 | ADDING | 42 | 34 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
CIG ROCKIES BASIS
ICE FUTURES ENERGY DIV
|
-156,056 | 217 | 156,273 |
|
6,660 | 155,631 | 441,295 | 285,664 |
|
425 | 10,680 | 10,255 |
|
458,852 |
| +4,482 (+2.8%) | +125 (+135.9%) | -4,357 (-2.7%) |
0.0%
|
34.1%
|
-959 (-12.6%) | -3,407 (-2.1%) | -8,167 (-1.8%) | -4,760 (-1.6%) |
96.2%
|
62.3%
|
-1,075 (-71.7%) | -2,673 (-20.0%) | -1,598 (-13.5%) |
2.3%
|
2.2%
|
-11,674 | |
| ADDING | 1 | 8 | SHORT | 6 | REDUCING | 33 | 30 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
CIG ROCKIES FINANCIAL INDEX
ICE FUTURES ENERGY DIV
|
-15,963 | 0 | 15,963 |
|
403 | 14,490 | 24,661 | 10,171 |
|
1,473 | 2,695 | 1,222 |
|
27,759 |
| +9,911 (+38.3%) | -1,107 (-100.0%) | -11,018 (-40.8%) |
0.0%
|
57.5%
|
+372 (+1,200.0%) | -9,007 (-38.3%) | -12,444 (-33.5%) | -3,437 (-25.3%) |
88.8%
|
36.6%
|
-904 (-38.0%) | -440 (-14.0%) | +464 (+61.2%) |
9.7%
|
4.4%
|
-13,619 | |
| ADDING | 0 | 6 | SHORT | 3 | REDUCING | 12 | 8 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
DOMINION – SOUTH POINT
ICE FUTURES ENERGY DIV
|
9,872 | 10,616 | 744 |
|
558 | -10,007 | 42,367 | 52,374 |
|
135 | 2,120 | 1,985 |
|
55,661 |
| -11,949 (-54.8%) | -12,606 (-54.3%) | -657 (-46.9%) |
19.1%
|
1.3%
|
-402 (-41.9%) | +9,415 (+48.5%) | -21,852 (-34.0%) | -31,267 (-37.4%) |
76.1%
|
94.1%
|
+2,534 (+105.6%) | -600 (-22.1%) | -3,134 (-61.2%) |
3.8%
|
3.6%
|
-35,460 | |
| REDUCING | 5 | 1 | LONG | 1 | ADDING | 20 | 20 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
DOMINION – SOUTH POINT (BASIS)
ICE FUTURES ENERGY DIV
|
-69,020 | 5,628 | 74,648 |
|
18,564 | 56,245 | 730,384 | 674,139 |
|
12,775 | 19,947 | 7,172 |
|
774,523 |
| -1,310 (-1.9%) | -5,891 (-51.1%) | -4,581 (-5.8%) |
0.7%
|
9.6%
|
+784 (+4.4%) | +4,363 (+8.4%) | -31,611 (-4.1%) | -35,974 (-5.1%) |
94.3%
|
87.0%
|
-3,053 (-19.3%) | -5,078 (-20.3%) | -2,025 (-22.0%) |
2.6%
|
0.9%
|
-41,796 | |
| REDUCING | 6 | 13 | SHORT | 12 | ADDING | 55 | 46 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
EP SAN JUAN BASIS
ICE FUTURES ENERGY DIV
|
83,343 | 83,343 | 0 |
|
0 | -83,652 | 177,731 | 261,383 |
|
309 | 8,251 | 7,942 |
|
269,325 |
| -50 (-0.1%) | -50 (-0.1%) | 0 (0.0%) |
30.9%
|
0.0%
|
-23 (-100.0%) | -1,327 (-1.6%) | -5,601 (-3.1%) | -4,274 (-1.6%) |
66.0%
|
97.1%
|
+1,377 (+128.9%) | -228 (-2.7%) | -1,605 (-16.8%) |
3.1%
|
2.9%
|
-5,902 | |
| REDUCING | 1 | 0 | LONG | 0 | REDUCING | 17 | 16 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
HENRY HUB BASIS
ICE FUTURES ENERGY DIV
|
5,474 | 10,958 | 5,484 |
|
708 | -9,655 | 74,983 | 84,638 |
|
4,181 | 5,912 | 1,731 |
|
92,561 |
| -3,331 (-37.8%) | -23,219 (-67.9%) | -19,888 (-78.4%) |
11.8%
|
5.9%
|
-2,319 (-76.6%) | +954 (+9.0%) | -36,753 (-32.9%) | -37,707 (-30.8%) |
81.0%
|
91.4%
|
+2,377 (+131.8%) | -90 (-1.5%) | -2,467 (-58.8%) |
6.4%
|
1.9%
|
-62,381 | |
| REDUCING | 3 | 4 | LONG | 1 | ADDING | 16 | 13 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
HENRY HUB INDEX
ICE FUTURES ENERGY DIV
|
-7,764 | 18,228 | 25,992 |
|
7,429 | 7,988 | 103,411 | 95,423 |
|
-224 | 2,096 | 2,320 |
|
131,164 |
| +1,067 (+12.1%) | -22,491 (-55.2%) | -23,558 (-47.5%) |
13.9%
|
19.8%
|
-5,852 (-44.1%) | -4,779 (-37.4%) | -30,955 (-23.0%) | -26,176 (-21.5%) |
78.8%
|
72.8%
|
+3,712 (+94.3%) | -537 (-20.4%) | -4,249 (-64.7%) |
1.6%
|
1.8%
|
-59,835 | |
| ADDING | 6 | 14 | SHORT | 5 | REDUCING | 36 | 37 | LONG | ADDING | — | — | SHORT | LIQUIDATION | |
|
HOUSTON SHIP CHANNEL (INDEX)
ICE FUTURES ENERGY DIV
|
-167,720 | 434 | 168,154 |
|
62 | 169,399 | 492,262 | 322,863 |
|
-1,679 | 2,243 | 3,922 |
|
495,001 |
| +27,507 (+14.1%) | -382 (-46.8%) | -27,889 (-14.2%) |
0.1%
|
34.0%
|
-243 (-79.7%) | -12,881 (-7.1%) | -42,071 (-7.9%) | -29,190 (-8.3%) |
99.4%
|
65.2%
|
-14,626 (-113.0%) | -13,130 (-85.4%) | +1,496 (+61.7%) |
0.5%
|
0.8%
|
-55,826 | |
| ADDING | 1 | 10 | SHORT | 1 | REDUCING | 37 | 38 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
HSC FIN BASIS
ICE FUTURES ENERGY DIV
|
-161,331 | 3,530 | 164,861 |
|
18,107 | 158,992 | 733,637 | 574,645 |
|
2,339 | 5,842 | 3,503 |
|
761,116 |
| +12,469 (+7.2%) | -3,998 (-53.1%) | -16,467 (-9.1%) |
0.5%
|
21.7%
|
-4,018 (-18.2%) | +9,814 (+6.6%) | -45,829 (-5.9%) | -55,643 (-8.8%) |
96.4%
|
75.5%
|
-22,283 (-90.5%) | -22,802 (-79.6%) | -519 (-12.9%) |
0.8%
|
0.5%
|
-76,647 | |
| ADDING | 5 | 14 | SHORT | 9 | ADDING | 51 | 59 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
MALIN (BASIS)
ICE FUTURES ENERGY DIV
|
0 | 0 | 0 |
|
0 | -3,665 | 112,884 | 116,549 |
|
3,665 | 9,870 | 6,205 |
|
122,754 |
| +926 (+100.0%) | 0 (0.0%) | -926 (-100.0%) |
0.0%
|
0.0%
|
0 (0.0%) | -2,024 (-123.3%) | -7,436 (-6.2%) | -5,412 (-4.4%) |
92.0%
|
94.9%
|
+1,098 (+42.8%) | +1,458 (+17.3%) | +360 (+6.2%) |
8.0%
|
5.1%
|
-5,978 | |
| ADDING | 0 | 0 | SHORT | 0 | REDUCING | 15 | 16 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
MICHCON BASIS
ICE FUTURES ENERGY DIV
|
-37,714 | 4,067 | 41,781 |
|
1,873 | 37,341 | 170,854 | 133,513 |
|
373 | 10,225 | 9,852 |
|
187,019 |
| +12,532 (+24.9%) | -121 (-2.9%) | -12,653 (-23.2%) |
2.2%
|
22.3%
|
-419 (-18.3%) | -11,228 (-23.1%) | -22,811 (-11.8%) | -11,583 (-8.0%) |
91.4%
|
71.4%
|
-1,304 (-77.8%) | -1,469 (-12.6%) | -165 (-1.6%) |
5.5%
|
5.3%
|
-24,820 | |
| ADDING | 5 | 6 | SHORT | 6 | REDUCING | 36 | 39 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
MICHCON FINANCIAL INDEX
ICE FUTURES ENERGY DIV
|
-8,201 | 713 | 8,914 |
|
0 | 8,139 | 22,886 | 14,747 |
|
62 | 1,492 | 1,430 |
|
25,091 |
| +1,380 (+14.4%) | -780 (-52.2%) | -2,160 (-19.5%) |
2.8%
|
35.5%
|
0 (0.0%) | -364 (-4.3%) | -8,586 (-27.3%) | -8,222 (-35.8%) |
91.2%
|
58.8%
|
-1,016 (-94.2%) | -1,854 (-55.4%) | -838 (-36.9%) |
5.9%
|
5.7%
|
-11,220 | |
| ADDING | 1 | 1 | SHORT | 0 | REDUCING | 12 | 11 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
NAT GAS LD1 for GDD -TEXOK
ICE FUTURES ENERGY DIV
|
-2,908 | 1,114 | 4,022 |
|
899 | 4,875 | 144,635 | 139,760 |
|
-1,967 | 992 | 2,959 |
|
147,640 |
| -5,978 (-194.7%) | -8,052 (-87.8%) | -2,074 (-34.0%) |
0.8%
|
2.7%
|
-60 (-6.3%) | +14,017 (+153.3%) | +26 (+0.0%) | -13,991 (-9.1%) |
98.0%
|
94.7%
|
-8,039 (-132.4%) | -7,757 (-88.7%) | +282 (+10.5%) |
0.7%
|
2.0%
|
-15,843 | |
| REDUCING | 1 | 3 | SHORT | 1 | ADDING | 21 | 20 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
NGPL TXOK BASIS
ICE FUTURES ENERGY DIV
|
-55,965 | 5,808 | 61,773 |
|
1,438 | 57,127 | 449,000 | 391,873 |
|
-1,162 | 5,565 | 6,727 |
|
461,811 |
| -2,479 (-4.6%) | -120 (-2.0%) | +2,359 (+4.0%) |
1.3%
|
13.4%
|
-1,182 (-45.1%) | +9,492 (+19.9%) | -6,162 (-1.4%) | -15,654 (-3.8%) |
97.2%
|
84.9%
|
-7,013 (-119.9%) | -8,088 (-59.2%) | -1,075 (-13.8%) |
1.2%
|
1.5%
|
-15,552 | |
| REDUCING | 3 | 7 | SHORT | 2 | ADDING | 44 | 41 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
NNG VENTURA BASIS
ICE FUTURES ENERGY DIV
|
0 | 0 | 0 |
|
0 | -9,034 | 103,833 | 112,867 |
|
9,034 | 16,095 | 7,061 |
|
119,928 |
| -2,377 (-100.0%) | -3,202 (-100.0%) | -825 (-100.0%) |
0.0%
|
0.0%
|
-763 (-100.0%) | +5,354 (+37.2%) | -4,598 (-4.2%) | -9,952 (-8.1%) |
86.6%
|
94.1%
|
-2,977 (-24.8%) | -1,983 (-11.0%) | +994 (+16.4%) |
13.4%
|
5.9%
|
-10,546 | |
| REDUCING | 0 | 0 | SHORT | 0 | ADDING | 23 | 20 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
NWP ROCKIES FIN BASIS
ICE FUTURES ENERGY DIV
|
10,857 | 24,013 | 13,156 |
|
4,558 | -11,077 | 313,148 | 324,225 |
|
220 | 15,264 | 15,044 |
|
356,983 |
| +7,428 (+216.6%) | +7,610 (+46.4%) | +182 (+1.4%) |
6.7%
|
3.7%
|
-2,091 (-31.4%) | -7,108 (-179.1%) | -14,391 (-4.4%) | -7,283 (-2.2%) |
87.7%
|
90.8%
|
-320 (-59.3%) | +290 (+1.9%) | +610 (+4.2%) |
4.3%
|
4.2%
|
-8,582 | |
| ADDING | 8 | 3 | LONG | 8 | REDUCING | 35 | 39 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
NWP Rockies Index
ICE FUTURES ENERGY DIV
|
-788 | 310 | 1,098 |
|
0 | 1,427 | 15,423 | 13,996 |
|
-639 | 1,023 | 1,662 |
|
16,756 |
| +327 (+29.3%) | -2,520 (-89.0%) | -2,847 (-72.2%) |
1.9%
|
6.6%
|
-90 (-100.0%) | +380 (+36.3%) | -5,841 (-27.5%) | -6,221 (-30.8%) |
92.0%
|
83.5%
|
-707 (-1,039.7%) | -510 (-33.3%) | +197 (+13.4%) |
6.1%
|
9.9%
|
-8,961 | |
| ADDING | 1 | 2 | SHORT | 0 | ADDING | 10 | 9 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
PANHANDLE BASIS
ICE FUTURES ENERGY DIV
|
7,486 | 7,703 | 217 |
|
1,217 | -21,428 | 110,264 | 131,692 |
|
13,942 | 20,391 | 6,449 |
|
139,575 |
| +1,111 (+17.4%) | -279 (-3.5%) | -1,390 (-86.5%) |
5.5%
|
0.2%
|
+684 (+128.3%) | +693 (+3.1%) | -5,311 (-4.6%) | -6,004 (-4.4%) |
79.0%
|
94.4%
|
-1,804 (-11.5%) | -1,194 (-5.5%) | +610 (+10.4%) |
14.6%
|
4.6%
|
-6,100 | |
| ADDING | 2 | 1 | LONG | 1 | ADDING | 25 | 22 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
PG&E CITYGATE FIN BASIS
ICE FUTURES ENERGY DIV
|
2,164 | 3,102 | 938 |
|
2,389 | -10,310 | 109,598 | 119,908 |
|
8,146 | 15,105 | 6,959 |
|
130,194 |
| +1,890 (+689.8%) | +499 (+19.2%) | -1,391 (-59.7%) |
2.4%
|
0.7%
|
+160 (+7.2%) | +1,852 (+15.2%) | -8,011 (-6.8%) | -9,863 (-7.6%) |
84.2%
|
92.1%
|
-3,742 (-31.5%) | -3,352 (-18.2%) | +390 (+5.9%) |
11.6%
|
5.3%
|
-10,704 | |
| ADDING | 4 | 1 | LONG | 4 | ADDING | 29 | 25 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
REX ZONE 3 BASIS
ICE FUTURES ENERGY DIV
|
9,754 | 15,410 | 5,656 |
|
3,656 | -14,391 | 228,326 | 242,717 |
|
4,637 | 10,274 | 5,637 |
|
257,666 |
| -1,741 (-15.1%) | -894 (-5.5%) | +847 (+17.6%) |
6.0%
|
2.2%
|
-2,586 (-41.4%) | +4,467 (+23.7%) | -3,147 (-1.4%) | -7,614 (-3.0%) |
88.6%
|
94.2%
|
-2,726 (-37.0%) | -2,503 (-19.6%) | +223 (+4.1%) |
4.0%
|
2.2%
|
-9,130 | |
| REDUCING | 5 | 6 | LONG | 7 | ADDING | 31 | 39 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
REX ZONE 3 INDEX
ICE FUTURES ENERGY DIV
|
2,976 | 2,976 | 0 |
|
0 | -3,602 | 21,361 | 24,963 |
|
626 | 1,333 | 707 |
|
25,670 |
| +416 (+16.3%) | -94 (-3.1%) | -510 (-100.0%) |
11.6%
|
0.0%
|
-900 (-100.0%) | -1,120 (-45.1%) | -6,787 (-24.1%) | -5,667 (-18.5%) |
83.2%
|
97.2%
|
+704 (+902.6%) | -493 (-27.0%) | -1,197 (-62.9%) |
5.2%
|
2.8%
|
-8,274 | |
| ADDING | 5 | 0 | LONG | 0 | REDUCING | 13 | 18 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
SOCAL BORDER FIN BASIS
ICE FUTURES ENERGY DIV
|
97,978 | 102,621 | 4,643 |
|
422 | -101,509 | 178,128 | 279,637 |
|
3,531 | 15,219 | 11,688 |
|
296,390 |
| +3,768 (+4.0%) | +1,746 (+1.7%) | -2,022 (-30.3%) |
34.6%
|
1.6%
|
-831 (-66.3%) | -3,956 (-4.1%) | -9,320 (-5.0%) | -5,364 (-1.9%) |
60.1%
|
94.3%
|
+188 (+5.6%) | -997 (-6.1%) | -1,185 (-9.2%) |
5.1%
|
3.9%
|
-9,402 | |
| ADDING | 4 | 3 | LONG | 2 | REDUCING | 28 | 31 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
SONAT – TIER 1 POOL (ZONE 0)
ICE FUTURES ENERGY DIV
|
3,140 | 3,140 | 0 |
|
0 | -8,095 | 95,836 | 103,931 |
|
4,955 | 11,635 | 6,680 |
|
110,611 |
| -713 (-18.5%) | -713 (-18.5%) | 0 (0.0%) |
2.8%
|
0.0%
|
0 (0.0%) | +3,095 (+27.7%) | -5,413 (-5.3%) | -8,508 (-7.6%) |
86.6%
|
94.0%
|
-2,382 (-32.5%) | -1,603 (-12.1%) | +779 (+13.2%) |
10.5%
|
6.0%
|
-7,729 | |
| REDUCING | 1 | 0 | LONG | 0 | ADDING | 17 | 24 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
TCO Basis
ICE FUTURES ENERGY DIV
|
-3,302 | 286 | 3,588 |
|
376 | 7,767 | 199,320 | 191,553 |
|
-4,465 | 5,705 | 10,170 |
|
205,687 |
| +910 (+21.6%) | +286 (0.0%) | -624 (-14.8%) |
0.1%
|
1.7%
|
0 (0.0%) | +6,492 (+509.2%) | -2,553 (-1.3%) | -9,045 (-4.5%) |
96.9%
|
93.1%
|
-7,402 (-252.0%) | -7,276 (-56.1%) | +126 (+1.3%) |
2.8%
|
4.9%
|
-9,543 | |
| ADDING | 1 | 2 | SHORT | 1 | ADDING | 23 | 21 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
TETCO M2 Basis (Receipts)
ICE FUTURES ENERGY DIV
|
27,494 | 29,199 | 1,705 |
|
757 | -35,137 | 473,514 | 508,651 |
|
7,643 | 11,301 | 3,658 |
|
514,771 |
| +3,356 (+13.9%) | +2,850 (+10.8%) | -506 (-22.9%) |
5.7%
|
0.3%
|
+455 (+150.7%) | -387 (-1.1%) | -16,931 (-3.5%) | -16,544 (-3.2%) |
92.0%
|
98.8%
|
-2,969 (-28.0%) | -3,801 (-25.2%) | -832 (-18.5%) |
2.2%
|
0.7%
|
-17,427 | |
| ADDING | 4 | 3 | LONG | 2 | REDUCING | 36 | 27 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
TETCO M2 Index (Receipts)
ICE FUTURES ENERGY DIV
|
403 | 403 | 0 |
|
0 | 1,501 | 19,310 | 17,809 |
|
-1,904 | 1,576 | 3,480 |
|
21,289 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
1.9%
|
0.0%
|
0 (0.0%) | +1,573 (+2,184.7%) | -4,834 (-20.0%) | -6,407 (-26.5%) |
90.7%
|
83.7%
|
-1,573 (-475.2%) | -1,316 (-45.5%) | +257 (+8.0%) |
7.4%
|
16.3%
|
-6,150 | |
| NEUTRAL | 1 | 0 | LONG | 0 | ADDING | 12 | 10 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
TETCO M3 BASIS
ICE FUTURES ENERGY DIV
|
4,446 | 6,417 | 1,971 |
|
943 | -7,998 | 148,441 | 156,439 |
|
3,552 | 15,482 | 11,930 |
|
171,283 |
| +653 (+17.2%) | -238 (-3.6%) | -891 (-31.1%) |
3.7%
|
1.2%
|
-2,242 (-70.4%) | +4,253 (+34.7%) | -13,207 (-8.2%) | -17,460 (-10.0%) |
86.7%
|
91.3%
|
-4,906 (-58.0%) | -1,640 (-9.6%) | +3,266 (+37.7%) |
9.0%
|
7.0%
|
-17,327 | |
| ADDING | 5 | 1 | LONG | 3 | ADDING | 23 | 26 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
TETCO M3 INDEX
ICE FUTURES ENERGY DIV
|
-761 | 1,054 | 1,815 |
|
180 | 82 | 74,389 | 74,307 |
|
679 | 1,631 | 952 |
|
77,254 |
| -840 (-1,063.3%) | -900 (-46.1%) | -60 (-3.2%) |
1.4%
|
2.3%
|
-60 (-25.0%) | +1,011 (+108.8%) | -5,587 (-7.0%) | -6,598 (-8.2%) |
96.3%
|
96.2%
|
-171 (-20.1%) | -1,975 (-54.8%) | -1,804 (-65.5%) |
2.1%
|
1.2%
|
-8,522 | |
| REDUCING | 2 | 5 | SHORT | 1 | ADDING | 17 | 16 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
TETCO WLA BASIS
ICE FUTURES ENERGY DIV
|
-53,841 | 2,459 | 56,300 |
|
0 | 45,871 | 104,762 | 58,891 |
|
7,970 | 9,808 | 1,838 |
|
117,029 |
| +1,925 (+3.5%) | -313 (-11.3%) | -2,238 (-3.8%) |
2.1%
|
48.1%
|
0 (0.0%) | -1,071 (-2.3%) | -4,670 (-4.3%) | -3,599 (-5.8%) |
89.5%
|
50.3%
|
-854 (-9.7%) | -1,669 (-14.5%) | -815 (-30.7%) |
8.4%
|
1.6%
|
-6,652 | |
| ADDING | 1 | 1 | SHORT | 0 | REDUCING | 16 | 14 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
TGT ZONE 1 BASIS
ICE FUTURES ENERGY DIV
|
11,815 | 11,815 | 0 |
|
0 | -10,236 | 151,241 | 161,477 |
|
-1,579 | 4,417 | 5,996 |
|
167,473 |
| -586 (-4.7%) | -1,516 (-11.4%) | -930 (-100.0%) |
7.1%
|
0.0%
|
0 (0.0%) | +1,164 (+10.2%) | -10,570 (-6.5%) | -11,734 (-6.8%) |
90.3%
|
96.4%
|
-578 (-57.7%) | -1,606 (-26.7%) | -1,028 (-14.6%) |
2.6%
|
3.6%
|
-13,692 | |
| REDUCING | 2 | 0 | LONG | 0 | ADDING | 27 | 23 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
|
TRANSCO LEIDY BASIS
ICE FUTURES ENERGY DIV
|
13,663 | 13,663 | 0 |
|
0 | -15,795 | 104,464 | 120,259 |
|
2,132 | 5,836 | 3,704 |
|
123,963 |
| +2,280 (+20.0%) | +2,280 (+20.0%) | 0 (0.0%) |
11.0%
|
0.0%
|
0 (0.0%) | -584 (-3.8%) | -14,149 (-11.9%) | -13,565 (-10.1%) |
84.3%
|
97.0%
|
-1,696 (-44.3%) | -1,602 (-21.5%) | +94 (+2.6%) |
4.7%
|
3.0%
|
-13,471 | |
| ADDING | 3 | 0 | LONG | 0 | REDUCING | 21 | 16 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
TRANSCO STATION 85-ZONE 4 BASI
ICE FUTURES ENERGY DIV
|
52,572 | 52,572 | 0 |
|
1,541 | -49,422 | 249,645 | 299,067 |
|
-3,150 | 7,234 | 10,384 |
|
310,992 |
| -4,452 (-7.8%) | -4,452 (-7.8%) | 0 (0.0%) |
16.9%
|
0.0%
|
+273 (+21.5%) | -258 (-0.5%) | -13,010 (-5.0%) | -12,752 (-4.1%) |
80.3%
|
96.2%
|
+4,710 (+59.9%) | +1,230 (+20.5%) | -3,480 (-25.1%) |
2.3%
|
3.3%
|
-15,959 | |
| REDUCING | 9 | 0 | LONG | 2 | REDUCING | 31 | 36 | SHORT | ADDING | — | — | SHORT | LIQUIDATION | |
|
TRANSCO STN 85 MONTHLY INDEX
ICE FUTURES ENERGY DIV
|
3,676 | 5,611 | 1,935 |
|
0 | -3,015 | 35,639 | 38,654 |
|
-661 | 620 | 1,281 |
|
41,870 |
| -5,970 (-61.9%) | -5,788 (-50.8%) | +182 (+10.4%) |
13.4%
|
4.6%
|
-510 (-100.0%) | +7,346 (+70.9%) | -59 (-0.2%) | -7,405 (-16.1%) |
85.1%
|
92.3%
|
-1,376 (-192.4%) | -1,375 (-68.9%) | +1 (+0.1%) |
1.5%
|
3.1%
|
-7,732 | |
| REDUCING | 3 | 3 | LONG | 0 | ADDING | 8 | 18 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
|
Transco Zone 5 South Basis
ICE FUTURES ENERGY DIV
|
13,710 | 13,710 | 0 |
|
723 | -12,573 | 139,300 | 151,873 |
|
-1,137 | 4,962 | 6,099 |
|
158,695 |
| -102 (-0.7%) | -242 (-1.7%) | -140 (-100.0%) |
8.6%
|
0.0%
|
-843 (-53.8%) | -1,535 (-13.9%) | -6,291 (-4.3%) | -4,756 (-3.0%) |
87.8%
|
95.7%
|
+1,637 (+59.0%) | -919 (-15.6%) | -2,556 (-29.5%) |
3.1%
|
3.8%
|
-8,295 | |
| REDUCING | 4 | 0 | LONG | 2 | REDUCING | 24 | 29 | SHORT | ADDING | — | — | SHORT | LIQUIDATION | |
|
TRANSCO ZONE 6 BASIS
ICE FUTURES ENERGY DIV
|
1,954 | 7,656 | 5,702 |
|
3,516 | -6,175 | 248,852 | 255,027 |
|
4,221 | 9,786 | 5,565 |
|
269,810 |
| -2,017 (-50.8%) | -3,397 (-30.7%) | -1,380 (-19.5%) |
2.8%
|
2.1%
|
-660 (-15.8%) | +147 (+2.3%) | -15,809 (-6.0%) | -15,956 (-5.9%) |
92.2%
|
94.5%
|
+1,870 (+79.5%) | -716 (-6.8%) | -2,586 (-31.7%) |
3.6%
|
2.1%
|
-20,582 | |
| REDUCING | 2 | 2 | LONG | 3 | ADDING | 32 | 32 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
TRANSCO ZONE 6 MONTHLY INDEX
ICE FUTURES ENERGY DIV
|
9,455 | 11,937 | 2,482 |
|
211 | -9,780 | 83,634 | 93,414 |
|
325 | 1,886 | 1,561 |
|
97,668 |
| -736 (-7.2%) | -1,535 (-11.4%) | -799 (-24.4%) |
12.2%
|
2.5%
|
-415 (-66.3%) | -1,414 (-16.9%) | -10,491 (-11.1%) | -9,077 (-8.9%) |
85.6%
|
95.6%
|
+2,150 (+117.8%) | -2,005 (-51.5%) | -4,155 (-72.7%) |
1.9%
|
1.6%
|
-14,446 | |
| REDUCING | 5 | 1 | LONG | 1 | REDUCING | 14 | 13 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
WAHA FIN BASIS
ICE FUTURES ENERGY DIV
|
-58,280 | 0 | 58,280 |
|
12,462 | 56,095 | 665,151 | 609,056 |
|
2,185 | 12,713 | 10,528 |
|
690,326 |
| -3,128 (-5.7%) | 0 (0.0%) | +3,128 (+5.7%) |
0.0%
|
8.4%
|
-337 (-2.6%) | +583 (+1.1%) | -29,336 (-4.2%) | -29,919 (-4.7%) |
96.4%
|
88.2%
|
+2,545 (+706.9%) | +1,711 (+15.6%) | -834 (-7.3%) |
1.8%
|
1.5%
|
-27,962 | |
| REDUCING | 0 | 9 | SHORT | 5 | ADDING | 47 | 37 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
WAHA INDEX
ICE FUTURES ENERGY DIV
|
-6,422 | 0 | 6,422 |
|
0 | 8,751 | 83,568 | 74,817 |
|
-2,329 | 1,817 | 4,146 |
|
85,385 |
| -358 (-5.9%) | 0 (0.0%) | +358 (+5.9%) |
0.0%
|
7.5%
|
-120 (-100.0%) | +1,970 (+29.1%) | -14,330 (-14.6%) | -16,300 (-17.9%) |
97.9%
|
87.6%
|
-1,612 (-224.8%) | -660 (-26.6%) | +952 (+29.8%) |
2.1%
|
4.9%
|
-15,110 | |
| REDUCING | 0 | 5 | SHORT | 0 | ADDING | 24 | 21 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
| Energy › Petroleum Products & Fuels | ||||||||||||||
|
ARGUS CIF ARA Lg Finl Propane
ICE FUTURES ENERGY DIV
|
382 | 508 | 126 |
|
604 | -452 | 1,870 | 2,322 |
|
70 | 621 | 551 |
|
3,603 |
| +38 (+11.0%) | +11 (+2.2%) | -27 (-17.6%) |
14.1%
|
3.5%
|
+48 (+8.6%) | -38 (-9.2%) | +59 (+3.3%) | +97 (+4.4%) |
51.9%
|
64.4%
|
0 (0.0%) | +38 (+6.5%) | +38 (+7.4%) |
17.2%
|
15.3%
|
+156 | |
| ADDING | 2 | 1 | LONG | 3 | REDUCING | 14 | 16 | SHORT | NEUTRAL | — | — | LONG | BUILDUP | |
|
ARGUS FAR EAST PROPANE
ICE FUTURES ENERGY DIV
|
-1,381 | 282 | 1,663 |
|
2,544 | 1,492 | 9,423 | 7,931 |
|
-111 | 956 | 1,067 |
|
13,205 |
| +71 (+4.9%) | +27 (+10.6%) | -44 (-2.6%) |
2.1%
|
12.6%
|
-84 (-3.2%) | -99 (-6.2%) | +220 (+2.4%) | +319 (+4.2%) |
71.4%
|
60.1%
|
+28 (+20.1%) | +105 (+12.3%) | +77 (+7.8%) |
7.2%
|
8.1%
|
+268 | |
| ADDING | 5 | 5 | SHORT | 11 | REDUCING | 45 | 43 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
ARGUS PROPANE FAR EAST INDEX
NEW YORK MERCANTILE EXCHANGE
|
1,088 | 1,225 | 137 |
|
534 | -1,180 | 2,870 | 4,050 |
|
92 | 841 | 749 |
|
5,470 |
| -57 (-5.0%) | -77 (-5.9%) | -20 (-12.7%) |
22.4%
|
2.5%
|
+45 (+9.2%) | +85 (+6.7%) | +32 (+1.1%) | -53 (-1.3%) |
52.5%
|
74.0%
|
-28 (-23.3%) | -558 (-39.9%) | -530 (-41.4%) |
15.4%
|
13.7%
|
-558 | |
| REDUCING | 4 | 1 | LONG | 5 | ADDING | 24 | 28 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
BUTANE OPIS MT BELV NONTET FP
ICE FUTURES ENERGY DIV
|
22 | 7,020 | 6,998 |
|
6,573 | 51 | 46,440 | 46,389 |
|
-73 | 163 | 236 |
|
60,196 |
| +7 (+46.7%) | +41 (+0.6%) | +34 (+0.5%) |
11.7%
|
11.6%
|
-422 (-6.0%) | +69 (+383.3%) | +1,244 (+2.8%) | +1,175 (+2.6%) |
77.1%
|
77.1%
|
-76 (-2,533.3%) | -61 (-27.2%) | +15 (+6.8%) |
0.3%
|
0.4%
|
+802 | |
| ADDING | 13 | 10 | LONG | 16 | ADDING | 67 | 64 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
CONWAY PROPANE (OPIS)
NEW YORK MERCANTILE EXCHANGE
|
-150 | 276 | 426 |
|
1,356 | -122 | 25,729 | 25,851 |
|
272 | 424 | 152 |
|
27,785 |
| +87 (+36.7%) | -53 (-16.1%) | -140 (-24.7%) |
1.0%
|
1.5%
|
-39 (-2.8%) | -102 (-510.0%) | +115 (+0.4%) | +217 (+0.8%) |
92.6%
|
93.0%
|
+15 (+5.8%) | -3,798 (-90.0%) | -3,813 (-96.2%) |
1.5%
|
0.5%
|
-3,775 | |
| ADDING | 4 | 5 | SHORT | 7 | REDUCING | 45 | 35 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
ETHANE, MT. BELV-ENTERPRISE
ICE FUTURES ENERGY DIV
|
-1,618 | 6,388 | 8,006 |
|
7,847 | 1,782 | 63,158 | 61,376 |
|
-164 | 82 | 246 |
|
77,475 |
| +509 (+23.9%) | +1,129 (+21.5%) | +620 (+8.4%) |
8.2%
|
10.3%
|
-436 (-5.3%) | -478 (-21.2%) | +2,454 (+4.0%) | +2,932 (+5.0%) |
81.5%
|
79.2%
|
-31 (-23.3%) | +25 (+43.9%) | +56 (+29.5%) |
0.1%
|
0.3%
|
+3,172 | |
| ADDING | 9 | 6 | SHORT | 7 | REDUCING | 41 | 40 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
FUEL OIL-3% USGC/3.5% FOB RDAM
ICE FUTURES ENERGY DIV
|
-2,606 | 444 | 3,050 |
|
2,604 | 2,642 | 13,117 | 10,475 |
|
-36 | 0 | 36 |
|
16,165 |
| +319 (+10.9%) | +25 (+6.0%) | -294 (-8.8%) |
2.7%
|
18.9%
|
0 (0.0%) | -334 (-11.2%) | +760 (+6.2%) | +1,094 (+11.7%) |
81.1%
|
64.8%
|
+15 (+29.4%) | 0 (0.0%) | -15 (-29.4%) |
0.0%
|
0.2%
|
+785 | |
| ADDING | 3 | 7 | SHORT | 3 | REDUCING | 27 | 26 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
GASOLINE RBOB
NEW YORK MERCANTILE EXCHANGE
|
92,663 | 118,782 | 26,119 |
|
82,307 | -103,079 | 176,148 | 279,227 |
|
10,416 | 26,600 | 16,184 |
|
403,837 |
| -9,583 (-9.4%) | -7,764 (-6.1%) | +1,819 (+7.5%) |
29.4%
|
6.5%
|
+2,847 (+3.6%) | +8,668 (+7.8%) | +20,369 (+13.1%) | +11,701 (+4.4%) |
43.6%
|
69.1%
|
+915 (+9.6%) | +2,857 (+12.0%) | +1,942 (+13.6%) |
6.6%
|
4.0%
|
+18,309 | |
| REDUCING | 104 | 41 | LONG | 83 | ADDING | 99 | 113 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
GULF # 6 FUEL OIL CRACK
NEW YORK MERCANTILE EXCHANGE
|
-4,023 | 0 | 4,023 |
|
731 | 4,023 | 11,435 | 7,412 |
|
0 | 0 | 0 |
|
12,166 |
| -860 (-27.2%) | -285 (-100.0%) | +575 (+16.7%) |
0.0%
|
33.1%
|
-500 (-40.6%) | +860 (+27.2%) | -280 (-2.4%) | -1,140 (-13.3%) |
94.0%
|
60.9%
|
0 (0.0%) | -2,005 (-100.0%) | -2,005 (-100.0%) |
0.0%
|
0.0%
|
-3,070 | |
| REDUCING | 0 | 7 | SHORT | 3 | ADDING | 17 | 18 | LONG | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
GULF COAST CBOB GAS A2 PL RBOB
NEW YORK MERCANTILE EXCHANGE
|
0 | 0 | 0 |
|
0 | 655 | 30,120 | 29,465 |
|
-655 | 340 | 995 |
|
30,460 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
0 (0.0%) | +200 (+44.0%) | +3,595 (+13.6%) | +3,395 (+13.0%) |
98.9%
|
96.7%
|
-200 (-44.0%) | -5,540 (-94.2%) | -5,340 (-84.3%) |
1.1%
|
3.3%
|
-1,945 | |
| NEUTRAL | 0 | 0 | SHORT | 0 | ADDING | 16 | 21 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
GULF JET NY HEAT OIL SPR
NEW YORK MERCANTILE EXCHANGE
|
1,420 | 1,420 | 0 |
|
0 | -1,400 | 17,900 | 19,300 |
|
-20 | 10 | 30 |
|
19,330 |
| +450 (+46.4%) | +450 (+46.4%) | 0 (0.0%) |
7.3%
|
0.0%
|
0 (0.0%) | -460 (-48.9%) | +2,786 (+18.4%) | +3,246 (+20.2%) |
92.6%
|
99.8%
|
+10 (+33.3%) | -4,160 (-99.8%) | -4,170 (-99.3%) |
0.1%
|
0.2%
|
-924 | |
| ADDING | 3 | 0 | LONG | 0 | REDUCING | 29 | 15 | SHORT | ADDING | — | — | SHORT | LIQUIDATION | |
|
MT BELV NAT GASOLINE OPIS
NEW YORK MERCANTILE EXCHANGE
|
-547 | 740 | 1,287 |
|
121 | 1,038 | 41,787 | 40,749 |
|
-491 | 124 | 615 |
|
42,772 |
| -471 (-619.7%) | -300 (-28.8%) | +171 (+15.3%) |
1.7%
|
3.0%
|
+15 (+14.2%) | +444 (+74.7%) | +706 (+1.7%) | +262 (+0.6%) |
97.7%
|
95.3%
|
+27 (+5.2%) | -4,638 (-97.4%) | -4,665 (-88.4%) |
0.3%
|
1.4%
|
-4,217 | |
| REDUCING | 3 | 5 | SHORT | 3 | ADDING | 25 | 33 | LONG | ADDING | — | — | SHORT | LIQUIDATION | |
|
MT BELV NORM BUTANE OPIS
NEW YORK MERCANTILE EXCHANGE
|
2,116 | 4,715 | 2,599 |
|
3,602 | -2,035 | 42,124 | 44,159 |
|
-81 | 996 | 1,077 |
|
51,437 |
| +992 (+88.3%) | +464 (+10.9%) | -528 (-16.9%) |
9.2%
|
5.1%
|
-308 (-7.9%) | -984 (-93.6%) | -266 (-0.6%) | +718 (+1.7%) |
81.9%
|
85.9%
|
-8 (-11.0%) | -7,252 (-87.9%) | -7,244 (-87.1%) |
1.9%
|
2.1%
|
-7,362 | |
| ADDING | 19 | 10 | LONG | 14 | REDUCING | 74 | 68 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
|
MT BELVIEU ETHANE OPIS
NEW YORK MERCANTILE EXCHANGE
|
10,232 | 11,993 | 1,761 |
|
1,914 | -9,406 | 35,737 | 45,143 |
|
-826 | 299 | 1,125 |
|
49,943 |
| +230 (+2.3%) | +360 (+3.1%) | +130 (+8.0%) |
24.0%
|
3.5%
|
+798 (+71.5%) | -338 (-3.7%) | +342 (+1.0%) | +680 (+1.5%) |
71.6%
|
90.4%
|
+108 (+11.6%) | -4,005 (-93.1%) | -4,113 (-78.5%) |
0.6%
|
2.3%
|
-2,505 | |
| ADDING | 13 | 7 | LONG | 6 | REDUCING | 30 | 35 | SHORT | ADDING | — | — | SHORT | LIQUIDATION | |
|
NAT GASLNE OPIS MT B NONTET FP
ICE FUTURES ENERGY DIV
|
-591 | 353 | 944 |
|
2,685 | 1,298 | 14,824 | 13,526 |
|
-707 | 21 | 728 |
|
17,883 |
| -205 (-53.1%) | +45 (+14.6%) | +250 (+36.0%) |
2.0%
|
5.3%
|
-230 (-7.9%) | +232 (+21.8%) | +498 (+3.5%) | +266 (+2.0%) |
82.9%
|
75.6%
|
-27 (-4.0%) | -15 (-41.7%) | +12 (+1.7%) |
0.1%
|
4.1%
|
+298 | |
| REDUCING | 2 | 4 | SHORT | 4 | ADDING | 20 | 20 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
NY HARBOR ULSD
NEW YORK MERCANTILE EXCHANGE
|
20,222 | 61,049 | 40,827 |
|
83,591 | -43,626 | 162,452 | 206,078 |
|
23,404 | 52,623 | 29,219 |
|
359,715 |
| -3,286 (-14.0%) | -2,343 (-3.7%) | +943 (+2.4%) |
17.0%
|
11.3%
|
+43 (+0.1%) | +8,473 (+16.3%) | +13,044 (+8.7%) | +4,571 (+2.3%) |
45.2%
|
57.3%
|
-5,187 (-18.1%) | -2,092 (-3.8%) | +3,095 (+11.8%) |
14.6%
|
8.1%
|
+8,652 | |
| REDUCING | 54 | 41 | LONG | 66 | ADDING | 82 | 85 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
PROPANE
NEW YORK MERCANTILE EXCHANGE
|
-20,750 | 4,472 | 25,222 |
|
14,561 | 20,225 | 112,658 | 92,433 |
|
525 | 612 | 87 |
|
132,303 |
| +2,719 (+11.6%) | -512 (-10.3%) | -3,231 (-11.4%) |
3.4%
|
19.1%
|
-1,221 (-7.7%) | -2,866 (-12.4%) | -14,294 (-11.3%) | -11,428 (-11.0%) |
85.2%
|
69.9%
|
+147 (+38.9%) | -90 (-12.8%) | -237 (-73.1%) |
0.5%
|
0.1%
|
-16,117 | |
| ADDING | 11 | 28 | SHORT | 20 | REDUCING | 97 | 89 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
PROPANE ARGUS CIF ARA MINI
ICE FUTURES ENERGY DIV
|
-2,116 | 347 | 2,463 |
|
28 | 1,932 | 4,306 | 2,374 |
|
184 | 852 | 668 |
|
5,533 |
| +15 (+0.7%) | -6 (-1.7%) | -21 (-0.8%) |
6.3%
|
44.5%
|
0 (0.0%) | -65 (-3.3%) | +43 (+1.0%) | +108 (+4.8%) |
77.8%
|
42.9%
|
+50 (+37.3%) | +60 (+7.6%) | +10 (+1.5%) |
15.4%
|
12.1%
|
+97 | |
| ADDING | 3 | 4 | SHORT | 1 | REDUCING | 18 | 11 | LONG | ADDING | — | — | LONG | BUILDUP | |
|
PROPANE ARGUS FAR EAST MINI
ICE FUTURES ENERGY DIV
|
417 | 1,235 | 818 |
|
618 | -1,029 | 2,526 | 3,555 |
|
612 | 1,260 | 648 |
|
5,639 |
| +18 (+4.5%) | +88 (+7.7%) | +70 (+9.4%) |
21.9%
|
14.5%
|
-15 (-2.4%) | +212 (+17.1%) | +312 (+14.1%) | +100 (+2.9%) |
44.8%
|
63.0%
|
-230 (-27.3%) | -80 (-6.0%) | +150 (+30.1%) |
22.3%
|
11.5%
|
+305 | |
| ADDING | 10 | 6 | LONG | 4 | ADDING | 19 | 24 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
PROPANE ARGUS SAUDI CP FP
ICE FUTURES ENERGY DIV
|
1,005 | 1,174 | 169 |
|
374 | -1,324 | 2,410 | 3,734 |
|
319 | 1,067 | 748 |
|
5,025 |
| +178 (+21.5%) | +161 (+15.9%) | -17 (-9.1%) |
23.4%
|
3.4%
|
+8 (+2.2%) | -146 (-12.4%) | +419 (+21.0%) | +565 (+17.8%) |
48.0%
|
74.3%
|
-32 (-9.1%) | -114 (-9.7%) | -82 (-9.9%) |
21.2%
|
14.9%
|
+474 | |
| ADDING | 8 | 2 | LONG | 6 | REDUCING | 25 | 24 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
PROPANE ARGUS SAUDI CP MINI
ICE FUTURES ENERGY DIV
|
-568 | 270 | 838 |
|
122 | -45 | 736 | 781 |
|
613 | 1,013 | 400 |
|
2,141 |
| -568 (0.0%) | +270 (0.0%) | +838 (0.0%) |
12.6%
|
39.1%
|
+122 (0.0%) | -45 (0.0%) | +736 (0.0%) | +781 (0.0%) |
34.4%
|
36.5%
|
+613 (0.0%) | +1,013 (0.0%) | +400 (0.0%) |
47.3%
|
18.7%
|
+2,141 | |
| REDUCING | 4 | 5 | SHORT | 6 | REDUCING | 10 | 6 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
PROPANE NON-LDH MT BEL
NEW YORK MERCANTILE EXCHANGE
|
1,280 | 1,959 | 679 |
|
692 | -1,133 | 25,885 | 27,018 |
|
-147 | 43 | 190 |
|
28,579 |
| +121 (+10.4%) | +75 (+4.0%) | -46 (-6.3%) |
6.9%
|
2.4%
|
-146 (-17.4%) | -121 (-12.0%) | +1,069 (+4.3%) | +1,190 (+4.6%) |
90.6%
|
94.5%
|
0 (0.0%) | -6,175 (-99.3%) | -6,175 (-97.0%) |
0.2%
|
0.7%
|
-5,177 | |
| ADDING | 4 | 2 | LONG | 3 | REDUCING | 36 | 43 | SHORT | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
PROPANE OPIS CONWAY INWELL FP
ICE FUTURES ENERGY DIV
|
1,921 | 2,174 | 253 |
|
954 | -2,091 | 10,382 | 12,473 |
|
170 | 269 | 99 |
|
13,779 |
| -145 (-7.0%) | -145 (-6.3%) | 0 (0.0%) |
15.8%
|
1.8%
|
+50 (+5.5%) | +135 (+6.1%) | +75 (+0.7%) | -60 (-0.5%) |
75.3%
|
90.5%
|
+10 (+6.3%) | +10 (+3.9%) | 0 (0.0%) |
2.0%
|
0.7%
|
-10 | |
| REDUCING | 5 | 2 | LONG | 5 | ADDING | 20 | 24 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PROPANE OPIS MT BELV NONTET FP
ICE FUTURES ENERGY DIV
|
12,283 | 17,250 | 4,967 |
|
5,235 | -12,149 | 66,268 | 78,417 |
|
-134 | 129 | 263 |
|
88,882 |
| -2,051 (-14.3%) | -696 (-3.9%) | +1,355 (+37.5%) |
19.4%
|
5.6%
|
+1,192 (+29.5%) | +2,004 (+14.2%) | +3,301 (+5.2%) | +1,297 (+1.7%) |
74.6%
|
88.2%
|
+47 (+26.0%) | +13 (+11.2%) | -34 (-11.4%) |
0.1%
|
0.3%
|
+3,810 | |
| REDUCING | 4 | 7 | LONG | 6 | ADDING | 38 | 40 | SHORT | ADDING | — | — | SHORT | BUILDUP | |
|
PROPANE OPIS MT BELVIEU TET FP
ICE FUTURES ENERGY DIV
|
-1,158 | 27,502 | 28,660 |
|
32,954 | 1,217 | 122,171 | 120,954 |
|
-59 | 541 | 600 |
|
183,168 |
| +2,693 (+69.9%) | +715 (+2.7%) | -1,978 (-6.5%) |
15.0%
|
15.6%
|
+2,171 (+7.1%) | -2,828 (-69.9%) | +3,758 (+3.2%) | +6,586 (+5.8%) |
66.7%
|
66.0%
|
+135 (+69.6%) | +240 (+79.7%) | +105 (+21.2%) |
0.3%
|
0.3%
|
+6,884 | |
| ADDING | 17 | 19 | SHORT | 23 | REDUCING | 85 | 90 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
PROPANE,OPIS MT BELV TET BALMO
ICE FUTURES ENERGY DIV
|
473 | 850 | 377 |
|
282 | -517 | 1,222 | 1,739 |
|
44 | 59 | 15 |
|
2,413 |
| +473 (0.0%) | +850 (0.0%) | +377 (0.0%) |
35.2%
|
15.6%
|
+282 (0.0%) | -517 (0.0%) | +1,222 (0.0%) | +1,739 (0.0%) |
50.6%
|
72.1%
|
+44 (0.0%) | +59 (0.0%) | +15 (0.0%) |
2.4%
|
0.6%
|
+2,413 | |
| ADDING | 6 | 3 | LONG | 2 | REDUCING | 11 | 9 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
UP DOWN GC ULSD VS HO SPR
NEW YORK MERCANTILE EXCHANGE
|
1,128 | 1,128 | 0 |
|
847 | -12,261 | 24,159 | 36,420 |
|
11,133 | 14,811 | 3,678 |
|
40,945 |
| -50 (-4.2%) | -50 (-4.2%) | 0 (0.0%) |
2.8%
|
0.0%
|
+50 (+6.3%) | -2,406 (-24.4%) | +1,365 (+6.0%) | +3,771 (+11.6%) |
59.0%
|
88.9%
|
+2,456 (+28.3%) | -3,796 (-20.4%) | -6,252 (-63.0%) |
36.2%
|
9.0%
|
-2,431 | |
| REDUCING | 1 | 0 | LONG | 1 | REDUCING | 15 | 16 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
USGC HSFO (PLATTS)
ICE FUTURES ENERGY DIV
|
7,756 | 8,155 | 399 |
|
5,043 | -7,720 | 19,149 | 26,869 |
|
-36 | 81 | 117 |
|
32,428 |
| +939 (+13.8%) | +948 (+13.2%) | +9 (+2.3%) |
25.1%
|
1.2%
|
+646 (+14.7%) | -939 (-13.8%) | +1,050 (+5.8%) | +1,989 (+8.0%) |
59.1%
|
82.9%
|
0 (0.0%) | -34 (-29.6%) | -34 (-22.5%) |
0.2%
|
0.4%
|
+2,610 | |
| ADDING | 6 | 1 | LONG | 5 | REDUCING | 40 | 45 | SHORT | NEUTRAL | — | — | SHORT | BUILDUP | |
|
USGC HSFO-PLATTS/BRENT 1ST LN
ICE FUTURES ENERGY DIV
|
-2,111 | 689 | 2,800 |
|
1,394 | 1,974 | 8,594 | 6,620 |
|
137 | 158 | 21 |
|
10,835 |
| -1,117 (-112.4%) | -240 (-25.8%) | +877 (+45.6%) |
6.4%
|
25.8%
|
+257 (+22.6%) | +1,211 (+158.7%) | +2,862 (+49.9%) | +1,651 (+33.2%) |
79.3%
|
61.1%
|
-94 (-40.7%) | -109 (-40.8%) | -15 (-41.7%) |
1.5%
|
0.2%
|
+2,770 | |
| REDUCING | 4 | 4 | SHORT | 3 | ADDING | 27 | 23 | LONG | REDUCING | — | — | LONG | BUILDUP | |
| Electricity & Power › CAISO Markets | ||||||||||||||
|
CAISO NP-15 DA OFF-PK FIXED
ICE FUTURES ENERGY DIV
|
-10,863 | 129 | 10,992 |
|
1,661 | 10,802 | 35,519 | 24,717 |
|
61 | 223 | 162 |
|
37,532 |
| -1,165 (-12.0%) | -557 (-81.2%) | +608 (+5.9%) |
0.3%
|
29.3%
|
+577 (+53.2%) | +1,108 (+11.4%) | +246 (+0.7%) | -862 (-3.4%) |
94.6%
|
65.9%
|
+57 (+1,425.0%) | +32 (+16.8%) | -25 (-13.4%) |
0.6%
|
0.4%
|
+298 | |
| REDUCING | 2 | 7 | SHORT | 4 | ADDING | 21 | 19 | LONG | ADDING | — | — | LONG | BUILDUP | |
|
CAISO NP-15 PEAK
ICE FUTURES ENERGY DIV
|
-12,071 | 1,732 | 13,803 |
|
831 | 11,900 | 38,206 | 26,306 |
|
171 | 171 | 0 |
|
40,940 |
| -2,334 (-24.0%) | +280 (+19.3%) | +2,614 (+23.4%) |
4.2%
|
33.7%
|
-276 (-24.9%) | +2,319 (+24.2%) | +1,734 (+4.8%) | -585 (-2.2%) |
93.3%
|
64.3%
|
+15 (+9.6%) | +15 (+9.6%) | 0 (0.0%) |
0.4%
|
0.0%
|
+1,753 | |
| REDUCING | 3 | 8 | SHORT | 5 | ADDING | 25 | 19 | LONG | ADDING | — | — | LONG | BUILDUP | |
|
CAISO SP-15 DA OFF-PK FIXED
ICE FUTURES ENERGY DIV
|
-9,510 | 2,067 | 11,577 |
|
8,787 | 9,439 | 61,969 | 52,530 |
|
71 | 136 | 65 |
|
72,959 |
| -1,669 (-21.3%) | -2,184 (-51.4%) | -515 (-4.3%) |
2.8%
|
15.9%
|
+636 (+7.8%) | +1,678 (+21.6%) | -2,071 (-3.2%) | -3,749 (-6.7%) |
84.9%
|
72.0%
|
-9 (-11.3%) | +10 (+7.9%) | +19 (+41.3%) |
0.2%
|
0.1%
|
-3,609 | |
| REDUCING | 6 | 7 | SHORT | 8 | ADDING | 29 | 29 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
CAISO SP-15 PEAK 0900-1600 HE
ICE FUTURES ENERGY DIV
|
2,576 | 3,075 | 499 |
|
310 | -2,521 | 9,450 | 11,971 |
|
-55 | 15 | 70 |
|
12,850 |
| +479 (+22.8%) | -75 (-2.4%) | -554 (-52.6%) |
23.9%
|
3.9%
|
0 (0.0%) | -469 (-22.9%) | -1,240 (-11.6%) | -771 (-6.1%) |
73.5%
|
93.2%
|
-10 (-22.2%) | -15 (-50.0%) | -5 (-6.7%) |
0.1%
|
0.5%
|
-1,330 | |
| ADDING | 1 | 6 | LONG | 2 | REDUCING | 12 | 10 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
|
SP15 FIN DA PEAK FIXED
ICE FUTURES ENERGY DIV
|
-2,995 | 6,706 | 9,701 |
|
7,368 | 2,717 | 77,708 | 74,991 |
|
278 | 341 | 63 |
|
92,123 |
| +2,369 (+44.2%) | +2,177 (+48.1%) | -192 (-1.9%) |
7.3%
|
10.5%
|
-1,230 (-14.3%) | -2,411 (-47.0%) | -2,495 (-3.1%) | -84 (-0.1%) |
84.4%
|
81.4%
|
+42 (+17.8%) | -56 (-14.1%) | -98 (-60.9%) |
0.4%
|
0.1%
|
-1,604 | |
| ADDING | 11 | 12 | SHORT | 15 | REDUCING | 34 | 33 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
| Electricity & Power › ERCOT Markets | ||||||||||||||
|
ERCOT – NORTH MONTHLY OFF-PEAK
ICE FUTURES ENERGY DIV
|
7,745 | 20,133 | 12,388 |
|
2,833 | -8,234 | 92,343 | 100,577 |
|
489 | 722 | 233 |
|
116,031 |
| -305 (-3.8%) | -691 (-3.3%) | -386 (-3.0%) |
17.4%
|
10.7%
|
-244 (-7.9%) | +343 (+4.0%) | -3,329 (-3.5%) | -3,672 (-3.5%) |
79.6%
|
86.7%
|
-38 (-7.2%) | -3 (-0.4%) | +35 (+17.7%) |
0.6%
|
0.2%
|
-4,267 | |
| REDUCING | 5 | 13 | LONG | 8 | ADDING | 22 | 26 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
ERCOT Houston 345KV Hub RT 7×8
ICE FUTURES ENERGY DIV
|
-75 | 1,025 | 1,100 |
|
0 | 190 | 15,910 | 15,720 |
|
-115 | 10 | 125 |
|
16,945 |
| -125 (-250.0%) | -125 (-10.9%) | 0 (0.0%) |
6.0%
|
6.5%
|
0 (0.0%) | +130 (+216.7%) | -690 (-4.2%) | -820 (-5.0%) |
93.9%
|
92.8%
|
-5 (-4.5%) | -10 (-50.0%) | -5 (-3.8%) |
0.1%
|
0.7%
|
-825 | |
| REDUCING | 3 | 2 | SHORT | 0 | ADDING | 13 | 13 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
ERCOT Houston 345KV RT OFF FIX
ICE FUTURES ENERGY DIV
|
6,311 | 6,561 | 250 |
|
1,440 | -6,383 | 29,386 | 35,769 |
|
72 | 72 | 0 |
|
37,459 |
| -301 (-4.6%) | -301 (-4.4%) | 0 (0.0%) |
17.5%
|
0.7%
|
0 (0.0%) | +301 (+4.5%) | -1,176 (-3.8%) | -1,477 (-4.0%) |
78.4%
|
95.5%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.2%
|
0.0%
|
-1,477 | |
| REDUCING | 5 | 2 | LONG | 3 | ADDING | 21 | 14 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
ERCOT HOUSTON 345KV RT PK FIX
ICE FUTURES ENERGY DIV
|
5,196 | 6,311 | 1,115 |
|
1,440 | -5,468 | 32,203 | 37,671 |
|
272 | 392 | 120 |
|
40,346 |
| -276 (-5.0%) | -301 (-4.6%) | -25 (-2.2%) |
15.6%
|
2.8%
|
0 (0.0%) | +296 (+5.1%) | -1,125 (-3.4%) | -1,421 (-3.6%) |
79.8%
|
93.4%
|
-20 (-6.8%) | -20 (-4.9%) | 0 (0.0%) |
1.0%
|
0.3%
|
-1,446 | |
| REDUCING | 4 | 3 | LONG | 3 | ADDING | 21 | 15 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
ERCOT N 345KV REAL T PK 2×16
ICE FUTURES ENERGY DIV
|
646 | 14,375 | 13,729 |
|
4,362 | -736 | 102,828 | 103,564 |
|
90 | 398 | 308 |
|
121,963 |
| -315 (-32.8%) | -35 (-0.2%) | +280 (+2.1%) |
11.8%
|
11.3%
|
-787 (-15.3%) | +194 (+20.9%) | -4,275 (-4.0%) | -4,469 (-4.1%) |
84.3%
|
84.9%
|
+121 (+390.3%) | +85 (+27.2%) | -36 (-10.5%) |
0.3%
|
0.3%
|
-5,012 | |
| REDUCING | 9 | 8 | LONG | 9 | ADDING | 32 | 29 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
ERCOT N 345KV REAL T PK DALY M
ICE FUTURES ENERGY DIV
|
-569 | 6,616 | 7,185 |
|
2,716 | 879 | 10,074 | 9,195 |
|
-310 | 470 | 780 |
|
19,876 |
| -1,275 (-180.6%) | +655 (+11.0%) | +1,930 (+36.7%) |
33.3%
|
36.1%
|
+475 (+21.2%) | +1,005 (+797.6%) | +1,595 (+18.8%) | +590 (+6.9%) |
50.7%
|
46.3%
|
+270 (+46.6%) | +75 (+19.0%) | -195 (-20.0%) |
2.4%
|
3.9%
|
+2,800 | |
| REDUCING | 8 | 16 | SHORT | 9 | ADDING | 24 | 26 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
ERCOT NORTH 345KV DA PK DLY FI
ICE FUTURES ENERGY DIV
|
-1,550 | 3,000 | 4,550 |
|
1,150 | 1,550 | 2,350 | 800 |
|
0 | 0 | 0 |
|
6,500 |
| +150 (+8.8%) | -3,400 (-53.1%) | -3,550 (-43.8%) |
46.2%
|
70.0%
|
+650 (+130.0%) | +250 (+19.2%) | -650 (-21.7%) | -900 (-52.9%) |
36.2%
|
12.3%
|
-400 (-100.0%) | -650 (-100.0%) | -250 (-100.0%) |
0.0%
|
0.0%
|
-4,050 | |
| ADDING | 6 | 7 | SHORT | 4 | ADDING | 7 | 3 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
ERCOT North 345KV Hub RT 7×16
ICE FUTURES ENERGY DIV
|
-2,455 | 615 | 3,070 |
|
560 | 2,565 | 16,340 | 13,775 |
|
-110 | 40 | 150 |
|
17,555 |
| -60 (-2.5%) | +115 (+23.0%) | +175 (+6.0%) |
3.5%
|
17.5%
|
-300 (-34.9%) | +70 (+2.8%) | -465 (-2.8%) | -535 (-3.7%) |
93.1%
|
78.5%
|
-10 (-10.0%) | -20 (-33.3%) | -10 (-6.3%) |
0.2%
|
0.9%
|
-670 | |
| REDUCING | 2 | 4 | SHORT | 5 | ADDING | 20 | 18 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
ERCOT North 345KV Hub RT 7×8
ICE FUTURES ENERGY DIV
|
87,958 | 96,963 | 9,005 |
|
17,007 | -88,090 | 93,047 | 181,137 |
|
132 | 530 | 398 |
|
207,547 |
| -2,874 (-3.2%) | -3,769 (-3.7%) | -895 (-9.0%) |
46.7%
|
4.3%
|
-1,799 (-9.6%) | +2,918 (+3.2%) | -1,742 (-1.8%) | -4,660 (-2.5%) |
44.8%
|
87.3%
|
-44 (-25.0%) | +15 (+2.9%) | +59 (+17.4%) |
0.3%
|
0.2%
|
-7,295 | |
| REDUCING | 15 | 9 | LONG | 15 | ADDING | 31 | 29 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
ERCOT NORTH 345KV RT PK FIX
ICE FUTURES ENERGY DIV
|
96,492 | 115,638 | 19,146 |
|
21,914 | -97,838 | 137,992 | 235,830 |
|
1,346 | 1,850 | 504 |
|
277,394 |
| +239 (+0.2%) | -1,420 (-1.2%) | -1,659 (-8.0%) |
41.7%
|
6.9%
|
-2,813 (-11.4%) | -352 (-0.4%) | -7,972 (-5.5%) | -7,620 (-3.1%) |
49.7%
|
85.0%
|
+113 (+9.2%) | +185 (+11.1%) | +72 (+16.7%) |
0.7%
|
0.2%
|
-12,020 | |
| ADDING | 31 | 21 | LONG | 31 | REDUCING | 45 | 44 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
ERCOT SOUTH 345 KV RT PEAK FIX
ICE FUTURES ENERGY DIV
|
-2,865 | 460 | 3,325 |
|
500 | 2,931 | 29,775 | 26,844 |
|
-66 | 65 | 131 |
|
30,800 |
| +35 (+1.2%) | +10 (+2.2%) | -25 (-0.7%) |
1.5%
|
10.8%
|
-5 (-1.0%) | -41 (-1.4%) | -874 (-2.9%) | -833 (-3.0%) |
96.7%
|
87.2%
|
+6 (+8.3%) | -5 (-7.1%) | -11 (-7.7%) |
0.2%
|
0.4%
|
-874 | |
| ADDING | 5 | 1 | SHORT | 1 | REDUCING | 18 | 16 | LONG | ADDING | — | — | SHORT | LIQUIDATION | |
|
ERCOT WEST 345K RT OFF-PEAK
ICE FUTURES ENERGY DIV
|
-2,548 | 1,200 | 3,748 |
|
400 | 2,615 | 29,867 | 27,252 |
|
-67 | 188 | 255 |
|
31,655 |
| +222 (+8.0%) | 0 (0.0%) | -222 (-5.6%) |
3.8%
|
11.8%
|
0 (0.0%) | -108 (-4.0%) | -430 (-1.4%) | -322 (-1.2%) |
94.4%
|
86.1%
|
-114 (-242.6%) | -184 (-49.5%) | -70 (-21.5%) |
0.6%
|
0.8%
|
-614 | |
| ADDING | 3 | 2 | SHORT | 1 | REDUCING | 19 | 18 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
ERCOT WEST 345KV RT PEAK
ICE FUTURES ENERGY DIV
|
-2,548 | 1,200 | 3,748 |
|
400 | 2,610 | 29,959 | 27,349 |
|
-62 | 193 | 255 |
|
31,752 |
| +222 (+8.0%) | 0 (0.0%) | -222 (-5.6%) |
3.8%
|
11.8%
|
0 (0.0%) | -103 (-3.8%) | -450 (-1.5%) | -347 (-1.3%) |
94.4%
|
86.1%
|
-119 (-208.8%) | -189 (-49.5%) | -70 (-21.5%) |
0.6%
|
0.8%
|
-639 | |
| ADDING | 3 | 2 | SHORT | 1 | REDUCING | 19 | 18 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
ERCOT-SOUTH MONTHLY OFFPEAK
ICE FUTURES ENERGY DIV
|
-2,865 | 460 | 3,325 |
|
500 | 2,930 | 28,116 | 25,186 |
|
-65 | 65 | 130 |
|
29,141 |
| +35 (+1.2%) | +10 (+2.2%) | -25 (-0.7%) |
1.6%
|
11.4%
|
-5 (-1.0%) | -40 (-1.3%) | -823 (-2.8%) | -783 (-3.0%) |
96.5%
|
86.4%
|
+5 (+7.1%) | -5 (-7.1%) | -10 (-7.1%) |
0.2%
|
0.4%
|
-823 | |
| ADDING | 5 | 1 | SHORT | 1 | REDUCING | 18 | 16 | LONG | ADDING | — | — | SHORT | LIQUIDATION | |
|
ERCOT.HB_NORTH_month_7x8_rtp
NODAL EXCHANGE
|
8,950 | 8,950 | 0 |
|
0 | -9,130 | 20,465 | 29,595 |
|
180 | 1,960 | 1,780 |
|
31,375 |
| -1,975 (-18.1%) | -1,975 (-18.1%) | 0 (0.0%) |
28.5%
|
0.0%
|
0 (0.0%) | +1,975 (+17.8%) | -625 (-3.0%) | -2,600 (-8.1%) |
65.2%
|
94.3%
|
0 (0.0%) | -25 (-1.3%) | -25 (-1.4%) |
6.2%
|
5.7%
|
-2,625 | |
| REDUCING | 2 | 0 | LONG | 0 | ADDING | 16 | 13 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
ERCOT.HB_NORTH_month_off_rtp
NODAL EXCHANGE
|
-2,375 | 25 | 2,400 |
|
0 | 2,550 | 72,499 | 69,949 |
|
-175 | 8,149 | 8,324 |
|
80,673 |
| -25 (-1.1%) | -25 (-50.0%) | 0 (0.0%) |
0.0%
|
3.0%
|
0 (0.0%) | +30 (+1.2%) | -2,465 (-3.3%) | -2,495 (-3.4%) |
89.9%
|
86.7%
|
-5 (-2.9%) | -470 (-5.5%) | -465 (-5.3%) |
10.1%
|
10.3%
|
-2,960 | |
| REDUCING | 1 | 1 | SHORT | 0 | ADDING | 17 | 18 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
ERCOT.HB_NORTH_month_on_rtp
NODAL EXCHANGE
|
-1,175 | 2,025 | 3,200 |
|
75 | 1,170 | 68,029 | 66,859 |
|
5 | 12,010 | 12,005 |
|
82,139 |
| -390 (-49.7%) | -290 (-12.5%) | +100 (+3.2%) |
2.5%
|
3.9%
|
-750 (-90.9%) | +395 (+51.0%) | -3,000 (-4.2%) | -3,395 (-4.8%) |
82.8%
|
81.4%
|
-5 (-50.0%) | -930 (-7.2%) | -925 (-7.2%) |
14.6%
|
14.6%
|
-4,970 | |
| REDUCING | 1 | 3 | SHORT | 2 | ADDING | 19 | 20 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
| Electricity & Power › ISO-NE Markets | ||||||||||||||
|
ISO NE MASS HUB DA OFF-PK FIXD
ICE FUTURES ENERGY DIV
|
-3,565 | 2,824 | 6,389 |
|
4,213 | 3,456 | 61,881 | 58,425 |
|
109 | 280 | 171 |
|
69,198 |
| -91 (-2.6%) | -1,019 (-26.5%) | -928 (-12.7%) |
4.1%
|
9.2%
|
-344 (-7.5%) | +80 (+2.4%) | -2,227 (-3.5%) | -2,307 (-3.8%) |
89.4%
|
84.4%
|
+11 (+11.2%) | -6 (-2.1%) | -17 (-9.0%) |
0.4%
|
0.2%
|
-3,596 | |
| REDUCING | 5 | 10 | SHORT | 8 | ADDING | 31 | 26 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
ISO NE MASS HUB DA PEAK
ICE FUTURES ENERGY DIV
|
-2,589 | 6,989 | 9,578 |
|
3,091 | 2,232 | 80,067 | 77,835 |
|
357 | 572 | 215 |
|
90,719 |
| +3,162 (+55.0%) | -1,757 (-20.1%) | -4,919 (-33.9%) |
7.7%
|
10.6%
|
-382 (-11.0%) | -3,381 (-60.2%) | -3,832 (-4.6%) | -451 (-0.6%) |
88.3%
|
85.8%
|
+219 (+158.7%) | +87 (+17.9%) | -132 (-38.0%) |
0.6%
|
0.2%
|
-5,884 | |
| ADDING | 11 | 17 | SHORT | 12 | REDUCING | 34 | 32 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
ISONE.H.INTERNAL_HB_mo_off_dap
NODAL EXCHANGE
|
7,421 | 10,709 | 3,288 |
|
974 | -7,394 | 68,750 | 76,144 |
|
-27 | 7,829 | 7,856 |
|
88,262 |
| +180 (+2.5%) | +432 (+4.2%) | +252 (+8.3%) |
12.1%
|
3.7%
|
-456 (-31.9%) | -180 (-2.5%) | +180 (+0.3%) | +360 (+0.5%) |
77.9%
|
86.3%
|
0 (0.0%) | -4,466 (-36.3%) | -4,466 (-36.2%) |
8.9%
|
8.9%
|
-4,310 | |
| ADDING | 2 | 3 | LONG | 2 | REDUCING | 21 | 25 | SHORT | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
ISONE.H.INTERNAL_HUB_mo_on_dap
NODAL EXCHANGE
|
8,241 | 11,781 | 3,540 |
|
2,120 | -8,224 | 77,115 | 85,339 |
|
-17 | 8,687 | 8,704 |
|
99,703 |
| +420 (+5.4%) | +720 (+6.5%) | +300 (+9.3%) |
11.8%
|
3.6%
|
-380 (-15.2%) | -420 (-5.4%) | +184 (+0.2%) | +604 (+0.7%) |
77.3%
|
85.6%
|
0 (0.0%) | -4,692 (-35.1%) | -4,692 (-35.0%) |
8.7%
|
8.7%
|
-4,168 | |
| ADDING | 2 | 4 | LONG | 3 | REDUCING | 21 | 25 | SHORT | NEUTRAL | — | — | SHORT | LIQUIDATION | |
| Electricity & Power › MISO Markets | ||||||||||||||
|
MISO ARKANSAS DA PEAK FIXED
ICE FUTURES ENERGY DIV
|
-360 | 0 | 360 |
|
270 | 333 | 6,976 | 6,643 |
|
27 | 42 | 15 |
|
7,288 |
| -25 (-7.5%) | 0 (0.0%) | +25 (+7.5%) |
0.0%
|
4.9%
|
-25 (-8.5%) | +49 (+17.3%) | -590 (-7.8%) | -639 (-8.8%) |
95.7%
|
91.1%
|
-24 (-47.1%) | -24 (-36.4%) | 0 (0.0%) |
0.6%
|
0.2%
|
-639 | |
| REDUCING | 0 | 4 | SHORT | 2 | ADDING | 14 | 11 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
MISO IN. DAY-AHEAD PEAK
ICE FUTURES ENERGY DIV
|
-1,277 | 242 | 1,519 |
|
250 | 899 | 15,746 | 14,847 |
|
378 | 420 | 42 |
|
16,658 |
| +144 (+10.1%) | 0 (0.0%) | -144 (-8.7%) |
1.5%
|
9.1%
|
0 (0.0%) | -114 (-11.3%) | -243 (-1.5%) | -129 (-0.9%) |
94.5%
|
89.1%
|
-30 (-7.4%) | -32 (-7.1%) | -2 (-4.5%) |
2.5%
|
0.3%
|
-275 | |
| ADDING | 1 | 3 | SHORT | 2 | REDUCING | 25 | 19 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
MISO IN. REAL-TIME OFF-PEAK
ICE FUTURES ENERGY DIV
|
-7,481 | 1,340 | 8,821 |
|
15 | 7,238 | 31,652 | 24,414 |
|
243 | 263 | 20 |
|
33,270 |
| -411 (-5.8%) | -200 (-13.0%) | +211 (+2.5%) |
4.0%
|
26.5%
|
0 (0.0%) | +348 (+5.1%) | -412 (-1.3%) | -760 (-3.0%) |
95.1%
|
73.4%
|
+63 (+35.0%) | +38 (+16.9%) | -25 (-55.6%) |
0.8%
|
0.1%
|
-574 | |
| REDUCING | 1 | 2 | SHORT | 1 | ADDING | 22 | 19 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
MISO INDIANA OFF-PEAK
ICE FUTURES ENERGY DIV
|
-880 | 0 | 880 |
|
475 | 628 | 15,046 | 14,418 |
|
252 | 286 | 34 |
|
15,807 |
| +81 (+8.4%) | -50 (-100.0%) | -131 (-13.0%) |
0.0%
|
5.6%
|
0 (0.0%) | -88 (-12.3%) | -335 (-2.2%) | -247 (-1.7%) |
95.2%
|
91.2%
|
+7 (+2.9%) | -33 (-10.3%) | -40 (-54.1%) |
1.8%
|
0.2%
|
-418 | |
| ADDING | 0 | 2 | SHORT | 2 | REDUCING | 22 | 17 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
MISO INDIANA HUB RT PEAK
ICE FUTURES ENERGY DIV
|
-10,312 | 1,672 | 11,984 |
|
0 | 9,669 | 32,642 | 22,973 |
|
643 | 798 | 155 |
|
35,112 |
| -720 (-7.5%) | -349 (-17.3%) | +371 (+3.2%) |
4.8%
|
34.1%
|
0 (0.0%) | +636 (+7.0%) | -499 (-1.5%) | -1,135 (-4.7%) |
93.0%
|
65.4%
|
+84 (+15.0%) | +67 (+9.2%) | -17 (-9.9%) |
2.3%
|
0.4%
|
-781 | |
| REDUCING | 4 | 3 | SHORT | 0 | ADDING | 22 | 20 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
MISO.INDIANA.HUB_month_off_dap
NODAL EXCHANGE
|
-3,300 | 0 | 3,300 |
|
720 | 4,122 | 19,824 | 15,702 |
|
-822 | 2,096 | 2,918 |
|
22,640 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
14.6%
|
0 (0.0%) | 0 (0.0%) | +300 (+1.5%) | +300 (+1.9%) |
87.6%
|
69.4%
|
0 (0.0%) | -1,463 (-41.1%) | -1,463 (-33.4%) |
9.3%
|
12.9%
|
-1,163 | |
| NEUTRAL | 0 | 2 | SHORT | 2 | NEUTRAL | 16 | 15 | LONG | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
MISO.INDIANA.HUB_month_off_rtp
NODAL EXCHANGE
|
-5,510 | 1,550 | 7,060 |
|
115 | 5,600 | 29,567 | 23,967 |
|
-90 | 1,089 | 1,179 |
|
32,321 |
| -130 (-2.4%) | -50 (-3.1%) | +80 (+1.1%) |
4.8%
|
21.8%
|
-115 (-50.0%) | +90 (+1.6%) | -498 (-1.7%) | -588 (-2.4%) |
91.5%
|
74.2%
|
+40 (+30.8%) | -49 (-4.3%) | -89 (-7.0%) |
3.4%
|
3.6%
|
-712 | |
| REDUCING | 1 | 1 | SHORT | 1 | ADDING | 18 | 16 | LONG | ADDING | — | — | SHORT | LIQUIDATION | |
|
MISO.INDIANA.HUB_month_on_dap
NODAL EXCHANGE
|
-3,439 | 0 | 3,439 |
|
660 | 4,301 | 21,194 | 16,893 |
|
-862 | 2,383 | 3,245 |
|
24,237 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
14.2%
|
0 (0.0%) | 0 (0.0%) | +320 (+1.5%) | +320 (+1.9%) |
87.4%
|
69.7%
|
0 (0.0%) | -1,337 (-35.9%) | -1,337 (-29.2%) |
9.8%
|
13.4%
|
-1,017 | |
| NEUTRAL | 0 | 2 | SHORT | 1 | NEUTRAL | 17 | 17 | LONG | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
MISO.INDIANA.HUB_month_on_rtp
NODAL EXCHANGE
|
-5,635 | 1,550 | 7,185 |
|
390 | 5,580 | 29,889 | 24,309 |
|
55 | 2,211 | 2,156 |
|
34,040 |
| -105 (-1.9%) | -50 (-3.1%) | +55 (+0.8%) |
4.6%
|
21.1%
|
-90 (-18.8%) | -30 (-0.5%) | -584 (-1.9%) | -554 (-2.2%) |
87.8%
|
71.4%
|
+135 (+168.8%) | -21 (-0.9%) | -156 (-6.7%) |
6.5%
|
6.3%
|
-745 | |
| REDUCING | 1 | 2 | SHORT | 1 | REDUCING | 17 | 14 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
| Electricity & Power › NYISO Markets | ||||||||||||||
|
NYISO ZONE A DA OFF-PK FIX PR
ICE FUTURES ENERGY DIV
|
2,217 | 3,157 | 940 |
|
1,401 | -2,880 | 23,859 | 26,739 |
|
663 | 1,027 | 364 |
|
29,444 |
| +178 (+8.7%) | -77 (-2.4%) | -255 (-21.3%) |
10.7%
|
3.2%
|
+105 (+8.1%) | -1,046 (-57.0%) | -209 (-0.9%) | +837 (+3.2%) |
81.0%
|
90.8%
|
+868 (+423.4%) | -36 (-3.4%) | -904 (-71.3%) |
3.5%
|
1.2%
|
-217 | |
| ADDING | 4 | 2 | LONG | 3 | REDUCING | 24 | 18 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
NYISO ZONE A DA PEAK
ICE FUTURES ENERGY DIV
|
-665 | 2,148 | 2,813 |
|
1,249 | 255 | 28,430 | 28,175 |
|
410 | 634 | 224 |
|
32,461 |
| -126 (-23.4%) | +8 (+0.4%) | +134 (+5.0%) |
6.6%
|
8.7%
|
-122 (-8.9%) | -582 (-69.5%) | -755 (-2.6%) | -173 (-0.6%) |
87.6%
|
86.8%
|
+708 (+237.6%) | -481 (-43.1%) | -1,189 (-84.1%) |
2.0%
|
0.7%
|
-1,350 | |
| REDUCING | 3 | 2 | SHORT | 3 | REDUCING | 23 | 26 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
NYISO ZONE G DA OFF-PK
ICE FUTURES ENERGY DIV
|
-2,379 | 927 | 3,306 |
|
230 | 2,328 | 17,797 | 15,469 |
|
51 | 363 | 312 |
|
19,317 |
| +67 (+2.7%) | -269 (-22.5%) | -336 (-9.2%) |
4.8%
|
17.1%
|
-95 (-29.2%) | +113 (+5.1%) | -885 (-4.7%) | -998 (-6.1%) |
92.1%
|
80.1%
|
-180 (-77.9%) | -205 (-36.1%) | -25 (-7.4%) |
1.9%
|
1.6%
|
-1,454 | |
| ADDING | 3 | 4 | SHORT | 2 | ADDING | 21 | 25 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
NYISO ZONE G DA PEAK
ICE FUTURES ENERGY DIV
|
-5,253 | 1,216 | 6,469 |
|
752 | 4,773 | 22,876 | 18,103 |
|
480 | 590 | 110 |
|
25,434 |
| +27 (+0.5%) | -874 (-41.8%) | -901 (-12.2%) |
4.8%
|
25.4%
|
-1 (-0.1%) | +758 (+18.9%) | -1,540 (-6.3%) | -2,298 (-11.3%) |
89.9%
|
71.2%
|
-785 (-62.1%) | -1,235 (-67.7%) | -450 (-80.4%) |
2.3%
|
0.4%
|
-3,650 | |
| ADDING | 3 | 7 | SHORT | 3 | ADDING | 25 | 24 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
NYISO ZONE J DA OFF-PK FIXED
ICE FUTURES ENERGY DIV
|
1,411 | 1,411 | 0 |
|
50 | -1,375 | 4,800 | 6,175 |
|
-36 | 454 | 490 |
|
6,715 |
| -100 (-6.6%) | -125 (-8.1%) | -25 (-100.0%) |
21.0%
|
0.0%
|
0 (0.0%) | +521 (+27.5%) | +319 (+7.1%) | -202 (-3.2%) |
71.5%
|
92.0%
|
-421 (-109.4%) | -472 (-51.0%) | -51 (-9.4%) |
6.8%
|
7.3%
|
-278 | |
| REDUCING | 3 | 0 | LONG | 1 | ADDING | 13 | 13 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
|
NYISO ZONE J DA PEAK
ICE FUTURES ENERGY DIV
|
1,146 | 1,496 | 350 |
|
50 | -1,086 | 5,492 | 6,578 |
|
-60 | 479 | 539 |
|
7,517 |
| +9 (+0.8%) | -16 (-1.1%) | -25 (-6.7%) |
19.9%
|
4.7%
|
0 (0.0%) | +290 (+21.1%) | -106 (-1.9%) | -396 (-5.7%) |
73.1%
|
87.5%
|
-299 (-125.1%) | -355 (-42.6%) | -56 (-9.4%) |
6.4%
|
7.2%
|
-477 | |
| ADDING | 3 | 1 | LONG | 1 | ADDING | 16 | 12 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
|
NYISO.HUD VL_month_off_dap
NODAL EXCHANGE
|
-10,409 | 495 | 10,904 |
|
942 | 10,505 | 31,729 | 21,224 |
|
-96 | 3,958 | 4,054 |
|
37,124 |
| -175 (-1.7%) | 0 (0.0%) | +175 (+1.6%) |
1.3%
|
29.4%
|
0 (0.0%) | +175 (+1.7%) | -47 (-0.1%) | -222 (-1.0%) |
85.5%
|
57.2%
|
0 (0.0%) | -2,056 (-34.2%) | -2,056 (-33.6%) |
10.7%
|
10.9%
|
-2,103 | |
| REDUCING | 1 | 5 | SHORT | 2 | ADDING | 25 | 20 | LONG | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
NYISO.HUD VL_month_on_dap
NODAL EXCHANGE
|
-11,157 | 495 | 11,652 |
|
1,634 | 11,038 | 33,713 | 22,675 |
|
119 | 4,742 | 4,623 |
|
40,584 |
| -200 (-1.8%) | 0 (0.0%) | +200 (+1.7%) |
1.2%
|
28.7%
|
0 (0.0%) | +200 (+1.8%) | -57 (-0.2%) | -257 (-1.1%) |
83.1%
|
55.9%
|
0 (0.0%) | -2,484 (-34.4%) | -2,484 (-35.0%) |
11.7%
|
11.4%
|
-2,541 | |
| REDUCING | 1 | 5 | SHORT | 2 | ADDING | 26 | 19 | LONG | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
NYISO.N.Y.C._month_off_dap
NODAL EXCHANGE
|
850 | 850 | 0 |
|
70 | -802 | 19,101 | 19,903 |
|
-48 | 1,767 | 1,815 |
|
21,788 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
3.9%
|
0.0%
|
0 (0.0%) | 0 (0.0%) | +155 (+0.8%) | +155 (+0.8%) |
87.7%
|
91.3%
|
0 (0.0%) | -1,140 (-39.2%) | -1,140 (-38.6%) |
8.1%
|
8.3%
|
-985 | |
| NEUTRAL | 3 | 0 | LONG | 1 | NEUTRAL | 14 | 16 | SHORT | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
NYISO.N.Y.C._month_on_dap
NODAL EXCHANGE
|
1,160 | 1,160 | 0 |
|
0 | -1,322 | 19,945 | 21,267 |
|
162 | 1,987 | 1,825 |
|
23,092 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
5.0%
|
0.0%
|
0 (0.0%) | 0 (0.0%) | +275 (+1.4%) | +275 (+1.3%) |
86.4%
|
92.1%
|
0 (0.0%) | -1,705 (-46.2%) | -1,705 (-48.3%) |
8.6%
|
7.9%
|
-1,430 | |
| NEUTRAL | 3 | 0 | LONG | 0 | NEUTRAL | 15 | 18 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
NYISO.WEST_month_off_dap
NODAL EXCHANGE
|
1,090 | 5,110 | 4,020 |
|
1,650 | -850 | 28,867 | 29,717 |
|
-240 | 1,298 | 1,538 |
|
36,925 |
| -880 (-44.7%) | -820 (-13.8%) | +60 (+1.5%) |
13.8%
|
10.9%
|
+180 (+12.2%) | +940 (+52.5%) | +976 (+3.5%) | +36 (+0.1%) |
78.2%
|
80.5%
|
-60 (-33.3%) | -1,786 (-57.9%) | -1,726 (-52.9%) |
3.5%
|
4.2%
|
-1,450 | |
| REDUCING | 1 | 3 | LONG | 2 | ADDING | 19 | 16 | SHORT | REDUCING | — | — | SHORT | LIQUIDATION | |
|
NYISO.WEST_month_on_dap
NODAL EXCHANGE
|
-208 | 3,822 | 4,030 |
|
3,150 | -273 | 26,298 | 26,571 |
|
481 | 1,837 | 1,356 |
|
35,107 |
| -795 (-135.4%) | -760 (-16.6%) | +35 (+0.9%) |
10.9%
|
11.5%
|
+180 (+6.1%) | +855 (+75.8%) | +1,007 (+4.0%) | +152 (+0.6%) |
74.9%
|
75.7%
|
-60 (-11.1%) | -2,023 (-52.4%) | -1,963 (-59.1%) |
5.2%
|
3.9%
|
-1,596 | |
| REDUCING | 1 | 3 | SHORT | 2 | ADDING | 19 | 18 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
| Electricity & Power › PJM Markets | ||||||||||||||
|
AEP DAYTON HUB DA PEAK DAILY
ICE FUTURES ENERGY DIV
|
-50 | 150 | 200 |
|
0 | 100 | 1,850 | 1,750 |
|
-50 | 0 | 50 |
|
2,000 |
| -50 (0.0%) | +150 (0.0%) | +200 (0.0%) |
7.5%
|
10.0%
|
0 (0.0%) | +100 (0.0%) | +1,850 (0.0%) | +1,750 (0.0%) |
92.5%
|
87.5%
|
-50 (0.0%) | 0 (0.0%) | +50 (0.0%) |
0.0%
|
2.5%
|
+2,000 | |
| REDUCING | 3 | 2 | SHORT | 0 | ADDING | 9 | 12 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
PJM AEP DAYTON DA PEAK
ICE FUTURES ENERGY DIV
|
-17,126 | 3,034 | 20,160 |
|
1,086 | 17,002 | 52,780 | 35,778 |
|
124 | 378 | 254 |
|
57,278 |
| +106 (+0.6%) | -176 (-5.5%) | -282 (-1.4%) |
5.3%
|
35.2%
|
-157 (-12.6%) | +352 (+2.1%) | -2,045 (-3.7%) | -2,397 (-6.3%) |
92.1%
|
62.5%
|
-458 (-78.7%) | -1,044 (-73.4%) | -586 (-69.8%) |
0.7%
|
0.4%
|
-3,422 | |
| ADDING | 6 | 11 | SHORT | 6 | ADDING | 33 | 24 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
PJM AEP DAYTON HUB DA OFF-PK
ICE FUTURES ENERGY DIV
|
-15,889 | 2,571 | 18,460 |
|
946 | 15,190 | 43,802 | 28,612 |
|
699 | 953 | 254 |
|
48,272 |
| +69 (+0.4%) | -85 (-3.2%) | -154 (-0.8%) |
5.3%
|
38.2%
|
-241 (-20.3%) | +742 (+5.1%) | -1,855 (-4.1%) | -2,597 (-8.3%) |
90.7%
|
59.3%
|
-811 (-53.7%) | -1,147 (-54.6%) | -336 (-56.9%) |
2.0%
|
0.5%
|
-3,328 | |
| ADDING | 5 | 8 | SHORT | 6 | ADDING | 29 | 24 | LONG | REDUCING | — | — | LONG | LIQUIDATION | |
|
PJM AEP DAYTON RT OFF-PK FIXED
ICE FUTURES ENERGY DIV
|
16,436 | 20,027 | 3,591 |
|
7,319 | -16,394 | 32,100 | 48,494 |
|
-42 | 188 | 230 |
|
59,634 |
| +3,492 (+27.0%) | +3,538 (+21.5%) | +46 (+1.3%) |
33.6%
|
6.0%
|
-14 (-0.2%) | -3,555 (-27.7%) | -2,032 (-6.0%) | +1,523 (+3.2%) |
53.8%
|
81.3%
|
+63 (+60.0%) | -273 (-59.2%) | -336 (-59.4%) |
0.3%
|
0.4%
|
+1,219 | |
| ADDING | 3 | 8 | LONG | 7 | REDUCING | 26 | 29 | SHORT | ADDING | — | — | SHORT | BUILDUP | |
|
PJM AEP DAYTON RT PEAK FIXED
ICE FUTURES ENERGY DIV
|
3,812 | 19,715 | 15,903 |
|
2,928 | -3,855 | 39,178 | 43,033 |
|
43 | 241 | 198 |
|
62,062 |
| +5,130 (+389.2%) | +3,197 (+19.4%) | -1,933 (-10.8%) |
31.8%
|
25.6%
|
-1,566 (-34.8%) | -4,112 (-1,600.0%) | -3,984 (-9.2%) | +128 (+0.3%) |
63.1%
|
69.3%
|
-1,018 (-95.9%) | -1,355 (-84.9%) | -337 (-63.0%) |
0.4%
|
0.3%
|
-3,708 | |
| ADDING | 9 | 14 | LONG | 8 | REDUCING | 32 | 30 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
PJM DOM ZONE DAY AHEAD OFFPEAK
ICE FUTURES ENERGY DIV
|
225 | 745 | 520 |
|
1,375 | -317 | 4,522 | 4,839 |
|
92 | 102 | 10 |
|
6,744 |
| +45 (+25.0%) | +35 (+4.9%) | -10 (-1.9%) |
11.0%
|
7.7%
|
-425 (-23.6%) | -55 (-21.0%) | -570 (-11.2%) | -515 (-9.6%) |
67.1%
|
71.8%
|
+10 (+12.2%) | -44 (-30.1%) | -54 (-84.4%) |
1.5%
|
0.1%
|
-1,004 | |
| ADDING | 4 | 2 | LONG | 3 | REDUCING | 12 | 8 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM DOM ZONE DAY AHEAD PEAK
ICE FUTURES ENERGY DIV
|
225 | 745 | 520 |
|
1,375 | -317 | 2,557 | 2,874 |
|
92 | 102 | 10 |
|
4,779 |
| +45 (+25.0%) | +35 (+4.9%) | -10 (-1.9%) |
15.6%
|
10.9%
|
-425 (-23.6%) | -65 (-25.8%) | -505 (-16.5%) | -440 (-13.3%) |
53.5%
|
60.1%
|
+20 (+27.8%) | -44 (-30.1%) | -64 (-86.5%) |
2.1%
|
0.2%
|
-939 | |
| ADDING | 4 | 2 | LONG | 3 | REDUCING | 13 | 8 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM N. IL HUB DA OFF-PK
ICE FUTURES ENERGY DIV
|
144 | 1,099 | 955 |
|
0 | 132 | 21,608 | 21,476 |
|
-276 | 148 | 424 |
|
22,855 |
| +56 (+63.6%) | +11 (+1.0%) | -45 (-4.5%) |
4.8%
|
4.2%
|
-125 (-100.0%) | -1 (-0.8%) | -1,053 (-4.6%) | -1,052 (-4.7%) |
94.5%
|
94.0%
|
-55 (-24.9%) | -165 (-52.7%) | -110 (-20.6%) |
0.6%
|
1.9%
|
-1,332 | |
| ADDING | 3 | 3 | LONG | 0 | REDUCING | 20 | 15 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
PJM N. IL HUB DA PEAK
ICE FUTURES ENERGY DIV
|
60 | 1,084 | 1,024 |
|
0 | 118 | 21,833 | 21,715 |
|
-178 | 172 | 350 |
|
23,089 |
| +193 (+145.1%) | +38 (+3.6%) | -155 (-13.1%) |
4.7%
|
4.4%
|
-150 (-100.0%) | -164 (-58.2%) | -1,245 (-5.4%) | -1,081 (-4.7%) |
94.6%
|
94.0%
|
-29 (-19.5%) | -144 (-45.6%) | -115 (-24.7%) |
0.7%
|
1.5%
|
-1,501 | |
| ADDING | 3 | 2 | LONG | 0 | REDUCING | 22 | 21 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
PJM N. IL HUB RT PEAK
ICE FUTURES ENERGY DIV
|
22,145 | 22,586 | 441 |
|
1,942 | -22,256 | 43,977 | 66,233 |
|
111 | 394 | 283 |
|
68,899 |
| -147 (-0.7%) | -325 (-1.4%) | -178 (-28.8%) |
32.8%
|
0.6%
|
-27 (-1.4%) | +831 (+3.6%) | -2,085 (-4.5%) | -2,916 (-4.2%) |
63.8%
|
96.1%
|
-684 (-86.0%) | -653 (-62.4%) | +31 (+12.3%) |
0.6%
|
0.4%
|
-3,090 | |
| REDUCING | 7 | 1 | LONG | 5 | ADDING | 25 | 24 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
PJM NI HUB RT OFF-PK FIXED
ICE FUTURES ENERGY DIV
|
47,100 | 47,150 | 50 |
|
5,868 | -47,417 | 28,667 | 76,084 |
|
317 | 425 | 108 |
|
82,110 |
| +1,148 (+2.5%) | +978 (+2.1%) | -170 (-77.3%) |
57.4%
|
0.1%
|
-228 (-3.7%) | -424 (-0.9%) | -1,995 (-6.5%) | -1,571 (-2.0%) |
34.9%
|
92.7%
|
-724 (-69.5%) | -739 (-63.5%) | -15 (-12.2%) |
0.5%
|
0.1%
|
-1,984 | |
| ADDING | 8 | 1 | LONG | 5 | REDUCING | 26 | 23 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
PJM PPL ZONE DA OFF-PEAK FIXED
ICE FUTURES ENERGY DIV
|
1,495 | 2,085 | 590 |
|
275 | -1,650 | 19,161 | 20,811 |
|
155 | 155 | 0 |
|
21,676 |
| -30 (-2.0%) | -30 (-1.4%) | 0 (0.0%) |
9.6%
|
2.7%
|
0 (0.0%) | +548 (+24.9%) | -424 (-2.2%) | -972 (-4.5%) |
88.4%
|
96.0%
|
-518 (-77.0%) | -518 (-77.0%) | 0 (0.0%) |
0.7%
|
0.0%
|
-972 | |
| REDUCING | 2 | 2 | LONG | 1 | ADDING | 15 | 15 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
PJM PPL ZONE DA PEAK
ICE FUTURES ENERGY DIV
|
1,495 | 2,085 | 590 |
|
275 | -540 | 19,223 | 19,763 |
|
-955 | 1,060 | 2,015 |
|
22,643 |
| -1,130 (-43.0%) | -1,230 (-37.1%) | -100 (-14.5%) |
9.2%
|
2.6%
|
0 (0.0%) | +983 (+64.5%) | -391 (-2.0%) | -1,374 (-6.5%) |
84.9%
|
87.3%
|
+147 (+13.3%) | -114 (-9.7%) | -261 (-11.5%) |
4.7%
|
8.9%
|
-1,735 | |
| REDUCING | 2 | 2 | LONG | 1 | ADDING | 14 | 13 | SHORT | ADDING | — | — | SHORT | LIQUIDATION | |
|
PJM PSEG DA OFF-PK FIXED PRICE
ICE FUTURES ENERGY DIV
|
325 | 500 | 175 |
|
0 | -280 | 4,276 | 4,556 |
|
-45 | 310 | 355 |
|
5,086 |
| +125 (+62.5%) | 0 (0.0%) | -125 (-41.7%) |
9.8%
|
3.4%
|
0 (0.0%) | -245 (-700.0%) | -595 (-12.2%) | -350 (-7.1%) |
84.1%
|
89.6%
|
+120 (+72.7%) | -25 (-7.5%) | -145 (-29.0%) |
6.1%
|
7.0%
|
-620 | |
| ADDING | 2 | 3 | LONG | 0 | REDUCING | 12 | 11 | SHORT | ADDING | — | — | SHORT | LIQUIDATION | |
|
PJM PSEG DAY-AHEAD PEAK
ICE FUTURES ENERGY DIV
|
325 | 500 | 175 |
|
0 | -280 | 4,357 | 4,637 |
|
-45 | 310 | 355 |
|
5,167 |
| +125 (+62.5%) | 0 (0.0%) | -125 (-41.7%) |
9.7%
|
3.4%
|
0 (0.0%) | -228 (-438.5%) | -595 (-12.0%) | -367 (-7.3%) |
84.3%
|
89.7%
|
+103 (+69.6%) | -42 (-11.9%) | -145 (-29.0%) |
6.0%
|
6.9%
|
-637 | |
| ADDING | 2 | 3 | LONG | 0 | REDUCING | 12 | 11 | SHORT | ADDING | — | — | SHORT | LIQUIDATION | |
|
PJM WEST HUB REAL TIME PK MINI
ICE FUTURES ENERGY DIV
|
-270 | 1,045 | 1,315 |
|
715 | 275 | 1,380 | 1,105 |
|
-5 | 735 | 740 |
|
3,875 |
| -270 (0.0%) | +1,045 (0.0%) | +1,315 (0.0%) |
27.0%
|
33.9%
|
+715 (0.0%) | +275 (0.0%) | +1,380 (0.0%) | +1,105 (0.0%) |
35.6%
|
28.5%
|
-5 (0.0%) | +735 (0.0%) | +740 (0.0%) |
19.0%
|
19.1%
|
+3,875 | |
| REDUCING | 7 | 8 | SHORT | 5 | ADDING | 10 | 8 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
PJM WESTERN HUB DA OFF-PK
ICE FUTURES ENERGY DIV
|
17,316 | 23,836 | 6,520 |
|
3,623 | -17,540 | 88,658 | 106,198 |
|
224 | 356 | 132 |
|
116,473 |
| -1,466 (-7.8%) | -2,549 (-9.7%) | -1,083 (-14.2%) |
20.5%
|
5.6%
|
-560 (-13.4%) | -452 (-2.6%) | -1,798 (-2.0%) | -1,346 (-1.3%) |
76.1%
|
91.2%
|
+1,918 (+113.2%) | -1,177 (-76.8%) | -3,095 (-95.9%) |
0.3%
|
0.1%
|
-6,084 | |
| REDUCING | 11 | 11 | LONG | 6 | REDUCING | 39 | 32 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM WESTERN HUB DA PEAK
ICE FUTURES ENERGY DIV
|
22,583 | 28,704 | 6,121 |
|
4,376 | -22,860 | 92,280 | 115,140 |
|
277 | 426 | 149 |
|
125,786 |
| -1,085 (-4.6%) | -2,869 (-9.1%) | -1,784 (-22.6%) |
22.8%
|
4.9%
|
-433 (-9.0%) | -626 (-2.8%) | +688 (+0.8%) | +1,314 (+1.2%) |
73.4%
|
91.5%
|
+1,711 (+119.3%) | -1,233 (-74.3%) | -2,944 (-95.2%) |
0.3%
|
0.1%
|
-3,847 | |
| REDUCING | 17 | 12 | LONG | 10 | REDUCING | 41 | 33 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM WESTERN HUB RT OFF
ICE FUTURES ENERGY DIV
|
88,680 | 98,678 | 9,998 |
|
28,193 | -88,987 | 127,246 | 216,233 |
|
307 | 946 | 639 |
|
255,063 |
| -6,669 (-7.0%) | -7,240 (-6.8%) | -571 (-5.4%) |
38.7%
|
3.9%
|
+476 (+1.7%) | +8,164 (+8.4%) | -912 (-0.7%) | -9,076 (-4.0%) |
49.9%
|
84.8%
|
-1,495 (-83.0%) | -2,043 (-68.4%) | -548 (-46.2%) |
0.4%
|
0.3%
|
-9,719 | |
| REDUCING | 31 | 9 | LONG | 23 | ADDING | 42 | 38 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
PJM WESTERN HUB RT PEAK MINI
ICE FUTURES ENERGY DIV
|
55,026 | 128,446 | 73,420 |
|
44,309 | -55,430 | 209,915 | 265,345 |
|
404 | 1,353 | 949 |
|
384,023 |
| -10,456 (-16.0%) | -5,548 (-4.1%) | +4,908 (+7.2%) |
33.4%
|
19.1%
|
-4,292 (-8.8%) | +10,922 (+16.5%) | +187 (+0.1%) | -10,735 (-3.9%) |
54.7%
|
69.1%
|
-466 (-53.6%) | -940 (-41.0%) | -474 (-33.3%) |
0.4%
|
0.2%
|
-10,593 | |
| REDUCING | 51 | 18 | LONG | 39 | ADDING | 52 | 47 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
|
PJM.AEP_month_off_dap
NODAL EXCHANGE
|
-981 | 2,460 | 3,441 |
|
300 | 733 | 30,136 | 29,403 |
|
248 | 648 | 400 |
|
33,544 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
7.3%
|
10.3%
|
0 (0.0%) | 0 (0.0%) | +105 (+0.3%) | +105 (+0.4%) |
89.8%
|
87.7%
|
0 (0.0%) | -1,863 (-74.2%) | -1,863 (-82.3%) |
1.9%
|
1.2%
|
-1,758 | |
| NEUTRAL | 1 | 1 | SHORT | 1 | NEUTRAL | 17 | 6 | LONG | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.AEP_month_on_dap
NODAL EXCHANGE
|
-981 | 2,460 | 3,441 |
|
300 | 673 | 30,106 | 29,433 |
|
308 | 708 | 400 |
|
33,574 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
7.3%
|
10.2%
|
0 (0.0%) | 0 (0.0%) | +105 (+0.3%) | +105 (+0.4%) |
89.7%
|
87.7%
|
0 (0.0%) | -1,868 (-72.5%) | -1,868 (-82.4%) |
2.1%
|
1.2%
|
-1,763 | |
| NEUTRAL | 1 | 1 | SHORT | 1 | NEUTRAL | 17 | 6 | LONG | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.AEP-DAYTON HUB_mo_off_dap
NODAL EXCHANGE
|
-987 | 5,013 | 6,000 |
|
4,998 | 1,471 | 80,032 | 78,561 |
|
-484 | 16,028 | 16,512 |
|
106,071 |
| +775 (+44.0%) | +775 (+18.3%) | 0 (0.0%) |
4.7%
|
5.7%
|
-385 (-7.2%) | -775 (-34.5%) | +950 (+1.2%) | +1,725 (+2.2%) |
75.5%
|
74.1%
|
0 (0.0%) | -6,746 (-29.6%) | -6,746 (-29.0%) |
15.1%
|
15.6%
|
-5,406 | |
| ADDING | 4 | 3 | SHORT | 3 | REDUCING | 18 | 24 | LONG | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
PJM.AEP-DAYTON HUB_mo_off_rtp
NODAL EXCHANGE
|
20,470 | 22,865 | 2,395 |
|
1,480 | -20,465 | 55,477 | 75,942 |
|
-5 | 9,758 | 9,763 |
|
89,580 |
| -1,445 (-6.6%) | -780 (-3.3%) | +665 (+38.4%) |
25.5%
|
2.7%
|
-390 (-20.9%) | +1,440 (+6.6%) | -962 (-1.7%) | -2,402 (-3.1%) |
61.9%
|
84.8%
|
+5 (+50.0%) | +357 (+3.8%) | +352 (+3.7%) |
10.9%
|
10.9%
|
-1,775 | |
| REDUCING | 4 | 5 | LONG | 5 | ADDING | 24 | 25 | SHORT | ADDING | — | — | SHORT | LIQUIDATION | |
|
PJM.AEP-DAYTON HUB_mo_on_dap
NODAL EXCHANGE
|
-4,624 | 4,376 | 9,000 |
|
5,230 | 5,173 | 82,757 | 77,584 |
|
-549 | 17,052 | 17,601 |
|
109,415 |
| -1,625 (-54.2%) | +775 (+21.5%) | +2,400 (+36.4%) |
4.0%
|
8.2%
|
-385 (-6.9%) | +1,625 (+45.8%) | +2,960 (+3.7%) | +1,335 (+1.8%) |
75.6%
|
70.9%
|
0 (0.0%) | -6,707 (-28.2%) | -6,707 (-27.6%) |
15.6%
|
16.1%
|
-3,357 | |
| REDUCING | 4 | 3 | SHORT | 3 | ADDING | 18 | 23 | LONG | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
PJM.AEP-DAYTON HUB_mo_on_rtp
NODAL EXCHANGE
|
25,257 | 27,372 | 2,115 |
|
863 | -25,420 | 51,354 | 76,774 |
|
163 | 9,853 | 9,690 |
|
89,442 |
| +815 (+3.3%) | +1,425 (+5.5%) | +610 (+40.5%) |
30.6%
|
2.4%
|
-550 (-38.9%) | -820 (-3.3%) | -2,706 (-5.0%) | -1,886 (-2.4%) |
57.4%
|
85.8%
|
+5 (+3.2%) | -179 (-1.8%) | -184 (-1.9%) |
11.0%
|
10.8%
|
-2,010 | |
| ADDING | 5 | 4 | LONG | 4 | REDUCING | 25 | 26 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM.APS_month_off_dap
NODAL EXCHANGE
|
2,010 | 2,010 | 0 |
|
120 | -2,780 | 7,994 | 10,774 |
|
770 | 1,230 | 460 |
|
11,354 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
17.7%
|
0.0%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
70.4%
|
94.9%
|
0 (0.0%) | -634 (-34.0%) | -634 (-58.0%) |
10.8%
|
4.1%
|
-634 | |
| NEUTRAL | 3 | 0 | LONG | 1 | NEUTRAL | 16 | 7 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.BGE_month_off_dap
NODAL EXCHANGE
|
965 | 2,775 | 1,810 |
|
1,108 | -1,075 | 23,465 | 24,540 |
|
110 | 1,542 | 1,432 |
|
28,890 |
| +40 (+4.3%) | +60 (+2.2%) | +20 (+1.1%) |
9.6%
|
6.3%
|
0 (0.0%) | -40 (-3.9%) | -280 (-1.2%) | -240 (-1.0%) |
81.2%
|
84.9%
|
0 (0.0%) | -1,540 (-50.0%) | -1,540 (-51.8%) |
5.3%
|
5.0%
|
-1,760 | |
| ADDING | 2 | 2 | LONG | 1 | REDUCING | 17 | 9 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.BGE_month_on_dap
NODAL EXCHANGE
|
965 | 2,775 | 1,810 |
|
1,108 | -1,012 | 23,593 | 24,605 |
|
47 | 1,352 | 1,305 |
|
28,828 |
| +40 (+4.3%) | +60 (+2.2%) | +20 (+1.1%) |
9.6%
|
6.3%
|
0 (0.0%) | -40 (-4.1%) | -280 (-1.2%) | -240 (-1.0%) |
81.8%
|
85.4%
|
0 (0.0%) | -1,550 (-53.4%) | -1,550 (-54.3%) |
4.7%
|
4.5%
|
-1,770 | |
| ADDING | 2 | 2 | LONG | 1 | REDUCING | 17 | 9 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.DOM_month_off_dap
NODAL EXCHANGE
|
-690 | 1,465 | 2,155 |
|
245 | 555 | 11,495 | 10,940 |
|
135 | 1,230 | 1,095 |
|
14,435 |
| +575 (+45.5%) | +575 (+64.6%) | 0 (0.0%) |
10.1%
|
14.9%
|
0 (0.0%) | -635 (-53.4%) | -545 (-4.5%) | +90 (+0.8%) |
79.6%
|
75.8%
|
+60 (+80.0%) | -930 (-43.1%) | -990 (-47.5%) |
8.5%
|
7.6%
|
-900 | |
| ADDING | 2 | 2 | SHORT | 1 | REDUCING | 17 | 12 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM.DOM_month_on_dap
NODAL EXCHANGE
|
-675 | 1,465 | 2,140 |
|
260 | 550 | 11,110 | 10,560 |
|
125 | 1,170 | 1,045 |
|
14,005 |
| +575 (+46.0%) | +575 (+64.6%) | 0 (0.0%) |
10.5%
|
15.3%
|
0 (0.0%) | -635 (-53.6%) | -545 (-4.7%) | +90 (+0.9%) |
79.3%
|
75.4%
|
+60 (+92.3%) | -1,015 (-46.5%) | -1,075 (-50.7%) |
8.4%
|
7.5%
|
-985 | |
| ADDING | 2 | 2 | SHORT | 1 | REDUCING | 16 | 13 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM.JCPL_month_off_dap
NODAL EXCHANGE
|
583 | 4,848 | 4,265 |
|
652 | -1,380 | 27,995 | 29,375 |
|
797 | 2,270 | 1,473 |
|
35,765 |
| -50 (-7.9%) | -50 (-1.0%) | 0 (0.0%) |
13.6%
|
11.9%
|
+50 (+8.3%) | +50 (+3.5%) | -40 (-0.1%) | -90 (-0.3%) |
78.3%
|
82.1%
|
0 (0.0%) | -1,380 (-37.8%) | -1,380 (-48.4%) |
6.3%
|
4.1%
|
-1,420 | |
| REDUCING | 4 | 1 | LONG | 1 | ADDING | 18 | 15 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.JCPL_month_on_dap
NODAL EXCHANGE
|
900 | 5,165 | 4,265 |
|
637 | -1,775 | 28,965 | 30,740 |
|
875 | 2,577 | 1,702 |
|
37,344 |
| -50 (-5.3%) | -50 (-1.0%) | 0 (0.0%) |
13.8%
|
11.4%
|
+50 (+8.5%) | +50 (+2.7%) | -30 (-0.1%) | -80 (-0.3%) |
77.6%
|
82.3%
|
0 (0.0%) | -1,413 (-35.4%) | -1,413 (-45.4%) |
6.9%
|
4.6%
|
-1,443 | |
| REDUCING | 4 | 1 | LONG | 1 | ADDING | 19 | 16 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.METED_month_off_dap
NODAL EXCHANGE
|
-2,835 | 540 | 3,375 |
|
835 | 1,706 | 20,442 | 18,736 |
|
1,129 | 2,007 | 878 |
|
23,824 |
| -55 (-2.0%) | +340 (+170.0%) | +395 (+13.3%) |
2.3%
|
14.2%
|
0 (0.0%) | -315 (-15.6%) | +70 (+0.3%) | +385 (+2.1%) |
85.8%
|
78.6%
|
+370 (+48.7%) | -1,403 (-41.1%) | -1,773 (-66.9%) |
8.4%
|
3.7%
|
-993 | |
| REDUCING | 1 | 4 | SHORT | 2 | REDUCING | 17 | 13 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM.METED_month_on_dap
NODAL EXCHANGE
|
-2,905 | 540 | 3,445 |
|
765 | 1,766 | 20,227 | 18,461 |
|
1,139 | 2,018 | 879 |
|
23,550 |
| -55 (-1.9%) | +340 (+170.0%) | +395 (+13.0%) |
2.3%
|
14.6%
|
0 (0.0%) | -315 (-15.1%) | -140 (-0.7%) | +175 (+1.0%) |
85.9%
|
78.4%
|
+370 (+48.1%) | -1,378 (-40.6%) | -1,748 (-66.5%) |
8.6%
|
3.7%
|
-1,178 | |
| REDUCING | 1 | 4 | SHORT | 2 | REDUCING | 17 | 12 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM.N ILLINOIS HUB_mo_off_dap
NODAL EXCHANGE
|
425 | 570 | 145 |
|
0 | -416 | 55,238 | 55,654 |
|
-9 | 5,816 | 5,825 |
|
61,624 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.9%
|
0.2%
|
0 (0.0%) | 0 (0.0%) | +528 (+1.0%) | +528 (+1.0%) |
89.6%
|
90.3%
|
0 (0.0%) | -2,180 (-27.3%) | -2,180 (-27.2%) |
9.4%
|
9.5%
|
-1,652 | |
| NEUTRAL | 1 | 2 | LONG | 0 | NEUTRAL | 16 | 20 | SHORT | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
PJM.N ILLINOIS HUB_mo_off_rtp
NODAL EXCHANGE
|
2,410 | 3,605 | 1,195 |
|
1,010 | -2,698 | 58,216 | 60,914 |
|
288 | 6,656 | 6,368 |
|
69,487 |
| +40 (+1.7%) | -55 (-1.5%) | -95 (-7.4%) |
5.2%
|
1.7%
|
-30 (-2.9%) | -217 (-8.7%) | -1,862 (-3.1%) | -1,645 (-2.6%) |
83.8%
|
87.7%
|
+177 (+159.5%) | +184 (+2.8%) | +7 (+0.1%) |
9.6%
|
9.2%
|
-1,763 | |
| ADDING | 3 | 2 | LONG | 3 | REDUCING | 20 | 17 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM.N ILLINOIS HUB_mo_on_dap
NODAL EXCHANGE
|
935 | 1,080 | 145 |
|
0 | -926 | 57,311 | 58,237 |
|
-9 | 5,726 | 5,735 |
|
64,117 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
1.7%
|
0.2%
|
0 (0.0%) | 0 (0.0%) | +498 (+0.9%) | +498 (+0.9%) |
89.4%
|
90.8%
|
0 (0.0%) | -2,713 (-32.1%) | -2,713 (-32.1%) |
8.9%
|
8.9%
|
-2,215 | |
| NEUTRAL | 1 | 2 | LONG | 0 | NEUTRAL | 16 | 21 | SHORT | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
PJM.N ILLINOIS HUB_mo_on_rtp
NODAL EXCHANGE
|
665 | 1,985 | 1,320 |
|
840 | -763 | 61,949 | 62,712 |
|
98 | 7,151 | 7,053 |
|
71,925 |
| +120 (+22.0%) | +25 (+1.3%) | -95 (-6.7%) |
2.8%
|
1.8%
|
-60 (-6.7%) | -247 (-47.9%) | -2,671 (-4.1%) | -2,424 (-3.7%) |
86.1%
|
87.2%
|
+127 (+437.9%) | +394 (+5.8%) | +267 (+3.9%) |
9.9%
|
9.8%
|
-2,312 | |
| ADDING | 2 | 2 | LONG | 3 | REDUCING | 21 | 19 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM.PECO_month_off_dap
NODAL EXCHANGE
|
55,250 | 56,520 | 1,270 |
|
3 | -55,542 | 85,757 | 141,299 |
|
292 | 6,261 | 5,969 |
|
148,541 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
38.1%
|
0.9%
|
0 (0.0%) | 0 (0.0%) | +515 (+0.6%) | +515 (+0.4%) |
57.7%
|
95.1%
|
0 (0.0%) | -6,663 (-51.6%) | -6,663 (-52.7%) |
4.2%
|
4.0%
|
-6,148 | |
| NEUTRAL | 4 | 3 | LONG | 1 | NEUTRAL | 24 | 17 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.PECO_month_on_dap
NODAL EXCHANGE
|
49,135 | 50,380 | 1,245 |
|
0 | -49,427 | 89,444 | 138,871 |
|
292 | 6,433 | 6,141 |
|
146,257 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
34.4%
|
0.9%
|
0 (0.0%) | 0 (0.0%) | +660 (+0.7%) | +660 (+0.5%) |
61.2%
|
94.9%
|
0 (0.0%) | -6,949 (-51.9%) | -6,949 (-53.1%) |
4.4%
|
4.2%
|
-6,289 | |
| NEUTRAL | 4 | 3 | LONG | 0 | NEUTRAL | 24 | 17 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.PENELEC_month_off_dap
NODAL EXCHANGE
|
14,507 | 14,507 | 0 |
|
200 | -15,407 | 7,294 | 22,701 |
|
900 | 1,935 | 1,035 |
|
23,936 |
| -1,140 (-7.3%) | -1,140 (-7.3%) | 0 (0.0%) |
60.6%
|
0.0%
|
+200 (0.0%) | +1,055 (+6.4%) | +528 (+7.8%) | -527 (-2.3%) |
30.5%
|
94.8%
|
+85 (+10.4%) | -1,492 (-43.5%) | -1,577 (-60.4%) |
8.1%
|
4.3%
|
-1,904 | |
| REDUCING | 3 | 0 | LONG | 1 | ADDING | 17 | 14 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM.PENELEC_month_on_dap
NODAL EXCHANGE
|
14,507 | 14,507 | 0 |
|
200 | -15,442 | 7,289 | 22,731 |
|
935 | 1,965 | 1,030 |
|
23,961 |
| -1,140 (-7.3%) | -1,140 (-7.3%) | 0 (0.0%) |
60.5%
|
0.0%
|
+200 (0.0%) | +1,050 (+6.4%) | +553 (+8.2%) | -497 (-2.1%) |
30.4%
|
94.9%
|
+90 (+10.7%) | -1,472 (-42.8%) | -1,562 (-60.3%) |
8.2%
|
4.3%
|
-1,859 | |
| REDUCING | 3 | 0 | LONG | 1 | ADDING | 17 | 15 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM.PEPCO_month_off_dap
NODAL EXCHANGE
|
-4,600 | 1,810 | 6,410 |
|
1,845 | 4,185 | 17,465 | 13,280 |
|
415 | 1,550 | 1,135 |
|
22,670 |
| +120 (+2.5%) | +250 (+16.0%) | +130 (+2.1%) |
8.0%
|
28.3%
|
-130 (-6.6%) | -120 (-2.8%) | +245 (+1.4%) | +365 (+2.8%) |
77.0%
|
58.6%
|
0 (0.0%) | -1,395 (-47.4%) | -1,395 (-55.1%) |
6.8%
|
5.0%
|
-1,030 | |
| ADDING | 2 | 2 | SHORT | 2 | REDUCING | 17 | 14 | LONG | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.PEPCO_month_on_dap
NODAL EXCHANGE
|
-4,600 | 1,810 | 6,410 |
|
1,845 | 4,160 | 17,480 | 13,320 |
|
440 | 1,555 | 1,115 |
|
22,690 |
| +120 (+2.5%) | +250 (+16.0%) | +130 (+2.1%) |
8.0%
|
28.3%
|
-130 (-6.6%) | -120 (-2.8%) | +245 (+1.4%) | +365 (+2.8%) |
77.0%
|
58.7%
|
0 (0.0%) | -1,410 (-47.6%) | -1,410 (-55.8%) |
6.9%
|
4.9%
|
-1,045 | |
| ADDING | 2 | 2 | SHORT | 2 | REDUCING | 17 | 14 | LONG | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.PPL_month_off_dap
NODAL EXCHANGE
|
-1,013 | 90 | 1,103 |
|
1,770 | 33 | 56,945 | 56,912 |
|
980 | 2,829 | 1,849 |
|
61,634 |
| +100 (+9.0%) | 0 (0.0%) | -100 (-8.3%) |
0.1%
|
1.8%
|
0 (0.0%) | -100 (-75.2%) | +580 (+1.0%) | +680 (+1.2%) |
92.4%
|
92.3%
|
0 (0.0%) | -3,350 (-54.2%) | -3,350 (-64.4%) |
4.6%
|
3.0%
|
-2,770 | |
| ADDING | 1 | 3 | SHORT | 2 | REDUCING | 22 | 18 | LONG | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.PPL_month_on_dap
NODAL EXCHANGE
|
-1,770 | 90 | 1,860 |
|
1,410 | 813 | 56,339 | 55,526 |
|
957 | 2,640 | 1,683 |
|
60,479 |
| +100 (+5.3%) | 0 (0.0%) | -100 (-5.1%) |
0.1%
|
3.1%
|
0 (0.0%) | -100 (-11.0%) | +480 (+0.9%) | +580 (+1.1%) |
93.2%
|
91.8%
|
0 (0.0%) | -3,506 (-57.0%) | -3,506 (-67.6%) |
4.4%
|
2.8%
|
-3,026 | |
| ADDING | 1 | 3 | SHORT | 2 | REDUCING | 23 | 18 | LONG | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.PSEG_month_off_dap
NODAL EXCHANGE
|
2,870 | 5,640 | 2,770 |
|
2,740 | -2,953 | 57,944 | 60,897 |
|
83 | 9,937 | 9,854 |
|
76,261 |
| +215 (+8.1%) | -160 (-2.8%) | -375 (-11.9%) |
7.4%
|
3.6%
|
+155 (+6.0%) | -215 (-7.9%) | +1,068 (+1.9%) | +1,283 (+2.2%) |
76.0%
|
79.9%
|
0 (0.0%) | -3,827 (-27.8%) | -3,827 (-28.0%) |
13.0%
|
12.9%
|
-2,764 | |
| ADDING | 2 | 4 | LONG | 4 | REDUCING | 24 | 20 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.PSEG_month_on_dap
NODAL EXCHANGE
|
2,750 | 6,045 | 3,295 |
|
2,630 | -2,833 | 60,282 | 63,115 |
|
83 | 9,719 | 9,636 |
|
78,676 |
| +435 (+18.8%) | +60 (+1.0%) | -375 (-10.2%) |
7.7%
|
4.2%
|
+45 (+1.7%) | -435 (-18.1%) | +1,139 (+1.9%) | +1,574 (+2.6%) |
76.6%
|
80.2%
|
0 (0.0%) | -3,807 (-28.1%) | -3,807 (-28.3%) |
12.4%
|
12.2%
|
-2,563 | |
| ADDING | 3 | 3 | LONG | 4 | REDUCING | 24 | 20 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
PJM.WESTERN HUB_month_off_dap
NODAL EXCHANGE
|
-61,350 | 6,512 | 67,862 |
|
5,737 | 61,623 | 205,738 | 144,115 |
|
-273 | 47,450 | 47,723 |
|
265,437 |
| +1,385 (+2.2%) | -705 (-9.8%) | -2,090 (-3.0%) |
2.5%
|
25.6%
|
+635 (+12.4%) | -1,385 (-2.2%) | +970 (+0.5%) | +2,355 (+1.7%) |
77.5%
|
54.3%
|
0 (0.0%) | -11,973 (-20.1%) | -11,973 (-20.1%) |
17.9%
|
18.0%
|
-11,073 | |
| ADDING | 6 | 5 | SHORT | 7 | REDUCING | 27 | 36 | LONG | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
PJM.WESTERN HUB_month_off_rtp
NODAL EXCHANGE
|
8,457 | 31,236 | 22,779 |
|
2,293 | -8,519 | 146,502 | 155,021 |
|
62 | 25,398 | 25,336 |
|
205,429 |
| +1,146 (+15.7%) | +898 (+3.0%) | -248 (-1.1%) |
15.2%
|
11.1%
|
-960 (-29.5%) | -1,154 (-15.7%) | -5,987 (-3.9%) | -4,833 (-3.0%) |
71.3%
|
75.5%
|
+8 (+14.8%) | -1,556 (-5.8%) | -1,564 (-5.8%) |
12.4%
|
12.3%
|
-7,605 | |
| ADDING | 7 | 3 | LONG | 5 | REDUCING | 32 | 32 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM.WESTERN HUB_month_on_dap
NODAL EXCHANGE
|
-50,195 | 7,207 | 57,402 |
|
7,789 | 50,403 | 204,656 | 154,253 |
|
-208 | 48,938 | 49,146 |
|
268,590 |
| +1,135 (+2.2%) | -725 (-9.1%) | -1,860 (-3.1%) |
2.7%
|
21.4%
|
+510 (+7.0%) | -1,135 (-2.2%) | +1,326 (+0.7%) | +2,461 (+1.6%) |
76.2%
|
57.4%
|
0 (0.0%) | -12,528 (-20.4%) | -12,528 (-20.3%) |
18.2%
|
18.3%
|
-11,417 | |
| ADDING | 5 | 6 | SHORT | 7 | REDUCING | 30 | 35 | LONG | NEUTRAL | — | — | SHORT | LIQUIDATION | |
|
PJM.WESTERN HUB_month_on_rtp
NODAL EXCHANGE
|
-2,229 | 24,132 | 26,361 |
|
2,976 | 2,349 | 178,295 | 175,946 |
|
-120 | 26,686 | 26,806 |
|
232,089 |
| +528 (+19.2%) | +922 (+4.0%) | +394 (+1.5%) |
10.4%
|
11.4%
|
-852 (-22.3%) | -538 (-18.6%) | -6,869 (-3.7%) | -6,331 (-3.5%) |
76.8%
|
75.8%
|
+10 (+7.7%) | -1,740 (-6.1%) | -1,750 (-6.1%) |
11.5%
|
11.5%
|
-8,539 | |
| ADDING | 9 | 3 | SHORT | 4 | REDUCING | 30 | 34 | LONG | ADDING | — | — | SHORT | LIQUIDATION | |
| Electricity & Power › Western US Markets | ||||||||||||||
|
MID-C DAY-AHEAD OFF-PEAK
ICE FUTURES ENERGY DIV
|
-1,016 | 1,129 | 2,145 |
|
1,126 | 1,079 | 24,348 | 23,269 |
|
-63 | 62 | 125 |
|
26,665 |
| -332 (-48.5%) | +257 (+29.5%) | +589 (+37.9%) |
4.2%
|
8.0%
|
+596 (+112.5%) | +352 (+48.4%) | -1,063 (-4.2%) | -1,415 (-5.7%) |
91.3%
|
87.3%
|
-20 (-46.5%) | -30 (-32.6%) | -10 (-7.4%) |
0.2%
|
0.5%
|
-240 | |
| REDUCING | 4 | 6 | SHORT | 7 | ADDING | 25 | 27 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
MID-C DAY-AHEAD PEAK
ICE FUTURES ENERGY DIV
|
80 | 3,547 | 3,467 |
|
1,437 | 378 | 34,665 | 34,287 |
|
-458 | 85 | 543 |
|
39,734 |
| -1,508 (-95.0%) | -948 (-21.1%) | +560 (+19.3%) |
8.9%
|
8.7%
|
+509 (+54.8%) | +1,856 (+125.6%) | -730 (-2.1%) | -2,586 (-7.0%) |
87.2%
|
86.3%
|
-348 (-316.4%) | +2 (+2.4%) | +350 (+181.3%) |
0.2%
|
1.4%
|
-1,167 | |
| REDUCING | 10 | 9 | LONG | 10 | ADDING | 29 | 28 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
PALO VERDE DA OFF-PK FiXED PR
ICE FUTURES ENERGY DIV
|
-698 | 145 | 843 |
|
0 | 481 | 12,102 | 11,621 |
|
217 | 242 | 25 |
|
12,489 |
| -174 (-33.2%) | 0 (0.0%) | +174 (+26.0%) |
1.2%
|
6.7%
|
0 (0.0%) | +177 (+58.2%) | +472 (+4.1%) | +295 (+2.6%) |
96.9%
|
93.0%
|
-3 (-1.4%) | -3 (-1.2%) | 0 (0.0%) |
1.9%
|
0.2%
|
+469 | |
| REDUCING | 2 | 2 | SHORT | 0 | ADDING | 21 | 18 | LONG | REDUCING | — | — | LONG | BUILDUP | |
|
PALO VERDE DA PEAK
ICE FUTURES ENERGY DIV
|
227 | 956 | 729 |
|
621 | 68 | 13,354 | 13,286 |
|
-295 | 50 | 345 |
|
14,981 |
| -836 (-78.6%) | -121 (-11.2%) | +715 (+5,107.1%) |
6.4%
|
4.9%
|
+115 (+22.7%) | +831 (+108.9%) | +1,111 (+9.1%) | +280 (+2.2%) |
89.1%
|
88.7%
|
+5 (+1.7%) | +5 (+11.1%) | 0 (0.0%) |
0.3%
|
2.3%
|
+1,110 | |
| REDUCING | 3 | 2 | LONG | 3 | ADDING | 22 | 18 | LONG | ADDING | — | — | SHORT | BUILDUP | |
| Carbon Credits & Green Energy › Carbon Allowances (Compliance) | ||||||||||||||
|
CALIF CARBON ALL VINTAGE 2025
ICE FUTURES ENERGY DIV
|
19,866 | 53,256 | 33,390 |
|
2,151 | -19,915 | 21,284 | 41,199 |
|
49 | 114 | 65 |
|
76,805 |
| -6,034 (-23.3%) | -11,106 (-17.3%) | -5,072 (-13.2%) |
69.3%
|
43.5%
|
-180 (-7.7%) | +6,024 (+23.2%) | -7,165 (-25.2%) | -13,189 (-24.2%) |
27.7%
|
53.6%
|
+10 (+25.6%) | -4 (-3.4%) | -14 (-17.7%) |
0.1%
|
0.1%
|
-18,455 | |
| REDUCING | 45 | 21 | LONG | 7 | ADDING | 19 | 30 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
CALIF CARBON ALL VINTAGE 2026
ICE FUTURES ENERGY DIV
|
77,064 | 120,580 | 43,516 |
|
3,347 | -77,089 | 25,549 | 102,638 |
|
25 | 78 | 53 |
|
149,554 |
| +3,538 (+4.8%) | +8,983 (+8.0%) | +5,445 (+14.3%) |
80.6%
|
29.1%
|
+1,142 (+51.8%) | -3,498 (-4.8%) | +2,903 (+12.8%) | +6,401 (+6.7%) |
17.1%
|
68.6%
|
-40 (-61.5%) | -42 (-35.0%) | -2 (-3.6%) |
0.1%
|
0.0%
|
+12,986 | |
| ADDING | 63 | 20 | LONG | 6 | REDUCING | 19 | 20 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
|
CALIF CARBON ALLOWANCE V2025
NODAL EXCHANGE
|
-1,343 | 905 | 2,248 |
|
0 | 1,922 | 3,721 | 1,799 |
|
-579 | 323 | 902 |
|
4,949 |
| -553 (-70.0%) | +333 (+58.2%) | +886 (+65.1%) |
18.3%
|
45.4%
|
0 (0.0%) | +1,149 (+148.6%) | +180 (+5.1%) | -969 (-35.0%) |
75.2%
|
36.4%
|
-596 (-3,505.9%) | -9 (-2.7%) | +587 (+186.3%) |
6.5%
|
18.2%
|
+504 | |
| REDUCING | 4 | 8 | SHORT | 0 | ADDING | 6 | 5 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
CALIF CARBON CURRENT AUCTION
ICE FUTURES ENERGY DIV
|
-42,374 | 6,730 | 49,104 |
|
0 | 42,355 | 44,335 | 1,980 |
|
19 | 19 | 0 |
|
51,084 |
| -61 (-0.1%) | 0 (0.0%) | +61 (+0.1%) |
13.2%
|
96.1%
|
0 (0.0%) | +57 (+0.1%) | +50 (+0.1%) | -7 (-0.4%) |
86.8%
|
3.9%
|
+4 (+26.7%) | +4 (+26.7%) | 0 (0.0%) |
0.0%
|
0.0%
|
+54 | |
| REDUCING | 4 | 10 | SHORT | 0 | ADDING | 10 | 6 | LONG | ADDING | — | — | LONG | BUILDUP | |
|
CALIF CARBON VINTAGE SPEC 2028
ICE FUTURES ENERGY DIV
|
2,566 | 5,291 | 2,725 |
|
320 | -2,566 | 6,574 | 9,140 |
|
0 | 0 | 0 |
|
12,185 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
43.4%
|
22.4%
|
+50 (+18.5%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
54.0%
|
75.0%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+50 | |
| NEUTRAL | 3 | 7 | LONG | 2 | NEUTRAL | 4 | 10 | SHORT | NEUTRAL | — | — | SHORT | BUILDUP | |
|
RGGI V2025
ICE FUTURES ENERGY DIV
|
-14,725 | 3,614 | 18,339 |
|
3,763 | 14,753 | 31,041 | 16,288 |
|
-28 | 16 | 44 |
|
38,434 |
| +61 (+0.4%) | -274 (-7.0%) | -335 (-1.8%) |
9.4%
|
47.7%
|
+575 (+18.0%) | -198 (-1.3%) | -210 (-0.7%) | -12 (-0.1%) |
80.8%
|
42.4%
|
+137 (+83.0%) | -4 (-20.0%) | -141 (-76.2%) |
0.0%
|
0.1%
|
+87 | |
| ADDING | 9 | 17 | SHORT | 8 | REDUCING | 17 | 21 | LONG | ADDING | — | — | SHORT | BUILDUP | |
|
WASHINGTON CARBON ALL V2025
ICE FUTURES ENERGY DIV
|
244 | 1,070 | 826 |
|
54 | -193 | 2,116 | 2,309 |
|
-51 | 19 | 70 |
|
3,259 |
| +244 (0.0%) | +1,070 (0.0%) | +826 (0.0%) |
32.8%
|
25.3%
|
+54 (0.0%) | -193 (0.0%) | +2,116 (0.0%) | +2,309 (0.0%) |
64.9%
|
70.8%
|
-51 (0.0%) | +19 (0.0%) | +70 (0.0%) |
0.6%
|
2.1%
|
+3,259 | |
| ADDING | 3 | 4 | LONG | 1 | REDUCING | 7 | 10 | SHORT | REDUCING | — | — | SHORT | BUILDUP | |
| Carbon Credits & Green Energy › Fuel Standards | ||||||||||||||
|
CALIF LOW CARBON FSC-OPIS
ICE FUTURES ENERGY DIV
|
80,073 | 88,701 | 8,628 |
|
10,551 | -80,075 | 28,906 | 108,981 |
|
2 | 17 | 15 |
|
128,175 |
| +2,978 (+3.9%) | +3,216 (+3.8%) | +238 (+2.8%) |
69.2%
|
6.7%
|
-2,729 (-20.5%) | -2,977 (-3.9%) | +105 (+0.4%) | +3,082 (+2.9%) |
22.6%
|
85.0%
|
-1 (-33.3%) | +14 (+466.7%) | +15 (0.0%) |
0.0%
|
0.0%
|
+606 | |
| ADDING | 25 | 5 | LONG | 6 | REDUCING | 14 | 14 | SHORT | REDUCING | — | — | LONG | BUILDUP | |
| Carbon Credits & Green Energy › Renewable Energy Certificates (RECs) | ||||||||||||||
|
CT RECs CLASS 1
ICE FUTURES ENERGY DIV
|
2,075 | 3,700 | 1,625 |
|
0 | -2,075 | 5,990 | 8,065 |
|
0 | 0 | 0 |
|
9,690 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
38.2%
|
16.8%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
61.8%
|
83.2%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
0 | |
| NEUTRAL | 3 | 5 | LONG | 0 | NEUTRAL | 8 | 11 | SHORT | NEUTRAL | — | — | SHORT | NEUTRAL | |
|
MARYLAND COMPLIANCE REC TIER1
ICE FUTURES ENERGY DIV
|
-2,080 | 1,900 | 3,980 |
|
0 | 2,080 | 11,563 | 9,483 |
|
0 | 0 | 0 |
|
13,463 |
| -100 (-5.1%) | 0 (0.0%) | +100 (+2.6%) |
14.1%
|
29.6%
|
0 (0.0%) | +100 (+5.1%) | +100 (+0.9%) | 0 (0.0%) |
85.9%
|
70.4%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+100 | |
| REDUCING | 3 | 4 | SHORT | 0 | ADDING | 8 | 8 | LONG | NEUTRAL | — | — | SHORT | BUILDUP | |
|
MASS COMPLIANCE RECs CLASS 1
ICE FUTURES ENERGY DIV
|
-5,300 | 150 | 5,450 |
|
600 | 5,350 | 17,058 | 11,708 |
|
-50 | 0 | 50 |
|
17,808 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.8%
|
30.6%
|
0 (0.0%) | 0 (0.0%) | +250 (+1.5%) | +250 (+2.2%) |
95.8%
|
65.7%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.3%
|
+250 | |
| NEUTRAL | 1 | 6 | SHORT | 2 | NEUTRAL | 9 | 11 | LONG | NEUTRAL | — | — | SHORT | BUILDUP | |
|
NEPOOL DUAL RECs CLASS 1
ICE FUTURES ENERGY DIV
|
-5,896 | 1,750 | 7,646 |
|
55 | 5,896 | 12,305 | 6,409 |
|
0 | 0 | 0 |
|
14,110 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
12.4%
|
54.2%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
87.2%
|
45.4%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
0 | |
| NEUTRAL | 2 | 3 | SHORT | 1 | NEUTRAL | 11 | 8 | LONG | NEUTRAL | — | — | SHORT | NEUTRAL | |
|
NEW JERSEY RECs CLASS 2 V2026
NODAL EXCHANGE
|
3,770 | 3,770 | 0 |
|
0 | -3,785 | 6,145 | 9,930 |
|
15 | 15 | 0 |
|
9,930 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
38.0%
|
0.0%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
61.9%
|
100.0%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.2%
|
0.0%
|
0 | |
| NEUTRAL | 5 | 0 | LONG | 0 | NEUTRAL | 11 | 4 | SHORT | NEUTRAL | — | — | LONG | NEUTRAL | |
|
NJ SRECS
ICE FUTURES ENERGY DIV
|
-14,980 | 44,801 | 59,781 |
|
5,755 | 14,980 | 58,942 | 43,962 |
|
0 | 0 | 0 |
|
109,498 |
| -225 (-1.5%) | 0 (0.0%) | +225 (+0.4%) |
40.9%
|
54.6%
|
0 (0.0%) | +225 (+1.5%) | +225 (+0.4%) | 0 (0.0%) |
53.8%
|
40.1%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+225 | |
| REDUCING | 5 | 9 | SHORT | 7 | ADDING | 13 | 11 | LONG | NEUTRAL | — | — | SHORT | BUILDUP | |
|
PA COMPLIANCE AECs TIER1
ICE FUTURES ENERGY DIV
|
5,760 | 19,633 | 13,873 |
|
1,957 | -5,760 | 35,232 | 40,992 |
|
0 | 0 | 0 |
|
56,822 |
| +435 (+8.2%) | +372 (+1.9%) | -63 (-0.5%) |
34.6%
|
24.4%
|
-137 (-6.5%) | -435 (-8.2%) | +175 (+0.5%) | +610 (+1.5%) |
62.0%
|
72.1%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+410 | |
| ADDING | 15 | 4 | LONG | 4 | REDUCING | 17 | 11 | SHORT | NEUTRAL | — | — | SHORT | BUILDUP | |
|
PA SOLAR ALTER ENERGY CREDIT
ICE FUTURES ENERGY DIV
|
5,725 | 6,845 | 1,120 |
|
0 | -5,725 | 14,150 | 19,875 |
|
0 | 0 | 0 |
|
20,995 |
| +4,350 (+316.4%) | +2,495 (+57.4%) | -1,855 (-62.4%) |
32.6%
|
5.3%
|
0 (0.0%) | -4,350 (-316.4%) | -1,200 (-7.8%) | +3,150 (+18.8%) |
67.4%
|
94.7%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+1,295 | |
| ADDING | 6 | 4 | LONG | 0 | REDUCING | 11 | 6 | SHORT | NEUTRAL | — | — | SHORT | BUILDUP | |
|
PENNSYLVANIA AEC TIER 2-V2026
NODAL EXCHANGE
|
-1,706 | 9,936 | 11,642 |
|
0 | 1,706 | 17,609 | 15,903 |
|
0 | 0 | 0 |
|
27,545 |
| -1,250 (-274.1%) | 0 (0.0%) | +1,250 (+12.0%) |
36.1%
|
42.3%
|
0 (0.0%) | +1,250 (+274.1%) | 0 (0.0%) | -1,250 (-7.3%) |
63.9%
|
57.7%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
0 | |
| REDUCING | 7 | 4 | SHORT | 0 | ADDING | 12 | 9 | LONG | NEUTRAL | — | — | SHORT | NEUTRAL | |
|
PENNSYLVANIA AEC TIER 2-V2027
NODAL EXCHANGE
|
404 | 4,979 | 4,575 |
|
0 | -304 | 13,590 | 13,894 |
|
-100 | 0 | 100 |
|
18,569 |
| +150 (+59.1%) | 0 (0.0%) | -150 (-3.2%) |
26.8%
|
24.6%
|
0 (0.0%) | -50 (-19.7%) | 0 (0.0%) | +50 (+0.4%) |
73.2%
|
74.8%
|
-100 (0.0%) | 0 (0.0%) | +100 (0.0%) |
0.0%
|
0.5%
|
0 | |
| ADDING | 3 | 3 | LONG | 0 | REDUCING | 13 | 6 | SHORT | REDUCING | — | — | SHORT | NEUTRAL | |
|
PJM TRI-RECs CLASS 1
ICE FUTURES ENERGY DIV
|
-16,166 | 49,453 | 65,619 |
|
16,748 | 16,155 | 172,469 | 156,314 |
|
11 | 11 | 0 |
|
238,681 |
| -706 (-4.6%) | +854 (+1.8%) | +1,560 (+2.4%) |
20.7%
|
27.5%
|
-249 (-1.5%) | +706 (+4.6%) | +947 (+0.6%) | +241 (+0.2%) |
72.3%
|
65.5%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+1,552 | |
| REDUCING | 15 | 8 | SHORT | 9 | ADDING | 19 | 17 | LONG | NEUTRAL | — | — | LONG | BUILDUP | |
|
TX GREEN-E REC V25 BACK HALF
NODAL EXCHANGE
|
-2,654 | 1,750 | 4,404 |
|
0 | 2,599 | 5,464 | 2,865 |
|
55 | 706 | 651 |
|
7,920 |
| +50 (+1.8%) | 0 (0.0%) | -50 (-1.1%) |
22.1%
|
55.6%
|
0 (0.0%) | -75 (-2.8%) | -55 (-1.0%) | +20 (+0.7%) |
69.0%
|
36.2%
|
+25 (+83.3%) | +6 (+0.9%) | -19 (-2.8%) |
8.9%
|
8.2%
|
-49 | |
| ADDING | 5 | 8 | SHORT | 0 | REDUCING | 10 | 9 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
TX REC CRS V26 BACK HALF
NODAL EXCHANGE
|
-5,621 | 190 | 5,811 |
|
0 | 5,637 | 8,578 | 2,941 |
|
-16 | 203 | 219 |
|
8,971 |
| +11 (+0.2%) | 0 (0.0%) | -11 (-0.2%) |
2.1%
|
64.8%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
95.6%
|
32.8%
|
-11 (-220.0%) | -11 (-5.1%) | 0 (0.0%) |
2.3%
|
2.4%
|
-11 | |
| ADDING | 3 | 9 | SHORT | 0 | NEUTRAL | 14 | 8 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
TX REC CRS V26 FRONT HALF
NODAL EXCHANGE
|
-3,805 | 497 | 4,302 |
|
0 | 3,802 | 7,424 | 3,622 |
|
3 | 147 | 144 |
|
8,068 |
| -13 (-0.3%) | +50 (+11.2%) | +63 (+1.5%) |
6.2%
|
53.3%
|
0 (0.0%) | +15 (+0.4%) | +15 (+0.2%) | 0 (0.0%) |
92.0%
|
44.9%
|
-2 (-40.0%) | 0 (0.0%) | +2 (+1.4%) |
1.8%
|
1.8%
|
+65 | |
| REDUCING | 5 | 6 | SHORT | 0 | ADDING | 14 | 9 | LONG | REDUCING | — | — | LONG | BUILDUP | |
|
TX REC CRS V27 BACK HALF
NODAL EXCHANGE
|
-3,422 | 748 | 4,170 |
|
0 | 3,404 | 5,544 | 2,140 |
|
18 | 283 | 265 |
|
6,575 |
| -59 (-1.8%) | -84 (-10.1%) | -25 (-0.6%) |
11.4%
|
63.4%
|
0 (0.0%) | +41 (+1.2%) | +16 (+0.3%) | -25 (-1.2%) |
84.3%
|
32.5%
|
+18 (0.0%) | +18 (+6.8%) | 0 (0.0%) |
4.3%
|
4.0%
|
-50 | |
| REDUCING | 6 | 6 | SHORT | 0 | ADDING | 14 | 7 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
|
TX REC CRS V27 FRONT HALF
NODAL EXCHANGE
|
-3,261 | 629 | 3,890 |
|
90 | 3,258 | 5,882 | 2,624 |
|
3 | 86 | 83 |
|
6,687 |
| -123 (-3.9%) | -107 (-14.5%) | +16 (+0.4%) |
9.4%
|
58.2%
|
+90 (0.0%) | +123 (+3.9%) | +100 (+1.7%) | -23 (-0.9%) |
88.0%
|
39.2%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
1.3%
|
1.2%
|
+83 | |
| REDUCING | 4 | 6 | SHORT | 1 | ADDING | 15 | 9 | LONG | NEUTRAL | — | — | LONG | BUILDUP | |
|
TX REC CRS V28 BACK HALF
NODAL EXCHANGE
|
-1,117 | 1,511 | 2,628 |
|
0 | 1,141 | 3,604 | 2,463 |
|
-24 | 228 | 252 |
|
5,343 |
| +57 (+4.9%) | +27 (+1.8%) | -30 (-1.1%) |
28.3%
|
49.2%
|
0 (0.0%) | -48 (-4.0%) | -48 (-1.3%) | 0 (0.0%) |
67.5%
|
46.1%
|
-9 (-60.0%) | 0 (0.0%) | +9 (+3.7%) |
4.3%
|
4.7%
|
-21 | |
| ADDING | 8 | 3 | SHORT | 0 | REDUCING | 13 | 8 | LONG | REDUCING | — | — | SHORT | LIQUIDATION | |
|
TX REC CRS V28 FRONT HALF
NODAL EXCHANGE
|
-2,194 | 637 | 2,831 |
|
0 | 2,175 | 5,565 | 3,390 |
|
19 | 226 | 207 |
|
6,428 |
| +5 (+0.2%) | +5 (+0.8%) | 0 (0.0%) |
9.9%
|
44.0%
|
0 (0.0%) | +5 (+0.2%) | +5 (+0.1%) | 0 (0.0%) |
86.6%
|
52.7%
|
-10 (-34.5%) | -10 (-4.2%) | 0 (0.0%) |
3.5%
|
3.2%
|
0 | |
| ADDING | 4 | 4 | SHORT | 0 | ADDING | 12 | 8 | LONG | REDUCING | — | — | LONG | NEUTRAL | |
|
TX REC CRS V29 BACK HALF
NODAL EXCHANGE
|
-1,460 | 1,094 | 2,554 |
|
0 | 1,435 | 3,713 | 2,278 |
|
25 | 248 | 223 |
|
5,055 |
| -1 (-0.1%) | +38 (+3.6%) | +39 (+1.6%) |
21.6%
|
50.5%
|
0 (0.0%) | +1 (+0.1%) | +19 (+0.5%) | +18 (+0.8%) |
73.5%
|
45.1%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
4.9%
|
4.4%
|
+57 | |
| REDUCING | 8 | 3 | SHORT | 0 | ADDING | 8 | 10 | LONG | NEUTRAL | — | — | LONG | BUILDUP | |
|
TX REC CRS V29 FRONT HALF
NODAL EXCHANGE
|
-815 | 1,445 | 2,260 |
|
0 | 809 | 5,089 | 4,280 |
|
6 | 136 | 130 |
|
6,670 |
| +33 (+3.9%) | +5 (+0.3%) | -28 (-1.2%) |
21.7%
|
33.9%
|
0 (0.0%) | -25 (-3.0%) | +34 (+0.7%) | +59 (+1.4%) |
76.3%
|
64.2%
|
-8 (-57.1%) | 0 (0.0%) | +8 (+6.6%) |
2.0%
|
1.9%
|
+39 | |
| ADDING | 7 | 2 | SHORT | 0 | REDUCING | 9 | 10 | LONG | REDUCING | — | — | LONG | BUILDUP | |
|
TX REC CRS V30 BACK HALF
NODAL EXCHANGE
|
72 | 1,207 | 1,135 |
|
0 | -80 | 1,930 | 2,010 |
|
8 | 135 | 127 |
|
3,272 |
| -1 (-1.4%) | -1 (-0.1%) | 0 (0.0%) |
36.9%
|
34.7%
|
0 (0.0%) | -4 (-5.3%) | -4 (-0.2%) | 0 (0.0%) |
59.0%
|
61.4%
|
+5 (+166.7%) | +3 (+2.3%) | -2 (-1.6%) |
4.1%
|
3.9%
|
-2 | |
| REDUCING | 6 | 3 | LONG | 0 | REDUCING | 9 | 9 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
TX REC CRS V30 FRONT HALF
NODAL EXCHANGE
|
92 | 1,089 | 997 |
|
0 | -96 | 2,329 | 2,425 |
|
4 | 140 | 136 |
|
3,558 |
| +14 (+17.9%) | +14 (+1.3%) | 0 (0.0%) |
30.6%
|
28.0%
|
0 (0.0%) | -14 (-17.1%) | +26 (+1.1%) | +40 (+1.7%) |
65.5%
|
68.2%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
3.9%
|
3.8%
|
+40 | |
| ADDING | 6 | 4 | LONG | 0 | REDUCING | 9 | 8 | SHORT | NEUTRAL | — | — | LONG | BUILDUP | |
| Other Markets › Bloomberg Indices | ||||||||||||||
|
BBG COMMODITY
CHICAGO BOARD OF TRADE
|
-21,555 | 52,192 | 73,747 |
|
4,690 | 20,933 | 170,319 | 149,386 |
|
622 | 635 | 13 |
|
227,836 |
| -2,049 (-10.5%) | +1,142 (+2.2%) | +3,191 (+4.5%) |
22.9%
|
32.4%
|
-229 (-4.7%) | +1,933 (+10.2%) | +1,933 (+1.1%) | 0 (0.0%) |
74.8%
|
65.6%
|
+116 (+22.9%) | +102 (+19.1%) | -14 (-51.9%) |
0.3%
|
0.0%
|
+2,948 | |
| REDUCING | 48 | 13 | SHORT | 3 | ADDING | 12 | 2 | LONG | ADDING | — | — | LONG | BUILDUP | |
| Other Markets › Chemical Products | ||||||||||||||
|
PGP PROPYLENE (PCW) CAL
NEW YORK MERCANTILE EXCHANGE
|
-1,839 | 3,166 | 5,005 |
|
959 | 1,817 | 4,544 | 2,727 |
|
22 | 112 | 90 |
|
8,781 |
| -153 (-9.1%) | 0 (0.0%) | +153 (+3.2%) |
36.1%
|
57.0%
|
+60 (+6.7%) | +105 (+6.1%) | +120 (+2.7%) | +15 (+0.6%) |
51.7%
|
31.1%
|
+48 (+184.6%) | -1,831 (-94.2%) | -1,879 (-95.4%) |
1.3%
|
1.0%
|
-1,651 | |
| REDUCING | 5 | 6 | SHORT | 2 | ADDING | 9 | 8 | LONG | ADDING | — | — | LONG | LIQUIDATION | |
| Other Markets › Uncategorized | ||||||||||||||
|
CHICAGO BUSHELING FERROUS
COMMODITY EXCHANGE INC.
|
-194 | 1,238 | 1,432 |
|
88 | 218 | 2,858 | 2,640 |
|
-24 | 103 | 127 |
|
4,287 |
| -194 (0.0%) | +1,238 (0.0%) | +1,432 (0.0%) |
28.9%
|
33.4%
|
+88 (0.0%) | +218 (0.0%) | +2,858 (0.0%) | +2,640 (0.0%) |
66.7%
|
61.6%
|
-24 (0.0%) | +103 (0.0%) | +127 (0.0%) |
2.4%
|
3.0%
|
+4,287 | |
| REDUCING | 2 | 7 | SHORT | 2 | ADDING | 5 | 6 | LONG | REDUCING | — | — | SHORT | BUILDUP | |
|
MICRO XRP
CHICAGO MERCANTILE EXCHANGE
|
-262 | 5,398 | 5,660 |
|
23 | 0 | 0 | 0 |
|
262 | 424 | 162 |
|
5,845 |
| -8 (-3.1%) | -1,503 (-21.8%) | -1,495 (-20.9%) |
92.4%
|
96.8%
|
+23 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
0.0%
|
0.0%
|
+8 (+3.1%) | +82 (+24.0%) | +74 (+84.1%) |
7.3%
|
2.8%
|
-1,398 | |
| REDUCING | 9 | 11 | SHORT | 1 | NEUTRAL | 0 | 0 | SHORT | ADDING | — | — | LONG | LIQUIDATION | |
|
PJM.APS_month_on_dap
NODAL EXCHANGE
|
2,010 | 2,010 | 0 |
|
120 | -2,780 | 8,009 | 10,789 |
|
770 | 1,230 | 460 |
|
11,369 |
| 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
17.7%
|
0.0%
|
0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) |
70.4%
|
94.9%
|
0 (0.0%) | -619 (-33.5%) | -619 (-57.4%) |
10.8%
|
4.0%
|
-619 | |
| NEUTRAL | 3 | 0 | LONG | 1 | NEUTRAL | 16 | 7 | SHORT | NEUTRAL | — | — | LONG | LIQUIDATION | |
|
RGGI V2026
ICE FUTURES ENERGY DIV
|
3,230 | 11,364 | 8,134 |
|
9,268 | -4,177 | 32,204 | 36,381 |
|
947 | 955 | 8 |
|
53,791 |
| +936 (+40.8%) | +351 (+3.2%) | -585 (-6.7%) |
21.1%
|
15.1%
|
+666 (+7.7%) | -982 (-30.7%) | +3,751 (+13.2%) | +4,733 (+15.0%) |
59.9%
|
67.6%
|
+46 (+5.1%) | +39 (+4.3%) | -7 (-46.7%) |
1.8%
|
0.0%
|
+4,807 | |
| ADDING | 9 | 15 | LONG | 5 | REDUCING | 17 | 13 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
TGT ZONE 1 INDEX DIFF
ICE FUTURES ENERGY DIV
|
2,846 | 3,156 | 310 |
|
0 | -3,524 | 5,247 | 8,771 |
|
678 | 957 | 279 |
|
9,360 |
| +2,846 (0.0%) | +3,156 (0.0%) | +310 (0.0%) |
33.7%
|
3.3%
|
0 (0.0%) | -3,524 (0.0%) | +5,247 (0.0%) | +8,771 (0.0%) |
56.1%
|
93.7%
|
+678 (0.0%) | +957 (0.0%) | +279 (0.0%) |
10.2%
|
3.0%
|
+9,360 | |
| ADDING | 2 | 1 | LONG | 0 | REDUCING | 8 | 11 | SHORT | ADDING | — | — | LONG | BUILDUP | |
|
TRANSCO LEIDY INDEX
ICE FUTURES ENERGY DIV
|
4,666 | 4,666 | 0 |
|
0 | -6,034 | 25,890 | 31,924 |
|
1,368 | 1,523 | 155 |
|
32,079 |
| -300 (-6.0%) | -300 (-6.0%) | 0 (0.0%) |
14.5%
|
0.0%
|
0 (0.0%) | +570 (+8.6%) | -6,030 (-18.9%) | -6,600 (-17.1%) |
80.7%
|
99.5%
|
-270 (-16.5%) | -1,230 (-44.7%) | -960 (-86.1%) |
4.7%
|
0.5%
|
-7,560 | |
| REDUCING | 4 | 0 | LONG | 0 | ADDING | 10 | 10 | SHORT | REDUCING | — | — | LONG | LIQUIDATION | |
COT Report Data – Complete Database for All Futures Markets
The COT Report (Commitments of Traders Report) is published weekly by the CFTC and provides essential positioning data for futures markets. This comprehensive COT Report database includes the latest COT Report data for 353 futures markets across all major asset classes. Each COT Report displays complete positioning breakdown for Non-Commercial traders (large speculators), Commercial traders (hedgers), and Non-Reportable traders (small speculators).
COT Report Currencies & Forex Markets
COT Report Forex data includes all major currency pairs. The COT Report EUR (Euro FX), COT Report GBP (British Pound), COT Report JPY (Japanese Yen), COT Report USD (US Dollar Index), COT Report CHF (Swiss Franc), COT Report CAD (Canadian Dollar), COT Report AUD (Australian Dollar), and COT Report NZD (New Zealand Dollar) provide complete trader positioning insights. Each COT Report currency shows net positions, long positions, short positions, spreads, and weekly changes for all trader categories.
COT Report Cryptocurrencies
The COT Report Bitcoin and COT Report Ethereum track institutional positioning in cryptocurrency futures markets. COT Report BTC data reveals large speculator and commercial hedger activity in Bitcoin futures, while COT Report ETH shows Ethereum positioning trends. These COT Report crypto markets provide insights into institutional digital asset exposure.
COT Report Precious Metals
COT Report Gold is one of the most widely followed reports by precious metals traders. The COT Report Silver, COT Report Platinum, COT Report Palladium, and COT Report Copper complete the metals complex. Each COT Report metal shows positioning by commercial producers, large speculators, and money managers, providing critical insights for precious metals analysis.
COT Report Energy Markets
COT Report Crude Oil (WTI), COT Report Natural Gas, COT Report Gasoline, COT Report Heating Oil, and COT Report Brent Crude track energy market positioning. The COT Report Oil data is essential for understanding commercial hedger activity from oil producers and large speculative positioning from hedge funds. Each COT Report energy market includes complete trader breakdown and weekly positioning changes.
COT Report Stock Indices
COT Report S&P 500 (ES, SP500), COT Report NASDAQ (NQ, NDX), COT Report Dow Jones (YM, DJIA), and COT Report Russell 2000 track equity market sentiment. The COT Report SPX and COT Report indices show institutional positioning in stock index futures, revealing asset manager and hedge fund exposure to equity markets.
COT Report Agriculture & Grains
COT Report Corn, COT Report Wheat, COT Report Soybeans, COT Report Soybean Oil, COT Report Soybean Meal, COT Report Cotton, COT Report Sugar, COT Report Coffee, and COT Report Cocoa provide complete agricultural futures positioning. Each COT Report grain and COT Report soft commodity displays commercial farmer and merchant hedging activity versus large speculator positioning.
COT Report Livestock
COT Report Cattle (Live Cattle and Feeder Cattle), COT Report Lean Hogs, and other livestock markets show positioning by meat producers, processors, and speculators in animal protein futures.
COT Report Interest Rates & Bonds
COT Report Treasury bonds including COT Report 10-Year Note, COT Report 30-Year Bond, COT Report 5-Year Note, and COT Report 2-Year Note track fixed income positioning. The COT Report Eurodollar and COT Report SOFR futures reveal interest rate market sentiment from banks, hedge funds, and institutional traders.
What Data is Included in Each COT Report?
Every COT Report in this database includes comprehensive positioning data:
- COT Report Non-Commercial Data: Net positions, long positions, short positions, spreads, percentage of open interest, and weekly changes for large speculators including hedge funds, commodity trading advisors (CTAs), and money managers
- COT Report Commercial Data: Net positions, long positions, short positions, percentage of open interest, and weekly changes for commercial hedgers including producers, merchants, processors, and swap dealers
- COT Report Non-Reportable Data: Net positions, long positions, short positions, percentage of open interest, and weekly changes for small traders below CFTC reporting thresholds
- COT Report Open Interest: Total open interest for each market showing the total number of outstanding futures contracts
- COT Report Weekly Changes: Change in positions from previous week shown in both absolute values and percentages
How to Use COT Report Data for Trading
Traders and analysts use COT Report analysis to identify market sentiment, spot contrarian opportunities, and confirm trends. The COT Report positioning reveals what large speculators and commercial hedgers are doing in each market. When COT Report data shows extreme positioning by Non-Commercial traders, it often signals potential market reversals. Commercial trader positioning in the COT Report provides insights into fundamental supply and demand from actual producers and consumers.
COT Report updates are published every Friday by the CFTC with data as of Tuesday close. This latest COT Report database is updated weekly to provide the most current COT Report information for all 353 futures markets. Markets are organized by category for easier navigation and analysis.
COT Report data sourced from the Commodity Futures Trading Commission (CFTC). Professional COT Report analysis tools for traders, analysts, and market researchers.
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The information provided on this website is for general informational purposes only. It is not intended as financial or investment advice and should not be relied upon as such. Before making any financial or investment decisions, please consult a professional advisor who can provide tailored advice based on your specific needs and circumstances. Official COT data is published by the CFTC. COT-Reports.com is a platform that provides tools for analyzing Commitment of Traders (COT) data, market trends, and positioning insights, based on the latest and historical COT reports. We do not provide financial, investment, or trading advice, nor do we make recommendations to buy or sell any securities, derivatives, or financial instruments. All data and information provided through COT-Reports.com are for informational and educational purposes only and may not be accurate, complete, or up to date. Trading and investing involve significant risk of loss and may not be suitable for all investors. Past performance does not guarantee future results. Users are solely responsible for their own investment decisions. Always use a demo account to test the above COT data information.
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