| Detail |
The "Commitments of Traders" dataset is inherently intermittent (i.e., not every contract will have a reportable position every week), so expect scattered "ND" (missing) values in each time series. When converting to a lower frequency (which aggregates the counts of contracts), use the Data Buffet "ignore missing values" option; otherwise any aggregate period that contains "ND" will itself be "ND".
Our mnemonics embed the six-character CFTC contract market code, e.g., 0063CD in CFTC0063CDCPRSTW.IUSA. There are ten position-indicators per market code, e.g. CFTC0063CDCPRSTW.IUSA..
The series reside in the historical catalog (United States » Financial » Commitments of Traders (CFTC) » Combined futures and options report). Please consult the catalog for a full list, alphabetic by contract name.We periodically tidy the catalog by moving terminated contracts to the adjacent "discontinued" node.
Glossary
- 1st line = A kind of price used in futures and swap contracts
- ARA = Northern European petroleum delivery ports of "Amsterdam, Rotterdam, Antwerp"
- ARGUS cif ARA large cargo price assessments for propane and butane = Benchmark for LPG cargoes in northwest Europe, used in spot and term contracts. "Argus" is an independent media organization in London founded 1970, "cif" is an Incoterm, and "ARA" refers to the petroleum delivery ports of "Amsterdam, Rotterdam, Antwerp".
- BALMO = balance-of-month contract
- Bbl = barrel
- cif = "cost, insurance and freight" (Incoterm)
- CBOB = "conventional blendstock for oxygenate blending" or "conventional before oxygenate blending", a grade of motor gasoline
- CO2 = carbon dioxide
- ERCOT = Electrical Reliability Council of Texas, operator of the electrical grid that covers most of that state
- Eris = Eris Innovations, a swap futures complex partnered with CME Group and others
- gal = gallon
- HSFO = high sulfur fuel oil
- JCPL = Jersey Central Power & Light
- LPG = liquified petroleum gas, a mix of light gaseous hydrocarbons including propane and butane
- month_off_cap
- month_on_dap = day-ahead peak
- Mt Belvieu = a hydrocarbon storage facility in Mont Belvieu, Texas
- MWh = megawatt-hour
- NNG Ventura - Northern Natural Gas (an energy company) at Ventura in Hancock County, Iowa (a pooling point)
- NYISO.WEST = New York Independent System Operator (electric grid), western zone (a.k.a. Zone A)
- PJM = PJM Interconnection LLC, a regional transmission organization (Pennsylvania, New Jersey, Maryland)
- REC = renewable energy certificate
- REX = Rockies Express Pipeline, owned by Tallgrass Energy and Phillips 66. Zones 1, 2 and 3 are segments running from Opal, WY to Cheyenne, WY; to Mexico, MO; and to Clarington, OH, respectively.
- RGGI = Regional Greenhouse Gas Initiative
- SREC = solar renewable energy certificate
- Tri-RECs = Tri-qualified (viz., Pennsylvania, New Jersey, Maryland) renewable energy certificates
- USGC = U.S. Gulf Coast
Additions by week (start date)
| Start | Code | Market | Description | Units |
|---|
| 15 Jan |
0063CL |
IFED |
RGGI vintage 2019 |
1000 RGGI CO2 allowances |
| 5 Feb |
0063BF |
IFED |
NJ SREC vintage 2022 |
10 SRECS |
| 5 Feb |
344601 |
CBT |
5-year Eris Swap |
100 Ths. USD notional principal |
| 26 Feb |
0063CA |
IFED |
California carbon allowance vintage 2022 |
Ths. California carbon allowances |
| 26 Feb |
02141R |
IFED |
USGC HSFO Platts/Brent 1st Line |
Bbl |
| 5 Mar |
0063BY |
IFED |
Mass RECs Class 1 vintage 2020 |
100 MWh of renewable energy certificates |
| 26 Mar |
0063CJ |
IFED |
Calif carbon allowance vintage 2021 |
Ths. California carbon allowances |
| 2 Apr |
064EJJ |
NODX |
PJM.JCPL_month_off_cap |
MWh |
| 9 Apr |
06742T |
IFED |
Crude Diff TMX SW 1A Index |
Ths. Bbl |
| 16 Apr |
0063AQ |
IFED |
Mass RECs Class 1 vintage 2019 |
100 MWh of RECs |
| 30 Apr |
0063AM |
IFED |
Mass RECs Class 1 vintage 2018 |
100 MWh of RECs |
| 30 Apr |
111A34 |
NYMEX |
Gulf Coast CBOB Gas A2 PL RBOB |
Contracts of 42 Ths. gal. |
| 14 May |
064GAA |
NODX |
PJM.DEOK_month_on_dap |
MWh |
| 21 May |
06665Z |
NYMEX |
Mt Belvieu Normal Butane Balmo |
Contracts of 42 Ths. gal. |
| 4 Jun |
0066CC |
IFED |
NJ SRECs |
10 SRECs |
| 4 Jun |
0066CH |
IFED |
PJM Tri-RECs Class 1 |
100 MWh of RECs |
| 4 Jun |
0066DL |
IFED |
MASS COMPLIANCE RECs CLASS 1 |
100 MWh of Class 1 RECs |
| 4 Jun |
0066DN |
IFED |
Maryland solar REC |
10 SRECs |
| 25 Jun |
0063D9 |
IFED |
California carbon allowance vintage 2022 |
Ths. California carbon allowances |
| 1 Aug |
066411 |
IFED |
ARGUS cif ARA large final propane |
Ths. metric tons / Mil. kg |
| 1 Aug |
06741Q |
IFED |
WTI crude oil 1st line |
Ths. US Bbl per lot |
| 8 Aug |
0643IB |
IFED |
ERCOT North 345kV real-time peak daily M |
16 MWh |
| 27 Aug |
0233ED |
IFED |
REX Zone 3 index |
2500 MMBtu |
| 27 Aug |
343601 |
CBOT |
10-year Eris swap |
100 Ths. USD notional principal |
| 3 Sep |
0643ID |
IFED |
ERCOT North 345kV real-time peak 2x16 |
1 MW |
| 10 Sep |
02141V |
IFED |
Fuel oil NY 1% / Gulf Coast 3% |
Ths. Bbl |
| 17 Sep |
064DEU |
NODX |
NYISO.WEST_month_on_dap |
1 MWh |
| 17 Sep |
066652 |
NYME |
European propane cif ARA |
Contracts of 1000 metric tons |
| 1 Oct |
06741R |
IFED |
WTI 1st line-Brent 1st line |
Ths. Bbl |
| 22 Oct |
0063DK |
IFED |
CT RECs Class 1 |
100 MWh of Class 1 RECs |
| 29 Oct |
0233B7 |
IFED |
NNG Ventura financial index |
MMBtu |
| 12 Nov |
0063DP |
IFED |
Mass SREC carve out 1 |
10 SRECs |
| 24 Dec |
0063DJ |
IFED |
RGGI vintage 2020 |
1000 RGGI CO2 Allowances |
See also
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