Following consultation with our trading participants, EEX will publish a synthetic net Open Interest report on its website in addition to the open interest figures already available:
https://www.eex.com/en/market-data/environmental-markets/derivatives-market/european-emission-allowances-futures (below market data tables for futures and options).
In contrast to the open interest figures already available, the synthetic net OI considers proprietary accounts in net terms.
The additional data is for information purposes only and does not necessarily reflect the factual open interest. European Commodity Clearing’s (ECC) processing of accounts will remain unchanged. Positions kept in agent accounts and proprietary accounts are considered in gross terms, i.e. long and short positions can exist at the same time. Positions in the market maker positions accounts are considered in net terms, i.e. either a long or a short position will exist. The netting of positions can be performed by trading participants at any time, if desired.
Please do not hesitate to contact EEX Market Operations by phone +49 341 2156 222 if you have any further questions.
Contact
EEX Market Operations
T +49 341 2156-222 (Leipzig)
trading@eex.com