CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 42,989: 9,192 9,672 1,565 32,209 31,752 42,966 42,989: 23 0
Old : 42,989: 9,192 9,672 1,565 32,209 31,752 42,966 42,989: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 340: -55 315 25 370 0 340 340: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 22.5 3.6 74.9 73.9 99.9 100.0: 0.1 0.0
Old : 100.0: 21.4 22.5 3.6 74.9 73.9 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 4 3 19 10 32 16:
Old : 40: 11 4 3 19 10 32 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 65.8 62.7 87.8 42.9 64.9 62.1 85.7
Old : 42.9 65.8 62.7 87.8 42.9 64.9 62.1 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 116,735: 51,846 19,543 21,394 42,721 75,073 115,960 116,010: 775 725
Old : 116,735: 51,846 19,543 21,394 42,721 75,073 115,960 116,010: 775 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 4,686: 2,121 579 1,208 1,301 2,552 4,630 4,339: 57 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 16.7 18.3 36.6 64.3 99.3 99.4: 0.7 0.6
Old : 100.0: 44.4 16.7 18.3 36.6 64.3 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 24 9 15 26 21 55 40:
Old : 60: 24 9 15 26 21 55 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 34.8 50.2 56.0 27.7 28.8 37.5 42.6
Old : 35.6 34.8 50.2 56.0 27.7 28.8 37.5 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 41,091: 12,132 5,111 4,611 24,084 31,174 40,827 40,896: 264 195
Old : 41,091: 12,132 5,111 4,611 24,084 31,174 40,827 40,896: 264 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -250: -170 -87 151 -130 -214 -149 -150: -101 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 12.4 11.2 58.6 75.9 99.4 99.5: 0.6 0.5
Old : 100.0: 29.5 12.4 11.2 58.6 75.9 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 7 7 17 17 34 27:
Old : 41: 13 7 7 17 17 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 46.4 57.8 68.6 23.0 36.3 37.0 47.6
Old : 34.8 46.4 57.8 68.6 23.0 36.3 37.0 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 172,901: 43,261 117,593 3,125 126,515 52,183 172,901 172,901: 0 0
Old : 172,901: 43,261 117,593 3,125 126,515 52,183 172,901 172,901: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 2,645: 1,350 2,105 -5 1,300 545 2,645 2,645: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 68.0 1.8 73.2 30.2 100.0 100.0: 0.0 0.0
Old : 100.0: 25.0 68.0 1.8 73.2 30.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 11 4 14 10 21 23:
Old : 32: 5 11 4 14 10 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 76.8 85.8 91.1 68.7 71.7 83.1 80.0
Old : 68.7 76.8 85.8 91.1 68.7 71.7 83.1 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 35,092: 4,240 446 0 30,852 34,646 35,092 35,092: 0 0
Old : 35,092: 4,240 446 0 30,852 34,646 35,092 35,092: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1: 0 0 0 -1 -1 -1 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.3 0.0 87.9 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 12.1 1.3 0.0 87.9 98.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 0 13 7 16 9:
Old : 20: 3 2 0 13 7 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 97.6 91.0 99.7 65.9 93.1 84.8 93.1
Old : 71.5 97.6 91.0 99.7 65.9 93.1 84.8 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 118,535: 23,709 38,350 2,875 91,951 77,310 118,535 118,535: 0 0
Old : 118,535: 23,709 38,350 2,875 91,951 77,310 118,535 118,535: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -208: -490 0 383 -101 -591 -208 -208: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 32.4 2.4 77.6 65.2 100.0 100.0: 0.0 0.0
Old : 100.0: 20.0 32.4 2.4 77.6 65.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 4 4 14 14 23 21:
Old : 31: 8 4 4 14 14 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 74.8 77.2 88.4 41.4 61.7 62.5 73.4
Old : 50.9 74.8 77.2 88.4 41.4 61.7 62.5 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 16,392: 6,981 2,175 4,725 4,686 9,492 16,392 16,392: 0 0
Old : 16,392: 6,981 2,175 4,725 4,686 9,492 16,392 16,392: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -7: -7 0 0 0 -7 -7 -7: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 13.3 28.8 28.6 57.9 100.0 100.0: 0.0 0.0
Old : 100.0: 42.6 13.3 28.8 28.6 57.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 1 4 5 7 15 12:
Old : 20: 6 1 4 5 7 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 55.6 84.9 90.8 49.3 50.1 62.9 64.5
Old : 58.8 55.6 84.9 90.8 49.3 50.1 62.9 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 25,977: 8,940 500 1,250 15,777 24,227 25,967 25,977: 10 0
Old : 25,977: 8,940 500 1,250 15,777 24,227 25,967 25,977: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 4,322: 1,715 100 1,000 1,607 3,222 4,322 4,322: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 1.9 4.8 60.7 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 34.4 1.9 4.8 60.7 93.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 2 2 16 16 26 18:
Old : 29: 8 2 2 16 16 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 64.2 73.8 86.3 59.4 54.3 66.2 69.3
Old : 60.9 64.2 73.8 86.3 59.4 54.3 66.2 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of Class 1 Renewable Energy Cert :
: : :
All : 13,630: 1,688 2,650 850 11,092 10,130 13,630 13,630: 0 0
Old : 13,630: 1,688 2,650 850 11,092 10,130 13,630 13,630: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 19.4 6.2 81.4 74.3 100.0 100.0: 0.0 0.0
Old : 100.0: 12.4 19.4 6.2 81.4 74.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 5 2 11 9 15 15:
Old : 22: 3 5 2 11 9 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 67.7 89.6 84.7 58.3 67.7 81.1 81.6
Old : 64.8 67.7 89.6 84.7 58.3 67.7 81.1 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 37,624: 20,440 6,450 1,237 15,947 29,937 37,624 37,624: 0 0
Old : 37,624: 20,440 6,450 1,237 15,947 29,937 37,624 37,624: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 550: 900 0 -100 -250 650 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 17.1 3.3 42.4 79.6 100.0 100.0: 0.0 0.0
Old : 100.0: 54.3 17.1 3.3 42.4 79.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 2 3 15 11 22 15:
Old : 23: 6 2 3 15 11 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 72.5 92.8 94.6 69.6 69.4 80.3 81.5
Old : 76.3 72.5 92.8 94.6 69.6 69.4 80.3 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 45,721: 6,152 139 4,948 34,542 40,624 45,642 45,711: 79 10
Old : 45,721: 6,152 139 4,948 34,542 40,624 45,642 45,711: 79 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 2,209: 63 30 477 1,643 1,692 2,183 2,199: 26 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.3 10.8 75.5 88.9 99.8 100.0: 0.2 0.0
Old : 100.0: 13.5 0.3 10.8 75.5 88.9 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 3 6 25 25 34 33:
Old : 39: 8 3 6 25 25 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 51.8 81.4 78.6 16.6 17.0 21.8 23.4
Old : 53.8 51.8 81.4 78.6 16.6 17.0 21.8 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 39,468: 803 10,414 3,870 34,035 25,016 38,708 39,300: 760 168
Old : 39,468: 803 10,414 3,870 34,035 25,016 38,708 39,300: 760 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 2,257: 0 -480 1,230 1,027 1,497 2,257 2,247: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 26.4 9.8 86.2 63.4 98.1 99.6: 1.9 0.4
Old : 100.0: 2.0 26.4 9.8 86.2 63.4 98.1 99.6: 1.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 6 5 29 18 35 25:
Old : 39: 2 6 5 29 18 35 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 60.3 56.5 88.7 32.2 44.8 46.6 58.9
Old : 37.0 60.3 56.5 88.7 32.2 44.8 46.6 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,045,561: 217,976 238,756 376,829 4,421,962 4,408,146 5,016,767 5,023,731: 28,794 21,830
Old : 5,045,561: 217,976 238,756 376,829 4,421,962 4,408,146 5,016,767 5,023,731: 28,794 21,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 83,503: 2,065 20,682 25,025 61,176 40,449 88,266 86,156: -4,763 -2,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.7 7.5 87.6 87.4 99.4 99.6: 0.6 0.4
Old : 100.0: 4.3 4.7 7.5 87.6 87.4 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 34 37 50 145 122 207 182:
Old : 232: 34 37 50 145 122 207 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 41.2 43.8 58.9 25.2 40.1 39.6 55.3
Old : 27.2 41.2 43.8 58.9 25.2 40.1 39.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 990,552: 27,470 34,143 316,150 643,168 637,106 986,788 987,399: 3,764 3,153
Old : 990,552: 27,470 34,143 316,150 643,168 637,106 986,788 987,399: 3,764 3,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 64,130: 2,764 4,790 32,484 29,363 27,299 64,610 64,572: -480 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.4 31.9 64.9 64.3 99.6 99.7: 0.4 0.3
Old : 100.0: 2.8 3.4 31.9 64.9 64.3 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 13 14 25 52 47 78 73:
Old : 82: 13 14 25 52 47 78 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 53.7 70.0 70.4 6.5 9.3 9.1 10.7
Old : 52.8 53.7 70.0 70.4 6.5 9.3 9.1 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 273,173: 411 5,006 395 264,327 264,400 265,133 269,801: 8,040 3,372
Old : 273,173: 411 5,006 395 264,327 264,400 265,133 269,801: 8,040 3,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -8,118: 62 0 0 3,009 -7,495 3,071 -7,495: -11,189 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.8 0.1 96.8 96.8 97.1 98.8: 2.9 1.2
Old : 100.0: 0.2 1.8 0.1 96.8 96.8 97.1 98.8: 2.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 2 31 22 33 25:
Old : 35: 2 1 2 31 22 33 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 73.6 78.1 87.2 56.3 71.0 71.0 80.6
Old : 62.8 73.6 78.1 87.2 56.3 71.0 71.0 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 150,027: 270 6,646 1,608 145,053 136,149 146,931 144,403: 3,096 5,624
Old : 150,027: 270 6,646 1,608 145,053 136,149 146,931 144,403: 3,096 5,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -10,359: -1,851 -519 627 -8,659 -5,477 -9,883 -5,369: -476 -4,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.4 1.1 96.7 90.7 97.9 96.3: 2.1 3.7
Old : 100.0: 0.2 4.4 1.1 96.7 90.7 97.9 96.3: 2.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 2 5 31 28 36 33:
Old : 39: 3 2 5 31 28 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 39.6 83.5 63.4 61.5 35.2 72.4 54.2
Old : 67.7 39.6 83.5 63.4 61.5 35.2 72.4 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 330,712: 606 5,506 708 320,826 318,344 322,140 324,558: 8,572 6,154
Old : 330,712: 606 5,506 708 320,826 318,344 322,140 324,558: 8,572 6,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -22,257: -696 1,777 497 -16,199 -23,762 -16,398 -21,488: -5,859 -769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.7 0.2 97.0 96.3 97.4 98.1: 2.6 1.9
Old : 100.0: 0.2 1.7 0.2 97.0 96.3 97.4 98.1: 2.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 4 2 32 27 34 32:
Old : 43: 1 4 2 32 27 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 52.4 75.7 75.9 56.4 52.2 64.5 68.7
Old : 61.4 52.4 75.7 75.9 56.4 52.2 64.5 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 738,397: 1,838 9,093 4,172 725,222 723,405 731,232 736,670: 7,165 1,727
Old : 738,397: 1,838 9,093 4,172 725,222 723,405 731,232 736,670: 7,165 1,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 7,323: 0 180 -120 7,049 7,262 6,929 7,322: 394 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.2 0.6 98.2 98.0 99.0 99.8: 1.0 0.2
Old : 100.0: 0.2 1.2 0.6 98.2 98.0 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 3 3 38 25 42 28:
Old : 44: 1 3 3 38 25 42 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 67.2 63.3 92.3 37.3 66.5 61.7 90.2
Old : 38.6 67.2 63.3 92.3 37.3 66.5 61.7 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 382,650: 1,336 6,619 483 367,483 367,643 369,302 374,745: 13,348 7,905
Old : 382,650: 1,336 6,619 483 367,483 367,643 369,302 374,745: 13,348 7,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -19,425: -2,949 -240 0 -15,548 -18,362 -18,497 -18,602: -928 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.7 0.1 96.0 96.1 96.5 97.9: 3.5 2.1
Old : 100.0: 0.3 1.7 0.1 96.0 96.1 96.5 97.9: 3.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 1 2 44 39 47 42:
Old : 57: 3 1 2 44 39 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 40.5 65.8 63.0 45.4 32.1 56.9 50.3
Old : 46.6 40.5 65.8 63.0 45.4 32.1 56.9 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 488,113: 16,190 840 457 463,498 484,362 480,145 485,659: 7,968 2,454
Old : 488,113: 16,190 840 457 463,498 484,362 480,145 485,659: 7,968 2,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -22,869: 2,548 -328 -80 -22,806 -22,301 -20,338 -22,709: -2,531 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.2 0.1 95.0 99.2 98.4 99.5: 1.6 0.5
Old : 100.0: 3.3 0.2 0.1 95.0 99.2 98.4 99.5: 1.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 5 1 1 43 38 48 40:
Old : 61: 5 1 1 43 38 48 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 41.4 73.5 64.9 49.8 36.8 65.2 56.8
Old : 53.9 41.4 73.5 64.9 49.8 36.8 65.2 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 329,211: 0 4,030 697 322,735 316,568 323,432 321,295: 5,779 7,916
Old : 329,211: 0 4,030 697 322,735 316,568 323,432 321,295: 5,779 7,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -18,042: -480 -503 137 -16,696 -18,088 -17,039 -18,454: -1,003 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.2 98.0 96.2 98.2 97.6: 1.8 2.4
Old : 100.0: 0.0 1.2 0.2 98.0 96.2 98.2 97.6: 1.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 0 3 1 34 30 35 33:
Old : 46: 0 3 1 34 30 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 56.7 69.0 73.9 46.1 51.1 59.2 66.0
Old : 48.6 56.7 69.0 73.9 46.1 51.1 59.2 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 96,680: 2,310 0 1,966 88,450 92,016 92,726 93,982: 3,954 2,698
Old : 96,680: 2,310 0 1,966 88,450 92,016 92,726 93,982: 3,954 2,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -7,775: -982 0 62 -6,851 -7,000 -7,771 -6,938: -4 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 2.0 91.5 95.2 95.9 97.2: 4.1 2.8
Old : 100.0: 2.4 0.0 2.0 91.5 95.2 95.9 97.2: 4.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 3 21 22 24 25:
Old : 32: 3 0 3 21 22 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 60.9 80.8 81.8 65.6 60.9 74.7 81.3
Old : 69.1 60.9 80.8 81.8 65.6 60.9 74.7 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,404: 0 210 0 25,772 26,470 25,772 26,680: 1,632 724
Old : 27,404: 0 210 0 25,772 26,470 25,772 26,680: 1,632 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -10,850: 0 31 -31 -10,067 -8,719 -10,098 -8,719: -752 -2,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 94.0 96.6 94.0 97.4: 6.0 2.6
Old : 100.0: 0.0 0.8 0.0 94.0 96.6 94.0 97.4: 6.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 18 14 18 15:
Old : 28: 0 1 0 18 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 62.3 79.4 85.6 36.5 39.1 55.5 57.9
Old : 56.9 62.3 79.4 85.6 36.5 39.1 55.5 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 249,405: 0 339 162 243,763 243,785 243,925 244,286: 5,480 5,119
Old : 249,405: 0 339 162 243,763 243,785 243,925 244,286: 5,480 5,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -16,625: 0 -582 -540 -14,629 -14,562 -15,169 -15,684: -1,456 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.1 97.7 97.7 97.8 97.9: 2.2 2.1
Old : 100.0: 0.0 0.1 0.1 97.7 97.7 97.8 97.9: 2.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 1 1 23 26 24 27:
Old : 38: 0 1 1 23 26 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 45.5 84.2 74.6 75.5 45.5 82.4 71.8
Old : 75.5 45.5 84.2 74.6 75.5 45.5 82.4 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 168,522: 0 0 0 155,946 164,392 155,946 164,392: 12,576 4,130
Old : 168,522: 0 0 0 155,946 164,392 155,946 164,392: 12,576 4,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -7,492: 0 0 0 -5,090 -7,254 -5,090 -7,254: -2,402 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.5 97.5 92.5 97.5: 7.5 2.5
Old : 100.0: 0.0 0.0 0.0 92.5 97.5 92.5 97.5: 7.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 27 20 27 20:
Old : 31: 0 0 0 27 20 27 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 59.6 71.8 83.7 49.4 58.2 68.9 77.4
Old : 49.6 59.6 71.8 83.7 49.4 58.2 68.9 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 262,670: 0 0 0 259,766 259,651 259,766 259,651: 2,904 3,019
Old : 262,670: 0 0 0 259,766 259,651 259,766 259,651: 2,904 3,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -15,464: 0 0 0 -10,719 -14,138 -10,719 -14,138: -4,745 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 98.9 98.9 98.9: 1.1 1.1
Old : 100.0: 0.0 0.0 0.0 98.9 98.9 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 21 20 21 20:
Old : 33: 0 0 0 21 20 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 62.0 85.5 81.9 69.8 62.0 81.9 78.6
Old : 73.4 62.0 85.5 81.9 69.8 62.0 81.9 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,205: 3,180 0 0 21,830 25,649 25,010 25,649: 2,195 1,556
Old : 27,205: 3,180 0 0 21,830 25,649 25,010 25,649: 2,195 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -8,246: -496 0 0 -7,834 -8,905 -8,330 -8,905: 84 659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.0 0.0 80.2 94.3 91.9 94.3: 8.1 5.7
Old : 100.0: 11.7 0.0 0.0 80.2 94.3 91.9 94.3: 8.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 0 12 14 15 14:
Old : 27: 3 0 0 12 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 70.2 75.5 85.7 52.9 70.2 74.3 85.7
Old : 54.2 70.2 75.5 85.7 52.9 70.2 74.3 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 554,763: 18,149 6,673 3,505 525,246 537,199 546,900 547,377: 7,863 7,386
Old : 554,763: 18,149 6,673 3,505 525,246 537,199 546,900 547,377: 7,863 7,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -33,437: -750 -2,244 -64 -26,827 -24,269 -27,641 -26,577: -5,796 -6,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.2 0.6 94.7 96.8 98.6 98.7: 1.4 1.3
Old : 100.0: 3.3 1.2 0.6 94.7 96.8 98.6 98.7: 1.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 5 2 6 54 43 62 50:
Old : 71: 5 2 6 54 43 62 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 49.6 48.2 68.7 29.9 48.8 45.0 66.0
Old : 30.6 49.6 48.2 68.7 29.9 48.8 45.0 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 213,726: 0 794 1,591 206,985 204,551 208,576 206,936: 5,150 6,790
Old : 213,726: 0 794 1,591 206,985 204,551 208,576 206,936: 5,150 6,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -5,566: -536 0 64 -4,275 -4,466 -4,747 -4,402: -819 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.7 96.8 95.7 97.6 96.8: 2.4 3.2
Old : 100.0: 0.0 0.4 0.7 96.8 95.7 97.6 96.8: 2.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 1 25 28 26 29:
Old : 33: 0 1 1 25 28 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 55.3 77.5 76.6 35.6 39.7 50.7 49.1
Old : 49.0 55.3 77.5 76.6 35.6 39.7 50.7 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,494: 0 0 0 89,537 83,918 89,537 83,918: 3,957 9,576
Old : 93,494: 0 0 0 89,537 83,918 89,537 83,918: 3,957 9,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -5,125: 0 -240 0 -7,111 -6,359 -7,111 -6,599: 1,986 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.8 89.8 95.8 89.8: 4.2 10.2
Old : 100.0: 0.0 0.0 0.0 95.8 89.8 95.8 89.8: 4.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 21 19 21 19:
Old : 29: 0 0 0 21 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 59.3 77.2 75.2 56.4 57.1 72.6 67.5
Old : 57.4 59.3 77.2 75.2 56.4 57.1 72.6 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 156,918: 0 0 0 156,615 155,325 156,615 155,325: 303 1,593
Old : 156,918: 0 0 0 156,615 155,325 156,615 155,325: 303 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -58,330: -4,380 -4,350 0 -42,553 -53,218 -46,933 -57,568: -11,397 -762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.0 99.8 99.0: 0.2 1.0
Old : 100.0: 0.0 0.0 0.0 99.8 99.0 99.8 99.0: 0.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 16 18 16 18:
Old : 24: 0 0 0 16 18 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 65.6 83.0 87.8 58.4 63.9 74.5 77.3
Old : 65.5 65.6 83.0 87.8 58.4 63.9 74.5 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 164,661: 12,510 4,350 0 147,527 159,981 160,037 164,331: 4,624 330
Old : 164,661: 12,510 4,350 0 147,527 159,981 160,037 164,331: 4,624 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -73,625: -372 -12,121 0 -69,180 -60,414 -69,552 -72,535: -4,073 -1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.6 0.0 89.6 97.2 97.2 99.8: 2.8 0.2
Old : 100.0: 7.6 2.6 0.0 89.6 97.2 97.2 99.8: 2.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 4 3 0 36 37 40 40:
Old : 64: 4 3 0 36 37 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 52.8 68.4 73.8 35.1 42.3 46.5 53.1
Old : 51.0 52.8 68.4 73.8 35.1 42.3 46.5 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 147,938: 0 976 0 146,475 145,786 146,475 146,762: 1,463 1,176
Old : 147,938: 0 976 0 146,475 145,786 146,475 146,762: 1,463 1,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -16,935: 0 341 0 -16,901 -15,249 -16,901 -14,908: -34 -2,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 99.0 98.5 99.0 99.2: 1.0 0.8
Old : 100.0: 0.0 0.7 0.0 99.0 98.5 99.0 99.2: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 2 0 18 24 18 26:
Old : 37: 0 2 0 18 24 18 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 73.0 91.5 87.6 69.3 61.6 79.3 76.0
Old : 77.0 73.0 91.5 87.6 69.3 61.6 79.3 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 23,567: 0 0 0 22,657 23,082 22,657 23,082: 910 485
Old : 23,567: 0 0 0 22,657 23,082 22,657 23,082: 910 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -9,207: 0 0 0 -8,582 -8,618 -8,582 -8,618: -625 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.1 97.9 96.1 97.9: 3.9 2.1
Old : 100.0: 0.0 0.0 0.0 96.1 97.9 96.1 97.9: 3.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 12 11 12 11:
Old : 20: 0 0 0 12 11 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 66.4 90.5 86.7 63.6 66.3 87.2 86.2
Old : 63.6 66.4 90.5 86.7 63.6 66.3 87.2 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 259,339: 1,578 168 12,974 237,803 238,084 252,355 251,226: 6,984 8,113
Old : 259,339: 1,578 168 12,974 237,803 238,084 252,355 251,226: 6,984 8,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -12,271: -684 168 1,066 -10,325 -11,644 -9,943 -10,410: -2,328 -1,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.1 5.0 91.7 91.8 97.3 96.9: 2.7 3.1
Old : 100.0: 0.6 0.1 5.0 91.7 91.8 97.3 96.9: 2.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 1 4 34 33 38 37:
Old : 46: 3 1 4 34 33 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 38.6 67.7 61.5 47.6 35.3 60.5 50.6
Old : 49.5 38.6 67.7 61.5 47.6 35.3 60.5 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,070: 0 0 0 103,414 102,103 103,414 102,103: 7,656 8,967
Old : 111,070: 0 0 0 103,414 102,103 103,414 102,103: 7,656 8,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -6,006: 0 0 0 -4,366 -5,739 -4,366 -5,739: -1,640 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.1 91.9 93.1 91.9: 6.9 8.1
Old : 100.0: 0.0 0.0 0.0 93.1 91.9 93.1 91.9: 6.9 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 17 18 17:
Old : 23: 0 0 0 18 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 51.1 78.7 76.9 53.3 45.0 61.9 62.6
Old : 63.9 51.1 78.7 76.9 53.3 45.0 61.9 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 191,408: 0 2,591 233 188,287 187,006 188,520 189,830: 2,888 1,578
Old : 191,408: 0 2,591 233 188,287 187,006 188,520 189,830: 2,888 1,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -11,458: 0 -803 -120 -8,911 -9,349 -9,031 -10,272: -2,427 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.1 98.4 97.7 98.5 99.2: 1.5 0.8
Old : 100.0: 0.0 1.4 0.1 98.4 97.7 98.5 99.2: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 2 1 27 28 28 30:
Old : 39: 0 2 1 27 28 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 54.8 83.2 72.5 58.4 47.1 62.6 56.8
Old : 69.6 54.8 83.2 72.5 58.4 47.1 62.6 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 183,201: 0 1,168 0 168,120 177,575 168,120 178,743: 15,081 4,458
Old : 183,201: 0 1,168 0 168,120 177,575 168,120 178,743: 15,081 4,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -10,211: 0 -171 0 -9,823 -8,799 -9,823 -8,970: -388 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 91.8 96.9 91.8 97.6: 8.2 2.4
Old : 100.0: 0.0 0.6 0.0 91.8 96.9 91.8 97.6: 8.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 20 20 20 21:
Old : 28: 0 1 0 20 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 72.5 78.4 86.0 55.5 66.2 71.2 77.3
Old : 60.8 72.5 78.4 86.0 55.5 66.2 71.2 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,284: 0 0 0 75,566 77,549 75,566 77,549: 3,718 1,735
Old : 79,284: 0 0 0 75,566 77,549 75,566 77,549: 3,718 1,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -738: 0 0 0 -98 465 -98 465: -640 -1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 97.8 95.3 97.8: 4.7 2.2
Old : 100.0: 0.0 0.0 0.0 95.3 97.8 95.3 97.8: 4.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 22 20 22 20:
Old : 25: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 65.0 78.2 85.0 52.5 62.8 75.3 79.6
Old : 55.4 65.0 78.2 85.0 52.5 62.8 75.3 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,783: 0 0 0 28,685 29,351 28,685 29,351: 2,098 1,432
Old : 30,783: 0 0 0 28,685 29,351 28,685 29,351: 2,098 1,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -11,076: 0 0 0 -6,720 -10,518 -6,720 -10,518: -4,356 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.2 95.3 93.2 95.3: 6.8 4.7
Old : 100.0: 0.0 0.0 0.0 93.2 95.3 93.2 95.3: 6.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 11 14 11 14:
Old : 22: 0 0 0 11 14 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 79.4 89.9 89.3 74.4 79.4 89.1 88.1
Old : 75.2 79.4 89.9 89.3 74.4 79.4 89.1 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 193,997: 2,329 0 1,049 186,398 188,980 189,776 190,029: 4,221 3,968
Old : 193,997: 2,329 0 1,049 186,398 188,980 189,776 190,029: 4,221 3,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -5,556: -85 0 1,049 -4,885 -4,359 -3,921 -3,310: -1,635 -2,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.5 96.1 97.4 97.8 98.0: 2.2 2.0
Old : 100.0: 1.2 0.0 0.5 96.1 97.4 97.8 98.0: 2.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 15 17 17 18:
Old : 26: 2 0 1 15 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 64.9 91.0 82.8 69.3 64.0 83.8 79.5
Old : 72.7 64.9 91.0 82.8 69.3 64.0 83.8 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 170,728: 0 261 7,352 155,479 152,741 162,831 160,354: 7,897 10,374
Old : 170,728: 0 261 7,352 155,479 152,741 162,831 160,354: 7,897 10,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -19,344: 0 -241 -111 -15,230 -16,951 -15,341 -17,303: -4,003 -2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 4.3 91.1 89.5 95.4 93.9: 4.6 6.1
Old : 100.0: 0.0 0.2 4.3 91.1 89.5 95.4 93.9: 4.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 2 2 31 30 33 32:
Old : 41: 0 2 2 31 30 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 45.0 59.4 61.3 36.5 40.6 51.2 52.9
Old : 41.2 45.0 59.4 61.3 36.5 40.6 51.2 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 251,882: 217 12,827 537 245,605 235,503 246,359 248,867: 5,523 3,015
Old : 251,882: 217 12,827 537 245,605 235,503 246,359 248,867: 5,523 3,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -15,735: 217 -407 -97 -11,059 -13,379 -10,939 -13,883: -4,796 -1,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.1 0.2 97.5 93.5 97.8 98.8: 2.2 1.2
Old : 100.0: 0.1 5.1 0.2 97.5 93.5 97.8 98.8: 2.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 3 2 34 35 37 38:
Old : 51: 1 3 2 34 35 37 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 43.3 77.2 63.9 57.8 42.5 74.2 61.3
Old : 58.0 43.3 77.2 63.9 57.8 42.5 74.2 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 132,498: 2,185 0 773 126,327 128,894 129,285 129,667: 3,213 2,831
Old : 132,498: 2,185 0 773 126,327 128,894 129,285 129,667: 3,213 2,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -7,563: 194 -354 65 -6,404 -6,058 -6,145 -6,347: -1,418 -1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.6 95.3 97.3 97.6 97.9: 2.4 2.1
Old : 100.0: 1.6 0.0 0.6 95.3 97.3 97.6 97.9: 2.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 2 23 27 25 29:
Old : 35: 2 0 2 23 27 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 51.1 77.6 72.6 58.5 51.0 68.5 67.6
Old : 60.2 51.1 77.6 72.6 58.5 51.0 68.5 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 154,380: 0 0 0 147,783 152,422 147,783 152,422: 6,597 1,958
Old : 154,380: 0 0 0 147,783 152,422 147,783 152,422: 6,597 1,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -4,773: 0 0 0 -2,931 -3,357 -2,931 -3,357: -1,842 -1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.7 98.7 95.7 98.7: 4.3 1.3
Old : 100.0: 0.0 0.0 0.0 95.7 98.7 95.7 98.7: 4.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 18 20 18 20:
Old : 28: 0 0 0 18 20 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 58.6 86.9 79.9 71.4 53.7 79.8 70.1
Old : 75.8 58.6 86.9 79.9 71.4 53.7 79.8 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 59,881: 0 0 0 54,775 57,857 54,775 57,857: 5,106 2,024
Old : 59,881: 0 0 0 54,775 57,857 54,775 57,857: 5,106 2,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.5 96.6 91.5 96.6: 8.5 3.4
Old : 100.0: 0.0 0.0 0.0 91.5 96.6 91.5 96.6: 8.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 13 15 13:
Old : 20: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 65.3 80.3 85.6 59.2 64.1 75.3 81.5
Old : 60.8 65.3 80.3 85.6 59.2 64.1 75.3 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 37,634: 0 0 0 36,451 35,836 36,451 35,836: 1,183 1,798
Old : 37,634: 0 0 0 36,451 35,836 36,451 35,836: 1,183 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -5,835: 0 0 0 -5,586 -4,868 -5,586 -4,868: -249 -967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.9 95.2 96.9 95.2: 3.1 4.8
Old : 100.0: 0.0 0.0 0.0 96.9 95.2 96.9 95.2: 3.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 15 14 15 14:
Old : 25: 0 0 0 15 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 62.6 85.3 84.6 70.5 62.0 83.2 82.4
Old : 70.5 62.6 85.3 84.6 70.5 62.0 83.2 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 258,506: 0 0 0 236,932 257,019 236,932 257,019: 21,574 1,487
Old : 258,506: 0 0 0 236,932 257,019 236,932 257,019: 21,574 1,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -12,349: 0 0 0 -9,663 -11,580 -9,663 -11,580: -2,686 -769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.7 99.4 91.7 99.4: 8.3 0.6
Old : 100.0: 0.0 0.0 0.0 91.7 99.4 91.7 99.4: 8.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 25 16 25 16:
Old : 34: 0 0 0 25 16 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 74.4 61.9 94.4 40.8 74.4 61.5 91.4
Old : 41.0 74.4 61.9 94.4 40.8 74.4 61.5 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 89,319: 8,806 8,891 579 72,490 77,140 81,875 86,610: 7,444 2,709
Old : 89,319: 8,806 8,891 579 72,490 77,140 81,875 86,610: 7,444 2,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -6,601: 970 28 88 -4,032 -6,245 -2,974 -6,129: -3,627 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.0 0.6 81.2 86.4 91.7 97.0: 8.3 3.0
Old : 100.0: 9.9 10.0 0.6 81.2 86.4 91.7 97.0: 8.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 1 18 20 20 22:
Old : 27: 1 2 1 18 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 60.5 72.8 74.8 49.6 60.4 65.6 73.7
Old : 51.8 60.5 72.8 74.8 49.6 60.4 65.6 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 194,413: 1,976 0 0 188,972 190,625 190,948 190,625: 3,465 3,788
Old : 194,413: 1,976 0 0 188,972 190,625 190,948 190,625: 3,465 3,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -11,556: 0 0 0 -11,879 -6,569 -11,879 -6,569: 323 -4,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 97.2 98.1 98.2 98.1: 1.8 1.9
Old : 100.0: 1.0 0.0 0.0 97.2 98.1 98.2 98.1: 1.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 18 19 19 19:
Old : 26: 1 0 0 18 19 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 54.0 89.2 76.5 59.0 49.9 72.1 68.6
Old : 66.7 54.0 89.2 76.5 59.0 49.9 72.1 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 37,331: 4,888 1,065 6,584 25,411 29,535 36,882 37,183: 449 148
Old : 37,331: 4,888 1,065 6,584 25,411 29,535 36,882 37,183: 449 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,079: -184 61 -271 -449 -77 -904 -287: -175 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 2.9 17.6 68.1 79.1 98.8 99.6: 1.2 0.4
Old : 100.0: 13.1 2.9 17.6 68.1 79.1 98.8 99.6: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 6 16 26 27 43 43:
Old : 47: 11 6 16 26 27 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 43.0 63.2 61.8 26.4 24.2 32.0 30.1
Old : 41.1 43.0 63.2 61.8 26.4 24.2 32.0 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 40,018: 5,810 1,566 580 33,387 37,871 39,777 40,018: 241 0
Old : 40,018: 5,810 1,566 580 33,387 37,871 39,777 40,018: 241 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 342: 960 -24 0 -598 367 362 342: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.9 1.4 83.4 94.6 99.4 100.0: 0.6 0.0
Old : 100.0: 14.5 3.9 1.4 83.4 94.6 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 4 5 23 20 32 28:
Old : 39: 8 4 5 23 20 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 67.4 81.2 85.5 57.3 62.2 71.0 74.6
Old : 58.0 67.4 81.2 85.5 57.3 62.2 71.0 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 28,831: 1,909 125 791 25,999 27,897 28,699 28,813: 132 18
Old : 28,831: 1,909 125 791 25,999 27,897 28,699 28,813: 132 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 168: 175 0 50 -57 118 168 168: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.4 2.7 90.2 96.8 99.5 99.9: 0.5 0.1
Old : 100.0: 6.6 0.4 2.7 90.2 96.8 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 4 17 16 22 20:
Old : 26: 4 1 4 17 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 74.1 87.7 90.3 64.6 71.0 78.3 83.2
Old : 68.1 74.1 87.7 90.3 64.6 71.0 78.3 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 147,888: 11,166 4,130 7,875 128,567 135,823 147,608 147,828: 280 60
Old : 147,888: 11,166 4,130 7,875 128,567 135,823 147,608 147,828: 280 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -5,302: -72 327 -351 -2,038 -1,376 -2,461 -1,400: -2,841 -3,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.8 5.3 86.9 91.8 99.8 100.0: 0.2 0.0
Old : 100.0: 7.6 2.8 5.3 86.9 91.8 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 8 7 9 32 35 43 48:
Old : 52: 8 7 9 32 35 43 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 46.3 65.2 65.1 31.1 33.6 43.2 44.4
Old : 42.2 46.3 65.2 65.1 31.1 33.6 43.2 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 62,225: 1,374 5,653 569 60,282 55,982 62,225 62,204: 0 21
Old : 62,225: 1,374 5,653 569 60,282 55,982 62,225 62,204: 0 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 252: -107 -402 57 301 627 252 282: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 9.1 0.9 96.9 90.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 9.1 0.9 96.9 90.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 7 5 23 22 31 32:
Old : 42: 5 7 5 23 22 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 72.2 83.8 86.7 58.2 63.3 73.0 75.8
Old : 60.8 72.2 83.8 86.7 58.2 63.3 73.0 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 31,496: 525 225 0 30,971 31,271 31,496 31,496: 0 0
Old : 31,496: 525 225 0 30,971 31,271 31,496 31,496: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -503: 150 -50 0 -653 -453 -503 -503: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.7 0.0 98.3 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.7 0.0 98.3 99.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 3 0 10 18 14 21:
Old : 28: 4 3 0 10 18 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 76.4 97.9 90.0 79.3 67.4 85.5 80.9
Old : 85.5 76.4 97.9 90.0 79.3 67.4 85.5 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 65,672: 16,889 5,570 1,716 47,051 58,286 65,656 65,572: 16 100
Old : 65,672: 16,889 5,570 1,716 47,051 58,286 65,656 65,572: 16 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,827: -308 -47 -3 -2,512 -2,595 -2,823 -2,645: -4 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 8.5 2.6 71.6 88.8 100.0 99.8: 0.0 0.2
Old : 100.0: 25.7 8.5 2.6 71.6 88.8 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 2 3 25 24 30 28:
Old : 35: 4 2 3 25 24 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 53.9 75.2 74.8 51.6 43.9 61.4 56.4
Old : 55.9 53.9 75.2 74.8 51.6 43.9 61.4 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 86,716: 28,153 4,889 3,158 55,005 78,516 86,316 86,563: 400 153
Old : 86,716: 28,153 4,889 3,158 55,005 78,516 86,316 86,563: 400 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,933: -1,383 22 0 -2,481 -3,837 -3,864 -3,815: -69 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 5.6 3.6 63.4 90.5 99.5 99.8: 0.5 0.2
Old : 100.0: 32.5 5.6 3.6 63.4 90.5 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 6 3 26 26 32 34:
Old : 40: 5 6 3 26 26 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 59.2 70.4 77.8 49.4 50.4 62.7 65.5
Old : 52.0 59.2 70.4 77.8 49.4 50.4 62.7 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 74,403: 2,410 0 1,320 70,025 72,862 73,755 74,182: 648 221
Old : 74,403: 2,410 0 1,320 70,025 72,862 73,755 74,182: 648 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,184: -225 0 -25 -2,688 -2,554 -2,938 -2,579: -246 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 1.8 94.1 97.9 99.1 99.7: 0.9 0.3
Old : 100.0: 3.2 0.0 1.8 94.1 97.9 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 0 1 23 25 26 26:
Old : 37: 3 0 1 23 25 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 69.8 73.2 81.2 49.7 69.8 69.1 78.7
Old : 51.3 69.8 73.2 81.2 49.7 69.8 69.1 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 103,832: 3,465 0 1,595 98,323 102,005 103,383 103,600: 449 232
Old : 103,832: 3,465 0 1,595 98,323 102,005 103,383 103,600: 449 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -4,658: -365 -135 -137 -3,699 -3,928 -4,201 -4,200: -457 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 1.5 94.7 98.2 99.6 99.8: 0.4 0.2
Old : 100.0: 3.3 0.0 1.5 94.7 98.2 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 0 1 29 27 33 28:
Old : 41: 4 0 1 29 27 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 67.8 71.4 82.6 49.8 67.6 68.9 81.3
Old : 50.2 67.8 71.4 82.6 49.8 67.6 68.9 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,456: 0 0 0 47,156 47,131 47,156 47,131: 300 325
Old : 47,456: 0 0 0 47,156 47,131 47,156 47,131: 300 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,069: -25 0 0 -2,044 -2,059 -2,069 -2,059: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 99.3 99.4 99.3: 0.6 0.7
Old : 100.0: 0.0 0.0 0.0 99.4 99.3 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 22 19 22 19:
Old : 28: 0 0 0 22 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 90.8 90.0 95.5 66.0 86.4 82.0 89.1
Old : 67.4 90.8 90.0 95.5 66.0 86.4 82.0 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 23,519: 582 600 0 22,362 22,884 22,944 23,484: 575 35
Old : 23,519: 582 600 0 22,362 22,884 22,944 23,484: 575 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -287: 20 0 0 -292 -282 -272 -282: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.6 0.0 95.1 97.3 97.6 99.9: 2.4 0.1
Old : 100.0: 2.5 2.6 0.0 95.1 97.3 97.6 99.9: 2.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 0 20 20 22 21:
Old : 25: 2 1 0 20 20 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 59.5 73.5 82.8 30.7 41.0 42.3 49.3
Old : 48.1 59.5 73.5 82.8 30.7 41.0 42.3 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 12,510: 975 1,800 0 11,445 10,710 12,420 12,510: 90 0
Old : 12,510: 975 1,800 0 11,445 10,710 12,420 12,510: 90 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -920: -150 250 0 -770 -1,170 -920 -920: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 14.4 0.0 91.5 85.6 99.3 100.0: 0.7 0.0
Old : 100.0: 7.8 14.4 0.0 91.5 85.6 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 0 15 9 18 10:
Old : 21: 3 1 0 15 9 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 84.6 82.2 98.8 61.6 75.6 75.3 84.1
Old : 64.0 84.6 82.2 98.8 61.6 75.6 75.3 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 75,168: 7,988 7,615 3,953 62,951 63,459 74,893 75,028: 275 140
Old : 75,168: 7,988 7,615 3,953 62,951 63,459 74,893 75,028: 275 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -4,641: 75 -2,380 -38 -4,629 -2,223 -4,591 -4,640: -50 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.1 5.3 83.7 84.4 99.6 99.8: 0.4 0.2
Old : 100.0: 10.6 10.1 5.3 83.7 84.4 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 11 8 14 30 30 48 46:
Old : 53: 11 8 14 30 30 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 55.0 63.2 70.2 23.5 36.6 35.4 41.4
Old : 40.0 55.0 63.2 70.2 23.5 36.6 35.4 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,486: 1,275 3,185 1,125 19,775 17,834 22,175 22,144: 311 342
Old : 22,486: 1,275 3,185 1,125 19,775 17,834 22,175 22,144: 311 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -190: 250 -380 0 -435 190 -185 -190: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 14.2 5.0 87.9 79.3 98.6 98.5: 1.4 1.5
Old : 100.0: 5.7 14.2 5.0 87.9 79.3 98.6 98.5: 1.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 3 18 19 21 23:
Old : 26: 1 3 3 18 19 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 48.2 71.8 70.8 40.7 39.3 55.0 53.4
Old : 50.2 48.2 71.8 70.8 40.7 39.3 55.0 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 58,786: 460 25 25 58,151 58,516 58,636 58,566: 150 220
Old : 58,786: 460 25 25 58,151 58,516 58,636 58,566: 150 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,142: -50 0 0 -3,067 -3,137 -3,117 -3,137: -25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 98.9 99.5 99.7 99.6: 0.3 0.4
Old : 100.0: 0.8 0.0 0.0 98.9 99.5 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 1 22 21 25 22:
Old : 34: 2 1 1 22 21 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 83.2 88.3 92.6 61.6 80.7 79.1 84.8
Old : 64.5 83.2 88.3 92.6 61.6 80.7 79.1 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 35,670: 2,095 1,623 32 32,768 33,777 34,895 35,432: 775 238
Old : 35,670: 2,095 1,623 32 32,768 33,777 34,895 35,432: 775 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -425: 23 45 -135 -281 -327 -393 -417: -32 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 4.6 0.1 91.9 94.7 97.8 99.3: 2.2 0.7
Old : 100.0: 5.9 4.6 0.1 91.9 94.7 97.8 99.3: 2.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 5 1 22 22 26 27:
Old : 33: 3 5 1 22 22 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 48.6 77.1 73.4 34.1 39.8 44.1 48.5
Old : 56.6 48.6 77.1 73.4 34.1 39.8 44.1 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 66,276: 2,952 200 0 62,941 65,896 65,893 66,096: 383 180
Old : 66,276: 2,952 200 0 62,941 65,896 65,893 66,096: 383 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,611: -27 0 0 -2,054 -3,481 -2,081 -3,481: -1,530 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.3 0.0 95.0 99.4 99.4 99.7: 0.6 0.3
Old : 100.0: 4.5 0.3 0.0 95.0 99.4 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 23 18 25 19:
Old : 29: 2 1 0 23 18 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 88.6 76.8 96.8 54.7 83.5 70.8 84.8
Old : 58.7 88.6 76.8 96.8 54.7 83.5 70.8 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 73,044: 3,731 3,800 60 68,515 69,184 72,306 73,044: 738 0
Old : 73,044: 3,731 3,800 60 68,515 69,184 72,306 73,044: 738 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -4,022: -85 0 0 -2,427 -3,922 -2,512 -3,922: -1,510 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.2 0.1 93.8 94.7 99.0 100.0: 1.0 0.0
Old : 100.0: 5.1 5.2 0.1 93.8 94.7 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 24 20 26 22:
Old : 31: 2 1 1 24 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 78.1 77.6 94.6 50.5 72.2 66.9 80.0
Old : 56.9 78.1 77.6 94.6 50.5 72.2 66.9 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 90,937: 2,919 2,055 1,131 86,800 87,716 90,850 90,902: 87 35
Old : 90,937: 2,919 2,055 1,131 86,800 87,716 90,850 90,902: 87 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -4,220: 442 -50 -357 -4,315 -3,788 -4,230 -4,195: 10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.3 1.2 95.5 96.5 99.9 100.0: 0.1 0.0
Old : 100.0: 3.2 2.3 1.2 95.5 96.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 3 5 22 27 28 33:
Old : 39: 4 3 5 22 27 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 54.5 78.2 79.4 60.6 50.5 73.8 69.4
Old : 61.9 54.5 78.2 79.4 60.6 50.5 73.8 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 115,964: 3,184 7,087 2,733 109,850 106,138 115,767 115,958: 197 6
Old : 115,964: 3,184 7,087 2,733 109,850 106,138 115,767 115,958: 197 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -5,834: 337 766 -1,032 -5,140 -5,553 -5,835 -5,819: 1 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.1 2.4 94.7 91.5 99.8 100.0: 0.2 0.0
Old : 100.0: 2.7 6.1 2.4 94.7 91.5 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 6 12 6 22 32 31 47:
Old : 52: 6 12 6 22 32 31 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 50.3 74.7 74.5 53.2 47.6 66.3 61.4
Old : 56.4 50.3 74.7 74.5 53.2 47.6 66.3 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 56,886: 0 2,780 295 56,591 53,766 56,886 56,841: 0 45
Old : 56,886: 0 2,780 295 56,591 53,766 56,886 56,841: 0 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,939: 0 -295 -5 -1,934 -1,639 -1,939 -1,939: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.5 99.5 94.5 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 4.9 0.5 99.5 94.5 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 6 1 18 16 19 22:
Old : 28: 0 6 1 18 16 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.1 83.6 96.5 92.9 81.3 79.9 91.7 88.4
Old : 83.1 83.6 96.5 92.9 81.3 79.9 91.7 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 44,000: 0 1,350 0 44,000 42,650 44,000 44,000: 0 0
Old : 44,000: 0 1,350 0 44,000 42,650 44,000 44,000: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 95: 0 50 0 95 45 95 95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 100.0 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.1 0.0 100.0 96.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 4 0 12 8 12 12:
Old : 21: 0 4 0 12 8 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.7 95.1 98.2 98.0 81.7 92.5 95.5 95.1
Old : 81.7 95.1 98.2 98.0 81.7 92.5 95.5 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 55,513: 1,381 503 355 53,245 54,640 54,981 55,498: 532 15
Old : 55,513: 1,381 503 355 53,245 54,640 54,981 55,498: 532 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,043: -148 1 -62 -490 -883 -700 -944: -343 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.9 0.6 95.9 98.4 99.0 100.0: 1.0 0.0
Old : 100.0: 2.5 0.9 0.6 95.9 98.4 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 2 20 21 23 24:
Old : 28: 3 1 2 20 21 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 81.7 74.5 90.4 42.2 76.0 63.0 78.4
Old : 50.5 81.7 74.5 90.4 42.2 76.0 63.0 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 52,088: 8,367 108 1,644 41,826 50,173 51,837 51,925: 251 163
Old : 52,088: 8,367 108 1,644 41,826 50,173 51,837 51,925: 251 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,844: -238 -13 -2 -1,380 -1,684 -1,620 -1,699: -224 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 0.2 3.2 80.3 96.3 99.5 99.7: 0.5 0.3
Old : 100.0: 16.1 0.2 3.2 80.3 96.3 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 1 4 21 23 27 27:
Old : 32: 5 1 4 21 23 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 67.0 79.7 80.6 54.7 63.2 72.0 75.2
Old : 58.5 67.0 79.7 80.6 54.7 63.2 72.0 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,655: 1,790 250 500 32,291 33,854 34,581 34,604: 74 51
Old : 34,655: 1,790 250 500 32,291 33,854 34,581 34,604: 74 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,351: -60 0 60 -866 -1,064 -866 -1,004: -485 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.7 1.4 93.2 97.7 99.8 99.9: 0.2 0.1
Old : 100.0: 5.2 0.7 1.4 93.2 97.7 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 17 14 20 16:
Old : 24: 2 1 2 17 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 83.2 78.3 96.8 57.3 80.8 75.9 89.8
Old : 58.2 83.2 78.3 96.8 57.3 80.8 75.9 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 31,630: 1,775 320 420 29,364 30,870 31,559 31,610: 71 20
Old : 31,630: 1,775 320 420 29,364 30,870 31,559 31,610: 71 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,405: -35 0 60 -1,066 -1,155 -1,041 -1,095: -364 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.0 1.3 92.8 97.6 99.8 99.9: 0.2 0.1
Old : 100.0: 5.6 1.0 1.3 92.8 97.6 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 17 12 19 14:
Old : 24: 2 1 1 17 12 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 83.1 78.9 96.7 55.5 80.5 76.0 89.6
Old : 57.1 83.1 78.9 96.7 55.5 80.5 76.0 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 29,070: 663 2,707 515 27,836 25,839 29,014 29,061: 56 9
Old : 29,070: 663 2,707 515 27,836 25,839 29,014 29,061: 56 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -995: -220 247 420 -831 -1,336 -631 -669: -364 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.3 1.8 95.8 88.9 99.8 100.0: 0.2 0.0
Old : 100.0: 2.3 9.3 1.8 95.8 88.9 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 5 2 22 23 25 29:
Old : 35: 2 5 2 22 23 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 56.3 88.9 73.0 71.2 55.3 84.3 71.7
Old : 72.9 56.3 88.9 73.0 71.2 55.3 84.3 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 23,017: 50 2,305 50 22,388 20,512 22,488 22,867: 529 150
Old : 23,017: 50 2,305 50 22,388 20,512 22,488 22,867: 529 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,249: 0 -85 0 -540 -340 -540 -425: -709 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 10.0 0.2 97.3 89.1 97.7 99.3: 2.3 0.7
Old : 100.0: 0.2 10.0 0.2 97.3 89.1 97.7 99.3: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 1 13 17 15 21:
Old : 25: 1 4 1 13 17 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 69.4 94.8 83.5 83.0 65.6 90.7 78.8
Old : 83.3 69.4 94.8 83.5 83.0 65.6 90.7 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 50,365: 4,635 3,992 3,092 42,530 43,251 50,257 50,335: 108 30
Old : 50,365: 4,635 3,992 3,092 42,530 43,251 50,257 50,335: 108 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -59: -65 94 352 -186 -359 101 87: -160 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.9 6.1 84.4 85.9 99.8 99.9: 0.2 0.1
Old : 100.0: 9.2 7.9 6.1 84.4 85.9 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 5 4 24 28 32 35:
Old : 42: 6 5 4 24 28 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 51.1 76.6 69.4 42.3 48.8 54.2 58.7
Old : 53.8 51.1 76.6 69.4 42.3 48.8 54.2 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 39,311: 885 4,200 819 37,337 34,152 39,041 39,171: 270 140
Old : 39,311: 885 4,200 819 37,337 34,152 39,041 39,171: 270 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -791: 5 273 62 -568 -776 -501 -441: -290 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 10.7 2.1 95.0 86.9 99.3 99.6: 0.7 0.4
Old : 100.0: 2.3 10.7 2.1 95.0 86.9 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 5 23 19 28 24:
Old : 32: 1 3 5 23 19 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 64.5 81.9 82.8 51.6 61.6 64.0 72.6
Old : 65.3 64.5 81.9 82.8 51.6 61.6 64.0 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 17,934: 0 200 300 17,529 17,434 17,829 17,934: 105 0
Old : 17,934: 0 200 300 17,529 17,434 17,829 17,934: 105 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 130: -100 0 250 -20 -120 130 130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 1.7 97.7 97.2 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 1.1 1.7 97.7 97.2 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 4 2 13 15 15 19:
Old : 24: 0 4 2 13 15 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 79.9 89.9 90.9 64.0 75.2 77.4 80.8
Old : 74.2 79.9 89.9 90.9 64.0 75.2 77.4 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,670: 720 225 750 12,140 12,695 13,610 13,670: 60 0
Old : 13,670: 720 225 750 12,140 12,695 13,610 13,670: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,192: -160 0 0 -1,012 -610 -1,172 -610: -20 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 1.6 5.5 88.8 92.9 99.6 100.0: 0.4 0.0
Old : 100.0: 5.3 1.6 5.5 88.8 92.9 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 12 9 13 13:
Old : 21: 1 3 1 12 9 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 86.9 88.1 96.7 51.4 84.0 77.7 88.6
Old : 56.2 86.9 88.1 96.7 51.4 84.0 77.7 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,133: 120 1,975 1,075 14,878 13,083 16,073 16,133: 60 0
Old : 16,133: 120 1,975 1,075 14,878 13,083 16,073 16,133: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,218: -160 0 0 -805 -355 -965 -355: -253 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 12.2 6.7 92.2 81.1 99.6 100.0: 0.4 0.0
Old : 100.0: 0.7 12.2 6.7 92.2 81.1 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 1 13 11 14 16:
Old : 23: 1 4 1 13 11 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 85.0 85.0 94.0 50.6 80.5 77.5 85.3
Old : 56.1 85.0 85.0 94.0 50.6 80.5 77.5 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,322: 780 1,300 705 19,608 19,281 21,093 21,286: 229 36
Old : 21,322: 780 1,300 705 19,608 19,281 21,093 21,286: 229 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,010: -145 -360 0 -1,818 -935 -1,963 -1,295: -47 -715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 6.1 3.3 92.0 90.4 98.9 99.8: 1.1 0.2
Old : 100.0: 3.7 6.1 3.3 92.0 90.4 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 16 15 18 18:
Old : 26: 2 1 2 16 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 53.7 88.1 84.4 69.8 49.6 80.0 74.8
Old : 70.6 53.7 88.1 84.4 69.8 49.6 80.0 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,343: 620 1,300 660 18,872 18,348 20,152 20,308: 191 35
Old : 20,343: 620 1,300 660 18,872 18,348 20,152 20,308: 191 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,919: -160 -310 0 -1,684 -845 -1,844 -1,155: -75 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 6.4 3.2 92.8 90.2 99.1 99.8: 0.9 0.2
Old : 100.0: 3.0 6.4 3.2 92.8 90.2 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 15 13 17 16:
Old : 25: 2 1 2 15 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 53.8 89.4 85.4 71.3 51.7 81.8 76.0
Old : 73.4 53.8 89.4 85.4 71.3 51.7 81.8 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,778: 6,230 325 1,180 47,241 53,273 54,651 54,778: 127 0
Old : 54,778: 6,230 325 1,180 47,241 53,273 54,651 54,778: 127 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,486: 215 -75 -290 -2,546 -2,516 -2,621 -2,881: -865 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.6 2.2 86.2 97.3 99.8 100.0: 0.2 0.0
Old : 100.0: 11.4 0.6 2.2 86.2 97.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 2 21 16 25 20:
Old : 31: 4 2 2 21 16 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 83.7 81.6 96.4 55.9 76.6 72.9 83.3
Old : 62.3 83.7 81.6 96.4 55.9 76.6 72.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,405: 6,660 720 710 46,893 52,975 54,263 54,405: 142 0
Old : 54,405: 6,660 720 710 46,893 52,975 54,263 54,405: 142 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,515: 195 -170 -270 -2,444 -2,500 -2,519 -2,940: -996 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 1.3 1.3 86.2 97.4 99.7 100.0: 0.3 0.0
Old : 100.0: 12.2 1.3 1.3 86.2 97.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 3 2 21 17 25 21:
Old : 31: 3 3 2 21 17 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 85.3 81.6 95.6 58.6 78.3 74.7 84.3
Old : 62.7 85.3 81.6 95.6 58.6 78.3 74.7 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 124,354: 4,425 13,700 720 118,990 109,726 124,135 124,146: 219 208
Old : 124,354: 4,425 13,700 720 118,990 109,726 124,135 124,146: 219 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,424: -710 -780 -5 -1,610 -245 -2,325 -1,030: -99 -1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 11.0 0.6 95.7 88.2 99.8 99.8: 0.2 0.2
Old : 100.0: 3.6 11.0 0.6 95.7 88.2 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 4 6 34 28 43 36:
Old : 51: 7 4 6 34 28 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 50.1 65.5 79.6 44.1 48.1 57.2 65.3
Old : 44.5 50.1 65.5 79.6 44.1 48.1 57.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 139,203: 3,870 15,120 1,340 133,863 122,743 139,073 139,203: 130 0
Old : 139,203: 3,870 15,120 1,340 133,863 122,743 139,073 139,203: 130 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -4,062: -210 -1,315 -375 -3,030 1,246 -3,615 -444: -447 -3,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 10.9 1.0 96.2 88.2 99.9 100.0: 0.1 0.0
Old : 100.0: 2.8 10.9 1.0 96.2 88.2 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 6 4 37 30 45 38:
Old : 55: 6 6 4 37 30 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 50.1 66.7 79.6 45.8 45.4 60.2 70.4
Old : 46.3 50.1 66.7 79.6 45.8 45.4 60.2 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 359,675: 22,917 21,410 38,078 298,058 300,067 359,053 359,555: 622 120
Old : 359,675: 22,917 21,410 38,078 298,058 300,067 359,053 359,555: 622 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -15,333: -8 669 -2,365 -10,268 -13,337 -12,641 -15,032: -2,692 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.0 10.6 82.9 83.4 99.8 100.0: 0.2 0.0
Old : 100.0: 6.4 6.0 10.6 82.9 83.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 19 20 20 41 41 67 74:
Old : 86: 19 20 20 41 41 67 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 38.8 59.3 61.6 20.6 19.2 29.1 27.1
Old : 39.7 38.8 59.3 61.6 20.6 19.2 29.1 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,780: 3,720 0 125 15,816 19,645 19,661 19,770: 119 10
Old : 19,780: 3,720 0 125 15,816 19,645 19,661 19,770: 119 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,770: -195 0 -25 -1,063 -130 -1,283 -155: -487 -1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 0.0 0.6 80.0 99.3 99.4 99.9: 0.6 0.1
Old : 100.0: 18.8 0.0 0.6 80.0 99.3 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 2 18 7 21 9:
Old : 23: 3 0 2 18 7 21 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 93.9 78.3 99.7 53.7 87.0 77.0 90.7
Old : 53.9 93.9 78.3 99.7 53.7 87.0 77.0 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,709: 3,570 665 85 14,873 17,959 18,528 18,709: 181 0
Old : 18,709: 3,570 665 85 14,873 17,959 18,528 18,709: 181 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,685: -345 -150 0 -1,218 -194 -1,563 -344: -122 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 3.6 0.5 79.5 96.0 99.0 100.0: 1.0 0.0
Old : 100.0: 19.1 3.6 0.5 79.5 96.0 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 2 16 7 19 9:
Old : 22: 2 1 2 16 7 19 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 92.4 81.0 99.7 56.2 87.5 78.7 90.3
Old : 56.2 92.4 81.0 99.7 56.2 87.5 78.7 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 3,890: 51 205 258 3,027 2,675 3,336 3,138: 554 752
Old : 3,890: 51 205 258 3,027 2,675 3,336 3,138: 554 752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 114: 5 11 13 70 114 88 138: 26 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.3 6.6 77.8 68.8 85.8 80.7: 14.2 19.3
Old : 100.0: 1.3 5.3 6.6 77.8 68.8 85.8 80.7: 14.2 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 5 4 18 20 22 26:
Old : 27: 1 5 4 18 20 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 22.9 57.8 42.0 26.1 13.2 32.3 19.8
Old : 36.1 22.9 57.8 42.0 26.1 13.2 32.3 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 39,054: 6,084 1,805 104 32,587 36,896 38,775 38,805: 279 249
Old : 39,054: 6,084 1,805 104 32,587 36,896 38,775 38,805: 279 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 892: 205 0 0 713 742 918 742: -25 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 4.6 0.3 83.4 94.5 99.3 99.4: 0.7 0.6
Old : 100.0: 15.6 4.6 0.3 83.4 94.5 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 2 2 33 31 38 35:
Old : 46: 5 2 2 33 31 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 51.1 62.8 67.4 35.4 38.1 44.6 49.1
Old : 42.8 51.1 62.8 67.4 35.4 38.1 44.6 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 13,451: 341 6 174 12,670 12,922 13,185 13,102: 266 349
Old : 13,451: 341 6 174 12,670 12,922 13,185 13,102: 266 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 454: 0 -30 36 431 460 467 466: -13 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 1.3 94.2 96.1 98.0 97.4: 2.0 2.6
Old : 100.0: 2.5 0.0 1.3 94.2 96.1 98.0 97.4: 2.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 3 24 25 28 28:
Old : 34: 2 1 3 24 25 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 45.1 81.8 64.4 35.8 26.9 44.2 40.7
Old : 63.4 45.1 81.8 64.4 35.8 26.9 44.2 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 10,339: 404 105 311 9,001 9,655 9,716 10,071: 623 268
Old : 10,339: 404 105 311 9,001 9,655 9,716 10,071: 623 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 16: -55 0 50 6 -54 1 -4: 15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.0 3.0 87.1 93.4 94.0 97.4: 6.0 2.6
Old : 100.0: 3.9 1.0 3.0 87.1 93.4 94.0 97.4: 6.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 1 4 29 27 33 32:
Old : 41: 4 1 4 29 27 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 42.0 59.0 63.7 25.4 25.6 35.2 40.8
Old : 42.1 42.0 59.0 63.7 25.4 25.6 35.2 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 34,928: 714 2,132 323 33,872 32,098 34,909 34,553: 19 375
Old : 34,928: 714 2,132 323 33,872 32,098 34,909 34,553: 19 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 276: 0 197 -172 448 251 276 276: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 6.1 0.9 97.0 91.9 99.9 98.9: 0.1 1.1
Old : 100.0: 2.0 6.1 0.9 97.0 91.9 99.9 98.9: 0.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 5 3 22 25 28 31:
Old : 43: 4 5 3 22 25 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 55.0 88.5 72.9 76.0 53.0 81.7 67.7
Old : 81.1 55.0 88.5 72.9 76.0 53.0 81.7 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 66,366: 2,966 3,801 2,270 60,220 58,812 65,456 64,883: 910 1,483
Old : 66,366: 2,966 3,801 2,270 60,220 58,812 65,456 64,883: 910 1,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 929: 113 -252 40 491 804 644 592: 285 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.7 3.4 90.7 88.6 98.6 97.8: 1.4 2.2
Old : 100.0: 4.5 5.7 3.4 90.7 88.6 98.6 97.8: 1.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 12 13 15 57 55 76 76:
Old : 90: 12 13 15 57 55 76 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 44.8 47.0 54.5 24.4 40.9 35.9 46.4
Old : 28.8 44.8 47.0 54.5 24.4 40.9 35.9 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 34,339: 2,835 0 75 31,239 34,204 34,149 34,279: 190 60
Old : 34,339: 2,835 0 75 31,239 34,204 34,149 34,279: 190 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,134: 0 0 0 -1,119 -1,119 -1,119 -1,119: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 0.2 91.0 99.6 99.4 99.8: 0.6 0.2
Old : 100.0: 8.3 0.0 0.2 91.0 99.6 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 1 22 20 23 21:
Old : 33: 1 0 1 22 20 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 68.1 78.6 88.5 51.2 68.1 75.9 85.6
Old : 51.2 68.1 78.6 88.5 51.2 68.1 75.9 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 8,527: 915 45 515 6,957 7,812 8,387 8,372: 140 155
Old : 8,527: 915 45 515 6,957 7,812 8,387 8,372: 140 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 25: 75 -70 55 -185 50 -55 35: 80 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.5 6.0 81.6 91.6 98.4 98.2: 1.6 1.8
Old : 100.0: 10.7 0.5 6.0 81.6 91.6 98.4 98.2: 1.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 2 16 9 19 11:
Old : 22: 2 1 2 16 9 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 73.7 77.0 94.0 48.3 64.5 69.4 74.6
Old : 51.4 73.7 77.0 94.0 48.3 64.5 69.4 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 226,603: 0 0 0 216,884 209,800 216,884 209,800: 9,719 16,803
Old : 226,603: 0 0 0 216,884 209,800 216,884 209,800: 9,719 16,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 4,789: 0 0 0 7,307 4,359 7,307 4,359: -2,518 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.7 92.6 95.7 92.6: 4.3 7.4
Old : 100.0: 0.0 0.0 0.0 95.7 92.6 95.7 92.6: 4.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 16 14 16:
Old : 21: 0 0 0 14 16 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 67.5 91.7 86.3 76.5 67.5 87.3 86.3
Old : 77.5 67.5 91.7 86.3 76.5 67.5 87.3 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2019