CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 38,097: 9,557 9,307 1,065 27,452 27,725 38,074 38,097: 23 0
Old : 38,097: 9,557 9,307 1,065 27,452 27,725 38,074 38,097: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 29: 0 0 0 29 29 29 29: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 24.4 2.8 72.1 72.8 99.9 100.0: 0.1 0.0
Old : 100.0: 25.1 24.4 2.8 72.1 72.8 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 : 38: 11 3 2 18 10 30 15:
Old : 38: 11 3 2 18 10 30 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 : 42.1 74.2 63.2 92.3 41.9 74.2 62.9 91.9
Old : 42.1 74.2 63.2 92.3 41.9 74.2 62.9 91.9
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, July 23, 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 : 113,822: 50,631 23,950 23,446 39,715 66,415 113,792 113,812: 30 10
Old : 113,822: 50,631 23,950 23,446 39,715 66,415 113,792 113,812: 30 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,362: -22 896 1,926 -17 -935 1,887 1,887: -525 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 21.0 20.6 34.9 58.4 100.0 100.0: 0.0 0.0
Old : 100.0: 44.5 21.0 20.6 34.9 58.4 100.0 100.0: 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 : 66: 24 12 18 28 21 60 43:
Old : 66: 24 12 18 28 21 60 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 : 36.5 31.5 51.3 53.2 28.5 26.4 39.4 36.9
Old : 36.5 31.5 51.3 53.2 28.5 26.4 39.4 36.9
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, July 23, 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 : 43,080: 15,693 5,455 4,375 22,955 33,251 43,023 43,080: 58 0
Old : 43,080: 15,693 5,455 4,375 22,955 33,251 43,023 43,080: 58 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -49: 435 -109 -209 -274 269 -49 -49: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 12.7 10.2 53.3 77.2 99.9 100.0: 0.1 0.0
Old : 100.0: 36.4 12.7 10.2 53.3 77.2 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 : 45: 16 7 9 15 18 35 30:
Old : 45: 16 7 9 15 18 35 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 : 34.4 43.2 57.7 67.5 24.3 37.0 38.1 51.0
Old : 34.4 43.2 57.7 67.5 24.3 37.0 38.1 51.0
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 183,247: 46,761 121,993 3,725 132,761 57,529 183,247 183,247: 0 0
Old : 183,247: 46,761 121,993 3,725 132,761 57,529 183,247 183,247: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 6,711: -400 2,750 400 6,711 3,561 6,711 6,711: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 66.6 2.0 72.4 31.4 100.0 100.0: 0.0 0.0
Old : 100.0: 25.5 66.6 2.0 72.4 31.4 100.0 100.0: 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 : 33: 4 11 5 15 10 23 23:
Old : 33: 4 11 5 15 10 23 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 : 67.0 74.7 85.4 88.7 67.0 70.8 82.6 80.4
Old : 67.0 74.7 85.4 88.7 67.0 70.8 82.6 80.4
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, July 23, 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 : 35,547: 4,240 421 0 31,307 35,126 35,547 35,547: 0 0
Old : 35,547: 4,240 421 0 31,307 35,126 35,547 35,547: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 10: 0 0 0 10 10 10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.2 0.0 88.1 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 11.9 1.2 0.0 88.1 98.8 100.0 100.0: 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 : 70.3 97.3 89.6 99.6 64.8 91.8 83.5 91.8
Old : 70.3 97.3 89.6 99.6 64.8 91.8 83.5 91.8
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, July 23, 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 : 125,469: 23,848 39,664 5,287 96,334 80,518 125,469 125,469: 0 0
Old : 125,469: 23,848 39,664 5,287 96,334 80,518 125,469 125,469: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,179: 204 0 0 975 1,179 1,179 1,179: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 31.6 4.2 76.8 64.2 100.0 100.0: 0.0 0.0
Old : 100.0: 19.0 31.6 4.2 76.8 64.2 100.0 100.0: 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 : 33: 8 5 2 15 14 23 21:
Old : 33: 8 5 2 15 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 : 50.1 72.6 75.3 86.0 40.7 59.9 61.0 70.8
Old : 50.1 72.6 75.3 86.0 40.7 59.9 61.0 70.8
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, July 23, 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 : 16,456: 7,245 2,150 4,725 4,486 9,581 16,456 16,456: 0 0
Old : 16,456: 7,245 2,150 4,725 4,486 9,581 16,456 16,456: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 13.1 28.7 27.3 58.2 100.0 100.0: 0.0 0.0
Old : 100.0: 44.0 13.1 28.7 27.3 58.2 100.0 100.0: 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 : 21: 6 1 4 4 8 14 13:
Old : 21: 6 1 4 4 8 14 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 : 59.4 55.3 85.0 90.0 50.0 49.8 63.1 65.2
Old : 59.4 55.3 85.0 90.0 50.0 49.8 63.1 65.2
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, July 23, 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 : 29,406: 7,800 1,510 1,350 20,256 26,546 29,406 29,406: 0 0
Old : 29,406: 7,800 1,510 1,350 20,256 26,546 29,406 29,406: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 71: 25 0 0 46 71 71 71: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 5.1 4.6 68.9 90.3 100.0 100.0: 0.0 0.0
Old : 100.0: 26.5 5.1 4.6 68.9 90.3 100.0 100.0: 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 : 31: 9 2 2 18 14 29 16:
Old : 31: 9 2 2 18 14 29 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 : 50.3 66.9 72.3 86.1 44.0 51.9 61.6 66.7
Old : 50.3 66.9 72.3 86.1 44.0 51.9 61.6 66.7
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, July 23, 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 : 14,705: 2,888 3,200 650 11,167 10,855 14,705 14,705: 0 0
Old : 14,705: 2,888 3,200 650 11,167 10,855 14,705 14,705: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 325: 350 150 -250 225 425 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 21.8 4.4 75.9 73.8 100.0 100.0: 0.0 0.0
Old : 100.0: 19.6 21.8 4.4 75.9 73.8 100.0 100.0: 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 : 24: 5 5 2 11 10 17 16:
Old : 24: 5 5 2 11 10 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 : 63.0 73.4 87.9 86.7 59.0 73.4 83.0 83.8
Old : 63.0 73.4 87.9 86.7 59.0 73.4 83.0 83.8
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 39,845: 22,421 6,350 1,137 16,287 32,358 39,845 39,845: 0 0
Old : 39,845: 22,421 6,350 1,137 16,287 32,358 39,845 39,845: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 15.9 2.9 40.9 81.2 100.0 100.0: 0.0 0.0
Old : 100.0: 56.3 15.9 2.9 40.9 81.2 100.0 100.0: 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 : 23: 6 2 3 15 10 22 14:
Old : 23: 6 2 3 15 10 22 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 : 73.2 75.7 91.9 96.0 66.0 72.4 79.0 80.7
Old : 73.2 75.7 91.9 96.0 66.0 72.4 79.0 80.7
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 41,667: 2,219 1,070 5,188 34,178 35,379 41,585 41,637: 82 30
Old : 41,667: 2,219 1,070 5,188 34,178 35,379 41,585 41,637: 82 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,644: 141 3 -145 1,650 1,796 1,646 1,654: -2 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.6 12.5 82.0 84.9 99.8 99.9: 0.2 0.1
Old : 100.0: 5.3 2.6 12.5 82.0 84.9 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 : 40: 6 4 8 28 25 37 34:
Old : 40: 6 4 8 28 25 37 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 : 53.5 43.7 77.2 75.8 16.6 17.2 22.1 22.8
Old : 53.5 43.7 77.2 75.8 16.6 17.2 22.1 22.8
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 45,165: 2,429 3,490 5,515 36,472 36,006 44,416 45,011: 749 154
Old : 45,165: 2,429 3,490 5,515 36,472 36,006 44,416 45,011: 749 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 549: 555 15 -190 184 714 549 539: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 7.7 12.2 80.8 79.7 98.3 99.7: 1.7 0.3
Old : 100.0: 5.4 7.7 12.2 80.8 79.7 98.3 99.7: 1.7 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 : 39: 7 2 3 26 21 34 25:
Old : 39: 7 2 3 26 21 34 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 : 44.1 60.2 67.2 86.5 30.8 40.4 41.8 49.5
Old : 44.1 60.2 67.2 86.5 30.8 40.4 41.8 49.5
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,010,730: 184,454 151,304 392,557 4,403,264 4,440,276 4,980,275 4,984,137: 30,455 26,593
Old : 5,010,730: 184,454 151,304 392,557 4,403,264 4,440,276 4,980,275 4,984,137: 30,455 26,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 20,655: 37,839 13,879 -39,653 23,067 43,651 21,253 17,877: -598 2,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.0 7.8 87.9 88.6 99.4 99.5: 0.6 0.5
Old : 100.0: 3.7 3.0 7.8 87.9 88.6 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 : 233: 32 37 51 151 120 210 182:
Old : 233: 32 37 51 151 120 210 182:
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 : 26.8 42.9 41.7 59.5 24.3 41.5 37.4 56.5
Old : 26.8 42.9 41.7 59.5 24.3 41.5 37.4 56.5
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,002,842: 37,797 30,922 305,164 655,974 663,556 998,934 999,642: 3,908 3,200
Old : 1,002,842: 37,797 30,922 305,164 655,974 663,556 998,934 999,642: 3,908 3,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 20,508: 6,809 -2,901 -920 14,778 24,337 20,667 20,515: -159 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.1 30.4 65.4 66.2 99.6 99.7: 0.4 0.3
Old : 100.0: 3.8 3.1 30.4 65.4 66.2 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 : 84: 14 14 25 53 48 79 75:
Old : 84: 14 14 25 53 48 79 75:
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 : 52.2 52.1 68.6 69.2 6.7 9.8 9.8 10.8
Old : 52.2 52.1 68.6 69.2 6.7 9.8 9.8 10.8
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, July 23, 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 : 271,223: 175 5,006 910 251,011 262,399 252,096 268,315: 19,127 2,908
Old : 271,223: 175 5,006 910 251,011 262,399 252,096 268,315: 19,127 2,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,913: 0 0 0 1,902 1,763 1,902 1,763: 11 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.8 0.3 92.5 96.7 92.9 98.9: 7.1 1.1
Old : 100.0: 0.1 1.8 0.3 92.5 96.7 92.9 98.9: 7.1 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 : 35: 2 1 2 29 24 31 27:
Old : 35: 2 1 2 29 24 31 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 : 63.8 72.7 78.0 84.8 57.1 68.8 70.7 77.1
Old : 63.8 72.7 78.0 84.8 57.1 68.8 70.7 77.1
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, July 23, 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 : 157,485: 1,595 10,089 796 152,094 140,799 154,485 151,684: 3,000 5,801
Old : 157,485: 1,595 10,089 796 152,094 140,799 154,485 151,684: 3,000 5,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,939: 392 528 122 3,362 2,673 3,876 3,323: -937 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 6.4 0.5 96.6 89.4 98.1 96.3: 1.9 3.7
Old : 100.0: 1.0 6.4 0.5 96.6 89.4 98.1 96.3: 1.9 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 : 40: 3 3 6 29 27 35 33:
Old : 40: 3 3 6 29 27 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 : 66.0 46.3 83.4 68.3 60.9 43.6 76.0 62.8
Old : 66.0 46.3 83.4 68.3 60.9 43.6 76.0 62.8
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, July 23, 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 : 332,339: 1,950 2,821 2,284 317,572 319,345 321,806 324,450: 10,533 7,889
Old : 332,339: 1,950 2,821 2,284 317,572 319,345 321,806 324,450: 10,533 7,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 4,277: 905 1,288 343 2,760 4,884 4,008 6,515: 269 -2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.8 0.7 95.6 96.1 96.8 97.6: 3.2 2.4
Old : 100.0: 0.6 0.8 0.7 95.6 96.1 96.8 97.6: 3.2 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 : 46: 3 3 5 32 29 37 35:
Old : 46: 3 3 5 32 29 37 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 : 64.4 52.2 77.2 75.9 57.8 50.5 66.6 70.6
Old : 64.4 52.2 77.2 75.9 57.8 50.5 66.6 70.6
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, July 23, 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 : 766,155: 2,749 9,013 3,561 751,651 752,100 757,961 764,674: 8,194 1,481
Old : 766,155: 2,749 9,013 3,561 751,651 752,100 757,961 764,674: 8,194 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 16,416: 61 -255 65 14,982 16,575 15,108 16,385: 1,308 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.2 0.5 98.1 98.2 98.9 99.8: 1.1 0.2
Old : 100.0: 0.4 1.2 0.5 98.1 98.2 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 : 45: 2 2 3 39 27 43 30:
Old : 45: 2 2 3 39 27 43 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 : 38.5 64.0 63.4 91.5 37.0 63.1 61.4 89.2
Old : 38.5 64.0 63.4 91.5 37.0 63.1 61.4 89.2
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, July 23, 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 : 389,755: 1,179 5,275 764 369,259 378,229 371,202 384,268: 18,553 5,487
Old : 389,755: 1,179 5,275 764 369,259 378,229 371,202 384,268: 18,553 5,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 4,478: 52 -889 -23 4,740 4,994 4,769 4,082: -291 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.4 0.2 94.7 97.0 95.2 98.6: 4.8 1.4
Old : 100.0: 0.3 1.4 0.2 94.7 97.0 95.2 98.6: 4.8 1.4
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 : 60: 2 2 2 46 41 49 44:
Old : 60: 2 2 2 46 41 49 44:
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 : 46.4 40.6 65.8 63.1 44.0 33.7 58.1 51.7
Old : 46.4 40.6 65.8 63.1 44.0 33.7 58.1 51.7
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, July 23, 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 : 498,387: 18,767 1,411 787 470,220 492,468 489,774 494,666: 8,613 3,721
Old : 498,387: 18,767 1,411 787 470,220 492,468 489,774 494,666: 8,613 3,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 21,572: 2,142 475 176 19,424 20,508 21,742 21,159: -170 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.3 0.2 94.3 98.8 98.3 99.3: 1.7 0.7
Old : 100.0: 3.8 0.3 0.2 94.3 98.8 98.3 99.3: 1.7 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 : 61: 3 4 3 41 41 46 46:
Old : 61: 3 4 3 41 41 46 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 : 52.2 41.4 70.9 63.7 48.6 38.0 64.3 55.4
Old : 52.2 41.4 70.9 63.7 48.6 38.0 64.3 55.4
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, July 23, 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 : 340,642: 0 4,956 943 334,253 327,154 335,196 333,053: 5,446 7,589
Old : 340,642: 0 4,956 943 334,253 327,154 335,196 333,053: 5,446 7,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 9,508: 0 1,266 294 8,803 8,270 9,097 9,830: 411 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.3 98.1 96.0 98.4 97.8: 1.6 2.2
Old : 100.0: 0.0 1.5 0.3 98.1 96.0 98.4 97.8: 1.6 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 : 52: 0 5 4 37 30 41 36:
Old : 52: 0 5 4 37 30 41 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 : 47.6 53.5 68.8 72.2 43.9 51.6 60.0 67.6
Old : 47.6 53.5 68.8 72.2 43.9 51.6 60.0 67.6
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,205: 1,558 285 975 93,776 95,378 96,309 96,638: 3,896 3,567
Old : 100,205: 1,558 285 975 93,776 95,378 96,309 96,638: 3,896 3,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 6,165: 277 -31 -308 6,073 6,289 6,042 5,950: 123 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.3 1.0 93.6 95.2 96.1 96.4: 3.9 3.6
Old : 100.0: 1.6 0.3 1.0 93.6 95.2 96.1 96.4: 3.9 3.6
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 : 32: 2 1 3 22 21 25 24:
Old : 32: 2 1 3 22 21 25 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 : 71.9 60.2 82.0 79.5 67.1 60.2 74.0 78.4
Old : 71.9 60.2 82.0 79.5 67.1 60.2 74.0 78.4
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 31,640: 0 744 0 30,683 30,462 30,683 31,206: 957 434
Old : 31,640: 0 744 0 30,683 30,462 30,683 31,206: 957 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,790: 0 62 0 2,697 2,728 2,697 2,790: 93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 97.0 96.3 97.0 98.6: 3.0 1.4
Old : 100.0: 0.0 2.4 0.0 97.0 96.3 97.0 98.6: 3.0 1.4
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 : 33: 0 2 0 20 17 20 19:
Old : 33: 0 2 0 20 17 20 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 : 45.3 54.0 71.4 75.7 40.9 41.5 61.5 62.2
Old : 45.3 54.0 71.4 75.7 40.9 41.5 61.5 62.2
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 251,752: 1,311 0 274 243,571 244,805 245,156 245,079: 6,596 6,673
Old : 251,752: 1,311 0 274 243,571 244,805 245,156 245,079: 6,596 6,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 8,011: -1,299 0 62 7,679 8,326 6,442 8,388: 1,569 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.1 96.8 97.2 97.4 97.3: 2.6 2.7
Old : 100.0: 0.5 0.0 0.1 96.8 97.2 97.4 97.3: 2.6 2.7
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 : 38: 1 0 1 22 26 23 27:
Old : 38: 1 0 1 22 26 23 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 : 74.6 45.7 84.1 73.8 74.6 45.7 82.7 70.3
Old : 74.6 45.7 84.1 73.8 74.6 45.7 82.7 70.3
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, July 23, 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 : 170,929: 0 0 0 160,635 167,644 160,635 167,644: 10,294 3,285
Old : 170,929: 0 0 0 160,635 167,644 160,635 167,644: 10,294 3,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -581: 0 0 0 -634 -522 -634 -522: 53 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.0 98.1 94.0 98.1: 6.0 1.9
Old : 100.0: 0.0 0.0 0.0 94.0 98.1 94.0 98.1: 6.0 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 : 34: 0 0 0 28 22 28 22:
Old : 34: 0 0 0 28 22 28 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 : 52.8 58.3 71.5 84.8 52.7 57.9 68.3 78.2
Old : 52.8 58.3 71.5 84.8 52.7 57.9 68.3 78.2
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 276,722: 0 0 0 274,071 273,883 274,071 273,883: 2,651 2,839
Old : 276,722: 0 0 0 274,071 273,883 274,071 273,883: 2,651 2,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,582: 0 0 0 1,582 1,551 1,582 1,551: 0 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 99.0 99.0 99.0: 1.0 1.0
Old : 100.0: 0.0 0.0 0.0 99.0 99.0 99.0 99.0: 1.0 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 : 36: 0 0 0 24 23 24 23:
Old : 36: 0 0 0 24 23 24 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 : 66.7 54.7 83.1 76.2 62.1 52.6 77.6 69.5
Old : 66.7 54.7 83.1 76.2 62.1 52.6 77.6 69.5
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 34,419: 3,193 0 0 29,505 33,404 32,698 33,404: 1,721 1,015
Old : 34,419: 3,193 0 0 29,505 33,404 32,698 33,404: 1,721 1,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,449: 0 0 0 2,232 2,263 2,232 2,263: 217 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.0 0.0 85.7 97.1 95.0 97.1: 5.0 2.9
Old : 100.0: 9.3 0.0 0.0 85.7 97.1 95.0 97.1: 5.0 2.9
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 : 27: 2 0 0 17 16 19 16:
Old : 27: 2 0 0 17 16 19 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 68.9 73.0 81.8 53.3 63.6 70.3 74.6
Old : 56.1 68.9 73.0 81.8 53.3 63.6 70.3 74.6
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 576,731: 20,585 9,161 4,602 544,739 556,459 569,926 570,222: 6,805 6,509
Old : 576,731: 20,585 9,161 4,602 544,739 556,459 569,926 570,222: 6,805 6,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 13,758: -155 3,337 -53 13,503 9,981 13,295 13,265: 463 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.6 0.8 94.5 96.5 98.8 98.9: 1.2 1.1
Old : 100.0: 3.6 1.6 0.8 94.5 96.5 98.8 98.9: 1.2 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 : 74: 3 4 6 58 50 65 57:
Old : 74: 3 4 6 58 50 65 57:
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 : 26.8 51.3 46.0 72.3 26.1 50.6 44.5 67.7
Old : 26.8 51.3 46.0 72.3 26.1 50.6 44.5 67.7
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 212,609: 0 2 2,162 205,014 202,885 207,176 205,049: 5,433 7,560
Old : 212,609: 0 2 2,162 205,014 202,885 207,176 205,049: 5,433 7,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 7,964: -209 2 212 8,093 8,979 8,096 9,193: -132 -1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 1.0 96.4 95.4 97.4 96.4: 2.6 3.6
Old : 100.0: 0.0 0.0 1.0 96.4 95.4 97.4 96.4: 2.6 3.6
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 : 32: 0 1 1 25 25 26 26:
Old : 32: 0 1 1 25 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 : 51.5 61.9 77.1 78.9 40.6 48.4 54.8 56.7
Old : 51.5 61.9 77.1 78.9 40.6 48.4 54.8 56.7
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 92,041: 0 0 0 87,565 83,719 87,565 83,719: 4,476 8,322
Old : 92,041: 0 0 0 87,565 83,719 87,565 83,719: 4,476 8,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 319: 0 0 0 644 638 644 638: -325 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.1 91.0 95.1 91.0: 4.9 9.0
Old : 100.0: 0.0 0.0 0.0 95.1 91.0 95.1 91.0: 4.9 9.0
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: 0 0 0 23 20 23 20:
Old : 32: 0 0 0 23 20 23 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 : 54.4 58.5 72.7 75.6 52.8 55.1 68.0 66.4
Old : 54.4 58.5 72.7 75.6 52.8 55.1 68.0 66.4
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 190,552: 0 341 0 189,182 188,252 189,182 188,593: 1,370 1,959
Old : 190,552: 0 341 0 189,182 188,252 189,182 188,593: 1,370 1,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 10,515: 0 341 0 9,845 9,225 9,845 9,566: 670 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 99.3 98.8 99.3 99.0: 0.7 1.0
Old : 100.0: 0.0 0.2 0.0 99.3 98.8 99.3 99.0: 0.7 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 : 38: 0 1 0 24 28 24 29:
Old : 38: 0 1 0 24 28 24 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 : 61.1 62.2 82.0 81.7 51.2 59.9 65.8 67.6
Old : 61.1 62.2 82.0 81.7 51.2 59.9 65.8 67.6
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 186,488: 2,170 4,526 0 178,784 180,481 180,954 185,007: 5,534 1,481
Old : 186,488: 2,170 4,526 0 178,784 180,481 180,954 185,007: 5,534 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 12,574: 0 341 0 11,842 12,140 11,842 12,481: 732 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.4 0.0 95.9 96.8 97.0 99.2: 3.0 0.8
Old : 100.0: 1.2 2.4 0.0 95.9 96.8 97.0 99.2: 3.0 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 : 54: 4 3 0 31 34 35 37:
Old : 54: 4 3 0 31 34 35 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 : 57.1 56.9 75.4 70.9 41.9 46.3 52.2 55.6
Old : 57.1 56.9 75.4 70.9 41.9 46.3 52.2 55.6
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 163,985: 0 1,333 0 162,513 161,662 162,513 162,995: 1,472 990
Old : 163,985: 0 1,333 0 162,513 161,662 162,513 162,995: 1,472 990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 12,370: 0 744 0 12,463 11,254 12,463 11,998: -93 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 99.1 98.6 99.1 99.4: 0.9 0.6
Old : 100.0: 0.0 0.8 0.0 99.1 98.6 99.1 99.4: 0.9 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 : 38: 0 1 0 19 26 19 27:
Old : 38: 0 1 0 19 26 19 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 : 71.9 68.1 88.7 87.2 66.1 58.3 81.1 77.3
Old : 71.9 68.1 88.7 87.2 66.1 58.3 81.1 77.3
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 23,138: 0 248 0 22,456 22,431 22,456 22,679: 682 459
Old : 23,138: 0 248 0 22,456 22,431 22,456 22,679: 682 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 97.1 96.9 97.1 98.0: 2.9 2.0
Old : 100.0: 0.0 1.1 0.0 97.1 96.9 97.1 98.0: 2.9 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 : 20: 0 1 0 11 12 11 13:
Old : 20: 0 1 0 11 12 11 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 : 68.0 57.2 92.7 87.3 65.3 55.9 89.3 86.0
Old : 68.0 57.2 92.7 87.3 65.3 55.9 89.3 86.0
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 272,513: 11 1,478 13,562 251,674 250,862 265,247 265,902: 7,266 6,611
Old : 272,513: 11 1,478 13,562 251,674 250,862 265,247 265,902: 7,266 6,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,544: -760 0 0 2,178 1,418 1,418 1,418: 126 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 5.0 92.4 92.1 97.3 97.6: 2.7 2.4
Old : 100.0: 0.0 0.5 5.0 92.4 92.1 97.3 97.6: 2.7 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 : 47: 1 2 2 36 35 38 38:
Old : 47: 1 2 2 36 35 38 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 : 46.7 34.7 66.0 55.6 44.4 28.3 57.0 41.7
Old : 46.7 34.7 66.0 55.6 44.4 28.3 57.0 41.7
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,024: 0 0 0 106,037 104,191 106,037 104,191: 8,987 10,833
Old : 115,024: 0 0 0 106,037 104,191 106,037 104,191: 8,987 10,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 7,509: 0 0 0 6,531 6,806 6,531 6,806: 978 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.2 90.6 92.2 90.6: 7.8 9.4
Old : 100.0: 0.0 0.0 0.0 92.2 90.6 92.2 90.6: 7.8 9.4
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 : 26: 0 0 0 20 19 20 19:
Old : 26: 0 0 0 20 19 20 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 : 63.0 49.2 78.9 71.6 52.9 44.7 60.2 57.9
Old : 63.0 49.2 78.9 71.6 52.9 44.7 60.2 57.9
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 192,406: 372 2,924 639 188,896 186,200 189,907 189,763: 2,499 2,643
Old : 192,406: 372 2,924 639 188,896 186,200 189,907 189,763: 2,499 2,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,929: 372 0 435 2,643 2,919 3,450 3,354: -521 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.5 0.3 98.2 96.8 98.7 98.6: 1.3 1.4
Old : 100.0: 0.2 1.5 0.3 98.2 96.8 98.7 98.6: 1.3 1.4
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 : 40: 1 2 2 25 28 27 31:
Old : 40: 1 2 2 25 28 27 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 : 67.4 52.4 83.3 68.7 58.0 45.2 63.7 54.4
Old : 67.4 52.4 83.3 68.7 58.0 45.2 63.7 54.4
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 183,331: 0 829 0 175,586 177,726 175,586 178,555: 7,745 4,776
Old : 183,331: 0 829 0 175,586 177,726 175,586 178,555: 7,745 4,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,468: 0 32 0 7,893 641 7,893 673: -6,425 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 95.8 96.9 95.8 97.4: 4.2 2.6
Old : 100.0: 0.0 0.5 0.0 95.8 96.9 95.8 97.4: 4.2 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 21 19 21 20:
Old : 28: 0 1 0 21 19 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 : 60.3 70.4 78.8 83.8 54.2 64.3 72.1 75.4
Old : 60.3 70.4 78.8 83.8 54.2 64.3 72.1 75.4
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,819: 0 0 0 80,732 82,427 80,732 82,427: 4,087 2,392
Old : 84,819: 0 0 0 80,732 82,427 80,732 82,427: 4,087 2,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,099: 0 0 0 1,856 2,099 1,856 2,099: 243 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.2 97.2 95.2 97.2: 4.8 2.8
Old : 100.0: 0.0 0.0 0.0 95.2 97.2 95.2 97.2: 4.8 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 : 25: 0 0 0 23 18 23 18:
Old : 25: 0 0 0 23 18 23 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 : 52.9 63.1 77.9 82.3 49.0 61.3 73.8 75.0
Old : 52.9 63.1 77.9 82.3 49.0 61.3 73.8 75.0
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,064: 524 0 0 24,058 24,586 24,582 24,586: 1,482 1,478
Old : 26,064: 524 0 0 24,058 24,586 24,582 24,586: 1,482 1,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 775: 0 0 0 558 775 558 775: 217 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 92.3 94.3 94.3 94.3: 5.7 5.7
Old : 100.0: 2.0 0.0 0.0 92.3 94.3 94.3 94.3: 5.7 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 : 24: 1 0 0 14 11 15 11:
Old : 24: 1 0 0 14 11 15 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 : 60.9 75.0 81.5 90.8 60.6 75.0 80.3 90.8
Old : 60.9 75.0 81.5 90.8 60.6 75.0 80.3 90.8
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 207,301: 5,959 0 0 197,037 202,732 202,996 202,732: 4,305 4,569
Old : 207,301: 5,959 0 0 197,037 202,732 202,996 202,732: 4,305 4,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 3,861: 0 0 0 4,442 4,031 4,442 4,031: -581 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 95.0 97.8 97.9 97.8: 2.1 2.2
Old : 100.0: 2.9 0.0 0.0 95.0 97.8 97.9 97.8: 2.1 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 : 27: 2 0 0 16 20 18 20:
Old : 27: 2 0 0 16 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 : 70.1 65.4 89.8 82.8 67.1 64.7 82.2 78.9
Old : 70.1 65.4 89.8 82.8 67.1 64.7 82.2 78.9
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 175,072: 54 1,808 7,590 159,488 151,683 167,132 161,081: 7,940 13,991
Old : 175,072: 54 1,808 7,590 159,488 151,683 167,132 161,081: 7,940 13,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 6,029: 54 296 -114 5,287 2,387 5,227 2,569: 802 3,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 4.3 91.1 86.6 95.5 92.0: 4.5 8.0
Old : 100.0: 0.0 1.0 4.3 91.1 86.6 95.5 92.0: 4.5 8.0
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 : 43: 1 2 3 29 30 32 34:
Old : 43: 1 2 3 29 30 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 : 42.5 46.7 60.2 61.6 39.7 41.1 54.5 52.8
Old : 42.5 46.7 60.2 61.6 39.7 41.1 54.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBtu :
: : :
All : 49,480: 0 0 0 45,063 46,918 45,063 46,918: 4,417 2,562
Old : 49,480: 0 0 0 45,063 46,918 45,063 46,918: 4,417 2,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,127: 0 0 0 1,003 1,124 1,003 1,124: 124 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.1 94.8 91.1 94.8: 8.9 5.2
Old : 100.0: 0.0 0.0 0.0 91.1 94.8 91.1 94.8: 8.9 5.2
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 : 20: 0 0 0 16 13 16 13:
Old : 20: 0 0 0 16 13 16 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 : 50.4 81.5 74.7 90.1 46.8 70.0 66.5 74.9
Old : 50.4 81.5 74.7 90.1 46.8 70.0 66.5 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,369: 0 1,240 0 53,121 50,988 53,121 52,228: 248 1,141
Old : 53,369: 0 1,240 0 53,121 50,988 53,121 52,228: 248 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,798: 0 0 0 1,674 1,829 1,674 1,829: 124 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 99.5 95.5 99.5 97.9: 0.5 2.1
Old : 100.0: 0.0 2.3 0.0 99.5 95.5 99.5 97.9: 0.5 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 : 23: 0 1 0 12 15 12 16:
Old : 23: 0 1 0 12 15 12 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 : 88.9 63.7 95.5 85.0 88.4 63.7 93.7 84.4
Old : 88.9 63.7 95.5 85.0 88.4 63.7 93.7 84.4
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, July 23, 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 : 247,418: 569 9,080 2,142 237,158 231,976 239,869 243,198: 7,549 4,220
Old : 247,418: 569 9,080 2,142 237,158 231,976 239,869 243,198: 7,549 4,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 9,921: 569 3,042 -169 9,518 7,261 9,918 10,134: 3 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.7 0.9 95.9 93.8 96.9 98.3: 3.1 1.7
Old : 100.0: 0.2 3.7 0.9 95.9 93.8 96.9 98.3: 3.1 1.7
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 : 51: 1 1 1 39 38 40 40:
Old : 51: 1 1 1 39 38 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 : 56.0 41.4 74.2 62.0 53.8 39.7 67.3 58.8
Old : 56.0 41.4 74.2 62.0 53.8 39.7 67.3 58.8
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 129,965: 1,293 492 728 124,081 125,602 126,102 126,822: 3,863 3,143
Old : 129,965: 1,293 492 728 124,081 125,602 126,102 126,822: 3,863 3,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 0: -247 492 -267 798 -242 284 -17: -284 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.4 0.6 95.5 96.6 97.0 97.6: 3.0 2.4
Old : 100.0: 1.0 0.4 0.6 95.5 96.6 97.0 97.6: 3.0 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 : 35: 1 1 2 24 29 26 31:
Old : 35: 1 1 2 24 29 26 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 : 59.3 50.9 77.1 73.5 58.6 48.8 67.6 67.2
Old : 59.3 50.9 77.1 73.5 58.6 48.8 67.6 67.2
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, July 23, 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 : 149,322: 0 0 0 143,957 146,725 143,957 146,725: 5,365 2,597
Old : 149,322: 0 0 0 143,957 146,725 143,957 146,725: 5,365 2,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 428: 0 0 0 1,402 980 1,402 980: -974 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 98.3 96.4 98.3: 3.6 1.7
Old : 100.0: 0.0 0.0 0.0 96.4 98.3 96.4 98.3: 3.6 1.7
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 : 29: 0 0 0 19 20 19 20:
Old : 29: 0 0 0 19 20 19 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 : 75.9 64.4 87.3 83.7 74.1 58.3 82.7 74.2
Old : 75.9 64.4 87.3 83.7 74.1 58.3 82.7 74.2
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, July 23, 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 : 58,958: 0 0 0 53,402 56,908 53,402 56,908: 5,556 2,050
Old : 58,958: 0 0 0 53,402 56,908 53,402 56,908: 5,556 2,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 858: 0 0 0 1,162 461 1,162 461: -304 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 96.5 90.6 96.5: 9.4 3.5
Old : 100.0: 0.0 0.0 0.0 90.6 96.5 90.6 96.5: 9.4 3.5
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 : 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 : 64.3 67.2 79.9 86.3 62.9 64.9 76.0 80.5
Old : 64.3 67.2 79.9 86.3 62.9 64.9 76.0 80.5
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, July 23, 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 : 41,264: 0 682 0 40,312 38,579 40,312 39,261: 952 2,003
Old : 41,264: 0 682 0 40,312 38,579 40,312 39,261: 952 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 3,321: 0 403 0 3,321 2,670 3,321 3,073: 0 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 97.7 93.5 97.7 95.1: 2.3 4.9
Old : 100.0: 0.0 1.7 0.0 97.7 93.5 97.7 95.1: 2.3 4.9
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 : 27: 0 1 0 14 14 14 15:
Old : 27: 0 1 0 14 14 14 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 : 72.6 66.5 88.4 83.6 67.3 66.5 83.1 80.7
Old : 72.6 66.5 88.4 83.6 67.3 66.5 83.1 80.7
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, July 23, 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 : 259,687: 0 0 0 242,155 258,527 242,155 258,527: 17,532 1,160
Old : 259,687: 0 0 0 242,155 258,527 242,155 258,527: 17,532 1,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,126: 0 0 0 1,126 1,126 1,126 1,126: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.2 99.6 93.2 99.6: 6.8 0.4
Old : 100.0: 0.0 0.0 0.0 93.2 99.6 93.2 99.6: 6.8 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 : 36: 0 0 0 27 17 27 17:
Old : 36: 0 0 0 27 17 27 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 : 39.9 75.2 62.9 95.2 39.9 75.2 61.0 93.4
Old : 39.9 75.2 62.9 95.2 39.9 75.2 61.0 93.4
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, July 23, 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 : 92,714: 13,871 8,774 267 71,958 81,303 86,096 90,344: 6,618 2,370
Old : 92,714: 13,871 8,774 267 71,958 81,303 86,096 90,344: 6,618 2,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,198: 3,267 0 -28 -2,167 1,321 1,072 1,293: 126 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 9.5 0.3 77.6 87.7 92.9 97.4: 7.1 2.6
Old : 100.0: 15.0 9.5 0.3 77.6 87.7 92.9 97.4: 7.1 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 : 29: 2 1 1 20 22 22 24:
Old : 29: 2 1 1 20 22 22 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 : 55.5 63.9 78.1 77.7 53.8 63.8 72.1 76.3
Old : 55.5 63.9 78.1 77.7 53.8 63.8 72.1 76.3
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 202,238: 1,976 0 0 196,747 198,790 198,723 198,790: 3,515 3,448
Old : 202,238: 1,976 0 0 196,747 198,790 198,723 198,790: 3,515 3,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,043: 0 0 0 1,381 950 1,381 950: -338 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 97.3 98.3 98.3 98.3: 1.7 1.7
Old : 100.0: 1.0 0.0 0.0 97.3 98.3 98.3 98.3: 1.7 1.7
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 : 30: 1 0 0 22 21 23 21:
Old : 30: 1 0 0 22 21 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 : 66.0 54.5 88.2 76.1 59.1 49.3 73.5 68.5
Old : 66.0 54.5 88.2 76.1 59.1 49.3 73.5 68.5
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, July 23, 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 : 38,761: 4,727 1,218 6,355 27,250 31,060 38,332 38,633: 429 128
Old : 38,761: 4,727 1,218 6,355 27,250 31,060 38,332 38,633: 429 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 685: -185 440 211 659 35 685 685: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 3.1 16.4 70.3 80.1 98.9 99.7: 1.1 0.3
Old : 100.0: 12.2 3.1 16.4 70.3 80.1 98.9 99.7: 1.1 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 : 49: 10 8 16 29 28 46 45:
Old : 49: 10 8 16 29 28 46 45:
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 : 43.1 42.3 64.5 63.5 24.1 23.5 30.1 29.2
Old : 43.1 42.3 64.5 63.5 24.1 23.5 30.1 29.2
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, July 23, 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 : 39,663: 5,950 1,478 550 33,003 37,635 39,503 39,663: 160 0
Old : 39,663: 5,950 1,478 550 33,003 37,635 39,503 39,663: 160 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 752: -5 -49 43 704 759 742 752: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 3.7 1.4 83.2 94.9 99.6 100.0: 0.4 0.0
Old : 100.0: 15.0 3.7 1.4 83.2 94.9 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 : 38: 6 6 5 24 22 31 32:
Old : 38: 6 6 5 24 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 : 61.3 66.5 84.0 81.7 53.7 61.1 66.6 69.5
Old : 61.3 66.5 84.0 81.7 53.7 61.1 66.6 69.5
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, July 23, 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 : 30,018: 2,000 200 1,050 26,846 28,738 29,896 29,988: 122 30
Old : 30,018: 2,000 200 1,050 26,846 28,738 29,896 29,988: 122 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 65: 0 25 0 70 40 70 65: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.7 3.5 89.4 95.7 99.6 99.9: 0.4 0.1
Old : 100.0: 6.7 0.7 3.5 89.4 95.7 99.6 99.9: 0.4 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 : 26: 4 2 3 16 16 21 20:
Old : 26: 4 2 3 16 16 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 : 69.5 74.8 85.7 89.2 67.3 71.2 78.3 79.9
Old : 69.5 74.8 85.7 89.2 67.3 71.2 78.3 79.9
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, July 23, 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 : 146,914: 9,773 10,161 8,209 128,456 128,536 146,438 146,906: 476 8
Old : 146,914: 9,773 10,161 8,209 128,456 128,536 146,438 146,906: 476 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 514: -1,870 235 550 1,821 -271 501 514: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.9 5.6 87.4 87.5 99.7 100.0: 0.3 0.0
Old : 100.0: 6.7 6.9 5.6 87.4 87.5 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 : 51: 6 8 9 32 36 43 48:
Old : 51: 6 8 9 32 36 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 : 42.7 45.9 66.5 62.1 27.9 29.1 42.0 42.4
Old : 42.7 45.9 66.5 62.1 27.9 29.1 42.0 42.4
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, July 23, 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 : 67,714: 362 6,144 2,204 65,140 59,365 67,706 67,713: 8 1
Old : 67,714: 362 6,144 2,204 65,140 59,365 67,706 67,713: 8 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -102: -16 -320 475 -556 -257 -97 -102: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 9.1 3.3 96.2 87.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 9.1 3.3 96.2 87.7 100.0 100.0: 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 : 43: 3 11 7 24 24 31 38:
Old : 43: 3 11 7 24 24 31 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 : 67.7 67.9 84.5 84.9 64.7 56.7 74.6 69.7
Old : 67.7 67.9 84.5 84.9 64.7 56.7 74.6 69.7
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, July 23, 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 : 33,141: 100 250 250 32,791 32,596 33,141 33,096: 0 45
Old : 33,141: 100 250 250 32,791 32,596 33,141 33,096: 0 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 50: -75 125 0 125 -75 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.8 0.8 98.9 98.4 100.0 99.9: 0.0 0.1
Old : 100.0: 0.3 0.8 0.8 98.9 98.4 100.0 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 : 27: 2 4 3 13 15 17 20:
Old : 27: 2 4 3 13 15 17 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 : 85.9 77.8 97.8 91.4 77.3 67.1 83.3 79.8
Old : 85.9 77.8 97.8 91.4 77.3 67.1 83.3 79.8
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 67,081: 16,952 4,792 2,563 47,566 59,694 67,081 67,049: 0 32
Old : 67,081: 16,952 4,792 2,563 47,566 59,694 67,081 67,049: 0 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 282: 137 50 70 269 162 476 282: -194 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.1 3.8 70.9 89.0 100.0 100.0: 0.0 0.0
Old : 100.0: 25.3 7.1 3.8 70.9 89.0 100.0 100.0: 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 : 35: 5 2 4 25 25 31 30:
Old : 35: 5 2 4 25 25 31 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 : 54.5 55.4 74.4 75.6 50.5 45.0 60.5 57.3
Old : 54.5 55.4 74.4 75.6 50.5 45.0 60.5 57.3
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 85,110: 26,075 7,547 2,110 56,667 75,340 84,852 84,997: 258 113
Old : 85,110: 26,075 7,547 2,110 56,667 75,340 84,852 84,997: 258 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -1,744: -2,272 356 0 529 -2,100 -1,743 -1,744: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 8.9 2.5 66.6 88.5 99.7 99.9: 0.3 0.1
Old : 100.0: 30.6 8.9 2.5 66.6 88.5 99.7 99.9: 0.3 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 : 40: 4 7 4 27 26 33 35:
Old : 40: 4 7 4 27 26 33 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 : 53.4 57.7 72.5 77.3 49.1 49.8 63.9 65.8
Old : 53.4 57.7 72.5 77.3 49.1 49.8 63.9 65.8
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 74,107: 3,161 100 1,330 69,030 72,453 73,521 73,883: 586 224
Old : 74,107: 3,161 100 1,330 69,030 72,453 73,521 73,883: 586 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -355: 0 0 0 -355 -355 -355 -355: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.1 1.8 93.1 97.8 99.2 99.7: 0.8 0.3
Old : 100.0: 4.3 0.1 1.8 93.1 97.8 99.2 99.7: 0.8 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 : 38: 3 1 2 24 25 27 28:
Old : 38: 3 1 2 24 25 27 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 : 48.9 69.9 71.3 81.1 47.3 69.9 66.9 78.0
Old : 48.9 69.9 71.3 81.1 47.3 69.9 66.9 78.0
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 100,499: 4,072 125 1,617 94,171 98,550 99,860 100,292: 639 207
Old : 100,499: 4,072 125 1,617 94,171 98,550 99,860 100,292: 639 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -1,635: 120 25 0 -1,755 -1,660 -1,635 -1,635: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.1 1.6 93.7 98.1 99.4 99.8: 0.6 0.2
Old : 100.0: 4.1 0.1 1.6 93.7 98.1 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 : 41: 3 1 2 29 27 32 30:
Old : 41: 3 1 2 29 27 32 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 : 48.8 64.1 70.2 81.3 48.4 64.0 67.6 78.4
Old : 48.8 64.1 70.2 81.3 48.4 64.0 67.6 78.4
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,225: 0 420 0 47,075 46,490 47,075 46,910: 150 315
Old : 47,225: 0 420 0 47,075 46,490 47,075 46,910: 150 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 490: 0 0 0 490 490 490 490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 99.7 98.4 99.7 99.3: 0.3 0.7
Old : 100.0: 0.0 0.9 0.0 99.7 98.4 99.7 99.3: 0.3 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 : 28: 0 1 0 20 19 20 20:
Old : 28: 0 1 0 20 19 20 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 : 69.3 90.6 89.3 95.5 67.9 88.0 83.2 90.5
Old : 69.3 90.6 89.3 95.5 67.9 88.0 83.2 90.5
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 26,207: 82 600 0 25,335 25,442 25,417 26,042: 790 165
Old : 26,207: 82 600 0 25,335 25,442 25,417 26,042: 790 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 743: -100 0 0 843 743 743 743: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.3 0.0 96.7 97.1 97.0 99.4: 3.0 0.6
Old : 100.0: 0.3 2.3 0.0 96.7 97.1 97.0 99.4: 3.0 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 : 24: 1 1 0 19 20 20 21:
Old : 24: 1 1 0 19 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 : 56.5 61.4 81.9 83.4 40.1 52.4 55.6 61.5
Old : 56.5 61.4 81.9 83.4 40.1 52.4 55.6 61.5
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 14,015: 850 3,400 0 13,075 10,615 13,925 14,015: 90 0
Old : 14,015: 850 3,400 0 13,075 10,615 13,925 14,015: 90 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 310: 0 0 0 310 310 310 310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 24.3 0.0 93.3 75.7 99.4 100.0: 0.6 0.0
Old : 100.0: 6.1 24.3 0.0 93.3 75.7 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 : 22: 4 1 0 16 8 20 9:
Old : 22: 4 1 0 16 8 20 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 : 61.4 83.6 81.8 99.6 61.1 79.3 76.0 84.2
Old : 61.4 83.6 81.8 99.6 61.1 79.3 76.0 84.2
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 76,847: 12,266 3,053 5,942 58,298 67,546 76,506 76,541: 341 306
Old : 76,847: 12,266 3,053 5,942 58,298 67,546 76,506 76,541: 341 306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,270: 287 -1,132 1,037 -97 1,340 1,227 1,245: 43 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 4.0 7.7 75.9 87.9 99.6 99.6: 0.4 0.4
Old : 100.0: 16.0 4.0 7.7 75.9 87.9 99.6 99.6: 0.4 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 : 52: 13 6 11 30 30 46 44:
Old : 52: 13 6 11 30 30 46 44:
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 : 33.4 48.9 55.5 68.9 21.3 31.2 30.7 36.6
Old : 33.4 48.9 55.5 68.9 21.3 31.2 30.7 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 6,200: 600 3,350 50 5,550 2,700 6,200 6,100: 0 100
Old : 6,200: 600 3,350 50 5,550 2,700 6,200 6,100: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -850: -250 0 -750 150 -200 -850 -950: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 54.0 0.8 89.5 43.5 100.0 98.4: 0.0 1.6
Old : 100.0: 9.7 54.0 0.8 89.5 43.5 100.0 98.4: 0.0 1.6
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 : 20: 3 6 1 7 7 11 13:
Old : 20: 3 6 1 7 7 11 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 : 85.5 65.3 97.6 91.9 71.0 57.3 82.3 75.8
Old : 85.5 65.3 97.6 91.9 71.0 57.3 82.3 75.8
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,070: 5,750 430 2,650 19,361 24,648 27,761 27,728: 309 342
Old : 28,070: 5,750 430 2,650 19,361 24,648 27,761 27,728: 309 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 3,307: 2,150 0 0 1,157 3,307 3,307 3,307: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.5 9.4 69.0 87.8 98.9 98.8: 1.1 1.2
Old : 100.0: 20.5 1.5 9.4 69.0 87.8 98.9 98.8: 1.1 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 : 28: 3 2 4 18 19 23 23:
Old : 28: 3 2 4 18 19 23 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 : 54.2 45.3 76.7 67.1 43.2 37.6 54.6 51.4
Old : 54.2 45.3 76.7 67.1 43.2 37.6 54.6 51.4
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,595: 450 266 205 55,790 55,890 56,445 56,361: 150 234
Old : 56,595: 450 266 205 55,790 55,890 56,445 56,361: 150 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -630: 0 0 0 -630 -630 -630 -630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.5 0.4 98.6 98.8 99.7 99.6: 0.3 0.4
Old : 100.0: 0.8 0.5 0.4 98.6 98.8 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 : 33: 1 2 2 21 21 24 23:
Old : 33: 1 2 2 21 21 24 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 : 62.4 83.9 86.4 92.9 59.5 82.7 78.1 86.9
Old : 62.4 83.9 86.4 92.9 59.5 82.7 78.1 86.9
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 39,285: 1,160 2,140 140 37,385 36,941 38,685 39,221: 600 64
Old : 39,285: 1,160 2,140 140 37,385 36,941 38,685 39,221: 600 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,886: 0 -187 108 1,778 1,958 1,886 1,879: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.4 0.4 95.2 94.0 98.5 99.8: 1.5 0.2
Old : 100.0: 3.0 5.4 0.4 95.2 94.0 98.5 99.8: 1.5 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 : 34: 3 6 2 22 24 27 30:
Old : 34: 3 6 2 22 24 27 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 : 54.2 46.3 76.6 68.9 41.8 31.9 53.1 45.8
Old : 54.2 46.3 76.6 68.9 41.8 31.9 53.1 45.8
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 65,755: 3,496 200 0 61,836 65,380 65,332 65,580: 423 175
Old : 65,755: 3,496 200 0 61,836 65,380 65,332 65,580: 423 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,630: 610 0 0 1,020 1,630 1,630 1,630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.3 0.0 94.0 99.4 99.4 99.7: 0.6 0.3
Old : 100.0: 5.3 0.3 0.0 94.0 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 : 30: 3 1 0 23 17 26 18:
Old : 30: 3 1 0 23 17 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 : 56.1 89.4 75.0 97.1 52.6 84.0 70.7 85.7
Old : 56.1 89.4 75.0 97.1 52.6 84.0 70.7 85.7
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 72,193: 4,098 4,600 60 67,888 67,533 72,046 72,193: 147 0
Old : 72,193: 4,098 4,600 60 67,888 67,533 72,046 72,193: 147 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 470: 600 0 0 -130 470 470 470: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.4 0.1 94.0 93.5 99.8 100.0: 0.2 0.0
Old : 100.0: 5.7 6.4 0.1 94.0 93.5 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 : 33: 3 1 1 25 20 28 22:
Old : 33: 3 1 1 25 20 28 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 : 54.7 78.1 76.0 94.9 48.8 74.0 67.5 82.4
Old : 54.7 78.1 76.0 94.9 48.8 74.0 67.5 82.4
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 91,084: 4,860 1,677 475 85,690 88,932 91,025 91,084: 59 0
Old : 91,084: 4,860 1,677 475 85,690 88,932 91,025 91,084: 59 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 3,408: 880 -519 115 2,413 3,812 3,408 3,408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 1.8 0.5 94.1 97.6 99.9 100.0: 0.1 0.0
Old : 100.0: 5.3 1.8 0.5 94.1 97.6 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: 4 3 4 24 30 29 36:
Old : 40: 4 3 4 24 30 29 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 : 61.7 54.9 77.4 79.4 60.1 50.3 72.8 69.6
Old : 61.7 54.9 77.4 79.4 60.1 50.3 72.8 69.6
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 116,350: 6,594 6,804 2,230 107,427 107,310 116,252 116,345: 98 5
Old : 116,350: 6,594 6,804 2,230 107,427 107,310 116,252 116,345: 98 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 3,378: 505 62 147 2,776 3,169 3,429 3,379: -51 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.8 1.9 92.3 92.2 99.9 100.0: 0.1 0.0
Old : 100.0: 5.7 5.8 1.9 92.3 92.2 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 : 54: 3 13 7 26 35 35 49:
Old : 54: 3 13 7 26 35 35 49:
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 49.5 74.6 73.6 52.9 45.8 65.8 60.3
Old : 56.2 49.5 74.6 73.6 52.9 45.8 65.8 60.3
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 56,051: 0 3,355 370 55,661 52,281 56,031 56,006: 20 45
Old : 56,051: 0 3,355 370 55,661 52,281 56,031 56,006: 20 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 345: 0 400 0 325 -55 325 345: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 0.7 99.3 93.3 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 6.0 0.7 99.3 93.3 100.0 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 : 29: 0 6 3 16 16 19 23:
Old : 29: 0 6 3 16 16 19 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 : 79.5 84.2 95.8 93.4 78.1 81.5 91.6 89.0
Old : 79.5 84.2 95.8 93.4 78.1 81.5 91.6 89.0
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 49,403: 25 2,205 0 49,378 47,198 49,403 49,403: 0 0
Old : 49,403: 25 2,205 0 49,378 47,198 49,403 49,403: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 850: 25 -125 0 825 975 850 850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.5 0.0 99.9 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 4.5 0.0 99.9 95.5 100.0 100.0: 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: 1 4 0 12 9 13 13:
Old : 23: 1 4 0 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 : 79.0 94.0 97.8 97.9 79.0 92.4 95.8 95.8
Old : 79.0 94.0 97.8 97.9 79.0 92.4 95.8 95.8
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 59,659: 2,218 0 525 56,586 58,896 59,329 59,421: 330 238
Old : 59,659: 2,218 0 525 56,586 58,896 59,329 59,421: 330 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 537: -334 0 -115 956 434 507 319: 30 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.9 94.8 98.7 99.4 99.6: 0.6 0.4
Old : 100.0: 3.7 0.0 0.9 94.8 98.7 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 : 28: 4 0 3 21 20 25 23:
Old : 28: 4 0 3 21 20 25 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 : 49.6 84.0 73.4 92.5 43.3 79.9 65.6 81.2
Old : 49.6 84.0 73.4 92.5 43.3 79.9 65.6 81.2
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 58,876: 8,364 0 1,633 48,533 56,992 58,530 58,625: 346 251
Old : 58,876: 8,364 0 1,633 48,533 56,992 58,530 58,625: 346 251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 754: -723 0 -8 1,504 625 773 617: -19 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.0 2.8 82.4 96.8 99.4 99.6: 0.6 0.4
Old : 100.0: 14.2 0.0 2.8 82.4 96.8 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 : 33: 6 0 4 22 24 28 28:
Old : 33: 6 0 4 22 24 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 : 54.6 72.5 75.5 83.0 50.4 70.0 67.4 76.6
Old : 54.6 72.5 75.5 83.0 50.4 70.0 67.4 76.6
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 32,095: 275 268 80 31,560 31,681 31,915 32,029: 180 66
Old : 32,095: 275 268 80 31,560 31,681 31,915 32,029: 180 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 360: 0 0 -420 774 780 354 360: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.8 0.2 98.3 98.7 99.4 99.8: 0.6 0.2
Old : 100.0: 0.9 0.8 0.2 98.3 98.7 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 : 22: 1 1 1 16 12 18 13:
Old : 22: 1 1 1 16 12 18 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 : 61.2 89.4 79.2 98.4 61.0 85.7 78.0 88.7
Old : 61.2 89.4 79.2 98.4 61.0 85.7 78.0 88.7
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 28,799: 60 305 0 28,213 28,494 28,273 28,799: 526 0
Old : 28,799: 60 305 0 28,213 28,494 28,273 28,799: 526 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 342: 0 45 -420 754 737 334 362: 8 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.1 0.0 98.0 98.9 98.2 100.0: 1.8 0.0
Old : 100.0: 0.2 1.1 0.0 98.0 98.9 98.2 100.0: 1.8 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: 1 2 0 15 11 16 13:
Old : 22: 1 2 0 15 11 16 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 : 60.6 88.4 80.4 97.9 59.8 84.3 78.9 88.7
Old : 60.6 88.4 80.4 97.9 59.8 84.3 78.9 88.7
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 29,345: 315 2,639 954 27,699 25,738 28,968 29,331: 377 14
Old : 29,345: 315 2,639 954 27,699 25,738 28,968 29,331: 377 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 695: 25 -224 -21 670 940 674 695: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 9.0 3.3 94.4 87.7 98.7 100.0: 1.3 0.0
Old : 100.0: 1.1 9.0 3.3 94.4 87.7 98.7 100.0: 1.3 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 : 34: 2 6 5 20 22 26 29:
Old : 34: 2 6 5 20 22 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 : 70.3 56.6 85.7 72.5 67.7 55.4 80.8 70.3
Old : 70.3 56.6 85.7 72.5 67.7 55.4 80.8 70.3
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,971: 0 1,859 460 22,062 20,487 22,522 22,806: 449 165
Old : 22,971: 0 1,859 460 22,062 20,487 22,522 22,806: 449 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 2.0 96.0 89.2 98.0 99.3: 2.0 0.7
Old : 100.0: 0.0 8.1 2.0 96.0 89.2 98.0 99.3: 2.0 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: 0 4 1 13 17 14 21:
Old : 25: 0 4 1 13 17 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 : 84.2 70.2 94.5 83.8 83.9 67.5 89.8 80.6
Old : 84.2 70.2 94.5 83.8 83.9 67.5 89.8 80.6
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 49,186: 1,646 4,202 1,769 45,688 43,194 49,103 49,165: 83 21
Old : 49,186: 1,646 4,202 1,769 45,688 43,194 49,103 49,165: 83 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -1,151: -1,957 256 -141 946 -1,245 -1,152 -1,130: 1 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 8.5 3.6 92.9 87.8 99.8 100.0: 0.2 0.0
Old : 100.0: 3.3 8.5 3.6 92.9 87.8 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 : 42: 3 7 5 26 28 32 37:
Old : 42: 3 7 5 26 28 32 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 : 58.5 53.2 72.1 72.5 47.1 50.8 57.2 62.7
Old : 58.5 53.2 72.1 72.5 47.1 50.8 57.2 62.7
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 35,715: 199 735 707 34,507 34,143 35,413 35,585: 302 130
Old : 35,715: 199 735 707 34,507 34,143 35,413 35,585: 302 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -452: -175 -1,805 -430 172 1,773 -433 -462: -19 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.1 2.0 96.6 95.6 99.2 99.6: 0.8 0.4
Old : 100.0: 0.6 2.1 2.0 96.6 95.6 99.2 99.6: 0.8 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: 3 3 5 22 20 28 25:
Old : 32: 3 3 5 22 20 28 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 : 62.3 64.3 80.0 81.4 46.6 59.0 59.5 65.9
Old : 62.3 64.3 80.0 81.4 46.6 59.0 59.5 65.9
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,974: 466 250 284 19,014 19,425 19,764 19,959: 210 15
Old : 19,974: 466 250 284 19,014 19,425 19,764 19,959: 210 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 735: 0 0 0 615 735 615 735: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.3 1.4 95.2 97.3 98.9 99.9: 1.1 0.1
Old : 100.0: 2.3 1.3 1.4 95.2 97.3 98.9 99.9: 1.1 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: 2 2 3 15 17 18 22:
Old : 28: 2 2 3 15 17 18 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 : 69.9 81.6 86.8 92.0 59.2 76.2 74.3 80.8
Old : 69.9 81.6 86.8 92.0 59.2 76.2 74.3 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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,147: 1,070 200 400 12,617 13,547 14,087 14,147: 60 0
Old : 14,147: 1,070 200 400 12,617 13,547 14,087 14,147: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.4 2.8 89.2 95.8 99.6 100.0: 0.4 0.0
Old : 100.0: 7.6 1.4 2.8 89.2 95.8 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: 2 2 1 13 10 15 13:
Old : 21: 2 2 1 13 10 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 : 56.9 82.4 83.7 93.4 47.8 79.6 70.3 82.7
Old : 56.9 82.4 83.7 93.4 47.8 79.6 70.3 82.7
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,832: 470 1,475 725 14,577 13,632 15,772 15,832: 60 0
Old : 15,832: 470 1,475 725 14,577 13,632 15,772 15,832: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 9.3 4.6 92.1 86.1 99.6 100.0: 0.4 0.0
Old : 100.0: 3.0 9.3 4.6 92.1 86.1 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: 2 3 1 14 11 16 15:
Old : 23: 2 3 1 14 11 16 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 : 55.5 80.1 80.8 91.6 49.4 77.6 70.5 82.0
Old : 55.5 80.1 80.8 91.6 49.4 77.6 70.5 82.0
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,826: 1,870 1,250 305 19,616 20,241 21,791 21,796: 35 30
Old : 21,826: 1,870 1,250 305 19,616 20,241 21,791 21,796: 35 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.7 1.4 89.9 92.7 99.8 99.9: 0.2 0.1
Old : 100.0: 8.6 5.7 1.4 89.9 92.7 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 : 28: 3 1 1 16 15 19 17:
Old : 28: 3 1 1 16 15 19 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 : 65.8 60.3 86.4 85.5 63.8 53.8 79.6 78.0
Old : 65.8 60.3 86.4 85.5 63.8 53.8 79.6 78.0
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,847: 1,875 1,250 220 18,721 19,347 20,816 20,817: 31 30
Old : 20,847: 1,875 1,250 220 18,721 19,347 20,816 20,817: 31 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -400: 0 0 0 -400 -400 -400 -400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.0 1.1 89.8 92.8 99.9 99.9: 0.1 0.1
Old : 100.0: 9.0 6.0 1.1 89.8 92.8 99.9 99.9: 0.1 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 : 27: 3 1 1 15 15 18 17:
Old : 27: 3 1 1 15 15 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 : 68.1 60.6 86.5 85.2 65.5 53.0 79.8 76.9
Old : 68.1 60.6 86.5 85.2 65.5 53.0 79.8 76.9
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,552: 3,990 500 1,985 44,468 48,067 50,443 50,552: 109 0
Old : 50,552: 3,990 500 1,985 44,468 48,067 50,443 50,552: 109 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -475: 0 0 0 -475 -475 -475 -475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.0 3.9 88.0 95.1 99.8 100.0: 0.2 0.0
Old : 100.0: 7.9 1.0 3.9 88.0 95.1 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 : 32: 4 2 2 21 17 25 21:
Old : 32: 4 2 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 : 62.9 75.4 82.5 91.9 55.7 69.1 71.2 79.7
Old : 62.9 75.4 82.5 91.9 55.7 69.1 71.2 79.7
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,025: 4,025 510 1,840 44,039 47,675 49,904 50,025: 121 0
Old : 50,025: 4,025 510 1,840 44,039 47,675 49,904 50,025: 121 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -475: 0 0 0 -475 -475 -475 -475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 1.0 3.7 88.0 95.3 99.8 100.0: 0.2 0.0
Old : 100.0: 8.0 1.0 3.7 88.0 95.3 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 : 33: 4 3 3 21 17 26 22:
Old : 33: 4 3 3 21 17 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 : 62.8 77.4 81.9 91.3 57.2 71.1 72.5 80.7
Old : 62.8 77.4 81.9 91.3 57.2 71.1 72.5 80.7
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 132,124: 3,530 14,064 1,105 127,429 116,933 132,064 132,102: 60 22
Old : 132,124: 3,530 14,064 1,105 127,429 116,933 132,064 132,102: 60 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 7,598: 0 0 0 7,598 7,598 7,598 7,598: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 10.6 0.8 96.4 88.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 10.6 0.8 96.4 88.5 100.0 100.0: 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 : 51: 5 7 8 35 28 45 38:
Old : 51: 5 7 8 35 28 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 : 39.8 49.7 62.8 77.8 37.2 46.7 52.5 62.2
Old : 39.8 49.7 62.8 77.8 37.2 46.7 52.5 62.2
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 143,212: 3,060 15,120 1,660 138,423 126,365 143,143 143,145: 69 67
Old : 143,212: 3,060 15,120 1,660 138,423 126,365 143,143 143,145: 69 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 7,287: 0 280 0 7,287 7,005 7,287 7,285: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 10.6 1.2 96.7 88.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 10.6 1.2 96.7 88.2 100.0 100.0: 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 : 56: 4 9 7 38 30 47 41:
Old : 56: 4 9 7 38 30 47 41:
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 : 38.5 50.2 61.9 77.8 37.2 45.0 55.3 66.1
Old : 38.5 50.2 61.9 77.8 37.2 45.0 55.3 66.1
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 477,829: 15,607 23,079 60,719 400,660 393,602 476,987 477,400: 842 428
Old : 477,829: 15,607 23,079 60,719 400,660 393,602 476,987 477,400: 842 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 17,259: -1,330 -2,961 8,276 10,367 12,147 17,313 17,463: -54 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 4.8 12.7 83.9 82.4 99.8 99.9: 0.2 0.1
Old : 100.0: 3.3 4.8 12.7 83.9 82.4 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 : 90: 17 23 23 45 42 75 76:
Old : 90: 17 23 23 45 42 75 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 : 39.2 38.7 59.3 61.6 14.7 14.5 20.8 20.8
Old : 39.2 38.7 59.3 61.6 14.7 14.5 20.8 20.8
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,891: 3,775 50 75 14,929 18,756 18,779 18,881: 112 10
Old : 18,891: 3,775 50 75 14,929 18,756 18,779 18,881: 112 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 300: 300 0 0 0 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 0.3 0.4 79.0 99.3 99.4 99.9: 0.6 0.1
Old : 100.0: 20.0 0.3 0.4 79.0 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 : 24: 3 1 2 18 7 21 10:
Old : 24: 3 1 2 18 7 21 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 : 53.8 93.0 77.5 99.6 53.6 87.1 77.2 91.3
Old : 53.8 93.0 77.5 99.6 53.6 87.1 77.2 91.3
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,647: 3,355 640 55 14,074 16,952 17,484 17,647: 163 0
Old : 17,647: 3,355 640 55 14,074 16,952 17,484 17,647: 163 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.6 0.3 79.8 96.1 99.1 100.0: 0.9 0.0
Old : 100.0: 19.0 3.6 0.3 79.8 96.1 99.1 100.0: 0.9 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: 2 2 3 16 7 19 11:
Old : 23: 2 2 3 16 7 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 : 56.5 92.1 81.0 99.5 56.4 87.3 78.6 90.6
Old : 56.5 92.1 81.0 99.5 56.4 87.3 78.6 90.6
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, July 23, 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 : 4,401: 181 266 236 3,427 3,061 3,844 3,563: 557 838
Old : 4,401: 181 266 236 3,427 3,061 3,844 3,563: 557 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 243: -7 44 -40 308 210 261 214: -18 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.0 5.4 77.9 69.6 87.3 81.0: 12.7 19.0
Old : 100.0: 4.1 6.0 5.4 77.9 69.6 87.3 81.0: 12.7 19.0
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: 2 4 5 21 20 26 26:
Old : 28: 2 4 5 21 20 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 : 33.3 24.2 53.2 43.5 23.0 15.1 32.5 23.9
Old : 33.3 24.2 53.2 43.5 23.0 15.1 32.5 23.9
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, July 23, 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 : 40,684: 6,407 2,155 129 34,018 38,275 40,554 40,559: 130 125
Old : 40,684: 6,407 2,155 129 34,018 38,275 40,554 40,559: 130 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 739: 0 -59 -15 754 806 739 732: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.3 0.3 83.6 94.1 99.7 99.7: 0.3 0.3
Old : 100.0: 15.7 5.3 0.3 83.6 94.1 99.7 99.7: 0.3 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 : 45: 5 2 3 36 33 41 38:
Old : 45: 5 2 3 36 33 41 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 : 45.3 52.4 64.8 70.8 43.4 49.0 54.2 61.2
Old : 45.3 52.4 64.8 70.8 43.4 49.0 54.2 61.2
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, July 23, 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 : 14,872: 270 149 187 14,246 14,118 14,703 14,454: 169 418
Old : 14,872: 270 149 187 14,246 14,118 14,703 14,454: 169 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 868: 0 120 0 858 738 858 858: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.0 1.3 95.8 94.9 98.9 97.2: 1.1 2.8
Old : 100.0: 1.8 1.0 1.3 95.8 94.9 98.9 97.2: 1.1 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 : 37: 2 2 2 26 28 29 31:
Old : 37: 2 2 2 26 28 29 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 : 67.9 44.1 85.1 63.0 39.7 25.0 47.2 39.3
Old : 67.9 44.1 85.1 63.0 39.7 25.0 47.2 39.3
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, July 23, 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 : 10,013: 237 130 369 8,723 9,122 9,329 9,621: 684 392
Old : 10,013: 237 130 369 8,723 9,122 9,329 9,621: 684 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 473: 25 95 -15 483 414 493 494: -20 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.3 3.7 87.1 91.1 93.2 96.1: 6.8 3.9
Old : 100.0: 2.4 1.3 3.7 87.1 91.1 93.2 96.1: 6.8 3.9
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 : 42: 4 3 4 29 26 34 32:
Old : 42: 4 3 4 29 26 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 : 37.3 38.8 54.7 62.4 23.4 26.1 36.0 43.8
Old : 37.3 38.8 54.7 62.4 23.4 26.1 36.0 43.8
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, July 23, 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 : 32,820: 125 2,367 141 32,154 29,892 32,420 32,400: 400 420
Old : 32,820: 125 2,367 141 32,154 29,892 32,420 32,400: 400 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 176: 0 32 12 164 122 176 166: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.2 0.4 98.0 91.1 98.8 98.7: 1.2 1.3
Old : 100.0: 0.4 7.2 0.4 98.0 91.1 98.8 98.7: 1.2 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 : 41: 1 6 3 18 24 22 30:
Old : 41: 1 6 3 18 24 22 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 : 86.8 52.0 93.7 70.1 81.9 52.0 87.0 68.6
Old : 86.8 52.0 93.7 70.1 81.9 52.0 87.0 68.6
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, July 23, 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 : 64,086: 2,908 2,803 2,793 57,814 57,275 63,515 62,871: 571 1,215
Old : 64,086: 2,908 2,803 2,793 57,814 57,275 63,515 62,871: 571 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,406: 211 -2 38 929 1,142 1,178 1,178: 228 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.4 4.4 90.2 89.4 99.1 98.1: 0.9 1.9
Old : 100.0: 4.5 4.4 4.4 90.2 89.4 99.1 98.1: 0.9 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 : 89: 12 9 15 58 59 76 78:
Old : 89: 12 9 15 58 59 76 78:
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 : 29.7 47.2 45.1 57.9 21.7 42.8 33.1 47.9
Old : 29.7 47.2 45.1 57.9 21.7 42.8 33.1 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 1,758: 351 0 82 876 1,351 1,309 1,433: 449 325
Old : 1,758: 351 0 82 876 1,351 1,309 1,433: 449 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 0.0 4.7 49.8 76.8 74.5 81.5: 25.5 18.5
Old : 100.0: 20.0 0.0 4.7 49.8 76.8 74.5 81.5: 25.5 18.5
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 : 21: 6 0 3 9 15 15 18:
Old : 21: 6 0 3 9 15 15 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 : 41.5 43.9 58.5 60.5 34.0 38.2 44.4 49.9
Old : 41.5 43.9 58.5 60.5 34.0 38.2 44.4 49.9
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 27,337: 4,315 0 0 22,922 27,297 27,237 27,297: 100 40
Old : 27,337: 4,315 0 0 22,922 27,297 27,237 27,297: 100 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -4,010: -715 0 -25 -3,225 -3,925 -3,965 -3,950: -45 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 0.0 0.0 83.8 99.9 99.6 99.9: 0.4 0.1
Old : 100.0: 15.8 0.0 0.0 83.8 99.9 99.6 99.9: 0.4 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 : 31: 2 0 0 19 14 21 14:
Old : 31: 2 0 0 19 14 21 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 : 51.7 64.0 76.8 91.9 51.7 64.0 73.3 87.3
Old : 51.7 64.0 76.8 91.9 51.7 64.0 73.3 87.3
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 10,522: 539 35 555 9,428 9,812 10,522 10,402: 0 120
Old : 10,522: 539 35 555 9,428 9,812 10,522 10,402: 0 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 95: 100 -10 10 -15 95 95 95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.3 5.3 89.6 93.3 100.0 98.9: 0.0 1.1
Old : 100.0: 5.1 0.3 5.3 89.6 93.3 100.0 98.9: 0.0 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 : 25: 3 1 3 16 12 20 15:
Old : 25: 3 1 3 16 12 20 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 : 56.0 71.9 78.9 92.1 41.6 48.4 54.1 57.9
Old : 56.0 71.9 78.9 92.1 41.6 48.4 54.1 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 9,202: 105 1,128 45 8,997 8,029 9,147 9,202: 55 0
Old : 9,202: 105 1,128 45 8,997 8,029 9,147 9,202: 55 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -1,662: -150 -102 0 -1,487 -1,560 -1,637 -1,662: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 12.3 0.5 97.8 87.3 99.4 100.0: 0.6 0.0
Old : 100.0: 1.1 12.3 0.5 97.8 87.3 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 : 22: 1 1 1 13 8 14 10:
Old : 22: 1 1 1 13 8 14 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 : 81.9 79.7 96.1 98.9 81.9 79.7 95.6 98.9
Old : 81.9 79.7 96.1 98.9 81.9 79.7 95.6 98.9
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 234,809: 0 0 0 224,715 217,932 224,715 217,932: 10,094 16,877
Old : 234,809: 0 0 0 224,715 217,932 224,715 217,932: 10,094 16,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,544: 0 0 0 1,921 1,020 1,921 1,020: -377 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.7 92.8 95.7 92.8: 4.3 7.2
Old : 100.0: 0.0 0.0 0.0 95.7 92.8 95.7 92.8: 4.3 7.2
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 : 22: 0 0 0 15 17 15 17:
Old : 22: 0 0 0 15 17 15 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 : 75.7 64.1 90.1 84.0 74.0 64.1 85.1 83.8
Old : 75.7 64.1 90.1 84.0 74.0 64.1 85.1 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 34,335: 20,324 845 993 8,024 31,410 29,341 33,248: 4,994 1,087
Old : 34,335: 20,324 845 993 8,024 31,410 29,341 33,248: 4,994 1,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 2.5 2.9 23.4 91.5 85.5 96.8: 14.5 3.2
Old : 100.0: 59.2 2.5 2.9 23.4 91.5 85.5 96.8: 14.5 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 : 20: 5 2 3 10 12 15 17:
Old : 20: 5 2 3 10 12 15 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 : 64.8 79.6 76.9 89.8 62.0 78.7 72.8 84.6
Old : 64.8 79.6 76.9 89.8 62.0 78.7 72.8 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2019