CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 36,293: 9,597 9,307 1,025 25,648 25,961 36,270 36,293: 23 0
Old : 36,293: 9,597 9,307 1,025 25,648 25,961 36,270 36,293: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -1,804: 40 0 -40 -1,804 -1,764 -1,804 -1,804: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 25.6 2.8 70.7 71.5 99.9 100.0: 0.1 0.0
Old : 100.0: 26.4 25.6 2.8 70.7 71.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 3 2 17 10 29 15:
Old : 38: 11 3 2 17 10 29 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 : 41.7 73.5 63.7 92.5 41.6 73.5 63.5 92.1
Old : 41.7 73.5 63.7 92.5 41.6 73.5 63.5 92.1
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 30, 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 : 108,840: 48,467 23,663 24,299 36,069 60,868 108,835 108,830: 5 10
Old : 108,840: 48,467 23,663 24,299 36,069 60,868 108,835 108,830: 5 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -4,982: -2,163 -287 853 -3,646 -5,547 -4,957 -4,982: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 21.7 22.3 33.1 55.9 100.0 100.0: 0.0 0.0
Old : 100.0: 44.5 21.7 22.3 33.1 55.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 23 12 16 26 21 56 42:
Old : 63: 23 12 16 26 21 56 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 30.8 51.6 50.9 28.2 24.9 38.8 35.6
Old : 36.7 30.8 51.6 50.9 28.2 24.9 38.8 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 42,965: 15,726 5,463 4,288 22,893 33,214 42,908 42,965: 57 0
Old : 42,965: 15,726 5,463 4,288 22,893 33,214 42,908 42,965: 57 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -115: 33 8 -87 -61 -37 -115 -115: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 12.7 10.0 53.3 77.3 99.9 100.0: 0.1 0.0
Old : 100.0: 36.6 12.7 10.0 53.3 77.3 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: 15 8 9 15 18 35 30:
Old : 45: 15 8 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 43.4 57.6 67.7 24.2 37.2 38.3 51.1
Old : 34.4 43.4 57.6 67.7 24.2 37.2 38.3 51.1
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 147,656: 40,692 99,959 3,725 103,239 43,972 147,656 147,656: 0 0
Old : 147,656: 40,692 99,959 3,725 103,239 43,972 147,656 147,656: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -35,591: -6,069 -22,034 0 -29,522 -13,557 -35,591 -35,591: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 67.7 2.5 69.9 29.8 100.0 100.0: 0.0 0.0
Old : 100.0: 27.6 67.7 2.5 69.9 29.8 100.0 100.0: 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 : 28: 2 11 4 13 10 19 21:
Old : 28: 2 11 4 13 10 19 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 : 67.1 78.8 89.9 90.5 67.1 74.0 83.9 82.5
Old : 67.1 78.8 89.9 90.5 67.1 74.0 83.9 82.5
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 30, 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 : 35,564: 4,240 421 0 31,324 35,143 35,564 35,564: 0 0
Old : 35,564: 4,240 421 0 31,324 35,143 35,564 35,564: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 17: 0 0 0 17 17 17 17: 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 : 70.2 97.3 89.5 99.6 64.7 91.8 83.5 91.8
Old : 70.2 97.3 89.5 99.6 64.7 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 30, 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 : 90,944: 16,548 21,550 4,637 69,759 64,757 90,944 90,944: 0 0
Old : 90,944: 16,548 21,550 4,637 69,759 64,757 90,944 90,944: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -34,525: -7,301 -18,114 -650 -26,574 -15,761 -34,525 -34,525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 23.7 5.1 76.7 71.2 100.0 100.0: 0.0 0.0
Old : 100.0: 18.2 23.7 5.1 76.7 71.2 100.0 100.0: 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 : 28: 7 3 2 15 10 22 15:
Old : 28: 7 3 2 15 10 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 82.0 80.6 94.5 59.6 80.9 78.8 90.3
Old : 59.7 82.0 80.6 94.5 59.6 80.9 78.8 90.3
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 30, 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 : 16,053: 7,242 2,150 4,725 4,086 9,178 16,053 16,053: 0 0
Old : 16,053: 7,242 2,150 4,725 4,086 9,178 16,053 16,053: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -403: -3 0 0 -400 -403 -403 -403: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 13.4 29.4 25.5 57.2 100.0 100.0: 0.0 0.0
Old : 100.0: 45.1 13.4 29.4 25.5 57.2 100.0 100.0: 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 : 60.9 56.6 84.6 89.7 51.2 51.0 63.3 64.3
Old : 60.9 56.6 84.6 89.7 51.2 51.0 63.3 64.3
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 30, 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 : 30,190: 7,800 1,610 1,250 21,140 27,330 30,190 30,190: 0 0
Old : 30,190: 7,800 1,610 1,250 21,140 27,330 30,190 30,190: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 784: 0 100 -100 884 784 784 784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 5.3 4.1 70.0 90.5 100.0 100.0: 0.0 0.0
Old : 100.0: 25.8 5.3 4.1 70.0 90.5 100.0 100.0: 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 : 31: 9 2 1 18 14 28 16:
Old : 31: 9 2 1 18 14 28 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 : 50.4 66.9 72.9 86.0 43.2 51.5 60.8 66.9
Old : 50.4 66.9 72.9 86.0 43.2 51.5 60.8 66.9
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 30, 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 : 14,880: 2,967 3,200 650 11,263 11,030 14,880 14,880: 0 0
Old : 14,880: 2,967 3,200 650 11,263 11,030 14,880 14,880: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 175: 79 0 0 96 175 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.5 4.4 75.7 74.1 100.0 100.0: 0.0 0.0
Old : 100.0: 19.9 21.5 4.4 75.7 74.1 100.0 100.0: 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 : 62.9 72.6 88.1 88.2 59.0 72.6 83.2 84.6
Old : 62.9 72.6 88.1 88.2 59.0 72.6 83.2 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 40,195: 22,771 6,350 1,137 16,287 32,708 40,195 40,195: 0 0
Old : 40,195: 22,771 6,350 1,137 16,287 32,708 40,195 40,195: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 350: 350 0 0 0 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 15.8 2.8 40.5 81.4 100.0 100.0: 0.0 0.0
Old : 100.0: 56.7 15.8 2.8 40.5 81.4 100.0 100.0: 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 : 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 : 73.4 75.9 92.0 96.0 66.3 72.6 79.2 80.9
Old : 73.4 75.9 92.0 96.0 66.3 72.6 79.2 80.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 46,019: 4,007 1,152 5,183 36,747 39,654 45,937 45,989: 82 30
Old : 46,019: 4,007 1,152 5,183 36,747 39,654 45,937 45,989: 82 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 4,352: 1,788 82 -5 2,569 4,275 4,352 4,352: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.5 11.3 79.9 86.2 99.8 99.9: 0.2 0.1
Old : 100.0: 8.7 2.5 11.3 79.9 86.2 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 : 41: 6 4 9 29 28 39 37:
Old : 41: 6 4 9 29 28 39 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 : 52.1 43.6 77.2 73.8 18.5 16.1 23.5 23.3
Old : 52.1 43.6 77.2 73.8 18.5 16.1 23.5 23.3
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 45,800: 2,282 4,865 5,659 37,110 35,122 45,051 45,646: 749 154
Old : 45,800: 2,282 4,865 5,659 37,110 35,122 45,051 45,646: 749 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 635: -147 1,375 144 638 -884 635 635: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 10.6 12.4 81.0 76.7 98.4 99.7: 1.6 0.3
Old : 100.0: 5.0 10.6 12.4 81.0 76.7 98.4 99.7: 1.6 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 : 40: 7 2 4 28 20 36 25:
Old : 40: 7 2 4 28 20 36 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 : 42.9 58.1 67.3 85.5 29.3 39.6 40.3 47.8
Old : 42.9 58.1 67.3 85.5 29.3 39.6 40.3 47.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,748,200: 140,147 184,040 358,126 4,226,857 4,180,120 4,725,130 4,722,286: 23,070 25,914
Old : 4,748,200: 140,147 184,040 358,126 4,226,857 4,180,120 4,725,130 4,722,286: 23,070 25,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -262,530: -44,307 32,736 -34,431 -176,407 -260,156 -255,145 -261,851: -7,385 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 3.9 7.5 89.0 88.0 99.5 99.5: 0.5 0.5
Old : 100.0: 3.0 3.9 7.5 89.0 88.0 99.5 99.5: 0.5 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 : 232: 26 43 50 150 114 206 177:
Old : 232: 26 43 50 150 114 206 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 42.9 42.3 59.5 24.7 41.8 37.7 56.3
Old : 27.0 42.9 42.3 59.5 24.7 41.8 37.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 928,206: 37,733 30,235 270,303 617,675 624,604 925,712 925,142: 2,494 3,063
Old : 928,206: 37,733 30,235 270,303 617,675 624,604 925,712 925,142: 2,494 3,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -74,636: -63 -687 -34,860 -38,299 -38,952 -73,222 -74,500: -1,414 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.3 29.1 66.5 67.3 99.7 99.7: 0.3 0.3
Old : 100.0: 4.1 3.3 29.1 66.5 67.3 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 : 74: 12 12 23 47 45 70 69:
Old : 74: 12 12 23 47 45 70 69:
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 : 53.2 53.4 69.4 69.3 8.2 11.3 10.8 12.7
Old : 53.2 53.4 69.4 69.3 8.2 11.3 10.8 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 269,226: 446 5,006 989 249,172 260,619 250,607 266,614: 18,619 2,612
Old : 269,226: 446 5,006 989 249,172 260,619 250,607 266,614: 18,619 2,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -1,997: 271 0 79 -1,839 -1,780 -1,489 -1,701: -508 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.9 0.4 92.6 96.8 93.1 99.0: 6.9 1.0
Old : 100.0: 0.2 1.9 0.4 92.6 96.8 93.1 99.0: 6.9 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 : 35: 3 1 3 29 23 32 27:
Old : 35: 3 1 3 29 23 32 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 : 63.7 73.2 78.2 84.6 57.7 70.3 71.5 77.9
Old : 63.7 73.2 78.2 84.6 57.7 70.3 71.5 77.9
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 30, 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 : 158,938: 2,711 9,381 976 152,458 143,088 156,145 153,445: 2,793 5,493
Old : 158,938: 2,711 9,381 976 152,458 143,088 156,145 153,445: 2,793 5,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,453: 1,116 -708 180 364 2,289 1,660 1,761: -207 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.9 0.6 95.9 90.0 98.2 96.5: 1.8 3.5
Old : 100.0: 1.7 5.9 0.6 95.9 90.0 98.2 96.5: 1.8 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 : 42: 4 3 7 30 29 37 36:
Old : 42: 4 3 7 30 29 37 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 : 66.5 45.3 83.3 66.6 60.8 42.6 74.9 62.0
Old : 66.5 45.3 83.3 66.6 60.8 42.6 74.9 62.0
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 30, 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 : 342,651: 4,073 2,198 2,709 325,336 329,944 332,118 334,851: 10,533 7,800
Old : 342,651: 4,073 2,198 2,709 325,336 329,944 332,118 334,851: 10,533 7,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 10,312: 2,123 -623 425 7,764 10,599 10,312 10,401: 0 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.6 0.8 94.9 96.3 96.9 97.7: 3.1 2.3
Old : 100.0: 1.2 0.6 0.8 94.9 96.3 96.9 97.7: 3.1 2.3
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 : 46: 3 3 4 32 30 37 35:
Old : 46: 3 3 4 32 30 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 : 62.9 51.3 76.3 74.2 55.9 49.6 62.8 67.6
Old : 62.9 51.3 76.3 74.2 55.9 49.6 62.8 67.6
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 30, 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 : 778,794: 2,718 9,162 3,623 764,393 764,052 770,734 776,837: 8,060 1,957
Old : 778,794: 2,718 9,162 3,623 764,393 764,052 770,734 776,837: 8,060 1,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 12,639: -31 149 62 12,742 11,952 12,773 12,163: -134 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.2 0.5 98.2 98.1 99.0 99.7: 1.0 0.3
Old : 100.0: 0.3 1.2 0.5 98.2 98.1 99.0 99.7: 1.0 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 : 47: 2 2 3 41 28 45 31:
Old : 47: 2 2 3 41 28 45 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 : 38.6 63.2 63.2 90.6 36.8 62.2 60.5 88.1
Old : 38.6 63.2 63.2 90.6 36.8 62.2 60.5 88.1
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 30, 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 : 397,511: 1,829 5,275 764 376,593 386,926 379,186 392,965: 18,325 4,546
Old : 397,511: 1,829 5,275 764 376,593 386,926 379,186 392,965: 18,325 4,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 7,756: 650 0 0 7,334 8,697 7,984 8,697: -228 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.3 0.2 94.7 97.3 95.4 98.9: 4.6 1.1
Old : 100.0: 0.5 1.3 0.2 94.7 97.3 95.4 98.9: 4.6 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 : 63: 2 2 2 48 43 51 46:
Old : 63: 2 2 2 48 43 51 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 : 45.7 40.3 65.2 62.6 42.9 32.9 58.3 50.7
Old : 45.7 40.3 65.2 62.6 42.9 32.9 58.3 50.7
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 30, 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 : 514,580: 24,883 1,250 754 480,159 508,882 505,796 510,886: 8,784 3,694
Old : 514,580: 24,883 1,250 754 480,159 508,882 505,796 510,886: 8,784 3,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 16,193: 6,116 -161 -33 9,939 16,414 16,022 16,220: 171 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.2 0.1 93.3 98.9 98.3 99.3: 1.7 0.7
Old : 100.0: 4.8 0.2 0.1 93.3 98.9 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 : 65: 7 3 3 40 42 49 46:
Old : 65: 7 3 3 40 42 49 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 : 52.3 39.5 70.4 63.4 49.7 35.6 63.0 54.6
Old : 52.3 39.5 70.4 63.4 49.7 35.6 63.0 54.6
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 30, 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 : 348,128: 0 6,425 914 341,892 333,028 342,806 340,367: 5,322 7,761
Old : 348,128: 0 6,425 914 341,892 333,028 342,806 340,367: 5,322 7,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 7,486: 0 1,469 -29 7,639 5,874 7,610 7,314: -124 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.3 98.2 95.7 98.5 97.8: 1.5 2.2
Old : 100.0: 0.0 1.8 0.3 98.2 95.7 98.5 97.8: 1.5 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 : 53: 0 7 4 37 30 41 38:
Old : 53: 0 7 4 37 30 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 : 47.3 54.5 68.6 74.8 43.9 52.4 60.3 69.8
Old : 47.3 54.5 68.6 74.8 43.9 52.4 60.3 69.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,225: 2,149 405 1,065 97,824 98,853 101,038 100,323: 3,187 3,902
Old : 104,225: 2,149 405 1,065 97,824 98,853 101,038 100,323: 3,187 3,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 4,020: 591 120 90 4,048 3,475 4,729 3,685: -709 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.4 1.0 93.9 94.8 96.9 96.3: 3.1 3.7
Old : 100.0: 2.1 0.4 1.0 93.9 94.8 96.9 96.3: 3.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 3 22 21 26 24:
Old : 33: 3 1 3 22 21 26 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 : 73.1 59.2 82.3 78.7 67.5 59.2 73.3 76.7
Old : 73.1 59.2 82.3 78.7 67.5 59.2 73.3 76.7
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,818: 0 961 31 31,954 31,330 31,985 32,322: 833 496
Old : 32,818: 0 961 31 31,954 31,330 31,985 32,322: 833 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,178: 0 217 31 1,271 868 1,302 1,116: -124 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.1 97.4 95.5 97.5 98.5: 2.5 1.5
Old : 100.0: 0.0 2.9 0.1 97.4 95.5 97.5 98.5: 2.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 1 20 18 21 20:
Old : 33: 0 2 1 20 18 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 : 43.6 52.1 69.1 75.1 39.7 39.9 60.8 62.4
Old : 43.6 52.1 69.1 75.1 39.7 39.9 60.8 62.4
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 264,525: 1,318 0 554 257,066 257,644 258,938 258,198: 5,587 6,327
Old : 264,525: 1,318 0 554 257,066 257,644 258,938 258,198: 5,587 6,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 12,773: 7 0 280 13,495 12,839 13,782 13,119: -1,009 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.2 97.2 97.4 97.9 97.6: 2.1 2.4
Old : 100.0: 0.5 0.0 0.2 97.2 97.4 97.9 97.6: 2.1 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 : 40: 2 0 1 23 28 25 29:
Old : 40: 2 0 1 23 28 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 45.1 84.8 75.1 75.1 45.1 83.3 71.5
Old : 75.1 45.1 84.8 75.1 75.1 45.1 83.3 71.5
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 30, 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 : 174,789: 0 0 0 165,167 171,858 165,167 171,858: 9,622 2,931
Old : 174,789: 0 0 0 165,167 171,858 165,167 171,858: 9,622 2,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 3,860: 0 0 0 4,532 4,214 4,532 4,214: -672 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.5 98.3 94.5 98.3: 5.5 1.7
Old : 100.0: 0.0 0.0 0.0 94.5 98.3 94.5 98.3: 5.5 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 : 36: 0 0 0 28 23 28 23:
Old : 36: 0 0 0 28 23 28 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 : 51.1 57.8 70.2 83.8 51.1 56.4 67.8 77.2
Old : 51.1 57.8 70.2 83.8 51.1 56.4 67.8 77.2
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 277,622: 248 0 0 274,723 274,814 274,971 274,814: 2,651 2,808
Old : 277,622: 248 0 0 274,723 274,814 274,971 274,814: 2,651 2,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 900: 248 0 0 652 931 900 931: 0 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.0 99.0 99.0 99.0: 1.0 1.0
Old : 100.0: 0.1 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 : 37: 1 0 0 24 23 25 23:
Old : 37: 1 0 0 24 23 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 : 66.4 55.0 83.3 76.3 62.4 52.4 77.9 69.8
Old : 66.4 55.0 83.3 76.3 62.4 52.4 77.9 69.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 38,077: 4,526 0 0 31,706 37,433 36,232 37,433: 1,845 644
Old : 38,077: 4,526 0 0 31,706 37,433 36,232 37,433: 1,845 644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 3,658: 1,333 0 0 2,201 4,029 3,534 4,029: 124 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.0 0.0 83.3 98.3 95.2 98.3: 4.8 1.7
Old : 100.0: 11.9 0.0 0.0 83.3 98.3 95.2 98.3: 4.8 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 : 33: 3 0 0 20 19 23 19:
Old : 33: 3 0 0 20 19 23 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 : 51.4 64.8 67.7 78.5 49.0 60.3 65.3 72.9
Old : 51.4 64.8 67.7 78.5 49.0 60.3 65.3 72.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 584,673: 20,936 11,095 3,415 553,605 564,332 577,956 578,842: 6,717 5,831
Old : 584,673: 20,936 11,095 3,415 553,605 564,332 577,956 578,842: 6,717 5,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 7,942: 351 1,934 -1,187 8,866 7,873 8,030 8,620: -88 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.9 0.6 94.7 96.5 98.9 99.0: 1.1 1.0
Old : 100.0: 3.6 1.9 0.6 94.7 96.5 98.9 99.0: 1.1 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 : 77: 3 7 5 60 53 67 61:
Old : 77: 3 7 5 60 53 67 61:
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 : 25.6 51.0 44.8 73.1 24.7 50.8 43.2 67.8
Old : 25.6 51.0 44.8 73.1 24.7 50.8 43.2 67.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 206,530: 958 281 2,004 195,193 197,012 198,155 199,297: 8,375 7,233
Old : 206,530: 958 281 2,004 195,193 197,012 198,155 199,297: 8,375 7,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -6,079: 958 279 -158 -9,821 -5,873 -9,021 -5,752: 2,942 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.1 1.0 94.5 95.4 95.9 96.5: 4.1 3.5
Old : 100.0: 0.5 0.1 1.0 94.5 95.4 95.9 96.5: 4.1 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 : 33: 2 1 2 24 27 27 29:
Old : 33: 2 1 2 24 27 27 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 : 55.7 60.3 77.1 75.6 43.8 50.8 57.2 59.1
Old : 55.7 60.3 77.1 75.6 43.8 50.8 57.2 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 92,697: 0 0 0 90,130 85,976 90,130 85,976: 2,567 6,721
Old : 92,697: 0 0 0 90,130 85,976 90,130 85,976: 2,567 6,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 656: 0 0 0 2,565 2,257 2,565 2,257: -1,909 -1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 92.7 97.2 92.7: 2.8 7.3
Old : 100.0: 0.0 0.0 0.0 97.2 92.7 97.2 92.7: 2.8 7.3
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 : 33: 0 0 0 24 21 24 21:
Old : 33: 0 0 0 24 21 24 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 : 53.3 57.6 71.8 76.4 51.7 54.3 67.1 67.5
Old : 53.3 57.6 71.8 76.4 51.7 54.3 67.1 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 243,290: 310 6,448 0 242,050 235,797 242,360 242,245: 930 1,045
Old : 243,290: 310 6,448 0 242,050 235,797 242,360 242,245: 930 1,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 52,738: 310 6,107 0 52,868 47,545 53,178 53,652: -440 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.7 0.0 99.5 96.9 99.6 99.6: 0.4 0.4
Old : 100.0: 0.1 2.7 0.0 99.5 96.9 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 : 62: 1 4 0 37 37 38 41:
Old : 62: 1 4 0 37 37 38 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 : 59.2 53.4 75.8 71.0 50.8 50.9 62.9 63.1
Old : 59.2 53.4 75.8 71.0 50.8 50.9 62.9 63.1
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 240,063: 2,666 10,695 62 231,274 228,038 234,002 238,795: 6,061 1,268
Old : 240,063: 2,666 10,695 62 231,274 228,038 234,002 238,795: 6,061 1,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 53,575: 496 6,169 62 52,490 47,557 53,048 53,788: 527 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.5 0.0 96.3 95.0 97.5 99.5: 2.5 0.5
Old : 100.0: 1.1 4.5 0.0 96.3 95.0 97.5 99.5: 2.5 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 : 65: 4 5 1 39 38 44 43:
Old : 65: 4 5 1 39 38 44 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 : 56.3 48.9 71.2 63.5 43.1 42.3 53.3 53.5
Old : 56.3 48.9 71.2 63.5 43.1 42.3 53.3 53.5
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 167,953: 0 1,116 0 166,788 166,219 166,788 167,335: 1,165 618
Old : 167,953: 0 1,116 0 166,788 166,219 166,788 167,335: 1,165 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 3,968: 0 -217 0 4,275 4,557 4,275 4,340: -307 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 99.3 99.0 99.3 99.6: 0.7 0.4
Old : 100.0: 0.0 0.7 0.0 99.3 99.0 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 2 0 21 27 21 29:
Old : 40: 0 2 0 21 27 21 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 : 71.4 68.3 87.5 87.0 65.5 58.4 79.8 77.2
Old : 71.4 68.3 87.5 87.0 65.5 58.4 79.8 77.2
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 24,068: 0 248 0 23,138 23,361 23,138 23,609: 930 459
Old : 24,068: 0 248 0 23,138 23,361 23,138 23,609: 930 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 930: 0 0 0 682 930 682 930: 248 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 96.1 97.1 96.1 98.1: 3.9 1.9
Old : 100.0: 0.0 1.0 0.0 96.1 97.1 96.1 98.1: 3.9 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 : 20: 0 1 0 12 12 12 13:
Old : 20: 0 1 0 12 12 12 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 : 66.5 59.2 90.8 87.6 65.7 59.2 87.5 85.1
Old : 66.5 59.2 90.8 87.6 65.7 59.2 87.5 85.1
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 276,520: 248 2,158 13,545 256,824 255,521 270,617 271,224: 5,903 5,296
Old : 276,520: 248 2,158 13,545 256,824 255,521 270,617 271,224: 5,903 5,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 4,007: 237 680 -17 5,150 4,659 5,370 5,322: -1,363 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.8 4.9 92.9 92.4 97.9 98.1: 2.1 1.9
Old : 100.0: 0.1 0.8 4.9 92.9 92.4 97.9 98.1: 2.1 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 : 48: 1 3 2 36 35 39 38:
Old : 48: 1 3 2 36 35 39 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 : 46.4 34.4 66.4 55.4 43.1 27.4 55.5 41.3
Old : 46.4 34.4 66.4 55.4 43.1 27.4 55.5 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,308: 0 403 0 99,287 98,882 99,287 99,285: 1,021 1,023
Old : 100,308: 0 403 0 99,287 98,882 99,287 99,285: 1,021 1,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 99.0 98.6 99.0 99.0: 1.0 1.0
Old : 100.0: 0.0 0.4 0.0 99.0 98.6 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 : 20: 0 1 0 11 13 11 14:
Old : 20: 0 1 0 11 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.7 80.1 97.7 96.3 92.5 77.5 95.1 93.6
Old : 92.7 80.1 97.7 96.3 92.5 77.5 95.1 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,433: 0 0 0 109,789 106,120 109,789 106,120: 7,644 11,313
Old : 117,433: 0 0 0 109,789 106,120 109,789 106,120: 7,644 11,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 2,409: 0 0 0 3,752 1,929 3,752 1,929: -1,343 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.5 90.4 93.5 90.4: 6.5 9.6
Old : 100.0: 0.0 0.0 0.0 93.5 90.4 93.5 90.4: 6.5 9.6
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 : 27: 0 0 0 22 19 22 19:
Old : 27: 0 0 0 22 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 48.1 78.3 70.8 51.5 42.7 58.0 56.6
Old : 63.1 48.1 78.3 70.8 51.5 42.7 58.0 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 197,803: 58 3,792 816 194,134 189,949 195,008 194,557: 2,795 3,246
Old : 197,803: 58 3,792 816 194,134 189,949 195,008 194,557: 2,795 3,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 5,397: -314 868 177 5,238 3,749 5,101 4,794: 296 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.4 98.1 96.0 98.6 98.4: 1.4 1.6
Old : 100.0: 0.0 1.9 0.4 98.1 96.0 98.6 98.4: 1.4 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 : 42: 1 4 2 25 28 27 33:
Old : 42: 1 4 2 25 28 27 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 : 65.5 50.2 81.7 67.0 56.6 43.2 63.5 53.9
Old : 65.5 50.2 81.7 67.0 56.6 43.2 63.5 53.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 184,631: 0 921 0 176,826 179,083 176,826 180,004: 7,805 4,627
Old : 184,631: 0 921 0 176,826 179,083 176,826 180,004: 7,805 4,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,300: 0 92 0 1,240 1,357 1,240 1,449: 60 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 95.8 97.0 95.8 97.5: 4.2 2.5
Old : 100.0: 0.0 0.5 0.0 95.8 97.0 95.8 97.5: 4.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 22 18 22 19:
Old : 29: 0 1 0 22 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 71.5 78.6 84.7 55.2 65.6 73.2 76.9
Old : 60.3 71.5 78.6 84.7 55.2 65.6 73.2 76.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,155: 0 0 0 82,038 83,459 82,038 83,459: 4,117 2,696
Old : 86,155: 0 0 0 82,038 83,459 82,038 83,459: 4,117 2,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,336: 0 0 0 1,306 1,032 1,306 1,032: 30 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.2 96.9 95.2 96.9: 4.8 3.1
Old : 100.0: 0.0 0.0 0.0 95.2 96.9 95.2 96.9: 4.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 22 18 22 18:
Old : 25: 0 0 0 22 18 22 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 : 52.0 63.4 77.2 82.6 48.1 61.7 72.8 73.8
Old : 52.0 63.4 77.2 82.6 48.1 61.7 72.8 73.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,994: 1,082 0 0 24,678 25,516 25,760 25,516: 1,234 1,478
Old : 26,994: 1,082 0 0 24,678 25,516 25,760 25,516: 1,234 1,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 930: 558 0 0 620 930 1,178 930: -248 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.0 91.4 94.5 95.4 94.5: 4.6 5.5
Old : 100.0: 4.0 0.0 0.0 91.4 94.5 95.4 94.5: 4.6 5.5
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 : 25: 2 0 0 14 11 16 11:
Old : 25: 2 0 0 14 11 16 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 : 61.4 74.8 80.5 89.5 61.4 74.8 77.1 89.2
Old : 61.4 74.8 80.5 89.5 61.4 74.8 77.1 89.2
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 203,035: 4,762 0 396 193,295 198,597 198,453 198,993: 4,582 4,042
Old : 203,035: 4,762 0 396 193,295 198,597 198,453 198,993: 4,582 4,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -4,266: -1,197 0 396 -3,742 -4,135 -4,543 -3,739: 277 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.2 95.2 97.8 97.7 98.0: 2.3 2.0
Old : 100.0: 2.3 0.0 0.2 95.2 97.8 97.7 98.0: 2.3 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 : 27: 2 0 1 17 20 19 21:
Old : 27: 2 0 1 17 20 19 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 : 70.2 63.7 89.1 82.3 66.8 62.7 82.5 77.4
Old : 70.2 63.7 89.1 82.3 66.8 62.7 82.5 77.4
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 176,710: 54 1,026 7,295 161,231 153,479 168,580 161,800: 8,130 14,910
Old : 176,710: 54 1,026 7,295 161,231 153,479 168,580 161,800: 8,130 14,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,638: 0 -782 -295 1,743 1,796 1,448 719: 190 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 4.1 91.2 86.9 95.4 91.6: 4.6 8.4
Old : 100.0: 0.0 0.6 4.1 91.2 86.9 95.4 91.6: 4.6 8.4
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 : 42: 1 1 3 28 30 31 33:
Old : 42: 1 1 3 28 30 31 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 : 41.2 45.6 57.9 63.0 37.9 42.9 52.4 54.9
Old : 41.2 45.6 57.9 63.0 37.9 42.9 52.4 54.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBtu :
: : :
All : 50,329: 0 0 0 45,571 47,767 45,571 47,767: 4,758 2,562
Old : 50,329: 0 0 0 45,571 47,767 45,571 47,767: 4,758 2,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 849: 0 0 0 508 849 508 849: 341 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.5 94.9 90.5 94.9: 9.5 5.1
Old : 100.0: 0.0 0.0 0.0 90.5 94.9 90.5 94.9: 9.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 14 16 14:
Old : 20: 0 0 0 16 14 16 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 : 49.6 82.2 73.2 90.6 45.9 71.1 65.1 75.6
Old : 49.6 82.2 73.2 90.6 45.9 71.1 65.1 75.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 54,733: 0 1,240 0 54,206 51,701 54,206 52,941: 527 1,792
Old : 54,733: 0 1,240 0 54,206 51,701 54,206 52,941: 527 1,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,364: 0 0 0 1,085 713 1,085 713: 279 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 99.0 94.5 99.0 96.7: 1.0 3.3
Old : 100.0: 0.0 2.3 0.0 99.0 94.5 99.0 96.7: 1.0 3.3
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 : 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 : 88.5 61.8 95.0 82.7 88.5 61.8 92.8 81.5
Old : 88.5 61.8 95.0 82.7 88.5 61.8 92.8 81.5
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 30, 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 : 250,874: 453 9,080 1,984 242,687 235,241 245,124 246,305: 5,750 4,569
Old : 250,874: 453 9,080 1,984 242,687 235,241 245,124 246,305: 5,750 4,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 3,456: -116 0 -158 5,529 3,265 5,255 3,107: -1,799 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.6 0.8 96.7 93.8 97.7 98.2: 2.3 1.8
Old : 100.0: 0.2 3.6 0.8 96.7 93.8 97.7 98.2: 2.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 1 1 41 40 42 42:
Old : 54: 1 1 1 41 40 42 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 40.0 75.1 62.0 54.1 39.3 68.1 59.0
Old : 57.0 40.0 75.1 62.0 54.1 39.3 68.1 59.0
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 131,108: 1,315 0 1,076 124,828 126,773 127,219 127,849: 3,889 3,259
Old : 131,108: 1,315 0 1,076 124,828 126,773 127,219 127,849: 3,889 3,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,143: 22 -492 348 747 1,171 1,117 1,027: 26 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.8 95.2 96.7 97.0 97.5: 3.0 2.5
Old : 100.0: 1.0 0.0 0.8 95.2 96.7 97.0 97.5: 3.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 2 24 29 26 31:
Old : 35: 2 0 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 : 59.0 50.2 77.1 74.0 58.0 48.0 66.5 66.4
Old : 59.0 50.2 77.1 74.0 58.0 48.0 66.5 66.4
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 30, 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 : 150,083: 0 0 0 143,929 147,908 143,929 147,908: 6,154 2,175
Old : 150,083: 0 0 0 143,929 147,908 143,929 147,908: 6,154 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 761: 0 0 0 -28 1,183 -28 1,183: 789 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.9 98.6 95.9 98.6: 4.1 1.4
Old : 100.0: 0.0 0.0 0.0 95.9 98.6 95.9 98.6: 4.1 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 : 30: 0 0 0 20 22 20 22:
Old : 30: 0 0 0 20 22 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 63.9 86.8 83.1 73.5 58.0 82.0 73.7
Old : 75.3 63.9 86.8 83.1 73.5 58.0 82.0 73.7
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 30, 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 : 58,798: 0 0 0 52,422 56,717 52,422 56,717: 6,376 2,081
Old : 58,798: 0 0 0 52,422 56,717 52,422 56,717: 6,376 2,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -160: 0 0 0 -980 -191 -980 -191: 820 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.2 96.5 89.2 96.5: 10.8 3.5
Old : 100.0: 0.0 0.0 0.0 89.2 96.5 89.2 96.5: 10.8 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 : 62.8 68.4 78.4 87.4 61.4 66.1 74.6 82.0
Old : 62.8 68.4 78.4 87.4 61.4 66.1 74.6 82.0
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 30, 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 : 43,023: 0 1,426 0 41,885 39,780 41,885 41,206: 1,138 1,817
Old : 43,023: 0 1,426 0 41,885 39,780 41,885 41,206: 1,138 1,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,759: 0 744 0 1,573 1,201 1,573 1,945: 186 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 97.4 92.5 97.4 95.8: 2.6 4.2
Old : 100.0: 0.0 3.3 0.0 97.4 92.5 97.4 95.8: 2.6 4.2
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: 0 2 0 14 13 14 15:
Old : 27: 0 2 0 14 13 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 : 67.2 66.5 85.5 83.5 61.5 66.5 79.8 80.1
Old : 67.2 66.5 85.5 83.5 61.5 66.5 79.8 80.1
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 30, 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 : 262,439: 0 0 0 246,925 260,845 246,925 260,845: 15,514 1,594
Old : 262,439: 0 0 0 246,925 260,845 246,925 260,845: 15,514 1,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 2,752: 0 0 0 4,770 2,318 4,770 2,318: -2,018 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.1 99.4 94.1 99.4: 5.9 0.6
Old : 100.0: 0.0 0.0 0.0 94.1 99.4 94.1 99.4: 5.9 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 : 37: 0 0 0 28 18 28 18:
Old : 37: 0 0 0 28 18 28 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 : 40.7 75.2 63.4 95.0 40.6 75.2 61.5 93.2
Old : 40.7 75.2 63.4 95.0 40.6 75.2 61.5 93.2
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 30, 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 : 99,508: 14,589 8,774 267 79,682 87,911 94,538 96,952: 4,970 2,556
Old : 99,508: 14,589 8,774 267 79,682 87,911 94,538 96,952: 4,970 2,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 6,794: 718 0 0 7,724 6,608 8,442 6,608: -1,648 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 8.8 0.3 80.1 88.3 95.0 97.4: 5.0 2.6
Old : 100.0: 14.7 8.8 0.3 80.1 88.3 95.0 97.4: 5.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 22 21 24 23:
Old : 31: 2 1 1 22 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 : 53.2 63.0 76.3 78.6 51.6 63.0 70.8 76.7
Old : 53.2 63.0 76.3 78.6 51.6 63.0 70.8 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 204,456: 1,976 0 0 199,027 200,704 201,003 200,704: 3,453 3,752
Old : 204,456: 1,976 0 0 199,027 200,704 201,003 200,704: 3,453 3,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 2,218: 0 0 0 2,280 1,914 2,280 1,914: -62 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 97.3 98.2 98.3 98.2: 1.7 1.8
Old : 100.0: 1.0 0.0 0.0 97.3 98.2 98.3 98.2: 1.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 65.2 55.3 88.7 76.4 60.1 49.8 73.5 68.6
Old : 65.2 55.3 88.7 76.4 60.1 49.8 73.5 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 36,076: 4,633 1,347 5,100 25,869 29,138 35,603 35,585: 473 491
Old : 36,076: 4,633 1,347 5,100 25,869 29,138 35,603 35,585: 473 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -2,686: -94 129 -1,255 -1,382 -1,923 -2,730 -3,049: 44 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 3.7 14.1 71.7 80.8 98.7 98.6: 1.3 1.4
Old : 100.0: 12.8 3.7 14.1 71.7 80.8 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 : 43: 9 5 14 26 26 40 40:
Old : 43: 9 5 14 26 26 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 : 44.9 43.9 66.1 65.3 27.3 25.4 33.8 31.7
Old : 44.9 43.9 66.1 65.3 27.3 25.4 33.8 31.7
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 40,301: 5,774 1,432 500 33,992 38,369 40,266 40,301: 35 0
Old : 40,301: 5,774 1,432 500 33,992 38,369 40,266 40,301: 35 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 639: -176 -46 -50 989 734 764 639: -125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.6 1.2 84.3 95.2 99.9 100.0: 0.1 0.0
Old : 100.0: 14.3 3.6 1.2 84.3 95.2 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 : 38: 6 6 4 24 23 30 33:
Old : 38: 6 6 4 24 23 30 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 : 62.6 66.8 85.4 82.4 55.0 61.6 67.8 69.3
Old : 62.6 66.8 85.4 82.4 55.0 61.6 67.8 69.3
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 30, 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 : 30,241: 2,000 675 925 27,194 28,611 30,119 30,211: 122 30
Old : 30,241: 2,000 675 925 27,194 28,611 30,119 30,211: 122 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 223: 0 475 -125 348 -127 223 223: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.2 3.1 89.9 94.6 99.6 99.9: 0.4 0.1
Old : 100.0: 6.6 2.2 3.1 89.9 94.6 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 : 27: 3 4 4 16 16 21 22:
Old : 27: 3 4 4 16 16 21 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 : 69.3 74.4 86.0 87.6 67.2 70.7 77.9 79.7
Old : 69.3 74.4 86.0 87.6 67.2 70.7 77.9 79.7
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 147,638: 10,933 8,326 7,489 128,740 131,815 147,162 147,630: 476 8
Old : 147,638: 10,933 8,326 7,489 128,740 131,815 147,162 147,630: 476 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 724: 1,160 -1,835 -720 284 3,279 724 724: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.6 5.1 87.2 89.3 99.7 100.0: 0.3 0.0
Old : 100.0: 7.4 5.6 5.1 87.2 89.3 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 : 53: 8 8 8 32 36 44 48:
Old : 53: 8 8 8 32 36 44 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 : 43.9 47.4 66.5 62.9 29.7 30.7 40.9 43.5
Old : 43.9 47.4 66.5 62.9 29.7 30.7 40.9 43.5
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 30, 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 : 68,939: 276 7,215 2,233 66,422 59,485 68,931 68,933: 8 6
Old : 68,939: 276 7,215 2,233 66,422 59,485 68,931 68,933: 8 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,225: -86 1,071 29 1,281 119 1,225 1,220: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 10.5 3.2 96.3 86.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 10.5 3.2 96.3 86.3 100.0 100.0: 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 : 43: 2 12 7 24 24 31 38:
Old : 43: 2 12 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 : 68.4 67.4 84.8 84.6 65.6 55.8 75.2 68.6
Old : 68.4 67.4 84.8 84.6 65.6 55.8 75.2 68.6
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 30, 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 : 33,457: 125 225 250 33,082 32,937 33,457 33,412: 0 45
Old : 33,457: 125 225 250 33,082 32,937 33,457 33,412: 0 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 316: 25 -25 0 291 341 316 316: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.7 0.7 98.9 98.4 100.0 99.9: 0.0 0.1
Old : 100.0: 0.4 0.7 0.7 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 : 86.3 78.2 97.5 91.9 77.8 66.9 83.1 79.8
Old : 86.3 78.2 97.5 91.9 77.8 66.9 83.1 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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 66,720: 16,673 4,992 2,363 47,684 59,333 66,720 66,688: 0 32
Old : 66,720: 16,673 4,992 2,363 47,684 59,333 66,720 66,688: 0 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -361: -279 200 -200 118 -361 -361 -361: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 7.5 3.5 71.5 88.9 100.0 100.0: 0.0 0.0
Old : 100.0: 25.0 7.5 3.5 71.5 88.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 2 4 25 25 32 30:
Old : 36: 6 2 4 25 25 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 : 54.9 55.2 74.4 75.5 50.9 45.2 59.8 57.7
Old : 54.9 55.2 74.4 75.5 50.9 45.2 59.8 57.7
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 85,322: 26,195 8,357 1,690 57,003 75,162 84,888 85,209: 434 113
Old : 85,322: 26,195 8,357 1,690 57,003 75,162 84,888 85,209: 434 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 212: 120 810 -420 336 -178 36 212: 176 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 9.8 2.0 66.8 88.1 99.5 99.9: 0.5 0.1
Old : 100.0: 30.7 9.8 2.0 66.8 88.1 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 7 4 28 26 34 35:
Old : 41: 4 7 4 28 26 34 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 : 53.2 57.0 71.4 76.5 48.9 49.3 62.8 64.9
Old : 53.2 57.0 71.4 76.5 48.9 49.3 62.8 64.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 74,111: 3,811 225 1,330 68,384 72,332 73,525 73,887: 586 224
Old : 74,111: 3,811 225 1,330 68,384 72,332 73,525 73,887: 586 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 4: 650 125 0 -646 -121 4 4: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.3 1.8 92.3 97.6 99.2 99.7: 0.8 0.3
Old : 100.0: 5.1 0.3 1.8 92.3 97.6 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 : 39: 3 2 2 24 25 27 29:
Old : 39: 3 2 2 24 25 27 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 : 47.4 69.5 70.4 80.7 45.8 69.5 65.0 77.6
Old : 47.4 69.5 70.4 80.7 45.8 69.5 65.0 77.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 101,871: 4,722 300 1,617 94,893 99,747 101,232 101,664: 639 207
Old : 101,871: 4,722 300 1,617 94,893 99,747 101,232 101,664: 639 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,372: 650 175 0 722 1,197 1,372 1,372: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.3 1.6 93.2 97.9 99.4 99.8: 0.6 0.2
Old : 100.0: 4.6 0.3 1.6 93.2 97.9 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 : 43: 3 3 2 29 27 32 32:
Old : 43: 3 3 2 29 27 32 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 : 48.4 64.4 69.2 81.1 48.0 64.3 66.7 78.1
Old : 48.4 64.4 69.2 81.1 48.0 64.3 66.7 78.1
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 30, 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 23, 2019 :
: 0: 0 0 0 0 0 0 0: 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 90.3
Old : 69.3 90.6 89.3 95.5 67.9 88.0 83.2 90.3
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 26,167: 82 600 0 25,295 25,402 25,377 26,002: 790 165
Old : 26,167: 82 600 0 25,295 25,402 25,377 26,002: 790 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -40: 0 0 0 -40 -40 -40 -40: 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 : 56.7 60.7 81.9 82.6 39.5 52.6 56.2 61.6
Old : 56.7 60.7 81.9 82.6 39.5 52.6 56.2 61.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 14,815: 850 3,700 0 13,875 11,115 14,725 14,815: 90 0
Old : 14,815: 850 3,700 0 13,875 11,115 14,725 14,815: 90 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 800: 0 300 0 800 500 800 800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 25.0 0.0 93.7 75.0 99.4 100.0: 0.6 0.0
Old : 100.0: 5.7 25.0 0.0 93.7 75.0 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 : 60.1 84.5 80.4 99.7 59.8 78.7 73.9 81.6
Old : 60.1 84.5 80.4 99.7 59.8 78.7 73.9 81.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 78,539: 13,494 3,310 5,874 58,836 69,042 78,204 78,226: 335 313
Old : 78,539: 13,494 3,310 5,874 58,836 69,042 78,204 78,226: 335 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,692: 1,229 257 -68 538 1,497 1,698 1,685: -6 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 4.2 7.5 74.9 87.9 99.6 99.6: 0.4 0.4
Old : 100.0: 17.2 4.2 7.5 74.9 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 : 53: 13 7 10 30 30 46 44:
Old : 53: 13 7 10 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 : 32.3 47.4 54.0 67.9 20.9 30.6 29.8 35.6
Old : 32.3 47.4 54.0 67.9 20.9 30.6 29.8 35.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,530: 6,100 430 2,600 20,521 26,153 29,221 29,183: 309 347
Old : 29,530: 6,100 430 2,600 20,521 26,153 29,221 29,183: 309 347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,460: 350 0 -50 1,160 1,505 1,460 1,455: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 1.5 8.8 69.5 88.6 99.0 98.8: 1.0 1.2
Old : 100.0: 20.7 1.5 8.8 69.5 88.6 99.0 98.8: 1.0 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 : 53.6 46.1 78.0 67.9 44.4 37.9 54.5 51.0
Old : 53.6 46.1 78.0 67.9 44.4 37.9 54.5 51.0
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 57,428: 450 240 180 56,633 56,745 57,263 57,165: 165 263
Old : 57,428: 450 240 180 56,633 56,745 57,263 57,165: 165 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 833: 0 -26 -25 843 855 818 804: 15 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.4 0.3 98.6 98.8 99.7 99.5: 0.3 0.5
Old : 100.0: 0.8 0.4 0.3 98.6 98.8 99.7 99.5: 0.3 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 : 32: 1 1 1 21 21 23 22:
Old : 32: 1 1 1 21 21 23 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 83.4 86.5 92.5 59.9 82.4 78.3 86.6
Old : 62.8 83.4 86.5 92.5 59.9 82.4 78.3 86.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 39,299: 1,160 2,115 125 37,414 36,995 38,699 39,235: 600 64
Old : 39,299: 1,160 2,115 125 37,414 36,995 38,699 39,235: 600 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 14: 0 -25 -15 29 54 14 14: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.4 0.3 95.2 94.1 98.5 99.8: 1.5 0.2
Old : 100.0: 3.0 5.4 0.3 95.2 94.1 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 1 22 24 26 30:
Old : 34: 3 6 1 22 24 26 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 : 53.4 47.2 76.2 69.5 40.8 33.5 51.8 47.0
Old : 53.4 47.2 76.2 69.5 40.8 33.5 51.8 47.0
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 66,350: 3,720 200 0 62,167 65,975 65,887 66,175: 463 175
Old : 66,350: 3,720 200 0 62,167 65,975 65,887 66,175: 463 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 595: 224 0 0 331 595 555 595: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.3 0.0 93.7 99.4 99.3 99.7: 0.7 0.3
Old : 100.0: 5.6 0.3 0.0 93.7 99.4 99.3 99.7: 0.7 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 : 31: 4 1 0 23 17 27 18:
Old : 31: 4 1 0 23 17 27 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 : 55.8 89.7 74.7 96.9 52.6 84.6 70.9 86.3
Old : 55.8 89.7 74.7 96.9 52.6 84.6 70.9 86.3
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 73,643: 4,413 4,600 60 69,018 68,983 73,491 73,643: 152 0
Old : 73,643: 4,413 4,600 60 69,018 68,983 73,491 73,643: 152 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,450: 315 0 0 1,130 1,450 1,445 1,450: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 6.2 0.1 93.7 93.7 99.8 100.0: 0.2 0.0
Old : 100.0: 6.0 6.2 0.1 93.7 93.7 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 : 36: 6 1 1 26 20 32 22:
Old : 36: 6 1 1 26 20 32 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 : 53.6 78.8 75.4 95.0 48.3 75.5 67.4 83.6
Old : 53.6 78.8 75.4 95.0 48.3 75.5 67.4 83.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 91,960: 4,135 1,918 535 87,231 89,507 91,901 91,960: 59 0
Old : 91,960: 4,135 1,918 535 87,231 89,507 91,901 91,960: 59 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 876: -725 241 60 1,541 575 876 876: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.1 0.6 94.9 97.3 99.9 100.0: 0.1 0.0
Old : 100.0: 4.5 2.1 0.6 94.9 97.3 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: 3 4 4 24 29 29 35:
Old : 40: 3 4 4 24 29 29 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 : 61.7 54.3 77.8 79.2 60.1 49.8 72.6 68.9
Old : 61.7 54.3 77.8 79.2 60.1 49.8 72.6 68.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 117,293: 6,149 7,501 2,091 108,955 107,701 117,195 117,293: 98 0
Old : 117,293: 6,149 7,501 2,091 108,955 107,701 117,195 117,293: 98 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 943: -445 697 -140 1,528 391 943 948: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.4 1.8 92.9 91.8 99.9 100.0: 0.1 0.0
Old : 100.0: 5.2 6.4 1.8 92.9 91.8 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 : 55: 3 14 7 27 35 36 50:
Old : 55: 3 14 7 27 35 36 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 49.2 75.5 73.6 53.7 45.4 66.6 60.6
Old : 57.1 49.2 75.5 73.6 53.7 45.4 66.6 60.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 56,186: 100 3,345 320 55,746 52,476 56,166 56,141: 20 45
Old : 56,186: 100 3,345 320 55,746 52,476 56,166 56,141: 20 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 135: 100 -10 -50 85 195 135 135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.0 0.6 99.2 93.4 100.0 99.9: 0.0 0.1
Old : 100.0: 0.2 6.0 0.6 99.2 93.4 100.0 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 : 30: 1 6 3 16 17 19 24:
Old : 30: 1 6 3 16 17 19 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 : 78.9 84.0 95.5 93.2 78.0 81.4 91.2 88.9
Old : 78.9 84.0 95.5 93.2 78.0 81.4 91.2 88.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 50,153: 25 2,205 0 50,128 47,948 50,153 50,153: 0 0
Old : 50,153: 25 2,205 0 50,128 47,948 50,153 50,153: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 750: 0 0 0 750 750 750 750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 100.0 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.4 0.0 100.0 95.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 79.3 94.1 97.7 98.0 79.3 91.9 95.3 95.3
Old : 79.3 94.1 97.7 98.0 79.3 91.9 95.3 95.3
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 60,622: 2,158 150 526 57,608 59,695 60,292 60,371: 330 251
Old : 60,622: 2,158 150 526 57,608 59,695 60,292 60,371: 330 251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 963: -60 150 1 1,022 799 963 950: 0 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.2 0.9 95.0 98.5 99.5 99.6: 0.5 0.4
Old : 100.0: 3.6 0.2 0.9 95.0 98.5 99.5 99.6: 0.5 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 : 29: 4 1 3 21 19 25 23:
Old : 29: 4 1 3 21 19 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 : 50.9 83.9 74.1 92.2 44.8 79.4 66.8 81.0
Old : 50.9 83.9 74.1 92.2 44.8 79.4 66.8 81.0
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 58,982: 7,800 75 1,778 49,051 56,893 58,629 58,746: 353 236
Old : 58,982: 7,800 75 1,778 49,051 56,893 58,629 58,746: 353 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 106: -564 75 145 518 -99 99 121: 7 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.1 3.0 83.2 96.5 99.4 99.6: 0.6 0.4
Old : 100.0: 13.2 0.1 3.0 83.2 96.5 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 : 35: 6 2 4 22 24 28 30:
Old : 35: 6 2 4 22 24 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 70.9 74.7 81.9 50.0 68.0 66.8 74.7
Old : 54.6 70.9 74.7 81.9 50.0 68.0 66.8 74.7
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 32,115: 275 268 80 31,580 31,681 31,935 32,029: 180 86
Old : 32,115: 275 268 80 31,580 31,681 31,935 32,029: 180 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 20: 0 0 0 20 0 20 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.8 0.2 98.3 98.6 99.4 99.7: 0.6 0.3
Old : 100.0: 0.9 0.8 0.2 98.3 98.6 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 : 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 : 61.4 88.4 79.5 98.3 61.2 84.7 78.3 89.1
Old : 61.4 88.4 79.5 98.3 61.2 84.7 78.3 89.1
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 29,704: 60 305 0 29,118 29,399 29,178 29,704: 526 0
Old : 29,704: 60 305 0 29,118 29,399 29,178 29,704: 526 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 905: 0 0 0 905 905 905 905: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.0 0.0 98.0 99.0 98.2 100.0: 1.8 0.0
Old : 100.0: 0.2 1.0 0.0 98.0 99.0 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 : 23: 1 2 0 16 11 17 13:
Old : 23: 1 2 0 16 11 17 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 : 61.6 87.8 80.7 97.9 60.7 83.7 79.2 89.0
Old : 61.6 87.8 80.7 97.9 60.7 83.7 79.2 89.0
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,839: 215 4,572 1,983 32,266 28,275 34,464 34,830: 375 9
Old : 34,839: 215 4,572 1,983 32,266 28,275 34,464 34,830: 375 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 5,494: -100 1,933 1,029 4,567 2,537 5,496 5,499: -2 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 13.1 5.7 92.6 81.2 98.9 100.0: 1.1 0.0
Old : 100.0: 0.6 13.1 5.7 92.6 81.2 98.9 100.0: 1.1 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 : 36: 1 7 5 23 22 29 29:
Old : 36: 1 7 5 23 22 29 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 : 66.8 53.1 83.5 71.8 60.2 50.1 74.9 65.7
Old : 66.8 53.1 83.5 71.8 60.2 50.1 74.9 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,773: 56 1,565 1,054 21,214 20,009 22,324 22,628: 449 145
Old : 22,773: 56 1,565 1,054 21,214 20,009 22,324 22,628: 449 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -198: 56 -294 594 -848 -478 -198 -178: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.9 4.6 93.2 87.9 98.0 99.4: 2.0 0.6
Old : 100.0: 0.2 6.9 4.6 93.2 87.9 98.0 99.4: 2.0 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 : 27: 2 3 2 15 18 18 22:
Old : 27: 2 3 2 15 18 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 : 79.2 70.0 91.0 82.9 78.9 69.4 86.6 81.6
Old : 79.2 70.0 91.0 82.9 78.9 69.4 86.6 81.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 54,541: 5,284 5,354 1,692 47,481 47,470 54,457 54,516: 84 25
Old : 54,541: 5,284 5,354 1,692 47,481 47,470 54,457 54,516: 84 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 5,355: 3,638 1,152 -77 1,793 4,276 5,354 5,351: 1 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.8 3.1 87.1 87.0 99.8 100.0: 0.2 0.0
Old : 100.0: 9.7 9.8 3.1 87.1 87.0 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 : 60.4 52.1 75.7 72.9 47.0 49.8 58.0 60.6
Old : 60.4 52.1 75.7 72.9 47.0 49.8 58.0 60.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 36,774: 45 2,247 401 36,026 33,996 36,472 36,644: 302 130
Old : 36,774: 45 2,247 401 36,026 33,996 36,472 36,644: 302 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,059: -154 1,512 -306 1,519 -147 1,059 1,059: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.1 1.1 98.0 92.4 99.2 99.6: 0.8 0.4
Old : 100.0: 0.1 6.1 1.1 98.0 92.4 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: 1 5 5 22 19 28 24:
Old : 32: 1 5 5 22 19 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 62.8 80.8 78.8 51.3 60.2 63.9 69.5
Old : 63.3 62.8 80.8 78.8 51.3 60.2 63.9 69.5
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,490: 541 250 284 19,455 19,941 20,280 20,475: 210 15
Old : 20,490: 541 250 284 19,455 19,941 20,280 20,475: 210 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 516: 75 0 0 441 516 516 516: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.2 1.4 94.9 97.3 99.0 99.9: 1.0 0.1
Old : 100.0: 2.6 1.2 1.4 94.9 97.3 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 3 15 18 18 23:
Old : 28: 3 2 3 15 18 18 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 : 70.0 80.0 87.2 90.3 57.8 73.8 73.0 78.4
Old : 70.0 80.0 87.2 90.3 57.8 73.8 73.0 78.4
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,172: 1,070 225 400 12,642 13,547 14,112 14,172: 60 0
Old : 14,172: 1,070 225 400 12,642 13,547 14,112 14,172: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 25: 0 25 0 25 0 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.6 2.8 89.2 95.6 99.6 100.0: 0.4 0.0
Old : 100.0: 7.6 1.6 2.8 89.2 95.6 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 : 22: 2 3 1 13 10 15 14:
Old : 22: 2 3 1 13 10 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 82.3 83.7 93.3 47.7 79.5 70.2 82.7
Old : 56.8 82.3 83.7 93.3 47.7 79.5 70.2 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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,857: 470 1,500 725 14,602 13,632 15,797 15,857: 60 0
Old : 15,857: 470 1,500 725 14,602 13,632 15,797 15,857: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 25: 0 25 0 25 0 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 9.5 4.6 92.1 86.0 99.6 100.0: 0.4 0.0
Old : 100.0: 3.0 9.5 4.6 92.1 86.0 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 : 24: 2 4 1 14 11 16 16:
Old : 24: 2 4 1 14 11 16 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 : 55.4 80.0 80.9 91.5 49.3 77.5 70.4 81.8
Old : 55.4 80.0 80.9 91.5 49.3 77.5 70.4 81.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,854: 1,890 1,250 305 19,624 20,269 21,819 21,824: 35 30
Old : 21,854: 1,890 1,250 305 19,624 20,269 21,819 21,824: 35 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 28: 20 0 0 8 28 28 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.7 1.4 89.8 92.7 99.8 99.9: 0.2 0.1
Old : 100.0: 8.6 5.7 1.4 89.8 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 60.2 86.2 85.4 63.7 53.6 79.4 77.8
Old : 65.8 60.2 86.2 85.4 63.7 53.6 79.4 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,875: 1,895 1,250 220 18,729 19,375 20,844 20,845: 31 30
Old : 20,875: 1,895 1,250 220 18,729 19,375 20,844 20,845: 31 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 28: 20 0 0 8 28 28 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 6.0 1.1 89.7 92.8 99.9 99.9: 0.1 0.1
Old : 100.0: 9.1 6.0 1.1 89.7 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 : 68.0 60.5 86.3 85.1 65.5 52.8 79.5 76.8
Old : 68.0 60.5 86.3 85.1 65.5 52.8 79.5 76.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,567: 3,415 500 2,335 44,708 47,732 50,458 50,567: 109 0
Old : 50,567: 3,415 500 2,335 44,708 47,732 50,458 50,567: 109 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 15: -575 0 350 240 -335 15 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.0 4.6 88.4 94.4 99.8 100.0: 0.2 0.0
Old : 100.0: 6.8 1.0 4.6 88.4 94.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 2 2 22 17 27 21:
Old : 34: 5 2 2 22 17 27 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 : 62.4 74.6 81.9 91.9 55.5 68.3 69.9 78.9
Old : 62.4 74.6 81.9 91.9 55.5 68.3 69.9 78.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,020: 3,400 510 2,190 44,309 47,320 49,899 50,020: 121 0
Old : 50,020: 3,400 510 2,190 44,309 47,320 49,899 50,020: 121 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -5: -625 0 350 270 -355 -5 -5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.0 4.4 88.6 94.6 99.8 100.0: 0.2 0.0
Old : 100.0: 6.8 1.0 4.4 88.6 94.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 3 3 22 17 28 22:
Old : 35: 5 3 3 22 17 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 : 62.4 76.7 81.4 91.4 57.0 70.4 71.2 80.0
Old : 62.4 76.7 81.4 91.4 57.0 70.4 71.2 80.0
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 131,003: 3,566 13,684 1,105 125,976 116,192 130,647 130,981: 356 22
Old : 131,003: 3,566 13,684 1,105 125,976 116,192 130,647 130,981: 356 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -1,121: 36 -380 0 -1,453 -741 -1,417 -1,121: 296 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 10.4 0.8 96.2 88.7 99.7 100.0: 0.3 0.0
Old : 100.0: 2.7 10.4 0.8 96.2 88.7 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 7 8 34 28 45 38:
Old : 51: 6 7 8 34 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 : 40.7 50.4 63.8 76.2 37.4 46.6 52.6 62.4
Old : 40.7 50.4 63.8 76.2 37.4 46.6 52.6 62.4
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 142,567: 3,060 14,433 1,710 137,732 126,359 142,502 142,502: 65 65
Old : 142,567: 3,060 14,433 1,710 137,732 126,359 142,502 142,502: 65 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -645: 0 -687 50 -691 -6 -641 -643: -4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 10.1 1.2 96.6 88.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 10.1 1.2 96.6 88.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 8 8 37 30 47 41:
Old : 56: 4 8 8 37 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 : 39.2 49.2 62.6 76.4 37.4 45.4 55.2 63.9
Old : 39.2 49.2 62.6 76.4 37.4 45.4 55.2 63.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 483,360: 19,276 23,447 59,678 403,574 399,800 482,528 482,925: 832 435
Old : 483,360: 19,276 23,447 59,678 403,574 399,800 482,528 482,925: 832 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 5,531: 3,669 367 -1,041 2,913 6,198 5,541 5,525: -10 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.9 12.3 83.5 82.7 99.8 99.9: 0.2 0.1
Old : 100.0: 4.0 4.9 12.3 83.5 82.7 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 : 90: 18 23 23 43 40 73 75:
Old : 90: 18 23 23 43 40 73 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 : 40.0 39.0 59.8 62.4 16.1 15.5 21.1 21.8
Old : 40.0 39.0 59.8 62.4 16.1 15.5 21.1 21.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,941: 3,825 50 75 14,929 18,806 18,829 18,931: 112 10
Old : 18,941: 3,825 50 75 14,929 18,806 18,829 18,931: 112 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 50: 50 0 0 0 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 0.3 0.4 78.8 99.3 99.4 99.9: 0.6 0.1
Old : 100.0: 20.2 0.3 0.4 78.8 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 : 25: 3 1 2 18 8 21 11:
Old : 25: 3 1 2 18 8 21 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 : 54.0 92.7 77.5 99.3 53.7 87.1 77.2 91.3
Old : 54.0 92.7 77.5 99.3 53.7 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 30, 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 23, 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 CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 2,071: 150 60 307 1,110 1,211 1,567 1,578: 504 493
Old : 2,071: 150 60 307 1,110 1,211 1,567 1,578: 504 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.9 14.8 53.6 58.5 75.7 76.2: 24.3 23.8
Old : 100.0: 7.2 2.9 14.8 53.6 58.5 75.7 76.2: 24.3 23.8
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 : 20: 3 3 6 12 14 18 20:
Old : 20: 3 3 6 12 14 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 : 36.0 29.0 54.6 45.4 18.3 13.2 20.1 18.7
Old : 36.0 29.0 54.6 45.4 18.3 13.2 20.1 18.7
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 30, 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 : 4,625: 180 339 273 3,575 3,171 4,028 3,783: 597 842
Old : 4,625: 180 339 273 3,575 3,171 4,028 3,783: 597 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 224: -1 73 37 148 110 184 220: 40 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 7.3 5.9 77.3 68.6 87.1 81.8: 12.9 18.2
Old : 100.0: 3.9 7.3 5.9 77.3 68.6 87.1 81.8: 12.9 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 5 5 21 20 26 27:
Old : 29: 2 5 5 21 20 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 25.0 53.5 43.1 21.4 13.7 31.7 21.6
Old : 32.9 25.0 53.5 43.1 21.4 13.7 31.7 21.6
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 30, 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 : 41,524: 6,142 2,209 252 35,045 38,960 41,439 41,421: 85 103
Old : 41,524: 6,142 2,209 252 35,045 38,960 41,439 41,421: 85 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 840: -265 54 123 1,027 685 885 862: -45 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 5.3 0.6 84.4 93.8 99.8 99.8: 0.2 0.2
Old : 100.0: 14.8 5.3 0.6 84.4 93.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 3 3 36 33 41 39:
Old : 46: 5 3 3 36 33 41 39:
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 : 44.6 52.5 64.9 69.7 42.9 48.5 53.7 60.5
Old : 44.6 52.5 64.9 69.7 42.9 48.5 53.7 60.5
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 30, 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 : 15,037: 270 64 164 14,416 14,391 14,850 14,619: 187 418
Old : 15,037: 270 64 164 14,416 14,391 14,850 14,619: 187 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 165: 0 -85 -23 170 273 147 165: 18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.4 1.1 95.9 95.7 98.8 97.2: 1.2 2.8
Old : 100.0: 1.8 0.4 1.1 95.9 95.7 98.8 97.2: 1.2 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 3 26 29 30 32:
Old : 37: 2 2 3 26 29 30 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 : 70.8 48.6 84.7 65.5 40.7 26.7 48.7 40.9
Old : 70.8 48.6 84.7 65.5 40.7 26.7 48.7 40.9
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 30, 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 : 10,616: 207 130 374 9,423 9,637 10,004 10,141: 612 475
Old : 10,616: 207 130 374 9,423 9,637 10,004 10,141: 612 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 603: -30 0 5 700 515 675 520: -72 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.2 3.5 88.8 90.8 94.2 95.5: 5.8 4.5
Old : 100.0: 1.9 1.2 3.5 88.8 90.8 94.2 95.5: 5.8 4.5
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 : 44: 4 3 4 31 27 36 33:
Old : 44: 4 3 4 31 27 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 39.1 57.2 61.4 22.1 25.1 34.9 40.9
Old : 38.2 39.1 57.2 61.4 22.1 25.1 34.9 40.9
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 30, 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 : 35,981: 712 2,656 350 34,519 32,555 35,581 35,561: 400 420
Old : 35,981: 712 2,656 350 34,519 32,555 35,581 35,561: 400 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 3,161: 587 289 209 2,365 2,663 3,161 3,161: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 7.4 1.0 95.9 90.5 98.9 98.8: 1.1 1.2
Old : 100.0: 2.0 7.4 1.0 95.9 90.5 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 : 42: 2 6 3 19 25 24 31:
Old : 42: 2 6 3 19 25 24 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 : 84.0 50.2 91.3 68.0 79.3 47.9 85.1 63.8
Old : 84.0 50.2 91.3 68.0 79.3 47.9 85.1 63.8
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 30, 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 : 67,065: 2,891 3,119 3,040 60,238 59,612 66,169 65,771: 896 1,294
Old : 67,065: 2,891 3,119 3,040 60,238 59,612 66,169 65,771: 896 1,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 2,979: -17 316 247 2,424 2,337 2,654 2,900: 325 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.7 4.5 89.8 88.9 98.7 98.1: 1.3 1.9
Old : 100.0: 4.3 4.7 4.5 89.8 88.9 98.7 98.1: 1.3 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 : 91: 12 10 15 58 60 76 80:
Old : 91: 12 10 15 58 60 76 80:
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 : 29.3 47.4 45.8 58.5 21.5 43.1 33.4 48.0
Old : 29.3 47.4 45.8 58.5 21.5 43.1 33.4 48.0
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 30, 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 : 1,883: 330 0 93 959 1,406 1,382 1,499: 501 384
Old : 1,883: 330 0 93 959 1,406 1,382 1,499: 501 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 125: -21 0 11 83 55 73 66: 52 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.0 4.9 50.9 74.7 73.4 79.6: 26.6 20.4
Old : 100.0: 17.5 0.0 4.9 50.9 74.7 73.4 79.6: 26.6 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 0 3 11 14 17 17:
Old : 21: 6 0 3 11 14 17 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 : 42.8 46.1 59.5 62.1 33.1 39.0 44.6 50.3
Old : 42.8 46.1 59.5 62.1 33.1 39.0 44.6 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 US barrels per lot :
: : :
All : 52,195: 58 9,856 8,859 28,600 16,431 37,517 35,147: 14,678 17,048
Old : 52,195: 58 9,856 8,859 28,600 16,431 37,517 35,147: 14,678 17,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 18.9 17.0 54.8 31.5 71.9 67.3: 28.1 32.7
Old : 100.0: 0.1 18.9 17.0 54.8 31.5 71.9 67.3: 28.1 32.7
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 : 21: 1 6 5 14 8 19 15:
Old : 21: 1 6 5 14 8 19 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 : 35.0 36.9 56.2 53.9 23.8 16.1 29.6 22.9
Old : 35.0 36.9 56.2 53.9 23.8 16.1 29.6 22.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 27,652: 4,315 0 0 23,252 27,627 27,567 27,627: 85 25
Old : 27,652: 4,315 0 0 23,252 27,627 27,567 27,627: 85 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 315: 0 0 0 330 330 330 330: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 0.0 0.0 84.1 99.9 99.7 99.9: 0.3 0.1
Old : 100.0: 15.6 0.0 0.0 84.1 99.9 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 : 33: 2 0 0 22 15 24 15:
Old : 33: 2 0 0 22 15 24 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 : 53.2 68.0 75.2 91.3 53.2 68.0 71.8 86.2
Old : 53.2 68.0 75.2 91.3 53.2 68.0 71.8 86.2
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 8,210: 370 115 470 7,300 7,540 8,140 8,125: 70 85
Old : 8,210: 370 115 470 7,300 7,540 8,140 8,125: 70 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -2,312: -169 80 -85 -2,128 -2,272 -2,382 -2,277: 70 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.4 5.7 88.9 91.8 99.1 99.0: 0.9 1.0
Old : 100.0: 4.5 1.4 5.7 88.9 91.8 99.1 99.0: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 16 12 19 14:
Old : 24: 2 1 2 16 12 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 76.9 78.8 91.6 47.5 56.4 60.3 62.3
Old : 57.9 76.9 78.8 91.6 47.5 56.4 60.3 62.3
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 10,192: 105 1,848 45 9,987 8,299 10,137 10,192: 55 0
Old : 10,192: 105 1,848 45 9,987 8,299 10,137 10,192: 55 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 990: 0 720 0 990 270 990 990: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 18.1 0.4 98.0 81.4 99.5 100.0: 0.5 0.0
Old : 100.0: 1.0 18.1 0.4 98.0 81.4 99.5 100.0: 0.5 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 14 8 15 10:
Old : 22: 1 1 1 14 8 15 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 82.0 95.1 99.0 81.9 82.0 94.7 97.6
Old : 81.9 82.0 95.1 99.0 81.9 82.0 94.7 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 219,054: 0 0 0 208,876 208,358 208,876 208,358: 10,178 10,696
Old : 219,054: 0 0 0 208,876 208,358 208,876 208,358: 10,178 10,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -15,755: 0 0 0 -15,839 -9,574 -15,839 -9,574: 84 -6,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 95.1 95.4 95.1: 4.6 4.9
Old : 100.0: 0.0 0.0 0.0 95.4 95.1 95.4 95.1: 4.6 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 : 22: 0 0 0 14 17 14 17:
Old : 22: 0 0 0 14 17 14 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 : 76.9 64.1 90.0 85.1 75.0 64.1 85.3 84.6
Old : 76.9 64.1 90.0 85.1 75.0 64.1 85.3 84.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 34,850: 19,936 845 993 8,857 31,825 29,786 33,663: 5,064 1,187
Old : 34,850: 19,936 845 993 8,857 31,825 29,786 33,663: 5,064 1,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 515: -388 0 0 833 415 445 415: 70 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 2.4 2.8 25.4 91.3 85.5 96.6: 14.5 3.4
Old : 100.0: 57.2 2.4 2.8 25.4 91.3 85.5 96.6: 14.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 2 3 11 11 16 16:
Old : 20: 5 2 3 11 11 16 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 : 62.2 79.5 74.8 89.6 59.5 76.4 70.4 82.0
Old : 62.2 79.5 74.8 89.6 59.5 76.4 70.4 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 02, 2019