CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 36,319: 9,162 9,297 1,025 26,109 25,997 36,296 36,319: 23 0
Old : 36,319: 9,162 9,297 1,025 26,109 25,997 36,296 36,319: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 25.6 2.8 71.9 71.6 99.9 100.0: 0.1 0.0
Old : 100.0: 25.2 25.6 2.8 71.9 71.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 3 2 18 10 30 15:
Old : 39: 11 3 2 18 10 30 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 73.5 64.0 92.5 41.6 73.5 63.6 92.1
Old : 41.7 73.5 64.0 92.5 41.6 73.5 63.6 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, August 20, 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 : 111,725: 47,908 26,111 24,581 39,199 61,021 111,688 111,712: 37 13
Old : 111,725: 47,908 26,111 24,581 39,199 61,021 111,688 111,712: 37 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,673: 255 374 1,603 815 696 2,673 2,673: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 23.4 22.0 35.1 54.6 100.0 100.0: 0.0 0.0
Old : 100.0: 42.9 23.4 22.0 35.1 54.6 100.0 100.0: 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 : 67: 25 13 20 28 21 63 44:
Old : 67: 25 13 20 28 21 63 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 30.2 48.0 47.8 27.2 23.5 37.9 34.7
Old : 33.3 30.2 48.0 47.8 27.2 23.5 37.9 34.7
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 43,753: 16,131 5,554 4,485 23,067 33,714 43,683 43,753: 70 0
Old : 43,753: 16,131 5,554 4,485 23,067 33,714 43,683 43,753: 70 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 287: 158 -49 78 51 258 287 287: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 12.7 10.3 52.7 77.1 99.8 100.0: 0.2 0.0
Old : 100.0: 36.9 12.7 10.3 52.7 77.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 15 9 9 15 17 35 30:
Old : 46: 15 9 9 15 17 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 : 33.7 43.5 56.5 67.3 23.6 36.4 38.2 49.2
Old : 33.7 43.5 56.5 67.3 23.6 36.4 38.2 49.2
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 146,419: 40,742 98,942 4,075 101,602 43,402 146,419 146,419: 0 0
Old : 146,419: 40,742 98,942 4,075 101,602 43,402 146,419 146,419: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -1,093: 0 0 0 -1,093 -1,093 -1,093 -1,093: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 67.6 2.8 69.4 29.6 100.0 100.0: 0.0 0.0
Old : 100.0: 27.8 67.6 2.8 69.4 29.6 100.0 100.0: 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 : 29: 3 9 4 15 12 21 22:
Old : 29: 3 9 4 15 12 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 : 67.1 78.4 90.1 90.2 66.9 73.6 83.8 82.1
Old : 67.1 78.4 90.1 90.2 66.9 73.6 83.8 82.1
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, August 20, 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 : 36,462: 4,240 421 0 32,222 36,041 36,462 36,462: 0 0
Old : 36,462: 4,240 421 0 32,222 36,041 36,462 36,462: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -491: 0 0 0 -491 -491 -491 -491: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 1.2 0.0 88.4 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 11.6 1.2 0.0 88.4 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 : 68.5 98.0 89.1 99.9 63.1 92.6 83.5 92.6
Old : 68.5 98.0 89.1 99.9 63.1 92.6 83.5 92.6
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, August 20, 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 : 91,370: 18,636 22,050 3,087 69,646 66,233 91,370 91,370: 0 0
Old : 91,370: 18,636 22,050 3,087 69,646 66,233 91,370 91,370: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 249: 135 0 -300 414 549 249 249: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 24.1 3.4 76.2 72.5 100.0 100.0: 0.0 0.0
Old : 100.0: 20.4 24.1 3.4 76.2 72.5 100.0 100.0: 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 : 28: 7 3 2 15 11 22 16:
Old : 28: 7 3 2 15 11 22 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 : 59.2 83.5 80.1 94.2 58.8 82.3 77.5 92.2
Old : 59.2 83.5 80.1 94.2 58.8 82.3 77.5 92.2
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, August 20, 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 : 16,047: 7,236 2,150 4,725 4,086 9,172 16,047 16,047: 0 0
Old : 16,047: 7,236 2,150 4,725 4,086 9,172 16,047 16,047: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 0: 0 0 0 0 0 0 0: 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 : 60.8 56.7 84.6 89.7 51.2 51.1 63.2 64.3
Old : 60.8 56.7 84.6 89.7 51.2 51.1 63.2 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, August 20, 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 : 32,686: 6,170 2,085 1,990 24,526 28,611 32,686 32,686: 0 0
Old : 32,686: 6,170 2,085 1,990 24,526 28,611 32,686 32,686: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 899: -475 -100 465 909 534 899 899: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.4 6.1 75.0 87.5 100.0 100.0: 0.0 0.0
Old : 100.0: 18.9 6.4 6.1 75.0 87.5 100.0 100.0: 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 : 32: 9 3 2 18 15 28 19:
Old : 32: 9 3 2 18 15 28 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 : 50.6 64.3 73.3 85.6 43.4 47.1 57.3 63.3
Old : 50.6 64.3 73.3 85.6 43.4 47.1 57.3 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 14,895: 2,892 3,450 725 11,253 10,720 14,870 14,895: 25 0
Old : 14,895: 2,892 3,450 725 11,253 10,720 14,870 14,895: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 200: 25 150 75 75 -25 175 200: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.2 4.9 75.5 72.0 99.8 100.0: 0.2 0.0
Old : 100.0: 19.4 23.2 4.9 75.5 72.0 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 : 24: 5 5 2 12 10 18 16:
Old : 24: 5 5 2 12 10 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 77.1 86.5 90.2 60.5 77.1 82.6 87.5
Old : 63.3 77.1 86.5 90.2 60.5 77.1 82.6 87.5
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 40,595: 22,671 6,250 1,137 16,787 33,208 40,595 40,595: 0 0
Old : 40,595: 22,671 6,250 1,137 16,787 33,208 40,595 40,595: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 15.4 2.8 41.4 81.8 100.0 100.0: 0.0 0.0
Old : 100.0: 55.8 15.4 2.8 41.4 81.8 100.0 100.0: 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 : 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 : 73.6 74.9 92.1 96.1 66.4 71.7 78.2 80.6
Old : 73.6 74.9 92.1 96.1 66.4 71.7 78.2 80.6
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 39,605: 4,210 3,174 3,281 32,027 33,125 39,518 39,580: 87 25
Old : 39,605: 4,210 3,174 3,281 32,027 33,125 39,518 39,580: 87 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 695: 895 233 48 -248 414 695 695: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.0 8.3 80.9 83.6 99.8 99.9: 0.2 0.1
Old : 100.0: 10.6 8.0 8.3 80.9 83.6 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 6 8 29 29 38 38:
Old : 42: 4 6 8 29 29 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 50.2 73.9 75.0 24.6 21.3 29.7 30.3
Old : 50.5 50.2 73.9 75.0 24.6 21.3 29.7 30.3
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 42,788: 4,622 3,596 3,418 34,023 35,664 42,063 42,678: 725 110
Old : 42,788: 4,622 3,596 3,418 34,023 35,664 42,063 42,678: 725 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,437: -26 615 26 1,437 796 1,437 1,437: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.4 8.0 79.5 83.4 98.3 99.7: 1.7 0.3
Old : 100.0: 10.8 8.4 8.0 79.5 83.4 98.3 99.7: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 3 5 27 24 35 31:
Old : 42: 7 3 5 27 24 35 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 : 48.0 60.3 70.3 83.5 32.9 34.0 43.6 46.5
Old : 48.0 60.3 70.3 83.5 32.9 34.0 43.6 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 6,291: 255 1,598 507 5,482 3,867 6,244 5,972: 47 319
Old : 6,291: 255 1,598 507 5,482 3,867 6,244 5,972: 47 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 359: 165 95 10 184 154 359 259: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 25.4 8.1 87.1 61.5 99.3 94.9: 0.7 5.1
Old : 100.0: 4.1 25.4 8.1 87.1 61.5 99.3 94.9: 0.7 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 : 23: 2 4 3 14 12 19 16:
Old : 23: 2 4 3 14 12 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 74.1 84.8 87.4 66.0 62.8 72.3 68.2
Old : 72.7 74.1 84.8 87.4 66.0 62.8 72.3 68.2
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,073,532: 160,001 130,878 456,442 4,431,224 4,462,050 5,047,667 5,049,370: 25,865 24,162
Old : 5,073,532: 160,001 130,878 456,442 4,431,224 4,462,050 5,047,667 5,049,370: 25,865 24,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 28,890: 18,530 -25,912 2,568 7,473 52,626 28,571 29,282: 319 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.6 9.0 87.3 87.9 99.5 99.5: 0.5 0.5
Old : 100.0: 3.2 2.6 9.0 87.3 87.9 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 : 237: 34 35 55 156 122 218 185:
Old : 237: 34 35 55 156 122 218 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 42.4 42.3 58.7 24.6 41.3 37.3 55.0
Old : 26.8 42.4 42.3 58.7 24.6 41.3 37.3 55.0
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 996,585: 41,566 31,365 291,723 659,971 670,891 993,260 993,980: 3,325 2,605
Old : 996,585: 41,566 31,365 291,723 659,971 670,891 993,260 993,980: 3,325 2,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -9,751: -10,514 -8,037 -6,063 6,792 4,363 -9,785 -9,737: 33 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.1 29.3 66.2 67.3 99.7 99.7: 0.3 0.3
Old : 100.0: 4.2 3.1 29.3 66.2 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 : 82: 12 16 25 50 47 75 75:
Old : 82: 12 16 25 50 47 75 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 53.0 68.8 69.1 6.9 10.0 9.9 11.6
Old : 52.8 53.0 68.8 69.1 6.9 10.0 9.9 11.6
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, August 20, 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 : 262,005: 0 6,337 0 242,136 250,091 242,136 256,428: 19,869 5,577
Old : 262,005: 0 6,337 0 242,136 250,091 242,136 256,428: 19,869 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 675: 0 0 0 -2,108 -2,098 -2,108 -2,098: 2,783 2,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 92.4 95.5 92.4 97.9: 7.6 2.1
Old : 100.0: 0.0 2.4 0.0 92.4 95.5 92.4 97.9: 7.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 3 0 28 23 28 26:
Old : 35: 0 3 0 28 23 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 74.2 77.7 83.8 58.6 70.8 71.5 78.5
Old : 64.1 74.2 77.7 83.8 58.6 70.8 71.5 78.5
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, August 20, 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 : 152,477: 1,514 5,694 2,051 146,746 139,365 150,311 147,110: 2,166 5,367
Old : 152,477: 1,514 5,694 2,051 146,746 139,365 150,311 147,110: 2,166 5,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -15: 683 -1,000 379 -834 86 228 -535: -243 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.7 1.3 96.2 91.4 98.6 96.5: 1.4 3.5
Old : 100.0: 1.0 3.7 1.3 96.2 91.4 98.6 96.5: 1.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 3 6 30 28 36 34:
Old : 42: 3 3 6 30 28 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 45.2 85.8 65.4 66.8 42.6 80.3 61.5
Old : 69.4 45.2 85.8 65.4 66.8 42.6 80.3 61.5
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 330,556: 1,086 1,683 2,415 316,913 317,874 320,414 321,972: 10,142 8,584
Old : 330,556: 1,086 1,683 2,415 316,913 317,874 320,414 321,972: 10,142 8,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -1,249: -226 -1,294 -340 -1,459 -429 -2,025 -2,063: 776 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 0.7 95.9 96.2 96.9 97.4: 3.1 2.6
Old : 100.0: 0.3 0.5 0.7 95.9 96.2 96.9 97.4: 3.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 3 3 32 29 37 33:
Old : 47: 3 3 3 32 29 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 51.1 78.6 75.0 59.8 48.0 66.5 67.8
Old : 66.0 51.1 78.6 75.0 59.8 48.0 66.5 67.8
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, August 20, 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 : 809,173: 2,440 10,701 2,384 794,272 794,620 799,096 807,705: 10,077 1,468
Old : 809,173: 2,440 10,701 2,384 794,272 794,620 799,096 807,705: 10,077 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 20,194: 0 768 -128 19,576 19,791 19,448 20,431: 746 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.3 0.3 98.2 98.2 98.8 99.8: 1.2 0.2
Old : 100.0: 0.3 1.3 0.3 98.2 98.2 98.8 99.8: 1.2 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 : 47: 1 3 3 40 27 44 30:
Old : 47: 1 3 3 40 27 44 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 : 37.8 63.2 62.2 90.4 36.2 62.1 60.2 87.9
Old : 37.8 63.2 62.2 90.4 36.2 62.1 60.2 87.9
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, August 20, 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 : 381,099: 1,236 7,209 783 359,450 366,554 361,469 374,546: 19,630 6,553
Old : 381,099: 1,236 7,209 783 359,450 366,554 361,469 374,546: 19,630 6,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,416: 710 124 483 -1,258 2,020 -65 2,627: 2,481 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.9 0.2 94.3 96.2 94.8 98.3: 5.2 1.7
Old : 100.0: 0.3 1.9 0.2 94.3 96.2 94.8 98.3: 5.2 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 : 64: 3 3 2 46 40 49 45:
Old : 64: 3 3 2 46 40 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 40.0 66.1 61.9 43.2 34.8 59.3 52.8
Old : 46.0 40.0 66.1 61.9 43.2 34.8 59.3 52.8
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, August 20, 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 : 496,048: 23,975 846 304 464,025 490,301 488,304 491,451: 7,744 4,597
Old : 496,048: 23,975 846 304 464,025 490,301 488,304 491,451: 7,744 4,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 15,013: 1,727 -1,477 -269 13,652 15,571 15,110 13,825: -97 1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.2 0.1 93.5 98.8 98.4 99.1: 1.6 0.9
Old : 100.0: 4.8 0.2 0.1 93.5 98.8 98.4 99.1: 1.6 0.9
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 : 58: 3 2 2 40 40 44 43:
Old : 58: 3 2 2 40 40 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 : 51.6 39.7 68.8 65.2 50.6 36.7 64.3 58.1
Old : 51.6 39.7 68.8 65.2 50.6 36.7 64.3 58.1
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, August 20, 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 : 371,362: 45 2,041 1,338 362,754 360,037 364,137 363,416: 7,225 7,946
Old : 371,362: 45 2,041 1,338 362,754 360,037 364,137 363,416: 7,225 7,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 16,988: 0 296 126 14,971 16,654 15,097 17,076: 1,891 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.4 97.7 97.0 98.1 97.9: 1.9 2.1
Old : 100.0: 0.0 0.5 0.4 97.7 97.0 98.1 97.9: 1.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 3 3 36 29 39 33:
Old : 49: 1 3 3 36 29 39 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 : 47.2 57.5 68.8 79.2 43.1 55.1 59.2 72.2
Old : 47.2 57.5 68.8 79.2 43.1 55.1 59.2 72.2
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,537: 1,291 287 876 100,029 102,046 102,196 103,209: 3,341 2,328
Old : 105,537: 1,291 287 876 100,029 102,046 102,196 103,209: 3,341 2,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 7,204: -419 -304 -65 7,118 7,888 6,634 7,519: 570 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.3 0.8 94.8 96.7 96.8 97.8: 3.2 2.2
Old : 100.0: 1.2 0.3 0.8 94.8 96.7 96.8 97.8: 3.2 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 : 33: 2 1 2 22 22 25 24:
Old : 33: 2 1 2 22 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 54.2 85.5 75.2 71.7 54.2 76.7 73.8
Old : 77.9 54.2 85.5 75.2 71.7 54.2 76.7 73.8
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 23,860: 0 310 0 23,337 23,550 23,337 23,860: 523 0
Old : 23,860: 0 310 0 23,337 23,550 23,337 23,860: 523 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 3,130: 0 -120 0 3,130 3,250 3,130 3,130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 97.8 98.7 97.8 100.0: 2.2 0.0
Old : 100.0: 0.0 1.3 0.0 97.8 98.7 97.8 100.0: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 0 20 21 20 22:
Old : 32: 0 1 0 20 21 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 : 46.5 50.7 65.6 72.6 38.3 50.2 56.8 66.4
Old : 46.5 50.7 65.6 72.6 38.3 50.2 56.8 66.4
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 260,422: 0 371 56 256,761 253,473 256,817 253,900: 3,605 6,522
Old : 260,422: 0 371 56 256,761 253,473 256,817 253,900: 3,605 6,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 4,716: 0 371 56 6,401 4,271 6,457 4,698: -1,741 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 98.6 97.3 98.6 97.5: 1.4 2.5
Old : 100.0: 0.0 0.1 0.0 98.6 97.3 98.6 97.5: 1.4 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 : 40: 0 1 1 25 29 26 30:
Old : 40: 0 1 1 25 29 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 : 75.2 45.8 85.7 76.2 75.0 45.3 84.3 72.9
Old : 75.2 45.8 85.7 76.2 75.0 45.3 84.3 72.9
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, August 20, 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 : 180,273: 748 0 112 172,554 177,553 173,414 177,665: 6,859 2,608
Old : 180,273: 748 0 112 172,554 177,553 173,414 177,665: 6,859 2,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 6,075: 748 0 112 5,433 6,228 6,293 6,340: -218 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.1 95.7 98.5 96.2 98.6: 3.8 1.4
Old : 100.0: 0.4 0.0 0.1 95.7 98.5 96.2 98.6: 3.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 0 1 32 22 33 23:
Old : 39: 1 0 1 32 22 33 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 : 52.5 55.8 70.7 84.4 52.5 55.4 67.9 78.1
Old : 52.5 55.8 70.7 84.4 52.5 55.4 67.9 78.1
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 312,953: 240 0 0 308,871 310,269 309,111 310,269: 3,842 2,684
Old : 312,953: 240 0 0 308,871 310,269 309,111 310,269: 3,842 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 21,742: 240 0 0 19,610 21,742 19,850 21,742: 1,892 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 98.7 99.1 98.8 99.1: 1.2 0.9
Old : 100.0: 0.1 0.0 0.0 98.7 99.1 98.8 99.1: 1.2 0.9
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 : 36: 1 0 0 23 23 24 23:
Old : 36: 1 0 0 23 23 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 56.8 85.6 76.8 61.3 54.3 78.8 69.7
Old : 63.0 56.8 85.6 76.8 61.3 54.3 78.8 69.7
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 42,603: 3,807 2,600 0 37,116 39,420 40,923 42,020: 1,680 583
Old : 42,603: 3,807 2,600 0 37,116 39,420 40,923 42,020: 1,680 583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 6,812: 180 1,460 0 6,332 5,382 6,512 6,842: 300 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 6.1 0.0 87.1 92.5 96.1 98.6: 3.9 1.4
Old : 100.0: 8.9 6.1 0.0 87.1 92.5 96.1 98.6: 3.9 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 : 35: 3 1 0 23 18 26 19:
Old : 35: 3 1 0 23 18 26 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 : 52.1 66.6 67.0 83.7 51.5 62.3 66.4 77.0
Old : 52.1 66.6 67.0 83.7 51.5 62.3 66.4 77.0
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 590,313: 22,558 12,567 4,411 556,096 567,033 583,065 584,011: 7,248 6,302
Old : 590,313: 22,558 12,567 4,411 556,096 567,033 583,065 584,011: 7,248 6,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 14,398: 1,277 1,240 754 15,718 11,620 17,749 13,614: -3,351 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 2.1 0.7 94.2 96.1 98.8 98.9: 1.2 1.1
Old : 100.0: 3.8 2.1 0.7 94.2 96.1 98.8 98.9: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 5 4 4 56 47 63 53:
Old : 74: 5 4 4 56 47 63 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 51.7 45.2 74.8 24.7 51.6 43.9 70.9
Old : 25.4 51.7 45.2 74.8 24.7 51.6 43.9 70.9
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 226,491: 362 138 3,802 216,940 216,279 221,104 220,219: 5,387 6,272
Old : 226,491: 362 138 3,802 216,940 216,279 221,104 220,219: 5,387 6,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 14,093: 362 -217 1,180 12,915 12,729 14,457 13,692: -364 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.1 1.7 95.8 95.5 97.6 97.2: 2.4 2.8
Old : 100.0: 0.2 0.1 1.7 95.8 95.5 97.6 97.2: 2.4 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 : 34: 2 1 3 27 26 30 29:
Old : 34: 2 1 3 27 26 30 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 : 55.8 59.2 80.2 76.1 45.9 40.7 54.7 51.5
Old : 55.8 59.2 80.2 76.1 45.9 40.7 54.7 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,988: 0 0 0 32,099 32,774 32,099 32,774: 889 214
Old : 32,988: 0 0 0 32,099 32,774 32,099 32,774: 889 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.3 99.4 97.3 99.4: 2.7 0.6
Old : 100.0: 0.0 0.0 0.0 97.3 99.4 97.3 99.4: 2.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 10 15 10:
Old : 20: 0 0 0 15 10 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 : 73.5 74.9 88.8 96.0 68.6 64.6 76.9 77.6
Old : 73.5 74.9 88.8 96.0 68.6 64.6 76.9 77.6
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,714: 0 0 0 81,117 77,609 81,117 77,609: 2,597 6,105
Old : 83,714: 0 0 0 81,117 77,609 81,117 77,609: 2,597 6,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -370: 0 0 0 -373 -308 -373 -308: 3 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.9 92.7 96.9 92.7: 3.1 7.3
Old : 100.0: 0.0 0.0 0.0 96.9 92.7 96.9 92.7: 3.1 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 : 34: 0 0 0 26 22 26 22:
Old : 34: 0 0 0 26 22 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 55.7 70.3 75.6 47.6 52.7 64.9 65.4
Old : 49.8 55.7 70.3 75.6 47.6 52.7 64.9 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 225,692: 0 3,900 0 222,649 220,818 222,649 224,718: 3,043 974
Old : 225,692: 0 3,900 0 222,649 220,818 222,649 224,718: 3,043 974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 31,562: 0 2,400 0 31,562 29,162 31,562 31,562: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 98.7 97.8 98.7 99.6: 1.3 0.4
Old : 100.0: 0.0 1.7 0.0 98.7 97.8 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 3 0 24 23 24 26:
Old : 37: 0 3 0 24 23 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 71.5 80.6 86.2 49.7 70.9 68.5 77.1
Old : 57.1 71.5 80.6 86.2 49.7 70.9 68.5 77.1
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 219,144: 589 10,348 0 212,713 208,024 213,302 218,372: 5,842 772
Old : 219,144: 589 10,348 0 212,713 208,024 213,302 218,372: 5,842 772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 14,769: 0 2,400 0 14,769 12,369 14,769 14,769: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.7 0.0 97.1 94.9 97.3 99.6: 2.7 0.4
Old : 100.0: 0.3 4.7 0.0 97.1 94.9 97.3 99.6: 2.7 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 : 60: 2 4 0 33 34 35 38:
Old : 60: 2 4 0 33 34 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 54.8 76.0 71.3 43.9 49.1 58.7 61.0
Old : 58.1 54.8 76.0 71.3 43.9 49.1 58.7 61.0
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 155,704: 0 984 0 154,787 153,889 154,787 154,873: 917 831
Old : 155,704: 0 984 0 154,787 153,889 154,787 154,873: 917 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,688: 0 0 0 1,688 1,568 1,688 1,568: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 99.4 98.8 99.4 99.5: 0.6 0.5
Old : 100.0: 0.0 0.6 0.0 99.4 98.8 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 2 0 20 21 20 23:
Old : 36: 0 2 0 20 21 20 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 : 74.5 65.4 88.8 87.3 68.3 55.5 80.2 76.9
Old : 74.5 65.4 88.8 87.3 68.3 55.5 80.2 76.9
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 21,767: 0 0 0 21,211 21,312 21,211 21,312: 556 455
Old : 21,767: 0 0 0 21,211 21,312 21,211 21,312: 556 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 97.9 97.4 97.9: 2.6 2.1
Old : 100.0: 0.0 0.0 0.0 97.4 97.9 97.4 97.9: 2.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 12 13 12 13:
Old : 21: 0 0 0 12 13 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 : 61.4 53.2 92.1 82.0 57.2 53.2 87.7 80.6
Old : 61.4 53.2 92.1 82.0 57.2 53.2 87.7 80.6
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 269,354: 1,621 2,345 14,200 249,579 246,958 265,400 263,503: 3,954 5,851
Old : 269,354: 1,621 2,345 14,200 249,579 246,958 265,400 263,503: 3,954 5,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 4,146: -150 -322 151 4,024 2,510 4,025 2,339: 121 1,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.9 5.3 92.7 91.7 98.5 97.8: 1.5 2.2
Old : 100.0: 0.6 0.9 5.3 92.7 91.7 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 : 52: 2 4 4 36 38 41 43:
Old : 52: 2 4 4 36 38 41 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 : 45.3 36.4 65.9 56.2 42.1 29.1 54.2 40.9
Old : 45.3 36.4 65.9 56.2 42.1 29.1 54.2 40.9
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,652: 0 0 0 106,360 104,277 106,360 104,277: 7,292 9,375
Old : 113,652: 0 0 0 106,360 104,277 106,360 104,277: 7,292 9,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 802: 0 0 0 469 772 469 772: 333 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.6 91.8 93.6 91.8: 6.4 8.2
Old : 100.0: 0.0 0.0 0.0 93.6 91.8 93.6 91.8: 6.4 8.2
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 0 0 22 20 22 20:
Old : 27: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 53.0 78.7 72.8 56.1 45.4 64.5 60.3
Old : 62.7 53.0 78.7 72.8 56.1 45.4 64.5 60.3
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 219,559: 0 3,456 0 216,856 209,834 216,856 213,290: 2,703 6,269
Old : 219,559: 0 3,456 0 216,856 209,834 216,856 213,290: 2,703 6,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 11,054: 0 494 0 10,964 9,596 10,964 10,090: 90 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 98.8 95.6 98.8 97.1: 1.2 2.9
Old : 100.0: 0.0 1.6 0.0 98.8 95.6 98.8 97.1: 1.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 3 0 28 28 28 31:
Old : 42: 0 3 0 28 28 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 43.7 82.2 63.4 57.7 41.5 66.9 54.4
Old : 63.9 43.7 82.2 63.4 57.7 41.5 66.9 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 180,647: 0 549 0 173,362 176,538 173,362 177,087: 7,285 3,560
Old : 180,647: 0 549 0 173,362 176,538 173,362 177,087: 7,285 3,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,276: 0 2 0 1,158 1,246 1,158 1,248: 118 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 96.0 97.7 96.0 98.0: 4.0 2.0
Old : 100.0: 0.0 0.3 0.0 96.0 97.7 96.0 98.0: 4.0 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 : 29: 0 1 0 22 19 22 20:
Old : 29: 0 1 0 22 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 69.7 79.8 84.3 55.8 63.9 74.3 76.6
Old : 61.0 69.7 79.8 84.3 55.8 63.9 74.3 76.6
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,765: 0 0 0 82,999 83,664 82,999 83,664: 3,766 3,101
Old : 86,765: 0 0 0 82,999 83,664 82,999 83,664: 3,766 3,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,173: 0 0 0 1,055 1,199 1,055 1,199: 118 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.7 96.4 95.7 96.4: 4.3 3.6
Old : 100.0: 0.0 0.0 0.0 95.7 96.4 95.7 96.4: 4.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 17 21 17:
Old : 25: 0 0 0 21 17 21 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 : 53.4 67.8 77.8 84.7 48.5 66.6 72.5 78.8
Old : 53.4 67.8 77.8 84.7 48.5 66.6 72.5 78.8
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,777: 1,130 567 93 19,573 20,749 20,796 21,409: 981 368
Old : 21,777: 1,130 567 93 19,573 20,749 20,796 21,409: 981 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 3,692: 634 327 93 3,122 3,272 3,849 3,692: -157 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.6 0.4 89.9 95.3 95.5 98.3: 4.5 1.7
Old : 100.0: 5.2 2.6 0.4 89.9 95.3 95.5 98.3: 4.5 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 : 27: 2 2 1 13 12 16 14:
Old : 27: 2 2 1 13 12 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 : 66.2 69.4 80.7 86.8 66.2 69.4 79.9 85.5
Old : 66.2 69.4 80.7 86.8 66.2 69.4 79.9 85.5
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 202,449: 4,618 0 195 194,589 198,089 199,402 198,284: 3,047 4,165
Old : 202,449: 4,618 0 195 194,589 198,089 199,402 198,284: 3,047 4,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 824: 642 0 -326 967 1,210 1,283 884: -459 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.1 96.1 97.8 98.5 97.9: 1.5 2.1
Old : 100.0: 2.3 0.0 0.1 96.1 97.8 98.5 97.9: 1.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 19 21 21 22:
Old : 28: 2 0 1 19 21 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 : 72.2 64.5 90.0 84.2 69.9 63.3 84.9 78.8
Old : 72.2 64.5 90.0 84.2 69.9 63.3 84.9 78.8
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 168,798: 237 1,469 7,882 149,772 144,657 157,891 154,008: 10,907 14,790
Old : 168,798: 237 1,469 7,882 149,772 144,657 157,891 154,008: 10,907 14,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -331: 115 1,163 379 -316 -1,192 178 350: -509 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.9 4.7 88.7 85.7 93.5 91.2: 6.5 8.8
Old : 100.0: 0.1 0.9 4.7 88.7 85.7 93.5 91.2: 6.5 8.8
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 : 42: 1 3 4 27 30 31 35:
Old : 42: 1 3 4 27 30 31 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 : 41.7 41.6 58.1 61.0 38.2 38.9 52.7 52.6
Old : 41.7 41.6 58.1 61.0 38.2 38.9 52.7 52.6
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBtu :
: : :
All : 46,755: 0 0 0 42,174 45,202 42,174 45,202: 4,581 1,553
Old : 46,755: 0 0 0 42,174 45,202 42,174 45,202: 4,581 1,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 860: 0 0 0 111 586 111 586: 749 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.2 96.7 90.2 96.7: 9.8 3.3
Old : 100.0: 0.0 0.0 0.0 90.2 96.7 90.2 96.7: 9.8 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 : 20: 0 0 0 17 14 17 14:
Old : 20: 0 0 0 17 14 17 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 : 49.7 81.6 71.9 91.0 45.2 71.5 62.9 77.0
Old : 49.7 81.6 71.9 91.0 45.2 71.5 62.9 77.0
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,250: 0 900 0 47,667 46,149 47,667 47,049: 583 1,201
Old : 48,250: 0 900 0 47,667 46,149 47,667 47,049: 583 1,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,220: 0 0 0 2,040 2,284 2,040 2,284: 180 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 98.8 95.6 98.8 97.5: 1.2 2.5
Old : 100.0: 0.0 1.9 0.0 98.8 95.6 98.8 97.5: 1.2 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 : 26: 0 1 0 14 16 14 17:
Old : 26: 0 1 0 14 16 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 : 87.0 64.0 94.7 83.4 87.0 63.2 93.0 82.7
Old : 87.0 64.0 94.7 83.4 87.0 63.2 93.0 82.7
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, August 20, 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 : 245,391: 0 9,821 552 239,974 229,588 240,526 239,961: 4,865 5,430
Old : 245,391: 0 9,821 552 239,974 229,588 240,526 239,961: 4,865 5,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 6,456: 0 1,471 -32 6,548 5,321 6,516 6,760: -60 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.2 97.8 93.6 98.0 97.8: 2.0 2.2
Old : 100.0: 0.0 4.0 0.2 97.8 93.6 98.0 97.8: 2.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 0 3 1 39 39 40 42:
Old : 52: 0 3 1 39 39 40 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 : 51.7 41.0 71.6 64.0 48.6 39.9 64.7 58.6
Old : 51.7 41.0 71.6 64.0 48.6 39.9 64.7 58.6
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 127,695: 983 0 304 121,317 123,914 122,604 124,218: 5,091 3,477
Old : 127,695: 983 0 304 121,317 123,914 122,604 124,218: 5,091 3,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 522: -992 0 -288 -175 187 -1,455 -101: 1,977 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.2 95.0 97.0 96.0 97.3: 4.0 2.7
Old : 100.0: 0.8 0.0 0.2 95.0 97.0 96.0 97.3: 4.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 0 1 23 28 24 29:
Old : 34: 1 0 1 23 28 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 51.3 78.4 76.2 57.1 49.4 67.1 68.5
Old : 59.6 51.3 78.4 76.2 57.1 49.4 67.1 68.5
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, August 20, 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 : 143,245: 0 0 0 137,978 140,741 137,978 140,741: 5,267 2,504
Old : 143,245: 0 0 0 137,978 140,741 137,978 140,741: 5,267 2,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 978: 0 0 0 978 978 978 978: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 98.3 96.3 98.3: 3.7 1.7
Old : 100.0: 0.0 0.0 0.0 96.3 98.3 96.3 98.3: 3.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 20 22 20 22:
Old : 31: 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 : 75.9 64.7 87.1 85.0 73.3 57.6 81.4 75.2
Old : 75.9 64.7 87.1 85.0 73.3 57.6 81.4 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 57,380: 0 0 0 51,722 55,517 51,722 55,517: 5,658 1,863
Old : 57,380: 0 0 0 51,722 55,517 51,722 55,517: 5,658 1,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 3,025: 0 0 0 2,844 2,934 2,844 2,934: 181 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.1 96.8 90.1 96.8: 9.9 3.2
Old : 100.0: 0.0 0.0 0.0 90.1 96.8 90.1 96.8: 9.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 14 16 14:
Old : 21: 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 : 61.2 70.7 80.5 88.9 59.8 69.3 75.6 83.1
Old : 61.2 70.7 80.5 88.9 59.8 69.3 75.6 83.1
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, August 20, 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 : 43,914: 0 961 0 43,179 40,842 43,179 41,803: 735 2,111
Old : 43,914: 0 961 0 43,179 40,842 43,179 41,803: 735 2,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,496: 0 0 0 2,496 2,562 2,496 2,562: 0 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 98.3 93.0 98.3 95.2: 1.7 4.8
Old : 100.0: 0.0 2.2 0.0 98.3 93.0 98.3 95.2: 1.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 14 15 14 17:
Old : 27: 0 2 0 14 15 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 : 77.2 68.8 89.9 84.9 71.6 68.8 84.2 79.4
Old : 77.2 68.8 89.9 84.9 71.6 68.8 84.2 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 264,357: 571 210 0 245,833 262,950 246,404 263,160: 17,953 1,197
Old : 264,357: 571 210 0 245,833 262,950 246,404 263,160: 17,953 1,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 4,386: 0 210 0 3,747 3,966 3,747 4,176: 639 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.1 0.0 93.0 99.5 93.2 99.5: 6.8 0.5
Old : 100.0: 0.2 0.1 0.0 93.0 99.5 93.2 99.5: 6.8 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 : 37: 1 1 0 26 18 27 19:
Old : 37: 1 1 0 26 18 27 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 : 42.4 74.9 64.7 95.1 42.0 74.9 62.8 94.5
Old : 42.4 74.9 64.7 95.1 42.0 74.9 62.8 94.5
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, August 20, 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 : 105,164: 14,736 8,774 92 82,626 94,438 97,454 103,304: 7,710 1,860
Old : 105,164: 14,736 8,774 92 82,626 94,438 97,454 103,304: 7,710 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 212: 195 0 -29 94 246 260 217: -48 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 8.3 0.1 78.6 89.8 92.7 98.2: 7.3 1.8
Old : 100.0: 14.0 8.3 0.1 78.6 89.8 92.7 98.2: 7.3 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 : 28: 2 1 1 17 18 19 20:
Old : 28: 2 1 1 17 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 63.6 80.4 84.1 57.3 63.6 77.4 83.8
Old : 58.7 63.6 80.4 84.1 57.3 63.6 77.4 83.8
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 207,537: 1,672 0 0 202,335 205,524 204,007 205,524: 3,530 2,013
Old : 207,537: 1,672 0 0 202,335 205,524 204,007 205,524: 3,530 2,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 7,852: 0 0 0 7,822 7,668 7,822 7,668: 30 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 97.5 99.0 98.3 99.0: 1.7 1.0
Old : 100.0: 0.8 0.0 0.0 97.5 99.0 98.3 99.0: 1.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 24 21 25 21:
Old : 31: 1 0 0 24 21 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 53.6 89.1 74.1 57.6 45.9 69.3 63.6
Old : 64.6 53.6 89.1 74.1 57.6 45.9 69.3 63.6
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, August 20, 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 : 34,311: 4,408 903 4,962 24,556 28,341 33,926 34,205: 385 106
Old : 34,311: 4,408 903 4,962 24,556 28,341 33,926 34,205: 385 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 96: 74 14 3 19 79 96 96: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.6 14.5 71.6 82.6 98.9 99.7: 1.1 0.3
Old : 100.0: 12.8 2.6 14.5 71.6 82.6 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 6 15 29 28 44 43:
Old : 46: 9 6 15 29 28 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 : 46.4 45.4 68.2 67.0 26.8 24.0 31.9 29.1
Old : 46.4 45.4 68.2 67.0 26.8 24.0 31.9 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 39,691: 6,083 1,035 672 32,906 37,984 39,661 39,691: 30 0
Old : 39,691: 6,083 1,035 672 32,906 37,984 39,661 39,691: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 691: 125 -234 302 260 623 686 691: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 2.6 1.7 82.9 95.7 99.9 100.0: 0.1 0.0
Old : 100.0: 15.3 2.6 1.7 82.9 95.7 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: 5 7 6 23 23 31 33:
Old : 38: 5 7 6 23 23 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 : 58.3 64.2 84.0 84.4 51.2 58.8 63.4 65.5
Old : 58.3 64.2 84.0 84.4 51.2 58.8 63.4 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 29,946: 2,225 550 1,075 26,536 28,301 29,836 29,926: 110 20
Old : 29,946: 2,225 550 1,075 26,536 28,301 29,836 29,926: 110 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 450: 75 75 0 375 375 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.8 3.6 88.6 94.5 99.6 99.9: 0.4 0.1
Old : 100.0: 7.4 1.8 3.6 88.6 94.5 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: 2 4 4 15 17 20 22:
Old : 27: 2 4 4 15 17 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 : 66.3 74.9 84.9 88.7 65.2 70.7 78.0 78.9
Old : 66.3 74.9 84.9 88.7 65.2 70.7 78.0 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 143,891: 8,199 8,327 7,618 127,635 127,854 143,452 143,799: 439 92
Old : 143,891: 8,199 8,327 7,618 127,635 127,854 143,452 143,799: 439 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,133: -1,175 -599 992 2,316 1,656 2,133 2,049: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.8 5.3 88.7 88.9 99.7 99.9: 0.3 0.1
Old : 100.0: 5.7 5.8 5.3 88.7 88.9 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 : 53: 7 9 7 33 36 44 48:
Old : 53: 7 9 7 33 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 : 45.4 45.5 66.1 63.0 33.0 28.8 41.4 41.9
Old : 45.4 45.5 66.1 63.0 33.0 28.8 41.4 41.9
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, August 20, 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 : 66,911: 725 6,094 2,601 63,578 58,210 66,904 66,905: 7 6
Old : 66,911: 725 6,094 2,601 63,578 58,210 66,904 66,905: 7 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,537: 274 759 87 1,176 691 1,537 1,537: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 9.1 3.9 95.0 87.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 9.1 3.9 95.0 87.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 12 6 23 25 29 39:
Old : 43: 2 12 6 23 25 29 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 : 66.7 65.6 84.3 81.5 64.3 53.3 72.8 64.5
Old : 66.7 65.6 84.3 81.5 64.3 53.3 72.8 64.5
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, August 20, 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 : 33,523: 0 625 50 33,473 32,818 33,523 33,493: 0 30
Old : 33,523: 0 625 50 33,473 32,818 33,523 33,493: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 580: 0 150 -125 705 555 580 580: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.1 99.9 97.9 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 1.9 0.1 99.9 97.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 5 2 12 17 14 23:
Old : 28: 0 5 2 12 17 14 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 : 86.8 79.2 98.3 92.1 78.4 66.8 84.0 78.7
Old : 86.8 79.2 98.3 92.1 78.4 66.8 84.0 78.7
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 68,064: 16,540 6,577 1,350 49,861 60,136 67,751 68,063: 313 1
Old : 68,064: 16,540 6,577 1,350 49,861 60,136 67,751 68,063: 313 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 469: 0 682 -390 763 317 373 609: 96 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 9.7 2.0 73.3 88.4 99.5 100.0: 0.5 0.0
Old : 100.0: 24.3 9.7 2.0 73.3 88.4 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 : 36: 5 2 3 26 26 32 30:
Old : 36: 5 2 3 26 26 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 : 54.5 56.5 74.5 74.7 49.8 46.6 58.9 57.7
Old : 54.5 56.5 74.5 74.7 49.8 46.6 58.9 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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 86,734: 26,973 10,558 1,532 57,998 74,476 86,503 86,566: 231 168
Old : 86,734: 26,973 10,558 1,532 57,998 74,476 86,503 86,566: 231 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 830: 49 1,095 -143 1,044 -182 950 770: -120 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 12.2 1.8 66.9 85.9 99.7 99.8: 0.3 0.2
Old : 100.0: 31.1 12.2 1.8 66.9 85.9 99.7 99.8: 0.3 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: 5 7 4 29 27 36 36:
Old : 43: 5 7 4 29 27 36 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 : 54.3 58.8 72.3 77.1 50.6 51.9 65.0 66.2
Old : 54.3 58.8 72.3 77.1 50.6 51.9 65.0 66.2
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 71,823: 3,561 175 1,328 66,417 70,164 71,306 71,667: 517 156
Old : 71,823: 3,561 175 1,328 66,417 70,164 71,306 71,667: 517 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 160: 10 0 0 220 180 230 180: -70 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.2 1.8 92.5 97.7 99.3 99.8: 0.7 0.2
Old : 100.0: 5.0 0.2 1.8 92.5 97.7 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 2 2 26 26 29 30:
Old : 40: 3 2 2 26 26 29 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 : 47.6 70.0 70.1 81.0 45.9 70.0 65.1 77.7
Old : 47.6 70.0 70.1 81.0 45.9 70.0 65.1 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 98,746: 4,277 250 1,672 92,270 96,713 98,219 98,635: 527 111
Old : 98,746: 4,277 250 1,672 92,270 96,713 98,219 98,635: 527 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,212: 15 0 0 1,307 1,242 1,322 1,242: -110 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.3 1.7 93.4 97.9 99.5 99.9: 0.5 0.1
Old : 100.0: 4.3 0.3 1.7 93.4 97.9 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 : 43: 3 3 2 29 28 32 33:
Old : 43: 3 3 2 29 28 32 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 : 47.7 64.6 68.1 80.3 47.3 64.5 66.2 77.3
Old : 47.7 64.6 68.1 80.3 47.3 64.5 66.2 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,620: 0 420 0 45,485 44,900 45,485 45,320: 135 300
Old : 45,620: 0 420 0 45,485 44,900 45,485 45,320: 135 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 305: 0 0 0 305 305 305 305: 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 21 20 21 21:
Old : 28: 0 1 0 21 20 21 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 : 68.6 90.2 88.8 94.8 66.1 87.7 82.0 89.8
Old : 68.6 90.2 88.8 94.8 66.1 87.7 82.0 89.8
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 25,066: 0 600 0 24,465 24,311 24,465 24,911: 601 155
Old : 25,066: 0 600 0 24,465 24,311 24,465 24,911: 601 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 43: 0 0 0 43 43 43 43: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 97.6 97.0 97.6 99.4: 2.4 0.6
Old : 100.0: 0.0 2.4 0.0 97.6 97.0 97.6 99.4: 2.4 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 : 23: 0 1 0 18 20 18 21:
Old : 23: 0 1 0 18 20 18 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 : 53.0 60.9 81.0 83.8 37.3 54.1 58.2 63.9
Old : 53.0 60.9 81.0 83.8 37.3 54.1 58.2 63.9
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 14,870: 775 3,950 0 14,005 10,920 14,780 14,870: 90 0
Old : 14,870: 775 3,950 0 14,005 10,920 14,780 14,870: 90 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 10: 0 0 0 10 10 10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 26.6 0.0 94.2 73.4 99.4 100.0: 0.6 0.0
Old : 100.0: 5.2 26.6 0.0 94.2 73.4 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 : 23: 4 1 0 17 8 21 9:
Old : 23: 4 1 0 17 8 21 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 82.2 78.2 98.7 55.9 76.5 70.5 80.7
Old : 58.2 82.2 78.2 98.7 55.9 76.5 70.5 80.7
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 73,682: 16,051 246 4,768 52,523 68,586 73,342 73,600: 340 82
Old : 73,682: 16,051 246 4,768 52,523 68,586 73,342 73,600: 340 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -771: -10 -323 42 -824 -268 -792 -549: 21 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 0.3 6.5 71.3 93.1 99.5 99.9: 0.5 0.1
Old : 100.0: 21.8 0.3 6.5 71.3 93.1 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 : 52: 15 1 10 31 33 47 43:
Old : 52: 15 1 10 31 33 47 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 : 31.2 46.4 53.5 68.8 19.4 27.8 26.9 35.1
Old : 31.2 46.4 53.5 68.8 19.4 27.8 26.9 35.1
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,473: 7,765 325 950 18,456 25,856 27,171 27,131: 302 342
Old : 27,473: 7,765 325 950 18,456 25,856 27,171 27,131: 302 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -745: 900 0 -1,200 -445 455 -745 -745: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 1.2 3.5 67.2 94.1 98.9 98.8: 1.1 1.2
Old : 100.0: 28.3 1.2 3.5 67.2 94.1 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 : 29: 3 2 4 18 20 23 24:
Old : 29: 3 2 4 18 20 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 46.4 83.6 71.8 53.1 41.8 61.9 56.3
Old : 59.0 46.4 83.6 71.8 53.1 41.8 61.9 56.3
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,580: 350 280 140 54,945 54,945 55,435 55,365: 145 215
Old : 55,580: 350 280 140 54,945 54,945 55,435 55,365: 145 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 370: 125 0 0 245 370 370 370: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.5 0.3 98.9 98.9 99.7 99.6: 0.3 0.4
Old : 100.0: 0.6 0.5 0.3 98.9 98.9 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 1 20 23 22 24:
Old : 32: 1 1 1 20 23 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 83.8 86.4 92.2 58.9 82.6 78.2 86.4
Old : 62.1 83.8 86.4 92.2 58.9 82.6 78.2 86.4
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 40,573: 800 1,950 210 38,993 38,366 40,003 40,526: 570 47
Old : 40,573: 800 1,950 210 38,993 38,366 40,003 40,526: 570 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,510: -175 0 25 1,660 1,490 1,510 1,515: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 4.8 0.5 96.1 94.6 98.6 99.9: 1.4 0.1
Old : 100.0: 2.0 4.8 0.5 96.1 94.6 98.6 99.9: 1.4 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 : 30: 3 3 2 23 23 26 28:
Old : 30: 3 3 2 23 23 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 48.4 74.9 69.7 37.2 29.1 46.3 42.4
Old : 49.9 48.4 74.9 69.7 37.2 29.1 46.3 42.4
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 64,637: 3,486 200 0 60,733 64,272 64,219 64,472: 418 165
Old : 64,637: 3,486 200 0 60,733 64,272 64,219 64,472: 418 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 310: -1 0 0 311 310 310 310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.3 0.0 94.0 99.4 99.4 99.7: 0.6 0.3
Old : 100.0: 5.4 0.3 0.0 94.0 99.4 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 1 0 26 18 30 19:
Old : 33: 4 1 0 26 18 30 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 : 55.7 89.5 75.6 96.4 53.4 84.8 71.6 88.1
Old : 55.7 89.5 75.6 96.4 53.4 84.8 71.6 88.1
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 71,380: 4,159 4,150 60 67,066 67,170 71,285 71,380: 95 0
Old : 71,380: 4,159 4,150 60 67,066 67,170 71,285 71,380: 95 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 332: 15 0 0 354 332 369 332: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.8 0.1 94.0 94.1 99.9 100.0: 0.1 0.0
Old : 100.0: 5.8 5.8 0.1 94.0 94.1 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 1 1 28 20 34 22:
Old : 38: 6 1 1 28 20 34 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 80.1 76.5 95.3 50.4 76.7 69.9 86.4
Old : 54.4 80.1 76.5 95.3 50.4 76.7 69.9 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 87,644: 4,200 1,805 289 83,047 85,550 87,536 87,644: 108 0
Old : 87,644: 4,200 1,805 289 83,047 85,550 87,536 87,644: 108 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,457: 0 33 -124 1,567 1,548 1,443 1,457: 14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.1 0.3 94.8 97.6 99.9 100.0: 0.1 0.0
Old : 100.0: 4.8 2.1 0.3 94.8 97.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 4 2 25 30 29 35:
Old : 41: 3 4 2 25 30 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 : 59.9 55.0 75.0 78.8 58.9 51.4 71.9 69.3
Old : 59.9 55.0 75.0 78.8 58.9 51.4 71.9 69.3
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 111,836: 6,569 7,192 1,514 103,568 103,115 111,651 111,821: 185 15
Old : 111,836: 6,569 7,192 1,514 103,568 103,115 111,651 111,821: 185 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,771: 445 191 -270 1,577 1,851 1,752 1,771: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.4 1.4 92.6 92.2 99.8 100.0: 0.2 0.0
Old : 100.0: 5.9 6.4 1.4 92.6 92.2 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 : 55: 3 14 8 28 34 38 49:
Old : 55: 3 14 8 28 34 38 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 50.7 71.6 72.8 51.3 44.8 64.4 59.4
Old : 54.7 50.7 71.6 72.8 51.3 44.8 64.4 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 52,735: 150 3,517 375 52,190 48,813 52,715 52,705: 20 30
Old : 52,735: 150 3,517 375 52,190 48,813 52,715 52,705: 20 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 700: 25 402 0 675 298 700 700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 6.7 0.7 99.0 92.6 100.0 99.9: 0.0 0.1
Old : 100.0: 0.3 6.7 0.7 99.0 92.6 100.0 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: 1 4 3 16 13 19 18:
Old : 27: 1 4 3 16 13 19 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 : 77.6 84.2 95.2 93.0 77.6 81.4 91.2 88.5
Old : 77.6 84.2 95.2 93.0 77.6 81.4 91.2 88.5
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 47,685: 25 1,530 0 47,660 46,155 47,685 47,685: 0 0
Old : 47,685: 25 1,530 0 47,660 46,155 47,685 47,685: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 300: 0 -150 0 300 450 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.2 0.0 99.9 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 3.2 0.0 99.9 96.8 100.0 100.0: 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 : 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 : 79.2 95.3 97.7 98.2 79.2 93.4 95.8 96.0
Old : 79.2 95.3 97.7 98.2 79.2 93.4 95.8 96.0
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 62,981: 3,285 150 473 58,973 62,140 62,731 62,763: 250 218
Old : 62,981: 3,285 150 473 58,973 62,140 62,731 62,763: 250 218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 448: 4 0 -3 497 456 498 453: -50 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.2 0.8 93.6 98.7 99.6 99.7: 0.4 0.3
Old : 100.0: 5.2 0.2 0.8 93.6 98.7 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 3 22 20 26 24:
Old : 30: 4 1 3 22 20 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 : 50.9 85.1 73.5 92.5 45.5 82.7 65.5 84.0
Old : 50.9 85.1 73.5 92.5 45.5 82.7 65.5 84.0
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 62,139: 3,757 75 4,142 53,850 57,762 61,749 61,979: 390 160
Old : 62,139: 3,757 75 4,142 53,850 57,762 61,749 61,979: 390 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,132: -637 0 150 1,609 1,022 1,122 1,172: 10 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.1 6.7 86.7 93.0 99.4 99.7: 0.6 0.3
Old : 100.0: 6.0 0.1 6.7 86.7 93.0 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 : 36: 7 2 4 21 25 28 31:
Old : 36: 7 2 4 21 25 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 73.9 75.0 84.3 49.5 68.3 66.2 74.1
Old : 52.7 73.9 75.0 84.3 49.5 68.3 66.2 74.1
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 31,215: 645 258 80 30,325 30,809 31,050 31,147: 165 68
Old : 31,215: 645 258 80 30,325 30,809 31,050 31,147: 165 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 892: 220 0 0 663 890 883 890: 9 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.8 0.3 97.1 98.7 99.5 99.8: 0.5 0.2
Old : 100.0: 2.1 0.8 0.3 97.1 98.7 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 17 13 19 14:
Old : 23: 1 1 1 17 13 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 : 62.3 87.7 79.1 98.3 62.2 83.9 77.5 89.6
Old : 62.3 87.7 79.1 98.3 62.2 83.9 77.5 89.6
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 29,367: 470 245 0 28,620 29,122 29,090 29,367: 277 0
Old : 29,367: 470 245 0 28,620 29,122 29,090 29,367: 277 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 740: 220 0 0 504 740 724 740: 16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.8 0.0 97.5 99.2 99.1 100.0: 0.9 0.0
Old : 100.0: 1.6 0.8 0.0 97.5 99.2 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 : 24: 1 2 0 17 12 18 14:
Old : 24: 1 2 0 17 12 18 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 : 60.7 87.3 78.3 98.2 60.1 83.3 76.7 89.6
Old : 60.7 87.3 78.3 98.2 60.1 83.3 76.7 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 33,759: 209 4,673 1,667 31,807 27,394 33,683 33,734: 76 25
Old : 33,759: 209 4,673 1,667 31,807 27,394 33,683 33,734: 76 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,054: 0 67 3 1,051 984 1,054 1,054: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 13.8 4.9 94.2 81.1 99.8 99.9: 0.2 0.1
Old : 100.0: 0.6 13.8 4.9 94.2 81.1 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 : 38: 2 6 5 25 21 32 27:
Old : 38: 2 6 5 25 21 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 : 65.3 54.1 80.7 72.9 57.6 50.5 71.0 65.0
Old : 65.3 54.1 80.7 72.9 57.6 50.5 71.0 65.0
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 21,726: 257 1,343 1,087 20,011 19,068 21,355 21,498: 371 228
Old : 21,726: 257 1,343 1,087 20,011 19,068 21,355 21,498: 371 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 363: 4 3 0 359 360 363 363: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 6.2 5.0 92.1 87.8 98.3 99.0: 1.7 1.0
Old : 100.0: 1.2 6.2 5.0 92.1 87.8 98.3 99.0: 1.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 2 14 17 17 21:
Old : 26: 3 2 2 14 17 17 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 : 76.6 70.6 90.3 83.4 75.5 69.8 83.6 81.9
Old : 76.6 70.6 90.3 83.4 75.5 69.8 83.6 81.9
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 54,496: 5,520 4,594 1,733 47,154 48,149 54,407 54,476: 89 20
Old : 54,496: 5,520 4,594 1,733 47,154 48,149 54,407 54,476: 89 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 272: -86 -47 62 301 252 277 267: -5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.4 3.2 86.5 88.4 99.8 100.0: 0.2 0.0
Old : 100.0: 10.1 8.4 3.2 86.5 88.4 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 : 42: 4 5 5 28 28 35 35:
Old : 42: 4 5 5 28 28 35 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 : 61.6 52.5 76.4 75.0 48.5 49.0 59.9 62.5
Old : 61.6 52.5 76.4 75.0 48.5 49.0 59.9 62.5
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 36,106: 45 1,792 712 35,062 33,472 35,819 35,976: 287 130
Old : 36,106: 45 1,792 712 35,062 33,472 35,819 35,976: 287 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -185: 0 -20 14 -199 -179 -185 -185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.0 2.0 97.1 92.7 99.2 99.6: 0.8 0.4
Old : 100.0: 0.1 5.0 2.0 97.1 92.7 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 : 33: 1 5 5 22 20 28 25:
Old : 33: 1 5 5 22 20 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 64.1 82.1 79.9 54.8 62.4 65.2 70.6
Old : 65.8 64.1 82.1 79.9 54.8 62.4 65.2 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,892: 1,125 225 125 18,447 19,527 19,697 19,877: 195 15
Old : 19,892: 1,125 225 125 18,447 19,527 19,697 19,877: 195 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -230: 150 0 0 -380 -230 -230 -230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.1 0.6 92.7 98.2 99.0 99.9: 1.0 0.1
Old : 100.0: 5.7 1.1 0.6 92.7 98.2 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 : 25: 3 1 2 15 17 18 20:
Old : 25: 3 1 2 15 17 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 : 66.6 79.2 87.5 90.6 53.1 71.5 69.8 77.0
Old : 66.6 79.2 87.5 90.6 53.1 71.5 69.8 77.0
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,562: 720 250 425 12,297 12,887 13,442 13,562: 120 0
Old : 13,562: 720 250 425 12,297 12,887 13,442 13,562: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 60: 0 0 0 0 60 0 60: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 1.8 3.1 90.7 95.0 99.1 100.0: 0.9 0.0
Old : 100.0: 5.3 1.8 3.1 90.7 95.0 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 3 2 14 11 17 15:
Old : 23: 2 3 2 14 11 17 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 : 58.3 82.8 83.3 94.0 47.7 80.3 69.1 83.6
Old : 58.3 82.8 83.3 94.0 47.7 80.3 69.1 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,787: 220 1,100 750 13,697 12,937 14,667 14,787: 120 0
Old : 14,787: 220 1,100 750 13,697 12,937 14,667 14,787: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 60: 0 0 0 0 60 0 60: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 7.4 5.1 92.6 87.5 99.2 100.0: 0.8 0.0
Old : 100.0: 1.5 7.4 5.1 92.6 87.5 99.2 100.0: 0.8 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 : 25: 2 4 2 15 12 18 17:
Old : 25: 2 4 2 15 12 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 : 56.3 77.5 80.9 92.0 48.3 77.4 68.9 82.3
Old : 56.3 77.5 80.9 92.0 48.3 77.4 68.9 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,847: 1,780 1,100 405 17,637 18,297 19,822 19,802: 25 45
Old : 19,847: 1,780 1,100 405 17,637 18,297 19,822 19,802: 25 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 117: 0 0 100 17 -3 117 97: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 5.5 2.0 88.9 92.2 99.9 99.8: 0.1 0.2
Old : 100.0: 9.0 5.5 2.0 88.9 92.2 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 1 17 16 20 18:
Old : 30: 3 1 1 17 16 20 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 : 67.9 59.7 87.5 82.4 65.2 52.9 79.6 74.5
Old : 67.9 59.7 87.5 82.4 65.2 52.9 79.6 74.5
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,058: 1,825 1,100 320 16,890 17,593 19,035 19,013: 23 45
Old : 19,058: 1,825 1,100 320 16,890 17,593 19,035 19,013: 23 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 117: 0 0 100 17 -3 117 97: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.8 1.7 88.6 92.3 99.9 99.8: 0.1 0.2
Old : 100.0: 9.6 5.8 1.7 88.6 92.3 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 1 16 16 19 18:
Old : 29: 3 1 1 16 16 19 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 : 69.7 59.3 87.6 82.3 66.4 51.7 79.9 74.0
Old : 69.7 59.3 87.6 82.3 66.4 51.7 79.9 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,726: 2,525 425 2,435 42,575 44,866 47,535 47,726: 191 0
Old : 47,726: 2,525 425 2,435 42,575 44,866 47,535 47,726: 191 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 370: -100 0 100 370 270 370 370: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.9 5.1 89.2 94.0 99.6 100.0: 0.4 0.0
Old : 100.0: 5.3 0.9 5.1 89.2 94.0 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 : 34: 6 2 3 22 16 28 21:
Old : 34: 6 2 3 22 16 28 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 : 62.0 76.0 81.6 93.1 56.9 68.9 69.8 79.9
Old : 62.0 76.0 81.6 93.1 56.9 68.9 69.8 79.9
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,169: 2,700 500 2,225 42,043 44,444 46,968 47,169: 201 0
Old : 47,169: 2,700 500 2,225 42,043 44,444 46,968 47,169: 201 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 95: -100 0 100 95 -5 95 95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.1 4.7 89.1 94.2 99.6 100.0: 0.4 0.0
Old : 100.0: 5.7 1.1 4.7 89.1 94.2 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 : 35: 6 3 4 21 16 28 22:
Old : 35: 6 3 4 21 16 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 : 62.8 77.6 81.5 92.2 58.4 70.9 71.3 80.8
Old : 62.8 77.6 81.5 92.2 58.4 70.9 71.3 80.8
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 126,150: 2,002 12,630 1,145 122,931 112,375 126,078 126,150: 72 0
Old : 126,150: 2,002 12,630 1,145 122,931 112,375 126,078 126,150: 72 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 689: 0 -45 120 619 614 739 689: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 10.0 0.9 97.4 89.1 99.9 100.0: 0.1 0.0
Old : 100.0: 1.6 10.0 0.9 97.4 89.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 6 8 7 37 28 47 39:
Old : 54: 6 8 7 37 28 47 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 : 37.2 50.8 62.0 76.9 32.5 47.1 49.5 63.4
Old : 37.2 50.8 62.0 76.9 32.5 47.1 49.5 63.4
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 135,770: 2,600 12,421 1,512 131,583 121,762 135,695 135,695: 75 75
Old : 135,770: 2,600 12,421 1,512 131,583 121,762 135,695 135,695: 75 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 957: 0 140 -100 1,107 917 1,007 957: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 9.1 1.1 96.9 89.7 99.9 99.9: 0.1 0.1
Old : 100.0: 1.9 9.1 1.1 96.9 89.7 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 : 58: 4 11 7 38 31 47 44:
Old : 58: 4 11 7 38 31 47 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 : 35.7 49.8 60.9 77.0 33.9 46.8 51.8 63.5
Old : 35.7 49.8 60.9 77.0 33.9 46.8 51.8 63.5
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 490,374: 21,669 21,572 62,799 405,140 405,412 489,608 489,783: 766 592
Old : 490,374: 21,669 21,572 62,799 405,140 405,412 489,608 489,783: 766 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 13,171: 4,114 -370 1,605 7,495 11,952 13,214 13,186: -43 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.4 12.8 82.6 82.7 99.8 99.9: 0.2 0.1
Old : 100.0: 4.4 4.4 12.8 82.6 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 : 92: 24 19 16 45 42 73 73:
Old : 92: 24 19 16 45 42 73 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 37.8 60.3 61.9 14.8 15.2 19.8 20.4
Old : 40.1 37.8 60.3 61.9 14.8 15.2 19.8 20.4
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,299: 3,915 25 75 14,268 18,194 18,258 18,294: 41 5
Old : 18,299: 3,915 25 75 14,268 18,194 18,258 18,294: 41 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 20: 85 0 0 -5 20 80 20: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.1 0.4 78.0 99.4 99.8 100.0: 0.2 0.0
Old : 100.0: 21.4 0.1 0.4 78.0 99.4 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 : 28: 4 1 2 19 8 23 11:
Old : 28: 4 1 2 19 8 23 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 : 53.7 92.9 76.1 99.6 53.4 88.8 75.9 94.6
Old : 53.7 92.9 76.1 99.6 53.4 88.8 75.9 94.6
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,252: 3,490 515 45 13,552 16,692 17,087 17,252: 165 0
Old : 17,252: 3,490 515 45 13,552 16,692 17,087 17,252: 165 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 8: 0 0 0 -17 8 -17 8: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.0 0.3 78.6 96.8 99.0 100.0: 1.0 0.0
Old : 100.0: 20.2 3.0 0.3 78.6 96.8 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 3 17 7 20 11:
Old : 25: 2 2 3 17 7 20 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 : 55.9 93.2 79.2 99.7 55.9 89.7 77.1 93.4
Old : 55.9 93.2 79.2 99.7 55.9 89.7 77.1 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 9,970: 1,645 2,610 725 6,895 6,325 9,265 9,660: 705 310
Old : 9,970: 1,645 2,610 725 6,895 6,325 9,265 9,660: 705 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,125: 1,070 1,035 420 970 505 2,460 1,960: -335 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 26.2 7.3 69.2 63.4 92.9 96.9: 7.1 3.1
Old : 100.0: 16.5 26.2 7.3 69.2 63.4 92.9 96.9: 7.1 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 : 52: 7 10 10 30 30 42 45:
Old : 52: 7 10 10 30 30 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 28.6 59.9 45.0 36.4 27.1 50.5 41.7
Old : 39.6 28.6 59.9 45.0 36.4 27.1 50.5 41.7
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, August 20, 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 : 2,235: 105 60 252 1,428 1,494 1,785 1,806: 450 429
Old : 2,235: 105 60 252 1,428 1,494 1,785 1,806: 450 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 142: -35 -3 32 111 166 108 195: 34 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.7 11.3 63.9 66.8 79.9 80.8: 20.1 19.2
Old : 100.0: 4.7 2.7 11.3 63.9 66.8 79.9 80.8: 20.1 19.2
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 : 21: 3 2 4 15 16 19 21:
Old : 21: 3 2 4 15 16 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 : 36.8 30.6 58.3 49.4 18.2 12.3 21.4 19.5
Old : 36.8 30.6 58.3 49.4 18.2 12.3 21.4 19.5
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, August 20, 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 : 4,454: 202 353 245 3,182 2,871 3,629 3,469: 825 985
Old : 4,454: 202 353 245 3,182 2,871 3,629 3,469: 825 985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 276: 33 30 -37 31 175 27 168: 249 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.9 5.5 71.4 64.5 81.5 77.9: 18.5 22.1
Old : 100.0: 4.5 7.9 5.5 71.4 64.5 81.5 77.9: 18.5 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 4 4 18 17 23 23:
Old : 26: 3 4 4 18 17 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 : 32.8 27.1 50.8 46.7 19.3 15.2 30.5 24.9
Old : 32.8 27.1 50.8 46.7 19.3 15.2 30.5 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 37,465: 5,400 2,280 124 31,896 34,994 37,420 37,398: 45 67
Old : 37,465: 5,400 2,280 124 31,896 34,994 37,420 37,398: 45 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 842: 20 0 15 807 827 842 842: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 6.1 0.3 85.1 93.4 99.9 99.8: 0.1 0.2
Old : 100.0: 14.4 6.1 0.3 85.1 93.4 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 4 2 37 33 42 39:
Old : 48: 4 4 2 37 33 42 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 : 45.7 48.3 68.6 65.3 43.9 42.2 58.2 54.9
Old : 45.7 48.3 68.6 65.3 43.9 42.2 58.2 54.9
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, August 20, 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 : 15,052: 230 70 123 14,557 14,360 14,910 14,553: 142 499
Old : 15,052: 230 70 123 14,557 14,360 14,910 14,553: 142 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 288: 10 0 0 278 243 288 243: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.5 0.8 96.7 95.4 99.1 96.7: 0.9 3.3
Old : 100.0: 1.5 0.5 0.8 96.7 95.4 99.1 96.7: 0.9 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 : 37: 2 2 3 23 30 27 33:
Old : 37: 2 2 3 23 30 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 : 69.2 49.9 88.0 67.0 42.3 26.0 48.4 39.4
Old : 69.2 49.9 88.0 67.0 42.3 26.0 48.4 39.4
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, August 20, 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 : 9,807: 209 388 378 8,577 8,550 9,164 9,316: 643 491
Old : 9,807: 209 388 378 8,577 8,550 9,164 9,316: 643 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 479: -39 251 -80 511 313 392 484: 87 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.0 3.9 87.5 87.2 93.4 95.0: 6.6 5.0
Old : 100.0: 2.1 4.0 3.9 87.5 87.2 93.4 95.0: 6.6 5.0
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 : 41: 3 3 3 28 28 32 33:
Old : 41: 3 3 3 28 28 32 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 : 39.6 37.7 61.3 55.5 23.2 21.9 34.6 35.0
Old : 39.6 37.7 61.3 55.5 23.2 21.9 34.6 35.0
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, August 20, 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 : 35,189: 587 1,857 808 33,483 32,169 34,878 34,834: 311 355
Old : 35,189: 587 1,857 808 33,483 32,169 34,878 34,834: 311 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,042: 0 -82 41 1,001 1,083 1,042 1,042: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.3 2.3 95.2 91.4 99.1 99.0: 0.9 1.0
Old : 100.0: 1.7 5.3 2.3 95.2 91.4 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 : 41: 1 5 3 18 27 22 33:
Old : 41: 1 5 3 18 27 22 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 : 83.3 46.4 92.0 66.2 78.1 41.9 83.0 58.4
Old : 83.3 46.4 92.0 66.2 78.1 41.9 83.0 58.4
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, August 20, 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 : 65,330: 3,766 2,601 2,919 58,352 58,993 65,037 64,513: 293 817
Old : 65,330: 3,766 2,601 2,919 58,352 58,993 65,037 64,513: 293 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,843: 976 -186 152 1,974 3,129 3,102 3,095: -259 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.0 4.5 89.3 90.3 99.6 98.7: 0.4 1.3
Old : 100.0: 5.8 4.0 4.5 89.3 90.3 99.6 98.7: 0.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 13 8 15 60 61 78 80:
Old : 90: 13 8 15 60 61 78 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 : 31.2 51.0 45.8 61.7 23.9 45.5 34.8 50.3
Old : 31.2 51.0 45.8 61.7 23.9 45.5 34.8 50.3
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 24,956: 0 0 0 24,896 24,911 24,896 24,911: 60 45
Old : 24,956: 0 0 0 24,896 24,911 24,896 24,911: 60 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -3,681: -1,370 0 0 -2,286 -3,661 -3,656 -3,661: -25 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.8 99.8 99.8: 0.2 0.2
Old : 100.0: 0.0 0.0 0.0 99.8 99.8 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 : 29: 0 0 0 22 15 22 15:
Old : 29: 0 0 0 22 15 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 : 54.6 69.5 81.8 92.2 54.5 69.5 75.5 88.5
Old : 54.6 69.5 81.8 92.2 54.5 69.5 75.5 88.5
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 8,540: 370 180 495 7,605 7,780 8,470 8,455: 70 85
Old : 8,540: 370 180 495 7,605 7,780 8,470 8,455: 70 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 210: 0 30 30 180 150 210 210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.1 5.8 89.1 91.1 99.2 99.0: 0.8 1.0
Old : 100.0: 4.3 2.1 5.8 89.1 91.1 99.2 99.0: 0.8 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 : 57.7 71.0 77.9 88.2 46.0 49.8 60.1 60.0
Old : 57.7 71.0 77.9 88.2 46.0 49.8 60.1 60.0
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 225,712: 0 0 0 212,949 213,491 212,949 213,491: 12,763 12,221
Old : 225,712: 0 0 0 212,949 213,491 212,949 213,491: 12,763 12,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 938: 0 0 0 -1,377 218 -1,377 218: 2,315 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.3 94.6 94.3 94.6: 5.7 5.4
Old : 100.0: 0.0 0.0 0.0 94.3 94.6 94.3 94.6: 5.7 5.4
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 : 22: 0 0 0 14 18 14 18:
Old : 22: 0 0 0 14 18 14 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 : 77.6 63.0 89.9 83.6 76.2 63.0 85.4 83.4
Old : 77.6 63.0 89.9 83.6 76.2 63.0 85.4 83.4
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 31,852: 15,873 425 1,285 10,076 28,510 27,234 30,220: 4,618 1,632
Old : 31,852: 15,873 425 1,285 10,076 28,510 27,234 30,220: 4,618 1,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 915: 370 0 172 335 800 877 972: 38 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 1.3 4.0 31.6 89.5 85.5 94.9: 14.5 5.1
Old : 100.0: 49.8 1.3 4.0 31.6 89.5 85.5 94.9: 14.5 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 : 21: 5 1 4 13 13 18 18:
Old : 21: 5 1 4 13 13 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 75.4 72.6 85.6 52.6 73.1 64.2 76.5
Old : 55.2 75.4 72.6 85.6 52.6 73.1 64.2 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2019