CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 34,645: 8,758 8,607 999 24,845 25,039 34,602 34,645: 43 0
Old : 34,645: 8,758 8,607 999 24,845 25,039 34,602 34,645: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -176: -25 -25 49 -215 -200 -191 -176: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 24.8 2.9 71.7 72.3 99.9 100.0: 0.1 0.0
Old : 100.0: 25.3 24.8 2.9 71.7 72.3 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 13 4 3 16 11 30 17:
Old : 40: 13 4 3 16 11 30 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 : 46.1 75.8 68.3 94.5 45.5 75.8 67.7 92.5
Old : 46.1 75.8 68.3 94.5 45.5 75.8 67.7 92.5
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, October 08, 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 : 106,426: 47,869 30,007 15,549 42,662 60,555 106,080 106,111: 346 315
Old : 106,426: 47,869 30,007 15,549 42,662 60,555 106,080 106,111: 346 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 3,454: 114 238 73 3,376 3,291 3,563 3,602: -109 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 28.2 14.6 40.1 56.9 99.7 99.7: 0.3 0.3
Old : 100.0: 45.0 28.2 14.6 40.1 56.9 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 : 65: 27 10 19 26 22 59 45:
Old : 65: 27 10 19 26 22 59 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 : 32.9 33.4 49.9 50.4 29.1 28.4 40.9 42.6
Old : 32.9 33.4 49.9 50.4 29.1 28.4 40.9 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 47,486: 16,387 7,048 6,668 24,256 33,669 47,311 47,386: 175 100
Old : 47,486: 16,387 7,048 6,668 24,256 33,669 47,311 47,386: 175 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 557: 499 37 339 -288 156 550 532: 6 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 14.8 14.0 51.1 70.9 99.6 99.8: 0.4 0.2
Old : 100.0: 34.5 14.8 14.0 51.1 70.9 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 15 9 10 18 16 37 31:
Old : 46: 15 9 10 18 16 37 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 : 30.7 41.9 53.5 63.3 22.8 38.3 38.0 51.0
Old : 30.7 41.9 53.5 63.3 22.8 38.3 38.0 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 146,393: 39,618 97,168 2,625 104,150 46,600 146,393 146,393: 0 0
Old : 146,393: 39,618 97,168 2,625 104,150 46,600 146,393 146,393: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 0: 0 -1 0 0 1 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 66.4 1.8 71.1 31.8 100.0 100.0: 0.0 0.0
Old : 100.0: 27.1 66.4 1.8 71.1 31.8 100.0 100.0: 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 : 31: 3 9 3 17 14 22 24:
Old : 31: 3 9 3 17 14 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 : 66.2 75.2 87.2 86.4 65.9 71.4 80.7 78.9
Old : 66.2 75.2 87.2 86.4 65.9 71.4 80.7 78.9
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 35,824: 4,240 421 0 31,584 35,403 35,824 35,824: 0 0
Old : 35,824: 4,240 421 0 31,584 35,403 35,824 35,824: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 27: 0 0 0 27 27 27 27: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 1.2 0.0 88.2 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 11.8 1.2 0.0 88.2 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 : 69.7 97.8 89.2 99.9 64.3 92.3 83.8 92.3
Old : 69.7 97.8 89.2 99.9 64.3 92.3 83.8 92.3
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, October 08, 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 : 97,438: 15,138 34,850 2,137 80,148 60,451 97,423 97,438: 15 0
Old : 97,438: 15,138 34,850 2,137 80,148 60,451 97,423 97,438: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -32: -1,194 1,150 0 1,161 -1,182 -32 -32: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 35.8 2.2 82.3 62.0 100.0 100.0: 0.0 0.0
Old : 100.0: 15.5 35.8 2.2 82.3 62.0 100.0 100.0: 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 : 26: 6 3 3 14 10 21 15:
Old : 26: 6 3 3 14 10 21 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 : 63.2 80.9 81.4 95.0 62.6 77.5 78.9 90.4
Old : 63.2 80.9 81.4 95.0 62.6 77.5 78.9 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 28,499: 9,430 4,398 7,249 11,820 16,852 28,499 28,499: 0 0
Old : 28,499: 9,430 4,398 7,249 11,820 16,852 28,499 28,499: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 547: 297 450 350 -100 -253 547 547: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 15.4 25.4 41.5 59.1 100.0 100.0: 0.0 0.0
Old : 100.0: 33.1 15.4 25.4 41.5 59.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 3 5 10 9 23 15:
Old : 28: 8 3 5 10 9 23 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 : 43.3 52.6 68.5 79.8 39.7 40.3 57.8 60.0
Old : 43.3 52.6 68.5 79.8 39.7 40.3 57.8 60.0
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, October 08, 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 : 47,074: 6,370 2,885 1,715 38,989 42,474 47,074 47,074: 0 0
Old : 47,074: 6,370 2,885 1,715 38,989 42,474 47,074 47,074: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 1,852: -110 0 0 1,962 1,852 1,852 1,852: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 6.1 3.6 82.8 90.2 100.0 100.0: 0.0 0.0
Old : 100.0: 13.5 6.1 3.6 82.8 90.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 2 2 18 16 27 20:
Old : 31: 9 2 2 18 16 27 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 63.1 73.6 84.4 36.7 41.4 47.1 53.5
Old : 52.2 63.1 73.6 84.4 36.7 41.4 47.1 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 9,086: 6,586 2,009 800 1,700 6,277 9,086 9,086: 0 0
Old : 9,086: 6,586 2,009 800 1,700 6,277 9,086 9,086: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 22.1 8.8 18.7 69.1 100.0 100.0: 0.0 0.0
Old : 100.0: 72.5 22.1 8.8 18.7 69.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 3 2 3 10 11 14:
Old : 21: 7 3 2 3 10 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 61.6 96.7 88.8 67.5 60.5 82.4 80.5
Old : 75.2 61.6 96.7 88.8 67.5 60.5 82.4 80.5
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, October 08, 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 : 19,488: 3,095 4,900 775 15,593 13,813 19,463 19,488: 25 0
Old : 19,488: 3,095 4,900 775 15,593 13,813 19,463 19,488: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 190: 52 150 -50 188 90 190 190: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 25.1 4.0 80.0 70.9 99.9 100.0: 0.1 0.0
Old : 100.0: 15.9 25.1 4.0 80.0 70.9 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 5 2 12 8 18 14:
Old : 24: 5 5 2 12 8 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 : 64.1 83.6 85.2 94.0 64.1 83.4 83.8 91.1
Old : 64.1 83.6 85.2 94.0 64.1 83.4 83.8 91.1
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 42,898: 24,974 8,350 987 16,937 33,561 42,898 42,898: 0 0
Old : 42,898: 24,974 8,350 987 16,937 33,561 42,898 42,898: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 152: 152 0 0 0 152 152 152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 19.5 2.3 39.5 78.2 100.0 100.0: 0.0 0.0
Old : 100.0: 58.2 19.5 2.3 39.5 78.2 100.0 100.0: 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 : 22: 6 2 3 14 10 21 14:
Old : 22: 6 2 3 14 10 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 74.5 92.6 96.6 66.6 71.2 79.2 81.9
Old : 72.9 74.5 92.6 96.6 66.6 71.2 79.2 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 34,173: 3,614 3,484 1,623 28,691 29,033 33,928 34,140: 245 33
Old : 34,173: 3,614 3,484 1,623 28,691 29,033 33,928 34,140: 245 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -5,733: -1,834 368 -749 -2,698 -4,609 -5,281 -4,990: -452 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.2 4.7 84.0 85.0 99.3 99.9: 0.7 0.1
Old : 100.0: 10.6 10.2 4.7 84.0 85.0 99.3 99.9: 0.7 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: 6 1 4 30 28 37 32:
Old : 43: 6 1 4 30 28 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 52.1 69.6 75.9 29.7 28.1 37.0 38.5
Old : 50.0 52.1 69.6 75.9 29.7 28.1 37.0 38.5
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 30,948: 4,556 1,862 1,831 23,857 27,143 30,244 30,836: 704 112
Old : 30,948: 4,556 1,862 1,831 23,857 27,143 30,244 30,836: 704 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -8,660: -100 -2,441 -620 -3,583 -5,431 -4,303 -8,492: -4,357 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.0 5.9 77.1 87.7 97.7 99.6: 2.3 0.4
Old : 100.0: 14.7 6.0 5.9 77.1 87.7 97.7 99.6: 2.3 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 : 36: 2 3 3 24 19 28 23:
Old : 36: 2 3 3 24 19 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 60.1 71.8 84.5 44.3 46.8 54.5 61.4
Old : 49.2 60.1 71.8 84.5 44.3 46.8 54.5 61.4
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 6,430: 0 2,230 136 6,273 3,872 6,409 6,238: 21 192
Old : 6,430: 0 2,230 136 6,273 3,872 6,409 6,238: 21 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -597: -250 25 -124 137 6 -237 -93: -360 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 34.7 2.1 97.6 60.2 99.7 97.0: 0.3 3.0
Old : 100.0: 0.0 34.7 2.1 97.6 60.2 99.7 97.0: 0.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 3 14 11 17 14:
Old : 20: 0 3 3 14 11 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 : 66.3 72.0 91.2 89.7 64.7 59.3 73.9 71.8
Old : 66.3 72.0 91.2 89.7 64.7 59.3 73.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,149,578: 277,985 114,730 385,328 4,455,717 4,620,395 5,119,030 5,120,453: 30,548 29,125
Old : 5,149,578: 277,985 114,730 385,328 4,455,717 4,620,395 5,119,030 5,120,453: 30,548 29,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 55,124: -26,989 -1,354 9,983 73,868 44,681 56,862 53,310: -1,738 1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.2 7.5 86.5 89.7 99.4 99.4: 0.6 0.6
Old : 100.0: 5.4 2.2 7.5 86.5 89.7 99.4 99.4: 0.6 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 : 226: 34 32 55 151 118 211 179:
Old : 226: 34 32 55 151 118 211 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 42.6 44.6 58.3 25.7 41.9 37.8 56.3
Old : 27.7 42.6 44.6 58.3 25.7 41.9 37.8 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 924,083: 12,133 26,578 241,361 668,281 653,986 921,776 921,926: 2,308 2,158
Old : 924,083: 12,133 26,578 241,361 668,281 653,986 921,776 921,926: 2,308 2,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 80,006: 358 3,164 44,151 35,354 32,684 79,863 79,998: 144 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.9 26.1 72.3 70.8 99.8 99.8: 0.2 0.2
Old : 100.0: 1.3 2.9 26.1 72.3 70.8 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 : 75: 15 10 23 47 45 71 69:
Old : 75: 15 10 23 47 45 71 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 52.3 69.1 70.8 7.8 10.8 10.3 11.6
Old : 52.8 52.3 69.1 70.8 7.8 10.8 10.3 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, October 08, 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 : 253,933: 23 5,006 217 232,689 244,013 232,929 249,236: 21,004 4,697
Old : 253,933: 23 5,006 217 232,689 244,013 232,929 249,236: 21,004 4,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -9,971: -1,159 0 0 -6,790 -9,175 -7,949 -9,175: -2,022 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.1 91.6 96.1 91.7 98.2: 8.3 1.8
Old : 100.0: 0.0 2.0 0.1 91.6 96.1 91.7 98.2: 8.3 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 : 33: 1 1 1 28 22 29 24:
Old : 33: 1 1 1 28 22 29 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 : 62.3 77.3 75.3 86.4 57.5 74.4 70.2 81.4
Old : 62.3 77.3 75.3 86.4 57.5 74.4 70.2 81.4
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, October 08, 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 : 144,248: 1,493 5,136 1,176 138,023 125,704 140,692 132,016: 3,556 12,232
Old : 144,248: 1,493 5,136 1,176 138,023 125,704 140,692 132,016: 3,556 12,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -9,116: -1,899 0 -210 -6,817 -16,282 -8,926 -16,492: -190 7,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.6 0.8 95.7 87.1 97.5 91.5: 2.5 8.5
Old : 100.0: 1.0 3.6 0.8 95.7 87.1 97.5 91.5: 2.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 2 22 23 25 26:
Old : 35: 3 1 2 22 23 25 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 : 70.4 44.2 88.5 68.2 69.2 43.3 81.7 63.5
Old : 70.4 44.2 88.5 68.2 69.2 43.3 81.7 63.5
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, October 08, 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 : 316,073: 6,274 2,196 2,252 297,260 304,269 305,786 308,717: 10,287 7,356
Old : 316,073: 6,274 2,196 2,252 297,260 304,269 305,786 308,717: 10,287 7,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -30,279: 1,939 112 198 -33,908 -30,582 -31,771 -30,272: 1,492 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.7 0.7 94.0 96.3 96.7 97.7: 3.3 2.3
Old : 100.0: 2.0 0.7 0.7 94.0 96.3 96.7 97.7: 3.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 1 3 26 28 31 32:
Old : 43: 5 1 3 26 28 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 48.4 81.7 73.2 62.7 44.4 70.3 64.7
Old : 68.1 48.4 81.7 73.2 62.7 44.4 70.3 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 864,837: 6,003 11,856 485 848,048 851,186 854,536 863,527: 10,301 1,310
Old : 864,837: 6,003 11,856 485 848,048 851,186 854,536 863,527: 10,301 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -22,417: 989 809 -871 -22,139 -17,835 -22,021 -17,897: -396 -4,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.4 0.1 98.1 98.4 98.8 99.8: 1.2 0.2
Old : 100.0: 0.7 1.4 0.1 98.1 98.4 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 : 48: 4 2 4 39 30 44 35:
Old : 48: 4 2 4 39 30 44 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 : 36.8 61.8 61.8 89.6 35.0 60.3 59.4 87.2
Old : 36.8 61.8 61.8 89.6 35.0 60.3 59.4 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 390,742: 4,848 8,469 403 369,647 372,241 374,898 381,113: 15,844 9,629
Old : 390,742: 4,848 8,469 403 369,647 372,241 374,898 381,113: 15,844 9,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -16,392: -1,683 883 103 -14,746 -21,190 -16,326 -20,204: -66 3,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.2 0.1 94.6 95.3 95.9 97.5: 4.1 2.5
Old : 100.0: 1.2 2.2 0.1 94.6 95.3 95.9 97.5: 4.1 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 : 59: 4 4 2 38 38 42 44:
Old : 59: 4 4 2 38 38 42 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 : 43.0 45.9 63.2 63.6 40.9 41.0 58.5 53.2
Old : 43.0 45.9 63.2 63.6 40.9 41.0 58.5 53.2
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, October 08, 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 : 519,137: 2,871 846 304 505,712 512,021 508,887 513,171: 10,250 5,966
Old : 519,137: 2,871 846 304 505,712 512,021 508,887 513,171: 10,250 5,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -17,289: -497 -1,355 62 -18,509 -17,652 -18,944 -18,945: 1,655 1,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.2 0.1 97.4 98.6 98.0 98.9: 2.0 1.1
Old : 100.0: 0.6 0.2 0.1 97.4 98.6 98.0 98.9: 2.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 3 2 2 36 39 40 42:
Old : 58: 3 2 2 36 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 : 58.3 42.6 74.6 66.2 58.0 41.0 71.3 60.8
Old : 58.3 42.6 74.6 66.2 58.0 41.0 71.3 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 398,432: 459 1,617 1,078 388,533 385,505 390,070 388,200: 8,362 10,232
Old : 398,432: 459 1,617 1,078 388,533 385,505 390,070 388,200: 8,362 10,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -37,187: -491 -1,980 -89 -38,113 -39,288 -38,693 -41,357: 1,506 4,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 0.3 97.5 96.8 97.9 97.4: 2.1 2.6
Old : 100.0: 0.1 0.4 0.3 97.5 96.8 97.9 97.4: 2.1 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 : 46: 1 2 2 35 26 37 29:
Old : 46: 1 2 2 35 26 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 69.1 69.2 85.7 48.2 67.1 67.4 81.2
Old : 49.1 69.1 69.2 85.7 48.2 67.1 67.4 81.2
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,921: 1,222 2,976 866 98,423 97,914 100,511 101,756: 4,410 3,165
Old : 104,921: 1,222 2,976 866 98,423 97,914 100,511 101,756: 4,410 3,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -11,354: -3,116 2,059 -842 -6,381 -14,140 -10,339 -12,923: -1,015 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.8 0.8 93.8 93.3 95.8 97.0: 4.2 3.0
Old : 100.0: 1.2 2.8 0.8 93.8 93.3 95.8 97.0: 4.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 4 17 19 21 23:
Old : 29: 2 2 4 17 19 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 51.2 86.7 74.6 73.2 48.6 79.2 69.6
Old : 75.5 51.2 86.7 74.6 73.2 48.6 79.2 69.6
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 11,188: 0 1,363 0 10,506 9,267 10,506 10,630: 682 558
Old : 11,188: 0 1,363 0 10,506 9,267 10,506 10,630: 682 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -10,440: 0 900 0 -9,967 -10,920 -9,967 -10,020: -473 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 0.0 93.9 82.8 93.9 95.0: 6.1 5.0
Old : 100.0: 0.0 12.2 0.0 93.9 82.8 93.9 95.0: 6.1 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 : 28: 0 2 0 15 14 15 16:
Old : 28: 0 2 0 15 14 15 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 : 46.3 43.5 68.6 70.4 46.3 39.2 67.3 65.0
Old : 46.3 43.5 68.6 70.4 46.3 39.2 67.3 65.0
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 238,048: 0 129 633 233,322 231,077 233,955 231,839: 4,093 6,209
Old : 238,048: 0 129 633 233,322 231,077 233,955 231,839: 4,093 6,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -13,209: -137 -103 -371 -13,880 -13,381 -14,388 -13,855: 1,179 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.3 98.0 97.1 98.3 97.4: 1.7 2.6
Old : 100.0: 0.0 0.1 0.3 98.0 97.1 98.3 97.4: 1.7 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 : 37: 0 1 1 23 23 24 24:
Old : 37: 0 1 1 23 23 24 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 : 67.9 45.9 80.4 79.6 67.7 45.8 79.4 76.6
Old : 67.9 45.9 80.4 79.6 67.7 45.8 79.4 76.6
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, October 08, 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 : 187,076: 0 0 0 177,938 183,216 177,938 183,216: 9,138 3,860
Old : 187,076: 0 0 0 177,938 183,216 177,938 183,216: 9,138 3,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -8,528: 0 0 0 -8,628 -9,656 -8,628 -9,656: 100 1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.1 97.9 95.1 97.9: 4.9 2.1
Old : 100.0: 0.0 0.0 0.0 95.1 97.9 95.1 97.9: 4.9 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 : 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 : 55.4 58.4 70.5 85.8 55.4 57.0 69.5 81.1
Old : 55.4 58.4 70.5 85.8 55.4 57.0 69.5 81.1
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 292,555: 0 0 0 286,611 290,942 286,611 290,942: 5,944 1,613
Old : 292,555: 0 0 0 286,611 290,942 286,611 290,942: 5,944 1,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -28,201: 0 0 0 -31,120 -28,046 -31,120 -28,046: 2,919 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 99.4 98.0 99.4: 2.0 0.6
Old : 100.0: 0.0 0.0 0.0 98.0 99.4 98.0 99.4: 2.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 19 23 19 23:
Old : 34: 0 0 0 19 23 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 58.2 84.2 78.7 58.6 55.1 77.5 72.7
Old : 59.8 58.2 84.2 78.7 58.6 55.1 77.5 72.7
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,130: 5,394 1,817 0 22,323 25,453 27,717 27,270: 1,413 1,860
Old : 29,130: 5,394 1,817 0 22,323 25,453 27,717 27,270: 1,413 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -18,330: -3,540 -1,200 0 -14,529 -16,932 -18,069 -18,132: -261 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 6.2 0.0 76.6 87.4 95.1 93.6: 4.9 6.4
Old : 100.0: 18.5 6.2 0.0 76.6 87.4 95.1 93.6: 4.9 6.4
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 : 31: 2 4 0 10 17 12 21:
Old : 31: 2 4 0 10 17 12 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 : 76.4 62.7 89.2 74.8 73.4 62.7 83.7 74.1
Old : 76.4 62.7 89.2 74.8 73.4 62.7 83.7 74.1
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 583,856: 23,860 5,963 2,327 546,065 566,592 572,252 574,882: 11,604 8,974
Old : 583,856: 23,860 5,963 2,327 546,065 566,592 572,252 574,882: 11,604 8,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -31,942: 1,782 -4,737 -110 -36,103 -28,620 -34,431 -33,467: 2,489 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.0 0.4 93.5 97.0 98.0 98.5: 2.0 1.5
Old : 100.0: 4.1 1.0 0.4 93.5 97.0 98.0 98.5: 2.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 8 3 4 48 43 57 49:
Old : 68: 8 3 4 48 43 57 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 : 28.9 57.3 47.9 78.6 28.4 57.0 46.7 73.8
Old : 28.9 57.3 47.9 78.6 28.4 57.0 46.7 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 219,164: 3 535 3,663 211,143 209,393 214,809 213,591: 4,355 5,573
Old : 219,164: 3 535 3,663 211,143 209,393 214,809 213,591: 4,355 5,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -27,491: -555 264 -1,269 -25,784 -27,501 -27,608 -28,506: 117 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 1.7 96.3 95.5 98.0 97.5: 2.0 2.5
Old : 100.0: 0.0 0.2 1.7 96.3 95.5 98.0 97.5: 2.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 22 21 24 23:
Old : 28: 1 1 2 22 21 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 53.3 81.3 76.2 41.0 39.7 50.1 48.6
Old : 60.4 53.3 81.3 76.2 41.0 39.7 50.1 48.6
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,880: 434 270 1,498 37,601 38,681 39,533 40,449: 1,347 431
Old : 40,880: 434 270 1,498 37,601 38,681 39,533 40,449: 1,347 431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -6,586: 0 -152 214 -6,806 -6,866 -6,592 -6,804: 6 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.7 3.7 92.0 94.6 96.7 98.9: 3.3 1.1
Old : 100.0: 1.1 0.7 3.7 92.0 94.6 96.7 98.9: 3.3 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 : 21: 1 1 1 15 11 17 12:
Old : 21: 1 1 1 15 11 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 80.5 84.6 95.4 60.6 75.4 75.1 79.9
Old : 63.6 80.5 84.6 95.4 60.6 75.4 75.1 79.9
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 72,290: 0 0 0 65,462 62,950 65,462 62,950: 6,828 9,340
Old : 72,290: 0 0 0 65,462 62,950 65,462 62,950: 6,828 9,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -11,726: 0 0 0 -13,328 -13,853 -13,328 -13,853: 1,602 2,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 87.1 90.6 87.1: 9.4 12.9
Old : 100.0: 0.0 0.0 0.0 90.6 87.1 90.6 87.1: 9.4 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 18 13 18 13:
Old : 20: 0 0 0 18 13 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 59.4 73.5 82.3 46.4 58.7 69.6 69.5
Old : 49.0 59.4 73.5 82.3 46.4 58.7 69.6 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 209,627: 1,216 0 0 205,581 209,139 206,797 209,139: 2,830 488
Old : 209,627: 1,216 0 0 205,581 209,139 206,797 209,139: 2,830 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -61,108: -10,221 -11,222 0 -52,087 -48,863 -62,308 -60,085: 1,200 -1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 98.1 99.8 98.6 99.8: 1.4 0.2
Old : 100.0: 0.6 0.0 0.0 98.1 99.8 98.6 99.8: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 22 18 23 18:
Old : 31: 1 0 0 22 18 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 81.8 80.8 93.1 50.7 81.5 69.7 85.7
Old : 56.9 81.8 80.8 93.1 50.7 81.5 69.7 85.7
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 204,604: 11,499 12,214 0 192,383 191,615 203,882 203,829: 722 775
Old : 204,604: 11,499 12,214 0 192,383 191,615 203,882 203,829: 722 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -55,482: 240 -6,210 -2,100 -53,087 -47,275 -54,947 -55,585: -535 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.0 0.0 94.0 93.7 99.6 99.6: 0.4 0.4
Old : 100.0: 5.6 6.0 0.0 94.0 93.7 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 8 5 0 38 32 46 37:
Old : 70: 8 5 0 38 32 46 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 63.4 69.2 75.9 51.6 62.1 65.3 74.6
Old : 54.4 63.4 69.2 75.9 51.6 62.1 65.3 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 127,712: 0 918 0 126,237 125,931 126,237 126,849: 1,475 863
Old : 127,712: 0 918 0 126,237 125,931 126,237 126,849: 1,475 863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -23,780: 0 0 0 -23,188 -23,120 -23,188 -23,120: -592 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 98.8 98.6 98.8 99.3: 1.2 0.7
Old : 100.0: 0.0 0.7 0.0 98.8 98.6 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 0 15 23 15 25:
Old : 32: 0 2 0 15 23 15 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 : 75.0 75.3 88.7 89.5 70.5 66.5 81.3 80.7
Old : 75.0 75.3 88.7 89.5 70.5 66.5 81.3 80.7
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 19,386: 2,294 1,419 0 15,926 17,781 18,220 19,200: 1,166 186
Old : 19,386: 2,294 1,419 0 15,926 17,781 18,220 19,200: 1,166 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -10,120: 0 1,140 0 -10,702 -11,111 -10,702 -9,971: 582 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 7.3 0.0 82.2 91.7 94.0 99.0: 6.0 1.0
Old : 100.0: 11.8 7.3 0.0 82.2 91.7 94.0 99.0: 6.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 0 12 16 14 17:
Old : 27: 2 1 0 12 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 : 57.4 53.8 80.2 77.7 56.8 53.5 75.3 77.4
Old : 57.4 53.8 80.2 77.7 56.8 53.5 75.3 77.4
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 247,231: 1,156 5,702 5,610 235,729 227,553 242,495 238,865: 4,736 8,366
Old : 247,231: 1,156 5,702 5,610 235,729 227,553 242,495 238,865: 4,736 8,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -24,241: -1,007 2,368 -7,818 -16,148 -20,592 -24,973 -26,042: 732 1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.3 2.3 95.3 92.0 98.1 96.6: 1.9 3.4
Old : 100.0: 0.5 2.3 2.3 95.3 92.0 98.1 96.6: 1.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 2 1 35 37 37 39:
Old : 47: 1 2 1 35 37 37 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 : 49.8 40.0 67.5 57.7 46.8 36.6 57.6 46.1
Old : 49.8 40.0 67.5 57.7 46.8 36.6 57.6 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,478: 248 0 0 101,013 101,106 101,261 101,106: 217 372
Old : 101,478: 248 0 0 101,013 101,106 101,261 101,106: 217 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -10,282: 0 -360 0 -9,678 -9,742 -9,678 -10,102: -604 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.5 99.6 99.8 99.6: 0.2 0.4
Old : 100.0: 0.2 0.0 0.0 99.5 99.6 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 17 12 18 12:
Old : 23: 1 0 0 17 12 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.3 82.5 96.8 97.1 90.1 80.1 92.8 92.4
Old : 91.3 82.5 96.8 97.1 90.1 80.1 92.8 92.4
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 110,454: 0 0 0 99,613 96,611 99,613 96,611: 10,841 13,843
Old : 110,454: 0 0 0 99,613 96,611 99,613 96,611: 10,841 13,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -6,625: 0 -102 -456 -10,202 -11,758 -10,658 -12,316: 4,033 5,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.2 87.5 90.2 87.5: 9.8 12.5
Old : 100.0: 0.0 0.0 0.0 90.2 87.5 90.2 87.5: 9.8 12.5
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 : 24: 0 0 0 16 18 16 18:
Old : 24: 0 0 0 16 18 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 58.1 75.4 73.6 54.0 47.5 65.4 61.8
Old : 59.8 58.1 75.4 73.6 54.0 47.5 65.4 61.8
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 227,124: 0 2,834 0 223,088 220,358 223,088 223,192: 4,036 3,932
Old : 227,124: 0 2,834 0 223,088 220,358 223,088 223,192: 4,036 3,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -16,036: -2,728 -337 -180 -14,255 -15,256 -17,163 -15,773: 1,127 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 98.2 97.0 98.2 98.3: 1.8 1.7
Old : 100.0: 0.0 1.2 0.0 98.2 97.0 98.2 98.3: 1.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 2 0 24 31 24 33:
Old : 44: 0 2 0 24 31 24 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 41.0 84.3 58.6 60.8 39.1 75.2 51.6
Old : 65.5 41.0 84.3 58.6 60.8 39.1 75.2 51.6
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 188,903: 0 0 0 181,620 185,977 181,620 185,977: 7,283 2,926
Old : 188,903: 0 0 0 181,620 185,977 181,620 185,977: 7,283 2,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,225: -290 -899 0 -3,548 -2,263 -3,838 -3,162: 613 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.1 98.5 96.1 98.5: 3.9 1.5
Old : 100.0: 0.0 0.0 0.0 96.1 98.5 96.1 98.5: 3.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 22 19 22 19:
Old : 30: 0 0 0 22 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 65.3 78.0 83.9 56.4 61.8 73.3 78.3
Old : 59.7 65.3 78.0 83.9 56.4 61.8 73.3 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 80,030: 0 0 0 75,064 76,747 75,064 76,747: 4,966 3,283
Old : 80,030: 0 0 0 75,064 76,747 75,064 76,747: 4,966 3,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -4,415: 0 0 0 -4,717 -3,602 -4,717 -3,602: 302 -813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.8 95.9 93.8 95.9: 6.2 4.1
Old : 100.0: 0.0 0.0 0.0 93.8 95.9 93.8 95.9: 6.2 4.1
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 : 22: 0 0 0 19 15 19 15:
Old : 22: 0 0 0 19 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 66.8 77.6 85.8 44.3 65.8 68.8 77.8
Old : 50.1 66.8 77.6 85.8 44.3 65.8 68.8 77.8
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,290: 465 0 0 29,679 31,546 30,144 31,546: 2,146 744
Old : 32,290: 465 0 0 29,679 31,546 30,144 31,546: 2,146 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -9,240: -1,077 -928 -217 -7,955 -8,597 -9,249 -9,742: 9 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 91.9 97.7 93.4 97.7: 6.6 2.3
Old : 100.0: 1.4 0.0 0.0 91.9 97.7 93.4 97.7: 6.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 6 16 6:
Old : 20: 1 0 0 15 6 16 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 95.8 83.6 97.7 68.6 90.7 79.6 91.7
Old : 70.1 95.8 83.6 97.7 68.6 90.7 79.6 91.7
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 197,071: 3,090 86 666 185,708 190,724 189,464 191,476: 7,607 5,595
Old : 197,071: 3,090 86 666 185,708 190,724 189,464 191,476: 7,607 5,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -6,921: -807 86 -46 -6,471 -7,017 -7,324 -6,977: 403 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.3 94.2 96.8 96.1 97.2: 3.9 2.8
Old : 100.0: 1.6 0.0 0.3 94.2 96.8 96.1 97.2: 3.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 16 17 19 19:
Old : 25: 2 1 2 16 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 67.6 90.3 85.2 71.4 66.6 84.7 80.8
Old : 72.7 67.6 90.3 85.2 71.4 66.6 84.7 80.8
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 163,549: 0 3,079 7,194 145,729 141,746 152,923 152,019: 10,626 11,530
Old : 163,549: 0 3,079 7,194 145,729 141,746 152,923 152,019: 10,626 11,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -22,840: -71 -2,066 -1,479 -22,379 -19,296 -23,929 -22,841: 1,089 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 4.4 89.1 86.7 93.5 93.0: 6.5 7.0
Old : 100.0: 0.0 1.9 4.4 89.1 86.7 93.5 93.0: 6.5 7.0
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: 0 3 2 26 30 28 33:
Old : 39: 0 3 2 26 30 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 40.5 60.4 63.2 38.7 36.5 54.7 54.4
Old : 42.2 40.5 60.4 63.2 38.7 36.5 54.7 54.4
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 44,974: 806 744 0 43,579 43,920 44,385 44,664: 589 310
Old : 44,974: 806 744 0 43,579 43,920 44,385 44,664: 589 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -11,632: 120 0 -150 -10,878 -11,332 -10,908 -11,482: -724 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.7 0.0 96.9 97.7 98.7 99.3: 1.3 0.7
Old : 100.0: 1.8 1.7 0.0 96.9 97.7 98.7 99.3: 1.3 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 : 29: 2 1 0 13 16 15 17:
Old : 29: 2 1 0 13 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 67.9 91.4 88.1 79.0 66.4 89.9 85.9
Old : 79.0 67.9 91.4 88.1 79.0 66.4 89.9 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 233,626: 601 6,572 850 223,660 220,066 225,111 227,488: 8,515 6,138
Old : 233,626: 601 6,572 850 223,660 220,066 225,111 227,488: 8,515 6,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -15,414: -155 -2,194 -523 -18,422 -11,362 -19,100 -14,079: 3,686 -1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.8 0.4 95.7 94.2 96.4 97.4: 3.6 2.6
Old : 100.0: 0.3 2.8 0.4 95.7 94.2 96.4 97.4: 3.6 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 : 50: 1 2 2 30 34 33 36:
Old : 50: 1 2 2 30 34 33 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 : 50.7 41.1 71.2 62.9 50.4 38.7 68.3 55.4
Old : 50.7 41.1 71.2 62.9 50.4 38.7 68.3 55.4
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 126,012: 464 0 450 118,904 120,239 119,818 120,689: 6,194 5,323
Old : 126,012: 464 0 450 118,904 120,239 119,818 120,689: 6,194 5,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -5,188: -641 -370 145 -6,234 -5,829 -6,730 -6,054: 1,542 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.4 94.4 95.4 95.1 95.8: 4.9 4.2
Old : 100.0: 0.4 0.0 0.4 94.4 95.4 95.1 95.8: 4.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 0 1 25 26 26 27:
Old : 34: 1 0 1 25 26 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 48.9 72.3 75.8 43.2 46.9 57.5 66.6
Old : 52.3 48.9 72.3 75.8 43.2 46.9 57.5 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 155,736: 0 0 0 145,986 147,007 145,986 147,007: 9,750 8,729
Old : 155,736: 0 0 0 145,986 147,007 145,986 147,007: 9,750 8,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,329: 0 -2,728 0 -7,902 -3,945 -7,902 -6,673: 4,573 3,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.7 94.4 93.7 94.4: 6.3 5.6
Old : 100.0: 0.0 0.0 0.0 93.7 94.4 93.7 94.4: 6.3 5.6
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 : 21: 0 0 0 16 13 16 13:
Old : 21: 0 0 0 16 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 70.5 84.6 88.5 67.3 60.8 74.8 75.3
Old : 75.2 70.5 84.6 88.5 67.3 60.8 74.8 75.3
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, October 08, 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 : 32,966: 341 1,926 0 30,969 27,983 31,310 29,909: 1,656 3,057
Old : 32,966: 341 1,926 0 30,969 27,983 31,310 29,909: 1,656 3,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -6,670: -481 1,926 -31 -5,864 -10,716 -6,376 -8,821: -294 2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.8 0.0 93.9 84.9 95.0 90.7: 5.0 9.3
Old : 100.0: 1.0 5.8 0.0 93.9 84.9 95.0 90.7: 5.0 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 12 13 13 14:
Old : 23: 1 1 0 12 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 58.2 90.5 83.6 55.6 45.5 60.7 55.3
Old : 75.8 58.2 90.5 83.6 55.6 45.5 60.7 55.3
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, October 08, 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 : 257,615: 0 360 0 239,294 255,974 239,294 256,334: 18,321 1,281
Old : 257,615: 0 360 0 239,294 255,974 239,294 256,334: 18,321 1,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -13,737: -310 -756 0 -19,107 -13,019 -19,417 -13,775: 5,680 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 92.9 99.4 92.9 99.5: 7.1 0.5
Old : 100.0: 0.0 0.1 0.0 92.9 99.4 92.9 99.5: 7.1 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 : 33: 0 1 0 24 16 24 17:
Old : 33: 0 1 0 24 16 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 74.8 62.5 95.6 42.2 74.8 60.8 95.2
Old : 42.2 74.8 62.5 95.6 42.2 74.8 60.8 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 109,129: 11,240 8,774 145 87,457 96,933 98,842 105,852: 10,287 3,277
Old : 109,129: 11,240 8,774 145 87,457 96,933 98,842 105,852: 10,287 3,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -8,535: -1,165 0 0 -10,420 -10,333 -11,585 -10,333: 3,050 1,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.0 0.1 80.1 88.8 90.6 97.0: 9.4 3.0
Old : 100.0: 10.3 8.0 0.1 80.1 88.8 90.6 97.0: 9.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 12 13 14 15:
Old : 24: 2 1 1 12 13 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 67.8 82.9 86.9 61.7 67.8 80.2 86.9
Old : 61.7 67.8 82.9 86.9 61.7 67.8 80.2 86.9
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 209,117: 0 0 0 206,565 206,925 206,565 206,925: 2,552 2,192
Old : 209,117: 0 0 0 206,565 206,925 206,565 206,925: 2,552 2,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -21,492: 0 -375 -152 -20,529 -21,926 -20,681 -22,453: -811 961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 99.0 98.8 99.0: 1.2 1.0
Old : 100.0: 0.0 0.0 0.0 98.8 99.0 98.8 99.0: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 22 22 22 22:
Old : 29: 0 0 0 22 22 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 52.2 86.2 76.8 53.7 46.0 65.8 60.9
Old : 64.6 52.2 86.2 76.8 53.7 46.0 65.8 60.9
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, October 08, 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 : 32,940: 4,962 97 5,524 22,133 26,934 32,619 32,555: 321 385
Old : 32,940: 4,962 97 5,524 22,133 26,934 32,619 32,555: 321 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -92: 193 -67 301 -310 -287 185 -52: -277 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.3 16.8 67.2 81.8 99.0 98.8: 1.0 1.2
Old : 100.0: 15.1 0.3 16.8 67.2 81.8 99.0 98.8: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 4 17 28 27 45 44:
Old : 46: 13 4 17 28 27 45 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 : 47.4 49.7 70.9 68.7 20.5 22.5 25.4 27.3
Old : 47.4 49.7 70.9 68.7 20.5 22.5 25.4 27.3
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, October 08, 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 : 39,252: 7,889 625 975 30,379 37,517 39,243 39,117: 9 135
Old : 39,252: 7,889 625 975 30,379 37,517 39,243 39,117: 9 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 744: 790 -229 -40 -15 998 735 729: 9 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.6 2.5 77.4 95.6 100.0 99.7: 0.0 0.3
Old : 100.0: 20.1 1.6 2.5 77.4 95.6 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 3 6 23 24 31 33:
Old : 37: 8 3 6 23 24 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 : 51.2 62.3 80.4 83.0 46.2 55.2 58.3 62.9
Old : 51.2 62.3 80.4 83.0 46.2 55.2 58.3 62.9
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, October 08, 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 : 27,679: 3,000 925 525 24,073 26,229 27,598 27,679: 81 0
Old : 27,679: 3,000 925 525 24,073 26,229 27,598 27,679: 81 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 415: 150 -225 75 190 565 415 415: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.3 1.9 87.0 94.8 99.7 100.0: 0.3 0.0
Old : 100.0: 10.8 3.3 1.9 87.0 94.8 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 3 4 17 16 23 20:
Old : 27: 3 3 4 17 16 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 74.2 85.6 89.3 63.4 69.3 79.3 80.7
Old : 63.6 74.2 85.6 89.3 63.4 69.3 79.3 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 137,970: 5,976 8,827 10,297 121,053 118,710 137,326 137,834: 644 136
Old : 137,970: 5,976 8,827 10,297 121,053 118,710 137,326 137,834: 644 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -7,146: 41 -214 7 -7,307 -6,959 -7,259 -7,166: 113 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 6.4 7.5 87.7 86.0 99.5 99.9: 0.5 0.1
Old : 100.0: 4.3 6.4 7.5 87.7 86.0 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 : 59: 12 10 7 34 35 48 50:
Old : 59: 12 10 7 34 35 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 41.4 68.0 61.0 35.7 28.9 41.1 41.3
Old : 51.9 41.4 68.0 61.0 35.7 28.9 41.1 41.3
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, October 08, 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 : 69,976: 1,148 2,510 2,852 65,977 64,608 69,976 69,970: 0 6
Old : 69,976: 1,148 2,510 2,852 65,977 64,608 69,976 69,970: 0 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,947: -480 -121 -253 -3,213 -3,579 -3,946 -3,953: -1 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.6 4.1 94.3 92.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 3.6 4.1 94.3 92.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 7 6 22 23 30 33:
Old : 38: 5 7 6 22 23 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 69.9 85.4 87.2 65.2 61.6 71.9 70.4
Old : 65.4 69.9 85.4 87.2 65.2 61.6 71.9 70.4
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, October 08, 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 : 32,327: 200 650 175 31,952 31,502 32,327 32,327: 0 0
Old : 32,327: 200 650 175 31,952 31,502 32,327 32,327: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -961: -175 200 75 -861 -1,221 -961 -946: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.0 0.5 98.8 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 2.0 0.5 98.8 97.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 3 12 13 15 17:
Old : 24: 1 2 3 12 13 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.7 81.5 96.9 94.4 80.1 69.4 84.4 81.8
Old : 87.7 81.5 96.9 94.4 80.1 69.4 84.4 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 67,527: 15,969 1,377 4,924 46,337 61,226 67,230 67,527: 297 0
Old : 67,527: 15,969 1,377 4,924 46,337 61,226 67,230 67,527: 297 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,748: -13 253 -390 -1,207 -1,603 -1,610 -1,740: -138 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 2.0 7.3 68.6 90.7 99.6 100.0: 0.4 0.0
Old : 100.0: 23.6 2.0 7.3 68.6 90.7 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 : 36: 5 2 3 26 27 32 31:
Old : 36: 5 2 3 26 27 32 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 : 51.1 49.2 73.2 69.8 45.6 37.4 50.7 47.9
Old : 51.1 49.2 73.2 69.8 45.6 37.4 50.7 47.9
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 87,103: 25,933 2,879 5,515 54,926 78,498 86,374 86,892: 729 211
Old : 87,103: 25,933 2,879 5,515 54,926 78,498 86,374 86,892: 729 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,767: 33 -240 -303 -2,246 -2,191 -2,516 -2,734: -251 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 3.3 6.3 63.1 90.1 99.2 99.8: 0.8 0.2
Old : 100.0: 29.8 3.3 6.3 63.1 90.1 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 7 5 25 28 33 37:
Old : 42: 5 7 5 25 28 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 58.6 70.3 74.7 48.5 51.2 61.2 58.9
Old : 51.8 58.6 70.3 74.7 48.5 51.2 61.2 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 72,664: 3,192 169 1,600 67,266 70,808 72,058 72,577: 606 87
Old : 72,664: 3,192 169 1,600 67,266 70,808 72,058 72,577: 606 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -779: -282 44 253 -829 -1,026 -858 -729: 79 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.2 2.2 92.6 97.4 99.2 99.9: 0.8 0.1
Old : 100.0: 4.4 0.2 2.2 92.6 97.4 99.2 99.9: 0.8 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: 3 2 3 27 26 31 30:
Old : 42: 3 2 3 27 26 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 74.2 66.2 83.7 43.8 74.2 60.8 80.8
Old : 45.3 74.2 66.2 83.7 43.8 74.2 60.8 80.8
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 96,198: 3,591 173 2,125 89,741 93,853 95,457 96,151: 741 47
Old : 96,198: 3,591 173 2,125 89,741 93,853 95,457 96,151: 741 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,521: -396 48 277 -1,483 -1,813 -1,602 -1,488: 81 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.2 2.2 93.3 97.6 99.2 100.0: 0.8 0.0
Old : 100.0: 3.7 0.2 2.2 93.3 97.6 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 : 45: 3 2 3 30 31 34 35:
Old : 45: 3 2 3 30 31 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 69.4 66.4 83.7 46.1 69.3 64.3 81.1
Old : 46.6 69.4 66.4 83.7 46.1 69.3 64.3 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,590: 400 420 0 43,065 42,885 43,465 43,305: 125 285
Old : 43,590: 400 420 0 43,065 42,885 43,465 43,305: 125 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,080: 0 0 0 -2,084 -2,055 -2,084 -2,055: 4 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.0 0.0 98.8 98.4 99.7 99.3: 0.3 0.7
Old : 100.0: 0.9 1.0 0.0 98.8 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 : 26: 1 1 0 17 18 18 19:
Old : 26: 1 1 0 17 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 88.1 86.2 94.9 63.3 85.2 77.7 87.7
Old : 67.6 88.1 86.2 94.9 63.3 85.2 77.7 87.7
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 26,719: 945 697 18 25,561 25,884 26,524 26,599: 195 120
Old : 26,719: 945 697 18 25,561 25,884 26,524 26,599: 195 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -252: 605 -3 -2 -850 -242 -247 -247: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.6 0.1 95.7 96.9 99.3 99.6: 0.7 0.4
Old : 100.0: 3.5 2.6 0.1 95.7 96.9 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 2 19 19 22 22:
Old : 27: 2 2 2 19 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 65.8 77.9 86.6 49.1 55.6 63.1 65.6
Old : 56.8 65.8 77.9 86.6 49.1 55.6 63.1 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 72,968: 17,637 581 2,441 52,556 69,831 72,634 72,853: 334 115
Old : 72,968: 17,637 581 2,441 52,556 69,831 72,634 72,853: 334 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,199: -1,899 208 -609 417 -1,894 -2,091 -2,295: -108 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 0.8 3.3 72.0 95.7 99.5 99.8: 0.5 0.2
Old : 100.0: 24.2 0.8 3.3 72.0 95.7 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 : 54: 17 3 10 30 32 50 43:
Old : 54: 17 3 10 30 32 50 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 : 35.0 52.0 56.1 71.7 19.9 24.9 27.7 34.4
Old : 35.0 52.0 56.1 71.7 19.9 24.9 27.7 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,011: 7,975 165 650 17,095 24,844 25,720 25,659: 291 352
Old : 26,011: 7,975 165 650 17,095 24,844 25,720 25,659: 291 352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,553: 275 -55 -575 -1,248 -923 -1,548 -1,553: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 0.6 2.5 65.7 95.5 98.9 98.6: 1.1 1.4
Old : 100.0: 30.7 0.6 2.5 65.7 95.5 98.9 98.6: 1.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 1 4 20 21 27 25:
Old : 32: 6 1 4 20 21 27 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 : 52.6 52.6 76.4 73.7 46.9 40.8 60.3 56.2
Old : 52.6 52.6 76.4 73.7 46.9 40.8 60.3 56.2
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,150: 500 345 75 50,440 50,505 51,015 50,925: 135 225
Old : 51,150: 500 345 75 50,440 50,505 51,015 50,925: 135 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,815: -125 25 -25 -3,669 -3,800 -3,819 -3,800: 4 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.7 0.1 98.6 98.7 99.7 99.6: 0.3 0.4
Old : 100.0: 1.0 0.7 0.1 98.6 98.7 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 : 29: 2 1 1 20 21 23 22:
Old : 29: 2 1 1 20 21 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 83.3 82.6 93.7 53.1 80.0 70.4 83.4
Old : 58.2 83.3 82.6 93.7 53.1 80.0 70.4 83.4
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 40,091: 1,375 1,607 128 37,744 38,274 39,247 40,009: 844 82
Old : 40,091: 1,375 1,607 128 37,744 38,274 39,247 40,009: 844 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,088: 430 97 -102 -2,363 -2,061 -2,035 -2,066: -53 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.0 0.3 94.1 95.5 97.9 99.8: 2.1 0.2
Old : 100.0: 3.4 4.0 0.3 94.1 95.5 97.9 99.8: 2.1 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 : 34: 5 5 3 23 21 29 28:
Old : 34: 5 5 3 23 21 29 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 : 51.3 46.3 72.3 69.7 35.0 28.4 42.9 41.7
Old : 51.3 46.3 72.3 69.7 35.0 28.4 42.9 41.7
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,388: 3,090 200 0 56,700 59,843 59,790 60,043: 598 345
Old : 60,388: 3,090 200 0 56,700 59,843 59,790 60,043: 598 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,906: 28 0 0 -3,089 -3,086 -3,061 -3,086: 155 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.3 0.0 93.9 99.1 99.0 99.4: 1.0 0.6
Old : 100.0: 5.1 0.3 0.0 93.9 99.1 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 24 17 26 18:
Old : 29: 2 1 0 24 17 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 91.2 76.3 97.3 53.3 88.0 74.3 91.9
Old : 54.7 91.2 76.3 97.3 53.3 88.0 74.3 91.9
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 65,629: 3,402 3,600 60 61,871 61,789 65,333 65,449: 296 180
Old : 65,629: 3,402 3,600 60 61,871 61,789 65,333 65,449: 296 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,902: -403 -100 0 -3,664 -3,982 -4,067 -4,082: 165 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 5.5 0.1 94.3 94.1 99.5 99.7: 0.5 0.3
Old : 100.0: 5.2 5.5 0.1 94.3 94.1 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 25 19 27 21:
Old : 31: 2 1 1 25 19 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 82.1 76.2 95.8 52.1 78.3 71.7 88.4
Old : 54.2 82.1 76.2 95.8 52.1 78.3 71.7 88.4
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 80,867: 1,066 302 157 79,480 80,403 80,703 80,862: 164 5
Old : 80,867: 1,066 302 157 79,480 80,403 80,703 80,862: 164 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,778: 64 -350 53 -3,917 -3,486 -3,800 -3,783: 22 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.4 0.2 98.3 99.4 99.8 100.0: 0.2 0.0
Old : 100.0: 1.3 0.4 0.2 98.3 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 : 38: 3 1 3 25 29 29 32:
Old : 38: 3 1 3 25 29 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 58.6 77.2 79.0 58.9 56.4 72.8 73.6
Old : 60.8 58.6 77.2 79.0 58.9 56.4 72.8 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 105,218: 1,307 5,189 1,512 102,129 98,478 104,947 105,178: 271 40
Old : 105,218: 1,307 5,189 1,512 102,129 98,478 104,947 105,178: 271 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -4,383: -11 -1,581 89 -4,487 -2,858 -4,409 -4,350: 26 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 4.9 1.4 97.1 93.6 99.7 100.0: 0.3 0.0
Old : 100.0: 1.2 4.9 1.4 97.1 93.6 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 13 8 28 31 38 46:
Old : 54: 4 13 8 28 31 38 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 51.6 69.9 76.6 50.0 46.8 64.1 63.8
Old : 51.6 51.6 69.9 76.6 50.0 46.8 64.1 63.8
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 54,133: 100 4,406 375 53,638 49,352 54,113 54,133: 20 0
Old : 54,133: 100 4,406 375 53,638 49,352 54,113 54,133: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,895: 50 -775 -125 -1,820 -980 -1,895 -1,880: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.1 0.7 99.1 91.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 8.1 0.7 99.1 91.2 100.0 100.0: 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 : 27: 2 4 2 13 13 16 18:
Old : 27: 2 4 2 13 13 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 85.5 95.1 94.0 73.9 83.9 91.5 88.9
Old : 74.3 85.5 95.1 94.0 73.9 83.9 91.5 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 45,620: 0 805 275 45,345 44,540 45,620 45,620: 0 0
Old : 45,620: 0 805 275 45,345 44,540 45,620 45,620: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,565: 0 -500 135 -3,700 -3,200 -3,565 -3,565: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.6 99.4 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.8 0.6 99.4 97.6 100.0 100.0: 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 : 22: 0 4 1 12 9 13 13:
Old : 22: 0 4 1 12 9 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.9 96.5 97.6 98.7 82.5 95.0 96.7 97.0
Old : 82.9 96.5 97.6 98.7 82.5 95.0 96.7 97.0
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 61,880: 1,221 1,722 1,485 59,079 58,548 61,785 61,755: 95 125
Old : 61,880: 1,221 1,722 1,485 59,079 58,548 61,785 61,755: 95 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,934: 77 17 -30 -1,961 -1,904 -1,914 -1,917: -20 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.8 2.4 95.5 94.6 99.8 99.8: 0.2 0.2
Old : 100.0: 2.0 2.8 2.4 95.5 94.6 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 : 33: 4 3 3 23 22 28 27:
Old : 33: 4 3 3 23 22 28 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 : 52.5 84.6 74.8 92.7 49.9 80.9 67.4 83.6
Old : 52.5 84.6 74.8 92.7 49.9 80.9 67.4 83.6
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 65,910: 1,885 1,254 5,371 58,284 59,148 65,540 65,773: 370 137
Old : 65,910: 1,885 1,254 5,371 58,284 59,148 65,540 65,773: 370 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,715: -85 12 -129 -2,494 -2,588 -2,708 -2,705: -7 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.9 8.1 88.4 89.7 99.4 99.8: 0.6 0.2
Old : 100.0: 2.9 1.9 8.1 88.4 89.7 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 3 3 22 22 29 27:
Old : 35: 6 3 3 22 22 29 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 : 51.2 72.7 72.6 85.4 50.5 67.3 66.9 73.8
Old : 51.2 72.7 72.6 85.4 50.5 67.3 66.9 73.8
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 29,886: 720 485 80 29,001 29,266 29,801 29,831: 85 55
Old : 29,886: 720 485 80 29,001 29,266 29,801 29,831: 85 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,927: -155 -98 0 -1,742 -1,752 -1,897 -1,850: -30 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.6 0.3 97.0 97.9 99.7 99.8: 0.3 0.2
Old : 100.0: 2.4 1.6 0.3 97.0 97.9 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 : 24: 1 1 1 19 13 21 14:
Old : 24: 1 1 1 19 13 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 81.1 80.0 96.9 63.2 74.7 75.8 86.4
Old : 63.9 81.1 80.0 96.9 63.2 74.7 75.8 86.4
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 28,809: 640 80 0 27,971 28,649 28,611 28,729: 198 80
Old : 28,809: 640 80 0 27,971 28,649 28,611 28,729: 198 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,540: -80 -60 0 -1,454 -1,480 -1,534 -1,540: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.3 0.0 97.1 99.4 99.3 99.7: 0.7 0.3
Old : 100.0: 2.2 0.3 0.0 97.1 99.4 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 18 11 19 12:
Old : 24: 1 1 0 18 11 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 83.7 80.0 98.1 63.0 77.8 75.5 88.0
Old : 64.2 83.7 80.0 98.1 63.0 77.8 75.5 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,252: 50 3,333 2,654 31,328 28,032 34,032 34,019: 220 233
Old : 34,252: 50 3,333 2,654 31,328 28,032 34,032 34,019: 220 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,812: 0 222 -426 -1,586 -1,838 -2,012 -2,042: 200 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 9.7 7.7 91.5 81.8 99.4 99.3: 0.6 0.7
Old : 100.0: 0.1 9.7 7.7 91.5 81.8 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 5 4 20 22 25 27:
Old : 33: 1 5 4 20 22 25 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 : 65.2 56.1 83.2 74.6 56.7 49.6 70.5 63.3
Old : 65.2 56.1 83.2 74.6 56.7 49.6 70.5 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 21,127: 175 2,298 605 20,057 18,134 20,837 21,037: 290 90
Old : 21,127: 175 2,298 605 20,057 18,134 20,837 21,037: 290 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,903: -334 620 -580 -983 -1,918 -1,897 -1,878: -6 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 10.9 2.9 94.9 85.8 98.6 99.6: 1.4 0.4
Old : 100.0: 0.8 10.9 2.9 94.9 85.8 98.6 99.6: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 2 14 18 16 23:
Old : 25: 1 4 2 14 18 16 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 : 78.1 71.5 91.5 85.9 77.6 70.5 87.9 82.6
Old : 78.1 71.5 91.5 85.9 77.6 70.5 87.9 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 57,971: 5,507 3,283 780 51,577 53,875 57,864 57,938: 107 33
Old : 57,971: 5,507 3,283 780 51,577 53,875 57,864 57,938: 107 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,936: -182 -247 -135 -1,656 -1,570 -1,973 -1,952: 37 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.7 1.3 89.0 92.9 99.8 99.9: 0.2 0.1
Old : 100.0: 9.5 5.7 1.3 89.0 92.9 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 4 5 26 28 33 35:
Old : 41: 5 4 5 26 28 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 60.3 75.0 78.2 48.9 57.0 63.0 68.4
Old : 59.5 60.3 75.0 78.2 48.9 57.0 63.0 68.4
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 36,527: 524 1,806 944 34,657 33,657 36,125 36,407: 402 120
Old : 36,527: 524 1,806 944 34,657 33,657 36,125 36,407: 402 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,114: -36 -13 97 -1,177 -1,178 -1,116 -1,094: 2 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 4.9 2.6 94.9 92.1 98.9 99.7: 1.1 0.3
Old : 100.0: 1.4 4.9 2.6 94.9 92.1 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 4 24 20 28 25:
Old : 32: 2 3 4 24 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 : 66.1 67.7 81.8 83.1 58.6 65.5 69.4 74.0
Old : 66.1 67.7 81.8 83.1 58.6 65.5 69.4 74.0
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,369: 1,560 300 150 18,494 19,904 20,204 20,354: 165 15
Old : 20,369: 1,560 300 150 18,494 19,904 20,204 20,354: 165 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 60: 25 75 0 60 10 85 85: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.5 0.7 90.8 97.7 99.2 99.9: 0.8 0.1
Old : 100.0: 7.7 1.5 0.7 90.8 97.7 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 14 15 17 18:
Old : 24: 3 1 2 14 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 79.5 88.6 90.2 53.7 71.3 72.8 76.9
Old : 65.3 79.5 88.6 90.2 53.7 71.3 72.8 76.9
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,765: 50 555 345 12,139 11,854 12,534 12,754: 231 11
Old : 12,765: 50 555 345 12,139 11,854 12,534 12,754: 231 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,085: 0 50 -50 -1,105 -1,085 -1,155 -1,085: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 4.3 2.7 95.1 92.9 98.2 99.9: 1.8 0.1
Old : 100.0: 0.4 4.3 2.7 95.1 92.9 98.2 99.9: 1.8 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 : 22: 1 4 1 12 13 14 17:
Old : 22: 1 4 1 12 13 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 : 65.4 77.2 87.9 91.3 55.6 72.5 74.2 78.2
Old : 65.4 77.2 87.9 91.3 55.6 72.5 74.2 78.2
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,046: 50 955 270 12,606 11,821 12,926 13,046: 120 0
Old : 13,046: 50 955 270 12,606 11,821 12,926 13,046: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,615: 0 -375 -50 -1,565 -1,190 -1,615 -1,615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.3 2.1 96.6 90.6 99.1 100.0: 0.9 0.0
Old : 100.0: 0.4 7.3 2.1 96.6 90.6 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: 1 4 1 13 13 15 17:
Old : 23: 1 4 1 13 13 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 76.0 86.9 91.6 52.7 73.9 73.8 79.6
Old : 62.8 76.0 86.9 91.6 52.7 73.9 73.8 79.6
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,872: 2,450 550 385 14,846 16,902 17,681 17,837: 191 35
Old : 17,872: 2,450 550 385 14,846 16,902 17,681 17,837: 191 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,104: -330 -225 -25 -1,727 -1,829 -2,082 -2,079: -22 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.1 2.2 83.1 94.6 98.9 99.8: 1.1 0.2
Old : 100.0: 13.7 3.1 2.2 83.1 94.6 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 2 16 18 19 22:
Old : 31: 3 2 2 16 18 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 64.1 86.0 83.2 59.5 57.9 78.5 72.7
Old : 61.7 64.1 86.0 83.2 59.5 57.9 78.5 72.7
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,600: 2,505 550 440 14,450 16,572 17,395 17,562: 205 38
Old : 17,600: 2,505 550 440 14,450 16,572 17,395 17,562: 205 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,839: -365 -225 120 -1,573 -1,709 -1,818 -1,814: -21 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.1 2.5 82.1 94.2 98.8 99.8: 1.2 0.2
Old : 100.0: 14.2 3.1 2.5 82.1 94.2 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 : 31: 3 2 2 16 18 19 22:
Old : 31: 3 2 2 16 18 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 63.2 87.1 82.6 61.1 55.2 78.4 71.3
Old : 64.1 63.2 87.1 82.6 61.1 55.2 78.4 71.3
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,004: 1,745 1,370 1,435 38,677 39,199 41,857 42,004: 147 0
Old : 42,004: 1,745 1,370 1,435 38,677 39,199 41,857 42,004: 147 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,561: 380 470 -1,070 -2,854 -2,961 -3,544 -3,561: -17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.3 3.4 92.1 93.3 99.7 100.0: 0.3 0.0
Old : 100.0: 4.2 3.3 3.4 92.1 93.3 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 3 3 20 14 26 20:
Old : 34: 6 3 3 20 14 26 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 : 65.6 77.6 84.5 91.4 61.0 70.1 75.0 81.1
Old : 65.6 77.6 84.5 91.4 61.0 70.1 75.0 81.1
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,227: 2,430 1,425 1,280 38,365 39,522 42,075 42,227: 152 0
Old : 42,227: 2,430 1,425 1,280 38,365 39,522 42,075 42,227: 152 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,216: 370 385 -995 -2,572 -2,606 -3,197 -3,216: -19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 3.4 3.0 90.9 93.6 99.6 100.0: 0.4 0.0
Old : 100.0: 5.8 3.4 3.0 90.9 93.6 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 4 3 20 15 27 21:
Old : 35: 6 4 3 20 15 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 78.9 83.7 90.6 61.5 71.4 75.4 81.1
Old : 65.9 78.9 83.7 90.6 61.5 71.4 75.4 81.1
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 116,588: 2,474 12,031 1,068 113,034 103,459 116,576 116,558: 12 30
Old : 116,588: 2,474 12,031 1,068 113,034 103,459 116,576 116,558: 12 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -7,396: 104 432 -170 -7,330 -7,673 -7,396 -7,411: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 10.3 0.9 97.0 88.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 10.3 0.9 97.0 88.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 9 8 7 37 28 49 40:
Old : 58: 9 8 7 37 28 49 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 50.5 60.4 76.1 30.4 48.9 50.6 66.0
Old : 36.8 50.5 60.4 76.1 30.4 48.9 50.6 66.0
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 126,016: 2,504 11,247 1,390 122,110 113,364 126,004 126,001: 12 15
Old : 126,016: 2,504 11,247 1,390 122,110 113,364 126,004 126,001: 12 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -9,082: -408 336 -425 -8,231 -9,008 -9,064 -9,097: -18 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.9 1.1 96.9 90.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 8.9 1.1 96.9 90.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 8 9 6 38 35 50 46:
Old : 62: 8 9 6 38 35 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 51.7 58.5 76.6 31.1 48.7 50.3 63.5
Old : 32.9 51.7 58.5 76.6 31.1 48.7 50.3 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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 504,773: 24,644 32,779 60,934 418,318 409,983 503,896 503,697: 878 1,077
Old : 504,773: 24,644 32,779 60,934 418,318 409,983 503,896 503,697: 878 1,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -7,167: 1,729 2,037 -1,633 -7,530 -7,996 -7,434 -7,592: 268 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 6.5 12.1 82.9 81.2 99.8 99.8: 0.2 0.2
Old : 100.0: 4.9 6.5 12.1 82.9 81.2 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 20 20 20 43 41 72 72:
Old : 86: 20 20 20 43 41 72 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 40.0 62.9 63.5 14.8 15.1 19.5 20.8
Old : 43.5 40.0 62.9 63.5 14.8 15.1 19.5 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,038: 3,720 0 50 13,037 16,968 16,807 17,018: 231 20
Old : 17,038: 3,720 0 50 13,037 16,968 16,807 17,018: 231 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -973: -165 0 -25 -760 -948 -950 -973: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 0.0 0.3 76.5 99.6 98.6 99.9: 1.4 0.1
Old : 100.0: 21.8 0.0 0.3 76.5 99.6 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 : 26: 5 0 1 18 9 23 10:
Old : 26: 5 0 1 18 9 23 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 : 55.3 92.5 75.7 99.4 54.0 89.1 74.4 93.8
Old : 55.3 92.5 75.7 99.4 54.0 89.1 74.4 93.8
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,502: 3,330 360 10 12,703 16,102 16,043 16,472: 459 30
Old : 16,502: 3,330 360 10 12,703 16,102 16,043 16,472: 459 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -750: -205 -100 -25 -627 -625 -857 -750: 107 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 2.2 0.1 77.0 97.6 97.2 99.8: 2.8 0.2
Old : 100.0: 20.2 2.2 0.1 77.0 97.6 97.2 99.8: 2.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 1 17 8 21 9:
Old : 24: 3 1 1 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 : 57.4 93.5 78.4 99.7 56.3 89.0 75.2 91.0
Old : 57.4 93.5 78.4 99.7 56.3 89.0 75.2 91.0
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 3,940: 440 275 90 2,870 3,340 3,400 3,705: 540 235
Old : 3,940: 440 275 90 2,870 3,340 3,400 3,705: 540 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 115: 440 -885 -40 -280 1,095 120 170: -5 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.0 2.3 72.8 84.8 86.3 94.0: 13.7 6.0
Old : 100.0: 11.2 7.0 2.3 72.8 84.8 86.3 94.0: 13.7 6.0
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 3 1 14 16 15 20:
Old : 24: 1 3 1 14 16 15 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 : 51.9 62.2 77.9 76.6 41.6 57.6 62.3 68.3
Old : 51.9 62.2 77.9 76.6 41.6 57.6 62.3 68.3
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, October 08, 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 : 2,285: 368 0 257 1,266 1,394 1,891 1,651: 394 634
Old : 2,285: 368 0 257 1,266 1,394 1,891 1,651: 394 634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -164: 44 0 -6 -172 -54 -134 -60: -30 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 0.0 11.2 55.4 61.0 82.8 72.3: 17.2 27.7
Old : 100.0: 16.1 0.0 11.2 55.4 61.0 82.8 72.3: 17.2 27.7
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 : 20: 4 0 4 12 16 16 20:
Old : 20: 4 0 4 12 16 16 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 : 42.6 28.3 65.7 46.4 31.8 15.2 35.0 21.9
Old : 42.6 28.3 65.7 46.4 31.8 15.2 35.0 21.9
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, October 08, 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 : 5,069: 384 295 208 3,676 3,610 4,268 4,113: 801 956
Old : 5,069: 384 295 208 3,676 3,610 4,268 4,113: 801 956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -413: -97 -8 -5 -266 -247 -368 -260: -45 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 5.8 4.1 72.5 71.2 84.2 81.1: 15.8 18.9
Old : 100.0: 7.6 5.8 4.1 72.5 71.2 84.2 81.1: 15.8 18.9
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 : 29: 3 3 4 21 22 26 27:
Old : 29: 3 3 4 21 22 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 31.9 55.2 46.2 24.6 18.8 33.2 25.3
Old : 34.2 31.9 55.2 46.2 24.6 18.8 33.2 25.3
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 34,620: 5,809 1,544 138 28,408 32,804 34,355 34,486: 265 134
Old : 34,620: 5,809 1,544 138 28,408 32,804 34,355 34,486: 265 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,947: -645 -540 -8 -1,882 -1,081 -2,535 -1,629: -412 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 4.5 0.4 82.1 94.8 99.2 99.6: 0.8 0.4
Old : 100.0: 16.8 4.5 0.4 82.1 94.8 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 : 48: 4 2 2 36 37 40 41:
Old : 48: 4 2 2 36 37 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 43.7 64.9 64.2 39.5 38.5 57.1 55.4
Old : 42.8 43.7 64.9 64.2 39.5 38.5 57.1 55.4
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 13,908: 139 0 129 13,485 13,170 13,753 13,299: 155 609
Old : 13,908: 139 0 129 13,485 13,170 13,753 13,299: 155 609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,109: 20 -15 -100 -1,732 -2,593 -1,812 -2,708: -1,297 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.9 97.0 94.7 98.9 95.6: 1.1 4.4
Old : 100.0: 1.0 0.0 0.9 97.0 94.7 98.9 95.6: 1.1 4.4
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: 2 0 1 23 26 25 27:
Old : 32: 2 0 1 23 26 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 44.1 86.8 67.5 48.8 28.0 51.7 41.3
Old : 71.4 44.1 86.8 67.5 48.8 28.0 51.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 11,555: 557 33 747 9,140 10,316 10,444 11,096: 1,111 459
Old : 11,555: 557 33 747 9,140 10,316 10,444 11,096: 1,111 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -485: 21 -237 236 -890 -449 -633 -450: 148 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.3 6.5 79.1 89.3 90.4 96.0: 9.6 4.0
Old : 100.0: 4.8 0.3 6.5 79.1 89.3 90.4 96.0: 9.6 4.0
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 : 44: 5 1 3 29 30 35 33:
Old : 44: 5 1 3 29 30 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 44.9 51.8 66.0 21.0 27.9 34.6 40.8
Old : 31.5 44.9 51.8 66.0 21.0 27.9 34.6 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 35,485: 800 1,578 903 33,461 32,804 35,164 35,285: 321 200
Old : 35,485: 800 1,578 903 33,461 32,804 35,164 35,285: 321 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,929: -24 -712 47 -1,962 -794 -1,939 -1,459: -990 -1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.4 2.5 94.3 92.4 99.1 99.4: 0.9 0.6
Old : 100.0: 2.3 4.4 2.5 94.3 92.4 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 4 2 18 31 23 35:
Old : 44: 3 4 2 18 31 23 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 : 79.4 48.1 89.4 65.2 76.4 47.0 83.5 62.5
Old : 79.4 48.1 89.4 65.2 76.4 47.0 83.5 62.5
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, October 08, 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 : 62,314: 7,054 1,540 2,850 52,211 57,329 62,115 61,719: 199 595
Old : 62,314: 7,054 1,540 2,850 52,211 57,329 62,115 61,719: 199 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -6,544: 490 -47 -699 -4,570 -3,919 -4,779 -4,665: -1,765 -1,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.5 4.6 83.8 92.0 99.7 99.0: 0.3 1.0
Old : 100.0: 11.3 2.5 4.6 83.8 92.0 99.7 99.0: 0.3 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 : 96: 15 7 16 64 64 83 83:
Old : 96: 15 7 16 64 64 83 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 50.2 46.0 59.8 24.0 47.3 36.9 52.7
Old : 29.6 50.2 46.0 59.8 24.0 47.3 36.9 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 247,783: 2,345 194,151 692 231,370 17,407 234,407 212,250: 13,376 35,533
Old : 247,783: 2,345 194,151 692 231,370 17,407 234,407 212,250: 13,376 35,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 5,425: -395 3,420 200 2,340 -195 2,145 3,425: 3,280 2,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 78.4 0.3 93.4 7.0 94.6 85.7: 5.4 14.3
Old : 100.0: 0.9 78.4 0.3 93.4 7.0 94.6 85.7: 5.4 14.3
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: 1 6 3 12 5 15 12:
Old : 20: 1 6 3 12 5 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.3 77.2 92.6 84.6 85.8 77.1 91.6 84.2
Old : 86.3 77.2 92.6 84.6 85.8 77.1 91.6 84.2
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 30,126: 0 0 0 30,086 30,126 30,086 30,126: 40 0
Old : 30,126: 0 0 0 30,086 30,126 30,086 30,126: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 2,058: 0 0 0 2,238 2,058 2,238 2,058: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 0.0 0.0 99.9 100.0 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 : 34: 0 0 0 26 23 26 23:
Old : 34: 0 0 0 26 23 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 59.7 75.6 80.6 51.6 59.5 67.7 75.1
Old : 53.5 59.7 75.6 80.6 51.6 59.5 67.7 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 10,648: 0 0 0 10,628 10,294 10,628 10,294: 20 354
Old : 10,648: 0 0 0 10,628 10,294 10,628 10,294: 20 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 96.7 99.8 96.7: 0.2 3.3
Old : 100.0: 0.0 0.0 0.0 99.8 96.7 99.8 96.7: 0.2 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 : 21: 0 0 0 14 10 14 10:
Old : 21: 0 0 0 14 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 62.8 94.2 90.9 74.0 62.8 83.3 80.8
Old : 82.2 62.8 94.2 90.9 74.0 62.8 83.3 80.8
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 215,093: 0 0 0 207,188 205,356 207,188 205,356: 7,905 9,737
Old : 215,093: 0 0 0 207,188 205,356 207,188 205,356: 7,905 9,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 3,500: 0 0 0 3,500 3,020 3,500 3,020: 0 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 95.5 96.3 95.5: 3.7 4.5
Old : 100.0: 0.0 0.0 0.0 96.3 95.5 96.3 95.5: 3.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 13 17 13 17:
Old : 21: 0 0 0 13 17 13 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 : 82.0 60.6 91.2 83.7 78.2 60.6 84.0 83.4
Old : 82.0 60.6 91.2 83.7 78.2 60.6 84.0 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 11, 2019