CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 34,905: 8,258 7,107 1,014 25,632 26,784 34,904 34,905: 1 0
Old : 34,905: 8,258 7,107 1,014 25,632 26,784 34,904 34,905: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 125: -500 0 0 630 125 130 125: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.4 2.9 73.4 76.7 100.0 100.0: 0.0 0.0
Old : 100.0: 23.7 20.4 2.9 73.4 76.7 100.0 100.0: 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 : 42: 13 3 3 18 13 32 18:
Old : 42: 13 3 3 18 13 32 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 : 47.0 75.2 69.0 93.8 45.9 75.2 68.0 91.8
Old : 47.0 75.2 69.0 93.8 45.9 75.2 68.0 91.8
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 113,368: 45,182 24,947 15,002 52,940 73,224 113,124 113,173: 244 195
Old : 113,368: 45,182 24,947 15,002 52,940 73,224 113,124 113,173: 244 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,963: -1,208 -395 72 4,911 4,101 3,775 3,778: 188 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 22.0 13.2 46.7 64.6 99.8 99.8: 0.2 0.2
Old : 100.0: 39.9 22.0 13.2 46.7 64.6 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 : 65: 25 11 18 27 22 58 45:
Old : 65: 25 11 18 27 22 58 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 : 34.9 30.5 51.6 48.9 27.7 25.6 39.3 39.0
Old : 34.9 30.5 51.6 48.9 27.7 25.6 39.3 39.0
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 22, 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 : 50,878: 19,371 7,177 6,605 24,720 36,996 50,696 50,778: 182 100
Old : 50,878: 19,371 7,177 6,605 24,720 36,996 50,696 50,778: 182 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,242: 1,914 19 130 192 2,093 2,236 2,242: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 14.1 13.0 48.6 72.7 99.6 99.8: 0.4 0.2
Old : 100.0: 38.1 14.1 13.0 48.6 72.7 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 12 18 16 38 32:
Old : 46: 15 9 12 18 16 38 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 : 28.3 46.2 51.3 65.2 23.0 42.5 39.0 54.4
Old : 28.3 46.2 51.3 65.2 23.0 42.5 39.0 54.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 146,093: 39,618 97,168 2,625 103,850 46,300 146,093 146,093: 0 0
Old : 146,093: 39,618 97,168 2,625 103,850 46,300 146,093 146,093: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -300: 0 0 0 -300 -300 -300 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 66.5 1.8 71.1 31.7 100.0 100.0: 0.0 0.0
Old : 100.0: 27.1 66.5 1.8 71.1 31.7 100.0 100.0: 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 : 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 : 66.3 75.1 87.4 86.4 66.0 71.5 80.9 79.1
Old : 66.3 75.1 87.4 86.4 66.0 71.5 80.9 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 104,333: 16,938 40,900 2,437 84,942 60,996 104,318 104,333: 15 0
Old : 104,333: 16,938 40,900 2,437 84,942 60,996 104,318 104,333: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5,673: 1,609 5,050 200 3,864 423 5,673 5,673: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 39.2 2.3 81.4 58.5 100.0 100.0: 0.0 0.0
Old : 100.0: 16.2 39.2 2.3 81.4 58.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 3 3 15 10 22 15:
Old : 27: 6 3 3 15 10 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 79.7 80.5 93.8 61.0 76.6 77.0 89.9
Old : 62.8 79.7 80.5 93.8 61.0 76.6 77.0 89.9
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 22, 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 : 30,981: 9,432 5,898 4,249 17,300 20,834 30,981 30,981: 0 0
Old : 30,981: 9,432 5,898 4,249 17,300 20,834 30,981 30,981: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,278: 3 1,500 0 2,275 778 2,278 2,278: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 19.0 13.7 55.8 67.2 100.0 100.0: 0.0 0.0
Old : 100.0: 30.4 19.0 13.7 55.8 67.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 3 4 12 11 24 16:
Old : 28: 8 3 4 12 11 24 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 : 40.7 54.7 65.1 80.4 36.6 39.8 53.2 56.7
Old : 40.7 54.7 65.1 80.4 36.6 39.8 53.2 56.7
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 22, 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 : 47,520: 6,235 2,885 1,865 39,420 42,770 47,520 47,520: 0 0
Old : 47,520: 6,235 2,885 1,865 39,420 42,770 47,520 47,520: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -114: -135 0 50 -29 -164 -114 -114: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 6.1 3.9 83.0 90.0 100.0 100.0: 0.0 0.0
Old : 100.0: 13.1 6.1 3.9 83.0 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 : 32: 9 2 4 19 16 29 21:
Old : 32: 9 2 4 19 16 29 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 : 52.1 62.2 73.5 84.2 36.6 40.7 47.0 53.4
Old : 52.1 62.2 73.5 84.2 36.6 40.7 47.0 53.4
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 22, 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 : 9,536: 5,586 2,009 800 3,150 6,727 9,536 9,536: 0 0
Old : 9,536: 5,586 2,009 800 3,150 6,727 9,536 9,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 21.1 8.4 33.0 70.5 100.0 100.0: 0.0 0.0
Old : 100.0: 58.6 21.1 8.4 33.0 70.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 3 2 4 10 12 14:
Old : 22: 6 3 2 4 10 12 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 : 75.4 58.9 94.2 87.8 70.1 57.9 83.2 81.4
Old : 75.4 58.9 94.2 87.8 70.1 57.9 83.2 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 11,556: 810 2,400 300 10,446 8,856 11,556 11,556: 0 0
Old : 11,556: 810 2,400 300 10,446 8,856 11,556 11,556: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 20.8 2.6 90.4 76.6 100.0 100.0: 0.0 0.0
Old : 100.0: 7.0 20.8 2.6 90.4 76.6 100.0 100.0: 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 : 20: 3 4 3 10 6 13 13:
Old : 20: 3 4 3 10 6 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 : 77.1 82.5 95.1 97.0 74.5 81.6 88.8 90.7
Old : 77.1 82.5 95.1 97.0 74.5 81.6 88.8 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 20,107: 3,095 5,500 850 16,137 13,757 20,082 20,107: 25 0
Old : 20,107: 3,095 5,500 850 16,137 13,757 20,082 20,107: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 14: 150 500 -175 39 -311 14 14: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 27.4 4.2 80.3 68.4 99.9 100.0: 0.1 0.0
Old : 100.0: 15.4 27.4 4.2 80.3 68.4 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 4 12 8 18 16:
Old : 24: 5 5 4 12 8 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 84.1 86.8 93.8 63.9 83.8 84.7 91.8
Old : 63.9 84.1 86.8 93.8 63.9 83.8 84.7 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 43,631: 24,974 8,900 887 17,770 33,844 43,631 43,631: 0 0
Old : 43,631: 24,974 8,900 887 17,770 33,844 43,631 43,631: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 135: -500 550 -100 735 -315 135 135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 20.4 2.0 40.7 77.6 100.0 100.0: 0.0 0.0
Old : 100.0: 57.2 20.4 2.0 40.7 77.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 3 2 14 10 21 14:
Old : 23: 6 3 2 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 : 69.8 72.4 90.2 94.9 64.7 69.5 77.9 81.4
Old : 69.8 72.4 90.2 94.9 64.7 69.5 77.9 81.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 39,108: 4,126 3,651 1,683 33,047 33,741 38,856 39,075: 252 33
Old : 39,108: 4,126 3,651 1,683 33,047 33,741 38,856 39,075: 252 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,255: -38 95 -83 2,284 2,243 2,163 2,255: 92 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.3 4.3 84.5 86.3 99.4 99.9: 0.6 0.1
Old : 100.0: 10.6 9.3 4.3 84.5 86.3 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 2 5 32 28 40 33:
Old : 45: 6 2 5 32 28 40 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 : 51.6 55.0 73.1 77.3 27.5 25.9 33.6 34.7
Old : 51.6 55.0 73.1 77.3 27.5 25.9 33.6 34.7
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 36,689: 5,078 1,961 2,148 29,007 32,468 36,233 36,577: 456 112
Old : 36,689: 5,078 1,961 2,148 29,007 32,468 36,233 36,577: 456 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,948: 222 207 75 1,659 1,666 1,956 1,948: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 5.3 5.9 79.1 88.5 98.8 99.7: 1.2 0.3
Old : 100.0: 13.8 5.3 5.9 79.1 88.5 98.8 99.7: 1.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 3 4 26 22 31 27:
Old : 40: 2 3 4 26 22 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 52.2 74.9 78.3 44.9 42.1 55.7 56.0
Old : 48.1 52.2 74.9 78.3 44.9 42.1 55.7 56.0
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 7,218: 20 2,841 176 7,001 4,009 7,197 7,026: 21 192
Old : 7,218: 20 2,841 176 7,001 4,009 7,197 7,026: 21 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 163: 20 36 40 103 87 163 163: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 39.4 2.4 97.0 55.5 99.7 97.3: 0.3 2.7
Old : 100.0: 0.3 39.4 2.4 97.0 55.5 99.7 97.3: 0.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 3 15 12 18 16:
Old : 22: 1 3 3 15 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 72.1 86.0 90.6 61.1 59.6 70.0 69.1
Old : 62.4 72.1 86.0 90.6 61.1 59.6 70.0 69.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,146,262: 260,001 113,343 333,037 4,523,133 4,673,843 5,116,171 5,120,223: 30,091 26,039
Old : 5,146,262: 260,001 113,343 333,037 4,523,133 4,673,843 5,116,171 5,120,223: 30,091 26,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 26,441: -6,009 -8,931 -21,851 52,013 58,834 24,153 28,052: 2,288 -1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.2 6.5 87.9 90.8 99.4 99.5: 0.6 0.5
Old : 100.0: 5.1 2.2 6.5 87.9 90.8 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 39 32 51 153 116 215 176:
Old : 233: 39 32 51 153 116 215 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 43.5 43.0 58.8 25.9 42.9 38.2 57.4
Old : 27.8 43.5 43.0 58.8 25.9 42.9 38.2 57.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,029,654: 18,739 33,866 305,142 703,480 688,478 1,027,361 1,027,486: 2,293 2,169
Old : 1,029,654: 18,739 33,866 305,142 703,480 688,478 1,027,361 1,027,486: 2,293 2,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 30,483: 8,555 2,100 9,058 12,883 19,334 30,496 30,492: -13 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.3 29.6 68.3 66.9 99.8 99.8: 0.2 0.2
Old : 100.0: 1.8 3.3 29.6 68.3 66.9 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 : 79: 19 9 25 48 46 76 71:
Old : 79: 19 9 25 48 46 76 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 51.4 67.1 69.6 7.3 10.3 9.3 11.2
Old : 51.8 51.4 67.1 69.6 7.3 10.3 9.3 11.2
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 22, 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 : 265,019: 521 5,373 0 243,937 253,572 244,458 258,945: 20,561 6,074
Old : 265,019: 521 5,373 0 243,937 253,572 244,458 258,945: 20,561 6,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 6,931: -23 367 -217 6,653 7,135 6,413 7,285: 518 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.0 0.0 92.0 95.7 92.2 97.7: 7.8 2.3
Old : 100.0: 0.2 2.0 0.0 92.0 95.7 92.2 97.7: 7.8 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 : 35: 1 2 0 29 23 30 25:
Old : 35: 1 2 0 29 23 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 77.1 75.3 86.6 58.6 73.2 71.0 81.1
Old : 62.6 77.1 75.3 86.6 58.6 73.2 71.0 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 150,583: 1,807 5,136 1,178 142,721 130,302 145,706 136,616: 4,877 13,967
Old : 150,583: 1,807 5,136 1,178 142,721 130,302 145,706 136,616: 4,877 13,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,089: 350 0 -118 1,662 1,981 1,894 1,863: 1,195 1,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.4 0.8 94.8 86.5 96.8 90.7: 3.2 9.3
Old : 100.0: 1.2 3.4 0.8 94.8 86.5 96.8 90.7: 3.2 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 : 33: 3 1 3 20 21 23 25:
Old : 33: 3 1 3 20 21 23 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 : 70.4 45.4 87.3 69.1 69.6 43.1 80.8 64.2
Old : 70.4 45.4 87.3 69.1 69.6 43.1 80.8 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 316,745: 6,800 2,295 2,012 294,505 306,718 303,317 311,025: 13,428 5,720
Old : 316,745: 6,800 2,295 2,012 294,505 306,718 303,317 311,025: 13,428 5,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -7,496: 95 -385 -47 -7,999 -5,551 -7,951 -5,983: 455 -1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.7 0.6 93.0 96.8 95.8 98.2: 4.2 1.8
Old : 100.0: 2.1 0.7 0.6 93.0 96.8 95.8 98.2: 4.2 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 : 43: 5 1 3 26 29 31 33:
Old : 43: 5 1 3 26 29 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 : 64.1 48.7 78.9 72.0 58.6 43.7 66.9 62.9
Old : 64.1 48.7 78.9 72.0 58.6 43.7 66.9 62.9
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 22, 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 : 860,223: 5,882 12,059 734 842,817 844,671 849,433 857,464: 10,790 2,759
Old : 860,223: 5,882 12,059 734 842,817 844,671 849,433 857,464: 10,790 2,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -8,863: -391 327 127 -7,992 -10,522 -8,256 -10,068: -607 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.4 0.1 98.0 98.2 98.7 99.7: 1.3 0.3
Old : 100.0: 0.7 1.4 0.1 98.0 98.2 98.7 99.7: 1.3 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 : 47: 4 2 4 38 29 43 34:
Old : 47: 4 2 4 38 29 43 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 62.7 61.1 89.4 35.6 61.2 58.7 87.0
Old : 36.2 62.7 61.1 89.4 35.6 61.2 58.7 87.0
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 22, 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 : 395,636: 4,034 7,478 747 380,584 378,212 385,365 386,437: 10,271 9,199
Old : 395,636: 4,034 7,478 747 380,584 378,212 385,365 386,437: 10,271 9,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,545: -452 -927 -187 4,278 5,260 3,639 4,146: -94 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.9 0.2 96.2 95.6 97.4 97.7: 2.6 2.3
Old : 100.0: 1.0 1.9 0.2 96.2 95.6 97.4 97.7: 2.6 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 : 64: 4 4 3 42 40 47 46:
Old : 64: 4 4 3 42 40 47 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 : 42.6 44.1 62.9 62.8 40.6 39.4 57.6 52.0
Old : 42.6 44.1 62.9 62.8 40.6 39.4 57.6 52.0
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 22, 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 : 543,791: 2,880 1,094 273 530,257 535,840 533,410 537,207: 10,381 6,584
Old : 543,791: 2,880 1,094 273 530,257 535,840 533,410 537,207: 10,381 6,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 12,407: 240 -160 -181 13,813 12,233 13,872 11,892: -1,465 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.2 0.1 97.5 98.5 98.1 98.8: 1.9 1.2
Old : 100.0: 0.5 0.2 0.1 97.5 98.5 98.1 98.8: 1.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 3 3 2 41 39 46 42:
Old : 63: 3 3 2 41 39 46 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 : 58.2 42.8 73.7 66.9 58.0 40.7 71.1 61.5
Old : 58.2 42.8 73.7 66.9 58.0 40.7 71.1 61.5
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 22, 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 : 405,478: 0 3,334 1,301 396,658 393,891 397,959 398,526: 7,519 6,952
Old : 405,478: 0 3,334 1,301 396,658 393,891 397,959 398,526: 7,519 6,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,672: -319 1,897 416 3,885 1 3,982 2,314: -310 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.3 97.8 97.1 98.1 98.3: 1.9 1.7
Old : 100.0: 0.0 0.8 0.3 97.8 97.1 98.1 98.3: 1.9 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 : 50: 0 4 2 39 27 41 31:
Old : 50: 0 4 2 39 27 41 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 : 44.8 68.3 65.3 85.0 44.7 64.5 63.6 78.1
Old : 44.8 68.3 65.3 85.0 44.7 64.5 63.6 78.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,686: 1,311 2,712 894 101,155 102,124 103,360 105,730: 5,326 2,956
Old : 108,686: 1,311 2,712 894 101,155 102,124 103,360 105,730: 5,326 2,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 613: -268 274 -600 1,302 877 434 551: 179 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.5 0.8 93.1 94.0 95.1 97.3: 4.9 2.7
Old : 100.0: 1.2 2.5 0.8 93.1 94.0 95.1 97.3: 4.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 4 16 20 20 24:
Old : 28: 2 2 4 16 20 20 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 : 75.2 52.5 87.7 75.0 73.2 49.1 79.8 70.1
Old : 75.2 52.5 87.7 75.0 73.2 49.1 79.8 70.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,244: 0 1,363 0 19,233 18,083 19,233 19,446: 1,011 798
Old : 20,244: 0 1,363 0 19,233 18,083 19,233 19,446: 1,011 798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5,270: 0 0 0 5,090 5,030 5,090 5,030: 180 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 95.0 89.3 95.0 96.1: 5.0 3.9
Old : 100.0: 0.0 6.7 0.0 95.0 89.3 95.0 96.1: 5.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 0 19 15 19 17:
Old : 30: 0 2 0 19 15 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 50.5 75.9 71.3 58.0 47.1 75.9 67.8
Old : 58.0 50.5 75.9 71.3 58.0 47.1 75.9 67.8
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 248,326: 999 529 986 243,801 240,388 245,786 241,903: 2,540 6,423
Old : 248,326: 999 529 986 243,801 240,388 245,786 241,903: 2,540 6,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 8,910: 815 402 49 8,046 8,006 8,910 8,457: 0 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.2 0.4 98.2 96.8 99.0 97.4: 1.0 2.6
Old : 100.0: 0.4 0.2 0.4 98.2 96.8 99.0 97.4: 1.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 1 1 24 25 26 26:
Old : 40: 1 1 1 24 25 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 45.1 80.3 74.2 66.5 44.9 78.8 73.7
Old : 66.6 45.1 80.3 74.2 66.5 44.9 78.8 73.7
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 22, 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 : 191,435: 0 0 0 182,347 188,392 182,347 188,392: 9,088 3,043
Old : 191,435: 0 0 0 182,347 188,392 182,347 188,392: 9,088 3,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,324: 0 0 0 1,399 2,149 1,399 2,149: -75 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 98.4 95.3 98.4: 4.7 1.6
Old : 100.0: 0.0 0.0 0.0 95.3 98.4 95.3 98.4: 4.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 28 23 28 23:
Old : 35: 0 0 0 28 23 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 56.7 70.0 84.7 55.3 54.3 69.0 79.2
Old : 55.3 56.7 70.0 84.7 55.3 54.3 69.0 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 305,990: 0 0 0 299,880 303,451 299,880 303,451: 6,110 2,539
Old : 305,990: 0 0 0 299,880 303,451 299,880 303,451: 6,110 2,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -2,005: 0 0 0 -2,323 -1,988 -2,323 -1,988: 318 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 99.2 98.0 99.2: 2.0 0.8
Old : 100.0: 0.0 0.0 0.0 98.0 99.2 98.0 99.2: 2.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 20 25 20 25:
Old : 35: 0 0 0 20 25 20 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 : 57.1 60.2 82.7 78.4 55.4 56.9 74.6 71.0
Old : 57.1 60.2 82.7 78.4 55.4 56.9 74.6 71.0
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 42,282: 8,975 1,228 589 31,154 38,735 40,718 40,552: 1,564 1,730
Old : 42,282: 8,975 1,228 589 31,154 38,735 40,718 40,552: 1,564 1,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 8,140: 2,580 0 0 6,230 8,295 8,810 8,295: -670 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 2.9 1.4 73.7 91.6 96.3 95.9: 3.7 4.1
Old : 100.0: 21.2 2.9 1.4 73.7 91.6 96.3 95.9: 3.7 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 : 36: 4 3 1 12 22 16 26:
Old : 36: 4 3 1 12 22 16 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 58.8 82.1 76.5 60.1 56.2 75.1 70.4
Old : 64.9 58.8 82.1 76.5 60.1 56.2 75.1 70.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 608,270: 28,968 5,530 3,136 563,283 590,383 595,387 599,049: 12,883 9,221
Old : 608,270: 28,968 5,530 3,136 563,283 590,383 595,387 599,049: 12,883 9,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 10,423: 4,502 617 -904 5,279 10,551 8,877 10,264: 1,546 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.9 0.5 92.6 97.1 97.9 98.5: 2.1 1.5
Old : 100.0: 4.8 0.9 0.5 92.6 97.1 97.9 98.5: 2.1 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 : 65: 7 2 4 47 40 56 44:
Old : 65: 7 2 4 47 40 56 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 : 27.7 58.2 46.9 81.1 27.3 56.2 45.4 75.0
Old : 27.7 58.2 46.9 81.1 27.3 56.2 45.4 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 226,091: 114 611 3,330 218,472 216,724 221,916 220,665: 4,175 5,426
Old : 226,091: 114 611 3,330 218,472 216,724 221,916 220,665: 4,175 5,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 7,672: 53 161 -309 7,328 7,632 7,072 7,484: 600 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.3 1.5 96.6 95.9 98.2 97.6: 1.8 2.4
Old : 100.0: 0.1 0.3 1.5 96.6 95.9 98.2 97.6: 1.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 3 24 23 27 26:
Old : 31: 1 2 3 24 23 27 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 : 59.8 53.8 78.1 79.7 37.0 35.7 45.1 43.1
Old : 59.8 53.8 78.1 79.7 37.0 35.7 45.1 43.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 54,394: 652 0 1,280 51,088 52,323 53,020 53,603: 1,374 791
Old : 54,394: 652 0 1,280 51,088 52,323 53,020 53,603: 1,374 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 11,518: 0 0 0 11,551 11,158 11,551 11,158: -33 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 2.4 93.9 96.2 97.5 98.5: 2.5 1.5
Old : 100.0: 1.2 0.0 2.4 93.9 96.2 97.5 98.5: 2.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 1 18 11 20 12:
Old : 23: 2 0 1 18 11 20 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 : 61.0 78.4 81.3 95.9 58.5 69.9 70.5 77.1
Old : 61.0 78.4 81.3 95.9 58.5 69.9 70.5 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 74,208: 0 0 0 68,407 64,333 68,407 64,333: 5,801 9,875
Old : 74,208: 0 0 0 68,407 64,333 68,407 64,333: 5,801 9,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 178: 0 0 0 2,706 -1,725 2,706 -1,725: -2,528 1,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.2 86.7 92.2 86.7: 7.8 13.3
Old : 100.0: 0.0 0.0 0.0 92.2 86.7 92.2 86.7: 7.8 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 18 12 18 12:
Old : 20: 0 0 0 18 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 : 49.2 60.7 74.8 82.2 48.0 59.3 69.0 73.0
Old : 49.2 60.7 74.8 82.2 48.0 59.3 69.0 73.0
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 234,316: 9,674 1,080 0 221,842 232,506 231,516 233,586: 2,800 730
Old : 234,316: 9,674 1,080 0 221,842 232,506 231,516 233,586: 2,800 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 14,714: 874 1,080 0 13,870 13,392 14,744 14,472: -30 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.5 0.0 94.7 99.2 98.8 99.7: 1.2 0.3
Old : 100.0: 4.1 0.5 0.0 94.7 99.2 98.8 99.7: 1.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 0 24 21 26 22:
Old : 36: 2 1 0 24 21 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 : 50.9 76.7 72.7 89.7 43.1 75.9 60.8 81.8
Old : 50.9 76.7 72.7 89.7 43.1 75.9 60.8 81.8
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 230,664: 18,877 12,214 1,080 209,621 216,719 229,578 230,013: 1,086 651
Old : 230,664: 18,877 12,214 1,080 209,621 216,719 229,578 230,013: 1,086 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 18,124: -206 0 1,080 16,886 17,168 17,760 18,248: 364 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.3 0.5 90.9 94.0 99.5 99.7: 0.5 0.3
Old : 100.0: 8.2 5.3 0.5 90.9 94.0 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 : 71: 9 5 1 39 34 48 40:
Old : 71: 9 5 1 39 34 48 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 61.6 62.0 75.6 42.3 60.2 55.1 71.4
Old : 48.0 61.6 62.0 75.6 42.3 60.2 55.1 71.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 139,698: 0 1,278 0 138,223 137,437 138,223 138,715: 1,475 983
Old : 139,698: 0 1,278 0 138,223 137,437 138,223 138,715: 1,475 983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5,458: 0 0 0 5,458 5,338 5,458 5,338: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 98.9 98.4 98.9 99.3: 1.1 0.7
Old : 100.0: 0.0 0.9 0.0 98.9 98.4 98.9 99.3: 1.1 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: 0 2 0 17 23 17 25:
Old : 33: 0 2 0 17 23 17 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 : 74.7 70.6 87.6 88.2 70.3 62.9 80.5 76.8
Old : 74.7 70.6 87.6 88.2 70.3 62.9 80.5 76.8
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 22,746: 2,294 3,129 0 19,076 19,431 21,370 22,560: 1,376 186
Old : 22,746: 2,294 3,129 0 19,076 19,431 21,370 22,560: 1,376 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,010: 0 600 0 2,040 1,410 2,040 2,010: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 13.8 0.0 83.9 85.4 94.0 99.2: 6.0 0.8
Old : 100.0: 10.1 13.8 0.0 83.9 85.4 94.0 99.2: 6.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 13 17 15 18:
Old : 29: 2 1 0 13 17 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 55.7 79.4 79.6 53.3 55.7 75.3 79.6
Old : 54.0 55.7 79.4 79.6 53.3 55.7 75.3 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 252,800: 1,460 6,105 6,489 239,473 232,670 247,422 245,264: 5,378 7,536
Old : 252,800: 1,460 6,105 6,489 239,473 232,670 247,422 245,264: 5,378 7,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 345: 0 955 1,067 1,529 -973 2,596 1,049: -2,251 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.4 2.6 94.7 92.0 97.9 97.0: 2.1 3.0
Old : 100.0: 0.6 2.4 2.6 94.7 92.0 97.9 97.0: 2.1 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 : 49: 1 3 2 37 36 40 39:
Old : 49: 1 3 2 37 36 40 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 : 49.5 41.6 67.1 59.1 46.6 37.4 57.0 46.5
Old : 49.5 41.6 67.1 59.1 46.6 37.4 57.0 46.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,858: 248 0 0 102,273 102,486 102,521 102,486: 337 372
Old : 102,858: 248 0 0 102,273 102,486 102,521 102,486: 337 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,500: 0 0 0 1,380 1,500 1,380 1,500: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.4 99.6 99.7 99.6: 0.3 0.4
Old : 100.0: 0.2 0.0 0.0 99.4 99.6 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 : 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 : 90.6 81.9 96.6 96.8 90.0 79.5 92.6 92.3
Old : 90.6 81.9 96.6 96.8 90.0 79.5 92.6 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 15,678: 2,976 346 0 11,935 13,505 14,911 13,851: 767 1,827
Old : 15,678: 2,976 346 0 11,935 13,505 14,911 13,851: 767 1,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 752: 0 0 0 662 720 662 720: 90 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 2.2 0.0 76.1 86.1 95.1 88.3: 4.9 11.7
Old : 100.0: 19.0 2.2 0.0 76.1 86.1 95.1 88.3: 4.9 11.7
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: 2 1 0 10 8 12 9:
Old : 20: 2 1 0 10 8 12 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 : 66.1 71.1 84.1 87.0 66.1 71.1 82.3 86.1
Old : 66.1 71.1 84.1 87.0 66.1 71.1 82.3 86.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,911: 0 0 0 95,157 94,333 95,157 94,333: 10,754 11,578
Old : 105,911: 0 0 0 95,157 94,333 95,157 94,333: 10,754 11,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -509: 0 0 0 -297 846 -297 846: -212 -1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.8 89.1 89.8 89.1: 10.2 10.9
Old : 100.0: 0.0 0.0 0.0 89.8 89.1 89.8 89.1: 10.2 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 20 17 20:
Old : 26: 0 0 0 17 20 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 55.3 72.5 71.6 55.4 46.6 67.0 61.3
Old : 59.2 55.3 72.5 71.6 55.4 46.6 67.0 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 231,453: 1,880 1,768 614 225,374 225,564 227,868 227,946: 3,585 3,507
Old : 231,453: 1,880 1,768 614 225,374 225,564 227,868 227,946: 3,585 3,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -494: 360 -120 614 -945 181 29 675: -523 -1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.8 0.3 97.4 97.5 98.5 98.5: 1.5 1.5
Old : 100.0: 0.8 0.8 0.3 97.4 97.5 98.5 98.5: 1.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 1 2 25 33 28 36:
Old : 46: 3 1 2 25 33 28 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 : 64.1 39.1 83.3 58.1 59.9 37.6 73.5 50.9
Old : 64.1 39.1 83.3 58.1 59.9 37.6 73.5 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 54,184: 0 0 0 49,720 49,924 49,720 49,924: 4,464 4,260
Old : 54,184: 0 0 0 49,720 49,924 49,720 49,924: 4,464 4,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.8 92.1 91.8 92.1: 8.2 7.9
Old : 100.0: 0.0 0.0 0.0 91.8 92.1 91.8 92.1: 8.2 7.9
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 11 15 11 15:
Old : 20: 0 0 0 11 15 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 55.6 87.5 77.2 65.3 54.7 78.4 75.5
Old : 72.0 55.6 87.5 77.2 65.3 54.7 78.4 75.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 192,925: 0 0 0 185,826 189,519 185,826 189,519: 7,099 3,406
Old : 192,925: 0 0 0 185,826 189,519 185,826 189,519: 7,099 3,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,190: 0 0 0 1,251 952 1,251 952: -61 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 98.2 96.3 98.2: 3.7 1.8
Old : 100.0: 0.0 0.0 0.0 96.3 98.2 96.3 98.2: 3.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 23 19 23 19:
Old : 31: 0 0 0 23 19 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 65.5 77.8 83.8 55.7 61.8 73.2 77.6
Old : 59.4 65.5 77.8 83.8 55.7 61.8 73.2 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,135: 0 0 0 80,748 81,223 80,748 81,223: 2,387 1,912
Old : 83,135: 0 0 0 80,748 81,223 80,748 81,223: 2,387 1,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 971: 0 0 0 1,032 997 1,032 997: -61 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.1 97.7 97.1 97.7: 2.9 2.3
Old : 100.0: 0.0 0.0 0.0 97.1 97.7 97.1 97.7: 2.9 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 : 24: 0 0 0 21 17 21 17:
Old : 24: 0 0 0 21 17 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 64.1 75.8 85.0 43.6 62.8 67.1 75.1
Old : 48.9 64.1 75.8 85.0 43.6 62.8 67.1 75.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 41,406: 3,950 0 155 35,859 40,482 39,964 40,637: 1,442 769
Old : 41,406: 3,950 0 155 35,859 40,482 39,964 40,637: 1,442 769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 8,876: 3,245 0 155 6,180 8,696 9,580 8,851: -704 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.4 86.6 97.8 96.5 98.1: 3.5 1.9
Old : 100.0: 9.5 0.0 0.4 86.6 97.8 96.5 98.1: 3.5 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 18 12 20 13:
Old : 27: 2 0 1 18 12 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 88.7 79.9 94.5 59.0 82.0 73.8 85.3
Old : 60.6 88.7 79.9 94.5 59.0 82.0 73.8 85.3
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 199,883: 2,958 0 0 188,454 193,134 191,412 193,134: 8,471 6,749
Old : 199,883: 2,958 0 0 188,454 193,134 191,412 193,134: 8,471 6,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,998: -499 -465 -285 2,102 1,766 1,318 1,016: 680 982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 94.3 96.6 95.8 96.6: 4.2 3.4
Old : 100.0: 1.5 0.0 0.0 94.3 96.6 95.8 96.6: 4.2 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 : 23: 1 0 0 16 17 17 17:
Old : 23: 1 0 0 16 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 69.6 90.3 84.1 70.4 68.5 84.9 82.5
Old : 73.1 69.6 90.3 84.1 70.4 68.5 84.9 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 157,135: 0 2,842 2,913 143,328 136,523 146,241 142,278: 10,894 14,857
Old : 157,135: 0 2,842 2,913 143,328 136,523 146,241 142,278: 10,894 14,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,826: 0 801 -2,558 3,834 2,029 1,276 272: 550 1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 1.9 91.2 86.9 93.1 90.5: 6.9 9.5
Old : 100.0: 0.0 1.8 1.9 91.2 86.9 93.1 90.5: 6.9 9.5
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 : 38: 0 2 1 25 30 26 32:
Old : 38: 0 2 1 25 30 26 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 : 43.7 34.9 63.6 60.4 41.7 33.5 60.9 56.0
Old : 43.7 34.9 63.6 60.4 41.7 33.5 60.9 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 49,442: 684 744 122 48,053 48,206 48,859 49,072: 583 370
Old : 49,442: 684 744 122 48,053 48,206 48,859 49,072: 583 370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,360: -122 0 122 2,608 2,330 2,608 2,452: -248 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.5 0.2 97.2 97.5 98.8 99.3: 1.2 0.7
Old : 100.0: 1.4 1.5 0.2 97.2 97.5 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 : 31: 2 1 1 15 17 17 19:
Old : 31: 2 1 1 15 17 17 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 : 73.1 62.4 88.1 86.1 73.1 60.8 86.6 84.0
Old : 73.1 62.4 88.1 86.1 73.1 60.8 86.6 84.0
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 22, 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 : 237,326: 3,029 3,139 4,668 221,281 224,080 228,978 231,887: 8,348 5,439
Old : 237,326: 3,029 3,139 4,668 221,281 224,080 228,978 231,887: 8,348 5,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 694: 1,011 -346 1,256 -1,949 142 318 1,052: 376 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.3 2.0 93.2 94.4 96.5 97.7: 3.5 2.3
Old : 100.0: 1.3 1.3 2.0 93.2 94.4 96.5 97.7: 3.5 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 : 52: 3 1 2 31 35 35 37:
Old : 52: 3 1 2 31 35 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 40.8 68.4 62.3 49.0 37.7 66.4 56.3
Old : 49.3 40.8 68.4 62.3 49.0 37.7 66.4 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 133,720: 674 0 180 125,763 127,552 126,617 127,732: 7,103 5,988
Old : 133,720: 674 0 180 125,763 127,552 126,617 127,732: 7,103 5,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,504: -152 0 30 4,110 2,929 3,988 2,959: -484 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.1 94.0 95.4 94.7 95.5: 5.3 4.5
Old : 100.0: 0.5 0.0 0.1 94.0 95.4 94.7 95.5: 5.3 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 : 35: 1 0 1 28 28 29 29:
Old : 35: 1 0 1 28 28 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 50.3 67.3 76.7 38.2 47.3 54.0 65.7
Old : 49.3 50.3 67.3 76.7 38.2 47.3 54.0 65.7
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 22, 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 : 173,019: 1,520 1,520 0 162,606 167,313 164,126 168,833: 8,893 4,186
Old : 173,019: 1,520 1,520 0 162,606 167,313 164,126 168,833: 8,893 4,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 10,302: 1,520 0 0 9,056 12,498 10,576 12,498: -274 -2,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.9 0.0 94.0 96.7 94.9 97.6: 5.1 2.4
Old : 100.0: 0.9 0.9 0.0 94.0 96.7 94.9 97.6: 5.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 17 16 18 17:
Old : 27: 1 1 0 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 71.0 82.8 88.1 69.1 63.9 77.9 77.0
Old : 71.2 71.0 82.8 88.1 69.1 63.9 77.9 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 36,189: 341 1,926 0 34,132 31,732 34,473 33,658: 1,716 2,531
Old : 36,189: 341 1,926 0 34,132 31,732 34,473 33,658: 1,716 2,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,808: 0 0 0 2,808 3,424 2,808 3,424: 0 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.3 0.0 94.3 87.7 95.3 93.0: 4.7 7.0
Old : 100.0: 0.9 5.3 0.0 94.3 87.7 95.3 93.0: 4.7 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 : 27: 1 1 0 13 18 14 19:
Old : 27: 1 1 0 13 18 14 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 : 75.8 46.1 89.8 70.2 60.7 42.9 68.3 63.2
Old : 75.8 46.1 89.8 70.2 60.7 42.9 68.3 63.2
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 22, 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 : 273,896: 0 360 0 256,368 271,666 256,368 272,026: 17,528 1,870
Old : 273,896: 0 360 0 256,368 271,666 256,368 272,026: 17,528 1,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 7,643: 0 0 0 8,132 6,941 8,132 6,941: -489 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 93.6 99.2 93.6 99.3: 6.4 0.7
Old : 100.0: 0.0 0.1 0.0 93.6 99.2 93.6 99.3: 6.4 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 : 36: 0 1 0 27 17 27 18:
Old : 36: 0 1 0 27 17 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 72.1 62.4 95.0 41.5 72.1 60.8 94.6
Old : 41.9 72.1 62.4 95.0 41.5 72.1 60.8 94.6
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 22, 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 : 116,536: 12,470 8,774 174 93,191 104,189 105,835 113,137: 10,701 3,399
Old : 116,536: 12,470 8,774 174 93,191 104,189 105,835 113,137: 10,701 3,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 210: 1,096 0 0 -916 90 180 90: 30 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 7.5 0.1 80.0 89.4 90.8 97.1: 9.2 2.9
Old : 100.0: 10.7 7.5 0.1 80.0 89.4 90.8 97.1: 9.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 11 13 13 15:
Old : 24: 2 1 1 11 13 13 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 : 63.9 68.4 83.8 86.7 63.9 68.4 81.4 86.7
Old : 63.9 68.4 83.8 86.7 63.9 68.4 81.4 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 213,455: 0 0 0 210,961 211,477 210,961 211,477: 2,494 1,978
Old : 213,455: 0 0 0 210,961 211,477 210,961 211,477: 2,494 1,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,216: 0 0 0 3,244 3,154 3,244 3,154: -28 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 99.1 98.8 99.1: 1.2 0.9
Old : 100.0: 0.0 0.0 0.0 98.8 99.1 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 23 23 23 23:
Old : 30: 0 0 0 23 23 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 52.2 83.4 76.6 49.7 47.0 62.6 60.2
Old : 61.7 52.2 83.4 76.6 49.7 47.0 62.6 60.2
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 22, 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 : 33,982: 4,711 189 5,695 23,255 28,034 33,661 33,918: 321 64
Old : 33,982: 4,711 189 5,695 23,255 28,034 33,661 33,918: 321 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -318: -445 106 114 13 -218 -318 3: 0 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.6 16.8 68.4 82.5 99.1 99.8: 0.9 0.2
Old : 100.0: 13.9 0.6 16.8 68.4 82.5 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 12 6 17 29 30 47 47:
Old : 49: 12 6 17 29 30 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 50.7 70.8 68.9 20.6 22.3 25.1 26.9
Old : 48.5 50.7 70.8 68.9 20.6 22.3 25.1 26.9
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 22, 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 : 39,882: 7,629 700 1,175 31,069 37,872 39,873 39,747: 9 135
Old : 39,882: 7,629 700 1,175 31,069 37,872 39,873 39,747: 9 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -15: 15 0 50 -80 -65 -15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 1.8 2.9 77.9 95.0 100.0 99.7: 0.0 0.3
Old : 100.0: 19.1 1.8 2.9 77.9 95.0 100.0 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: 6 4 6 23 23 31 32:
Old : 37: 6 4 6 23 23 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 : 51.8 61.6 80.4 82.1 46.6 54.7 58.2 62.6
Old : 51.8 61.6 80.4 82.1 46.6 54.7 58.2 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 28,039: 3,150 950 600 24,208 26,489 27,958 28,039: 81 0
Old : 28,039: 3,150 950 600 24,208 26,489 27,958 28,039: 81 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 300: 75 25 75 150 200 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 3.4 2.1 86.3 94.5 99.7 100.0: 0.3 0.0
Old : 100.0: 11.2 3.4 2.1 86.3 94.5 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 3 4 17 15 23 19:
Old : 27: 3 3 4 17 15 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 73.2 84.5 88.6 62.7 68.9 78.3 79.3
Old : 62.7 73.2 84.5 88.6 62.7 68.9 78.3 79.3
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 22, 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 : 137,325: 6,126 8,914 10,091 120,590 118,207 136,807 137,212: 518 113
Old : 137,325: 6,126 8,914 10,091 120,590 118,207 136,807 137,212: 518 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 55: 74 111 172 -208 -230 38 53: 17 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 6.5 7.3 87.8 86.1 99.6 99.9: 0.4 0.1
Old : 100.0: 4.5 6.5 7.3 87.8 86.1 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 11 9 10 34 35 48 52:
Old : 58: 11 9 10 34 35 48 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 40.8 68.2 60.4 36.6 28.6 42.6 41.5
Old : 51.7 40.8 68.2 60.4 36.6 28.6 42.6 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 72,936: 933 2,324 2,975 69,028 67,629 72,936 72,928: 0 8
Old : 72,936: 933 2,324 2,975 69,028 67,629 72,936 72,928: 0 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 847: 80 54 -53 819 845 847 847: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.2 4.1 94.6 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 3.2 4.1 94.6 92.7 100.0 100.0: 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 : 41: 6 8 6 22 23 30 35:
Old : 41: 6 8 6 22 23 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 68.7 84.2 85.8 64.1 60.5 69.8 68.4
Old : 64.3 68.7 84.2 85.8 64.1 60.5 69.8 68.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 33,212: 225 600 175 32,812 32,437 33,212 33,212: 0 0
Old : 33,212: 225 600 175 32,812 32,437 33,212 33,212: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 860: 0 -125 0 860 985 860 860: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.8 0.5 98.8 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 1.8 0.5 98.8 97.7 100.0 100.0: 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 : 23: 1 1 3 10 13 13 17:
Old : 23: 1 1 3 10 13 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 : 88.4 81.2 97.2 93.5 80.7 69.3 84.4 81.2
Old : 88.4 81.2 97.2 93.5 80.7 69.3 84.4 81.2
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 68,364: 16,097 854 5,320 46,643 62,190 68,060 68,364: 304 0
Old : 68,364: 16,097 854 5,320 46,643 62,190 68,060 68,364: 304 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 865: 135 -573 463 261 975 859 865: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 1.2 7.8 68.2 91.0 99.6 100.0: 0.4 0.0
Old : 100.0: 23.5 1.2 7.8 68.2 91.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 2 2 26 27 33 30:
Old : 37: 6 2 2 26 27 33 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 : 51.1 50.0 73.3 70.4 45.6 37.4 50.5 48.4
Old : 51.1 50.0 73.3 70.4 45.6 37.4 50.5 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 85,592: 26,142 2,033 4,217 54,437 79,115 84,796 85,365: 796 227
Old : 85,592: 26,142 2,033 4,217 54,437 79,115 84,796 85,365: 796 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 73: 205 -966 26 -222 987 9 47: 64 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.4 4.9 63.6 92.4 99.1 99.7: 0.9 0.3
Old : 100.0: 30.5 2.4 4.9 63.6 92.4 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 6 5 25 27 35 35:
Old : 42: 7 6 5 25 27 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 59.6 70.1 75.4 48.1 52.1 61.6 60.1
Old : 51.7 59.6 70.1 75.4 48.1 52.1 61.6 60.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 77,696: 3,352 449 1,500 71,939 75,673 76,791 77,622: 905 74
Old : 77,696: 3,352 449 1,500 71,939 75,673 76,791 77,622: 905 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,869: 60 0 0 3,510 3,882 3,570 3,882: 299 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.6 1.9 92.6 97.4 98.8 99.9: 1.2 0.1
Old : 100.0: 4.3 0.6 1.9 92.6 97.4 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 2 2 28 26 32 29:
Old : 42: 3 2 2 28 26 32 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 : 46.8 75.3 67.2 84.4 45.4 75.3 62.1 81.4
Old : 46.8 75.3 67.2 84.4 45.4 75.3 62.1 81.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 102,079: 4,080 528 2,057 95,210 99,479 101,347 102,064: 732 15
Old : 102,079: 4,080 528 2,057 95,210 99,479 101,347 102,064: 732 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 4,345: 289 50 32 4,033 4,295 4,354 4,377: -9 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.5 2.0 93.3 97.5 99.3 100.0: 0.7 0.0
Old : 100.0: 4.0 0.5 2.0 93.3 97.5 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 3 3 30 30 35 35:
Old : 47: 4 3 3 30 30 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 72.2 66.3 84.8 45.6 72.2 64.2 83.0
Old : 46.0 72.2 66.3 84.8 45.6 72.2 64.2 83.0
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,440: 400 420 0 42,915 42,745 43,315 43,165: 125 275
Old : 43,440: 400 420 0 42,915 42,745 43,315 43,165: 125 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -180: 0 0 0 -180 -170 -180 -170: 0 -10
: : :
: : 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 99.4: 0.3 0.6
Old : 100.0: 0.9 1.0 0.0 98.8 98.4 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 18 18 19 19:
Old : 26: 1 1 0 18 18 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 : 67.4 86.2 86.1 94.5 63.1 83.6 77.5 86.7
Old : 67.4 86.2 86.1 94.5 63.1 83.6 77.5 86.7
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 26,269: 945 697 18 25,111 25,434 26,074 26,149: 195 120
Old : 26,269: 945 697 18 25,111 25,434 26,074 26,149: 195 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -455: 0 0 0 -455 -455 -455 -455: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.7 0.1 95.6 96.8 99.3 99.5: 0.7 0.5
Old : 100.0: 3.6 2.7 0.1 95.6 96.8 99.3 99.5: 0.7 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 : 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 : 58.1 65.3 78.8 86.3 50.6 56.5 64.3 66.6
Old : 58.1 65.3 78.8 86.3 50.6 56.5 64.3 66.6
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 75,086: 17,660 741 2,766 54,336 71,465 74,762 74,971: 324 115
Old : 75,086: 17,660 741 2,766 54,336 71,465 74,762 74,971: 324 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,267: 25 60 365 857 843 1,247 1,267: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 1.0 3.7 72.4 95.2 99.6 99.8: 0.4 0.2
Old : 100.0: 23.5 1.0 3.7 72.4 95.2 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 18 4 13 30 31 51 45:
Old : 55: 18 4 13 30 31 51 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 : 36.2 51.2 56.0 70.7 19.7 22.4 27.2 31.8
Old : 36.2 51.2 56.0 70.7 19.7 22.4 27.2 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,239: 7,675 165 650 18,623 26,072 26,948 26,887: 291 352
Old : 27,239: 7,675 165 650 18,623 26,072 26,948 26,887: 291 352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -188: -300 0 0 112 -188 -188 -188: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 0.6 2.4 68.4 95.7 98.9 98.7: 1.1 1.3
Old : 100.0: 28.2 0.6 2.4 68.4 95.7 98.9 98.7: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 1 4 20 21 26 25:
Old : 31: 5 1 4 20 21 26 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 : 50.9 56.1 76.9 74.8 46.1 38.9 58.9 54.3
Old : 50.9 56.1 76.9 74.8 46.1 38.9 58.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,868: 500 345 75 50,163 50,233 50,738 50,653: 130 215
Old : 50,868: 500 345 75 50,163 50,233 50,738 50,653: 130 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 23: 0 0 0 23 33 23 33: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.7 0.1 98.6 98.8 99.7 99.6: 0.3 0.4
Old : 100.0: 1.0 0.7 0.1 98.6 98.8 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 22 22 25 23:
Old : 31: 2 1 1 22 22 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 82.4 82.1 92.7 50.9 78.0 68.2 81.4
Old : 57.5 82.4 82.1 92.7 50.9 78.0 68.2 81.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 39,903: 1,350 1,607 128 37,572 38,086 39,050 39,821: 853 82
Old : 39,903: 1,350 1,607 128 37,572 38,086 39,050 39,821: 853 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -274: 0 0 0 -283 -274 -283 -274: 9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.0 0.3 94.2 95.4 97.9 99.8: 2.1 0.2
Old : 100.0: 3.4 4.0 0.3 94.2 95.4 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 : 33: 4 5 3 23 22 28 29:
Old : 33: 4 5 3 23 22 28 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 : 50.7 45.6 70.9 68.7 32.8 26.6 41.4 40.1
Old : 50.7 45.6 70.9 68.7 32.8 26.6 41.4 40.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 62,063: 3,155 200 0 58,310 61,518 61,465 61,718: 598 345
Old : 62,063: 3,155 200 0 58,310 61,518 61,465 61,718: 598 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,445: 60 0 0 1,385 1,445 1,445 1,445: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.3 0.0 94.0 99.1 99.0 99.4: 1.0 0.6
Old : 100.0: 5.1 0.3 0.0 94.0 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 : 53.5 91.6 75.1 97.5 52.2 88.0 73.2 91.2
Old : 53.5 91.6 75.1 97.5 52.2 88.0 73.2 91.2
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 66,718: 3,522 3,600 60 62,840 62,878 66,422 66,538: 296 180
Old : 66,718: 3,522 3,600 60 62,840 62,878 66,422 66,538: 296 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 845: 85 0 0 760 845 845 845: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 5.4 0.1 94.2 94.2 99.6 99.7: 0.4 0.3
Old : 100.0: 5.3 5.4 0.1 94.2 94.2 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 1 25 19 28 21:
Old : 32: 3 1 1 25 19 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 83.5 75.8 95.9 51.5 79.8 71.3 88.5
Old : 53.6 83.5 75.8 95.9 51.5 79.8 71.3 88.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 82,797: 1,240 351 138 81,151 82,288 82,529 82,777: 268 20
Old : 82,797: 1,240 351 138 81,151 82,288 82,529 82,777: 268 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,510: -119 261 1 1,524 1,248 1,406 1,510: 104 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.4 0.2 98.0 99.4 99.7 100.0: 0.3 0.0
Old : 100.0: 1.5 0.4 0.2 98.0 99.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 2 3 25 29 29 32:
Old : 38: 2 2 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 : 60.5 57.7 76.9 79.2 58.6 55.3 72.2 73.9
Old : 60.5 57.7 76.9 79.2 58.6 55.3 72.2 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 107,974: 1,562 5,118 1,046 105,016 101,755 107,624 107,919: 350 55
Old : 107,974: 1,562 5,118 1,046 105,016 101,755 107,624 107,919: 350 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,254: -196 207 -295 2,647 2,367 2,156 2,279: 98 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 4.7 1.0 97.3 94.2 99.7 99.9: 0.3 0.1
Old : 100.0: 1.4 4.7 1.0 97.3 94.2 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 16 7 28 31 37 48:
Old : 56: 3 16 7 28 31 37 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 50.3 70.3 77.3 50.2 47.1 64.3 64.5
Old : 51.6 50.3 70.3 77.3 50.2 47.1 64.3 64.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 56,273: 50 4,406 375 55,828 51,492 56,253 56,273: 20 0
Old : 56,273: 50 4,406 375 55,828 51,492 56,253 56,273: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 325: -50 0 0 375 325 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.8 0.7 99.2 91.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 7.8 0.7 99.2 91.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 2 13 14 16 19:
Old : 27: 1 4 2 13 14 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 86.6 95.2 94.1 74.5 84.8 91.4 89.5
Old : 74.6 86.6 95.2 94.1 74.5 84.8 91.4 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 49,210: 0 905 165 49,045 48,140 49,210 49,210: 0 0
Old : 49,210: 0 905 165 49,045 48,140 49,210 49,210: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -10: 0 100 -110 100 0 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.3 99.7 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.8 0.3 99.7 97.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 4 2 13 9 15 13:
Old : 23: 0 4 2 13 9 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 96.7 97.7 98.8 79.4 95.4 96.8 97.4
Old : 79.4 96.7 97.7 98.8 79.4 95.4 96.8 97.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 62,230: 1,341 1,657 1,552 59,218 58,911 62,111 62,120: 119 110
Old : 62,230: 1,341 1,657 1,552 59,218 58,911 62,111 62,120: 119 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 275: 0 -65 65 196 289 261 289: 14 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.7 2.5 95.2 94.7 99.8 99.8: 0.2 0.2
Old : 100.0: 2.2 2.7 2.5 95.2 94.7 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 : 34: 5 3 3 23 23 29 28:
Old : 34: 5 3 3 23 23 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 : 52.5 83.8 75.4 92.1 50.1 79.7 67.1 82.9
Old : 52.5 83.8 75.4 92.1 50.1 79.7 67.1 82.9
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 65,404: 2,114 1,193 5,438 57,453 58,642 65,005 65,273: 399 131
Old : 65,404: 2,114 1,193 5,438 57,453 58,642 65,005 65,273: 399 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -308: 25 -61 67 -422 -308 -330 -302: 22 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.8 8.3 87.8 89.7 99.4 99.8: 0.6 0.2
Old : 100.0: 3.2 1.8 8.3 87.8 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 : 36: 7 3 3 23 23 31 28:
Old : 36: 7 3 3 23 23 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 71.1 72.0 84.5 48.6 65.6 65.5 72.2
Old : 49.6 71.1 72.0 84.5 48.6 65.6 65.5 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 30,156: 785 485 80 29,206 29,536 30,071 30,101: 85 55
Old : 30,156: 785 485 80 29,206 29,536 30,071 30,101: 85 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 275: 50 0 0 225 275 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.6 0.3 96.8 97.9 99.7 99.8: 0.3 0.2
Old : 100.0: 2.6 1.6 0.3 96.8 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 : 63.8 80.5 79.7 96.1 62.3 73.8 75.0 85.4
Old : 63.8 80.5 79.7 96.1 62.3 73.8 75.0 85.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 29,544: 640 80 0 28,706 29,384 29,346 29,464: 198 80
Old : 29,544: 640 80 0 28,706 29,384 29,346 29,464: 198 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 625: 0 0 0 625 625 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.3 0.0 97.2 99.5 99.3 99.7: 0.7 0.3
Old : 100.0: 2.2 0.3 0.0 97.2 99.5 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 19 11 20 12:
Old : 24: 1 1 0 19 11 20 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 : 63.0 84.0 78.4 98.0 61.7 76.3 74.2 86.2
Old : 63.0 84.0 78.4 98.0 61.7 76.3 74.2 86.2
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,431: 260 1,177 1,328 32,623 31,447 34,211 33,952: 220 479
Old : 34,431: 260 1,177 1,328 32,623 31,447 34,211 33,952: 220 479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 759: 0 -120 9 750 870 759 759: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.4 3.9 94.7 91.3 99.4 98.6: 0.6 1.4
Old : 100.0: 0.8 3.4 3.9 94.7 91.3 99.4 98.6: 0.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 3 4 20 23 26 27:
Old : 33: 3 3 4 20 23 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 : 65.3 56.3 82.3 74.6 56.9 54.8 71.4 65.4
Old : 65.3 56.3 82.3 74.6 56.9 54.8 71.4 65.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 21,242: 70 2,368 530 20,352 18,189 20,952 21,087: 290 155
Old : 21,242: 70 2,368 530 20,352 18,189 20,952 21,087: 290 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 200: -105 -5 105 200 100 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 11.1 2.5 95.8 85.6 98.6 99.3: 1.4 0.7
Old : 100.0: 0.3 11.1 2.5 95.8 85.6 98.6 99.3: 1.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 1 14 18 15 23:
Old : 25: 1 4 1 14 18 15 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 : 78.8 71.6 92.3 85.2 78.2 70.6 87.8 82.3
Old : 78.8 71.6 92.3 85.2 78.2 70.6 87.8 82.3
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 58,909: 2,272 3,150 929 55,611 54,812 58,812 58,891: 97 18
Old : 58,909: 2,272 3,150 929 55,611 54,812 58,812 58,891: 97 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 668: -135 -211 130 668 747 663 666: 5 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 5.3 1.6 94.4 93.0 99.8 100.0: 0.2 0.0
Old : 100.0: 3.9 5.3 1.6 94.4 93.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 4 5 28 29 35 36:
Old : 42: 5 4 5 28 29 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 61.3 73.1 79.4 51.8 58.9 63.4 69.3
Old : 61.0 61.3 73.1 79.4 51.8 58.9 63.4 69.3
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 39,455: 689 1,826 927 37,437 36,582 39,053 39,335: 402 120
Old : 39,455: 689 1,826 927 37,437 36,582 39,053 39,335: 402 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,691: 0 10 0 2,681 2,681 2,681 2,691: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 4.6 2.3 94.9 92.7 99.0 99.7: 1.0 0.3
Old : 100.0: 1.7 4.6 2.3 94.9 92.7 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 3 4 24 21 28 26:
Old : 33: 2 3 4 24 21 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 68.7 81.9 83.6 57.6 65.9 68.1 74.1
Old : 66.6 68.7 81.9 83.6 57.6 65.9 68.1 74.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,474: 1,560 300 150 18,599 20,009 20,309 20,459: 165 15
Old : 20,474: 1,560 300 150 18,599 20,009 20,309 20,459: 165 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 45: 0 0 0 45 45 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.5 0.7 90.8 97.7 99.2 99.9: 0.8 0.1
Old : 100.0: 7.6 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 15 15 18 18:
Old : 24: 3 1 2 15 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 79.6 88.0 90.3 53.4 71.7 72.2 77.0
Old : 65.1 79.6 88.0 90.3 53.4 71.7 72.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,315: 50 1,130 295 12,739 11,879 13,084 13,304: 231 11
Old : 13,315: 50 1,130 295 12,739 11,879 13,084 13,304: 231 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 550: 0 575 -50 600 25 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 8.5 2.2 95.7 89.2 98.3 99.9: 1.7 0.1
Old : 100.0: 0.4 8.5 2.2 95.7 89.2 98.3 99.9: 1.7 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 : 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 : 67.2 76.7 88.8 91.9 57.8 73.5 75.7 79.5
Old : 67.2 76.7 88.8 91.9 57.8 73.5 75.7 79.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,476: 50 1,530 220 13,086 11,726 13,356 13,476: 120 0
Old : 13,476: 50 1,530 220 13,086 11,726 13,356 13,476: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 430: 0 575 -50 480 -95 430 430: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 11.4 1.6 97.1 87.0 99.1 100.0: 0.9 0.0
Old : 100.0: 0.4 11.4 1.6 97.1 87.0 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 64.4 77.2 87.7 92.1 55.4 75.6 75.9 81.5
Old : 64.4 77.2 87.7 92.1 55.4 75.6 75.9 81.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,918: 2,450 425 485 14,796 16,952 17,731 17,862: 187 56
Old : 17,918: 2,450 425 485 14,796 16,952 17,731 17,862: 187 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 0: 0 25 0 -174 -66 -174 -41: 174 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 2.4 2.7 82.6 94.6 99.0 99.7: 1.0 0.3
Old : 100.0: 13.7 2.4 2.7 82.6 94.6 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 3 16 18 20 22:
Old : 31: 3 2 3 16 18 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 64.8 85.5 83.3 60.1 58.6 78.0 72.3
Old : 61.6 64.8 85.5 83.3 60.1 58.6 78.0 72.3
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,635: 2,505 425 540 14,400 16,622 17,445 17,587: 190 48
Old : 17,635: 2,505 425 540 14,400 16,622 17,445 17,587: 190 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 0: 0 25 0 -178 -58 -178 -33: 178 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 2.4 3.1 81.7 94.3 98.9 99.7: 1.1 0.3
Old : 100.0: 14.2 2.4 3.1 81.7 94.3 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 : 31: 3 2 3 16 18 20 22:
Old : 31: 3 2 3 16 18 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 63.1 86.6 82.7 61.5 55.9 78.0 71.3
Old : 63.9 63.1 86.6 82.7 61.5 55.9 78.0 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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 44,359: 1,835 845 1,910 40,542 41,604 44,287 44,359: 72 0
Old : 44,359: 1,835 845 1,910 40,542 41,604 44,287 44,359: 72 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,965: -45 -700 575 1,430 2,090 1,960 1,965: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.9 4.3 91.4 93.8 99.8 100.0: 0.2 0.0
Old : 100.0: 4.1 1.9 4.3 91.4 93.8 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 3 3 23 14 29 20:
Old : 37: 6 3 3 23 14 29 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 : 63.9 76.6 81.1 90.3 58.6 69.5 72.1 80.0
Old : 63.9 76.6 81.1 90.3 58.6 69.5 72.1 80.0
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 44,722: 2,470 850 1,980 40,195 41,892 44,645 44,722: 77 0
Old : 44,722: 2,470 850 1,980 40,195 41,892 44,645 44,722: 77 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,915: -95 -750 575 1,430 2,090 1,910 1,915: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.9 4.4 89.9 93.7 99.8 100.0: 0.2 0.0
Old : 100.0: 5.5 1.9 4.4 89.9 93.7 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 4 3 23 16 30 22:
Old : 38: 6 4 3 23 16 30 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 : 64.4 77.6 80.2 89.7 58.9 70.5 71.9 79.4
Old : 64.4 77.6 80.2 89.7 58.9 70.5 71.9 79.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 115,701: 1,745 12,223 1,427 112,517 102,033 115,689 115,683: 12 18
Old : 115,701: 1,745 12,223 1,427 112,517 102,033 115,689 115,683: 12 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1,182: -756 -283 749 -1,175 -1,641 -1,182 -1,175: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 10.6 1.2 97.2 88.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 10.6 1.2 97.2 88.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 7 9 8 37 29 49 41:
Old : 58: 7 9 8 37 29 49 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 : 37.7 50.7 60.7 75.5 33.9 49.1 56.8 67.4
Old : 37.7 50.7 60.7 75.5 33.9 49.1 56.8 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 124,994: 1,730 11,542 1,692 121,557 111,745 124,979 124,979: 15 15
Old : 124,994: 1,730 11,542 1,692 121,557 111,745 124,979 124,979: 15 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1,707: -834 -229 897 -1,770 -2,375 -1,707 -1,707: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 9.2 1.4 97.3 89.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 9.2 1.4 97.3 89.4 100.0 100.0: 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 : 64: 6 12 7 39 35 51 48:
Old : 64: 6 12 7 39 35 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 50.5 57.5 74.2 30.5 48.9 50.6 66.1
Old : 33.7 50.5 57.5 74.2 30.5 48.9 50.6 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 500,998: 22,932 31,892 58,801 418,479 409,996 500,212 500,689: 786 309
Old : 500,998: 22,932 31,892 58,801 418,479 409,996 500,212 500,689: 786 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -3,362: -422 -1,539 89 -3,272 -1,238 -3,605 -2,688: 243 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.4 11.7 83.5 81.8 99.8 99.9: 0.2 0.1
Old : 100.0: 4.6 6.4 11.7 83.5 81.8 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 : 88: 21 21 23 44 38 75 72:
Old : 88: 21 21 23 44 38 75 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 : 44.0 40.0 63.7 63.7 14.4 14.6 19.4 20.6
Old : 44.0 40.0 63.7 63.7 14.4 14.6 19.4 20.6
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,363: 4,045 0 0 13,107 17,363 17,152 17,363: 211 0
Old : 17,363: 4,045 0 0 13,107 17,363 17,152 17,363: 211 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 25: -25 0 0 70 75 45 75: -20 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 0.0 0.0 75.5 100.0 98.8 100.0: 1.2 0.0
Old : 100.0: 23.3 0.0 0.0 75.5 100.0 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 0 0 19 11 24 11:
Old : 28: 5 0 0 19 11 24 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 92.3 75.6 99.2 54.5 87.7 74.6 93.8
Old : 55.5 92.3 75.6 99.2 54.5 87.7 74.6 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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,857: 3,585 310 60 12,776 16,487 16,421 16,857: 436 0
Old : 16,857: 3,585 310 60 12,776 16,487 16,421 16,857: 436 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5: -45 0 0 73 65 28 65: -23 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 1.8 0.4 75.8 97.8 97.4 100.0: 2.6 0.0
Old : 100.0: 21.3 1.8 0.4 75.8 97.8 97.4 100.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 1 18 10 22 11:
Old : 26: 3 1 1 18 10 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 91.2 78.4 99.0 56.8 86.3 75.2 90.5
Old : 57.8 91.2 78.4 99.0 56.8 86.3 75.2 90.5
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 22, 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 : 2,364: 377 0 304 1,315 1,563 1,996 1,867: 368 497
Old : 2,364: 377 0 304 1,315 1,563 1,996 1,867: 368 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 28: 22 0 10 -9 146 23 156: 5 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 12.9 55.6 66.1 84.4 79.0: 15.6 21.0
Old : 100.0: 15.9 0.0 12.9 55.6 66.1 84.4 79.0: 15.6 21.0
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: 4 0 4 12 17 16 21:
Old : 21: 4 0 4 12 17 16 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 : 41.8 31.9 67.2 51.1 31.7 20.5 36.9 28.3
Old : 41.8 31.9 67.2 51.1 31.7 20.5 36.9 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 5,402: 583 424 190 3,718 3,750 4,491 4,364: 911 1,038
Old : 5,402: 583 424 190 3,718 3,750 4,491 4,364: 911 1,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 195: 150 107 13 -31 34 132 154: 63 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.8 3.5 68.8 69.4 83.1 80.8: 16.9 19.2
Old : 100.0: 10.8 7.8 3.5 68.8 69.4 83.1 80.8: 16.9 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 4 5 20 21 26 27:
Old : 29: 3 4 5 20 21 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 : 36.4 33.0 55.5 47.5 28.0 21.2 35.8 28.7
Old : 36.4 33.0 55.5 47.5 28.0 21.2 35.8 28.7
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 22, 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 : 36,034: 6,109 103 178 29,482 35,620 35,769 35,901: 265 133
Old : 36,034: 6,109 103 178 29,482 35,620 35,769 35,901: 265 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 704: 205 69 0 499 641 704 710: 0 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 0.3 0.5 81.8 98.9 99.3 99.6: 0.7 0.4
Old : 100.0: 17.0 0.3 0.5 81.8 98.9 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 : 48: 4 1 2 36 38 40 41:
Old : 48: 4 1 2 36 38 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 : 42.6 43.7 64.0 63.3 38.3 37.9 56.2 54.9
Old : 42.6 43.7 64.0 63.3 38.3 37.9 56.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 15,057: 114 0 114 14,683 14,295 14,911 14,409: 146 648
Old : 15,057: 114 0 114 14,683 14,295 14,911 14,409: 146 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 868: -25 0 -15 917 844 877 829: -9 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.8 97.5 94.9 99.0 95.7: 1.0 4.3
Old : 100.0: 0.8 0.0 0.8 97.5 94.9 99.0 95.7: 1.0 4.3
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 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 : 72.8 43.2 87.2 67.3 47.3 25.6 49.6 38.5
Old : 72.8 43.2 87.2 67.3 47.3 25.6 49.6 38.5
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 22, 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 : 12,222: 557 5 861 9,810 10,991 11,228 11,857: 994 365
Old : 12,222: 557 5 861 9,810 10,991 11,228 11,857: 994 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 372: -17 5 131 261 245 375 381: -3 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 7.0 80.3 89.9 91.9 97.0: 8.1 3.0
Old : 100.0: 4.6 0.0 7.0 80.3 89.9 91.9 97.0: 8.1 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 : 45: 5 1 4 31 32 37 36:
Old : 45: 5 1 4 31 32 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 45.0 50.6 66.2 21.1 29.6 34.1 41.0
Old : 31.5 45.0 50.6 66.2 21.1 29.6 34.1 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 37,319: 1,936 1,333 404 34,546 35,382 36,886 37,119: 433 200
Old : 37,319: 1,936 1,333 404 34,546 35,382 36,886 37,119: 433 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 549: 649 222 -291 377 618 735 549: -186 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.6 1.1 92.6 94.8 98.8 99.5: 1.2 0.5
Old : 100.0: 5.2 3.6 1.1 92.6 94.8 98.8 99.5: 1.2 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 : 48: 3 4 2 21 34 26 38:
Old : 48: 3 4 2 21 34 26 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 47.7 89.6 65.5 76.8 47.1 84.9 63.3
Old : 79.0 47.7 89.6 65.5 76.8 47.1 84.9 63.3
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 22, 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 : 63,653: 6,514 1,592 3,024 53,839 58,403 63,377 63,019: 276 634
Old : 63,653: 6,514 1,592 3,024 53,839 58,403 63,377 63,019: 276 634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 197: -994 118 616 521 -553 143 181: 54 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.5 4.8 84.6 91.8 99.6 99.0: 0.4 1.0
Old : 100.0: 10.2 2.5 4.8 84.6 91.8 99.6 99.0: 0.4 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: 13 8 15 66 64 84 82:
Old : 96: 13 8 15 66 64 84 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 50.3 45.6 60.1 23.2 46.4 35.5 51.4
Old : 29.5 50.3 45.6 60.1 23.2 46.4 35.5 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 2,204: 150 0 220 1,190 1,638 1,560 1,858: 644 346
Old : 2,204: 150 0 220 1,190 1,638 1,560 1,858: 644 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 10.0 54.0 74.3 70.8 84.3: 29.2 15.7
Old : 100.0: 6.8 0.0 10.0 54.0 74.3 70.8 84.3: 29.2 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 4 12 18 16 22:
Old : 22: 4 0 4 12 18 16 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 : 42.2 43.4 58.0 60.2 30.5 36.4 36.9 47.7
Old : 42.2 43.4 58.0 60.2 30.5 36.4 36.9 47.7
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 259,908: 2,245 202,621 1,236 244,726 19,318 248,207 223,175: 11,701 36,733
Old : 259,908: 2,245 202,621 1,236 244,726 19,318 248,207 223,175: 11,701 36,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5,869: 0 2,665 183 7,161 2,101 7,344 4,949: -1,475 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 78.0 0.5 94.2 7.4 95.5 85.9: 4.5 14.1
Old : 100.0: 0.9 78.0 0.5 94.2 7.4 95.5 85.9: 4.5 14.1
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 6 2 13 7 15 14:
Old : 21: 1 6 2 13 7 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.9 76.8 92.2 84.1 85.5 76.8 91.0 83.6
Old : 85.9 76.8 92.2 84.1 85.5 76.8 91.0 83.6
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 26,622: 0 0 0 26,602 26,622 26,602 26,622: 20 0
Old : 26,622: 0 0 0 26,602 26,622 26,602 26,622: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -5,391: 0 0 0 -5,371 -5,391 -5,371 -5,391: -20 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 : 35: 0 0 0 26 24 26 24:
Old : 35: 0 0 0 26 24 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 58.7 78.5 78.6 56.3 55.6 76.3 73.3
Old : 57.5 58.7 78.5 78.6 56.3 55.6 76.3 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 11,890: 180 630 160 11,400 10,890 11,740 11,680: 150 210
Old : 11,890: 180 630 160 11,400 10,890 11,740 11,680: 150 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,800: 0 0 0 1,800 1,800 1,800 1,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 5.3 1.3 95.9 91.6 98.7 98.2: 1.3 1.8
Old : 100.0: 1.5 5.3 1.3 95.9 91.6 98.7 98.2: 1.3 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 : 21: 1 2 2 12 14 15 17:
Old : 21: 1 2 2 12 14 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 : 84.3 68.4 93.1 85.9 78.2 61.0 81.5 73.8
Old : 84.3 68.4 93.1 85.9 78.2 61.0 81.5 73.8
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 220,959: 0 0 0 212,679 210,827 212,679 210,827: 8,280 10,132
Old : 220,959: 0 0 0 212,679 210,827 212,679 210,827: 8,280 10,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,096: 0 0 0 1,111 1,346 1,111 1,346: -15 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 95.4 96.3 95.4: 3.7 4.6
Old : 100.0: 0.0 0.0 0.0 96.3 95.4 96.3 95.4: 3.7 4.6
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 13 18 13 18:
Old : 21: 0 0 0 13 18 13 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 : 82.5 59.7 91.7 83.0 78.6 59.6 83.9 82.7
Old : 82.5 59.7 91.7 83.0 78.6 59.6 83.9 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2019