CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 33,695: 6,350 7,202 895 26,450 25,598 33,695 33,695: 0 0
Old : 33,695: 6,350 7,202 895 26,450 25,598 33,695 33,695: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 252: 0 0 0 252 252 252 252: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 21.4 2.7 78.5 76.0 100.0 100.0: 0.0 0.0
Old : 100.0: 18.8 21.4 2.7 78.5 76.0 100.0 100.0: 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 : 40: 10 4 2 18 11 30 15:
Old : 40: 10 4 2 18 11 30 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 73.1 72.1 92.2 46.1 73.1 69.2 90.2
Old : 49.0 73.1 72.1 92.2 46.1 73.1 69.2 90.2
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, November 19, 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 : 118,668: 45,044 25,614 16,979 56,122 75,565 118,145 118,158: 523 510
Old : 118,668: 45,044 25,614 16,979 56,122 75,565 118,145 118,158: 523 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,308: -527 -26 277 2,235 1,742 1,985 1,993: 323 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 21.6 14.3 47.3 63.7 99.6 99.6: 0.4 0.4
Old : 100.0: 38.0 21.6 14.3 47.3 63.7 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 25 12 18 28 24 60 47:
Old : 67: 25 12 18 28 24 60 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 : 32.9 28.6 50.6 49.6 29.3 23.9 41.1 35.5
Old : 32.9 28.6 50.6 49.6 29.3 23.9 41.1 35.5
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, November 19, 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 : 59,404: 22,744 11,018 7,586 28,855 40,710 59,186 59,314: 218 90
Old : 59,404: 22,744 11,018 7,586 28,855 40,710 59,186 59,314: 218 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,075: 799 1,100 322 937 664 2,057 2,085: 17 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 18.5 12.8 48.6 68.5 99.6 99.8: 0.4 0.2
Old : 100.0: 38.3 18.5 12.8 48.6 68.5 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 : 49: 18 9 14 18 17 41 35:
Old : 49: 18 9 14 18 17 41 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 : 27.1 44.0 48.3 64.4 24.5 38.3 39.8 51.2
Old : 27.1 44.0 48.3 64.4 24.5 38.3 39.8 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 149,445: 40,768 26,418 3,325 105,352 119,702 149,445 149,445: 0 0
Old : 149,445: 40,768 26,418 3,325 105,352 119,702 149,445 149,445: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -600: 300 -73,750 400 -1,300 72,750 -600 -600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 17.7 2.2 70.5 80.1 100.0 100.0: 0.0 0.0
Old : 100.0: 27.3 17.7 2.2 70.5 80.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 8 4 16 15 22 24:
Old : 30: 3 8 4 16 15 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 : 65.0 75.8 86.1 86.6 64.7 72.9 80.0 79.5
Old : 65.0 75.8 86.1 86.6 64.7 72.9 80.0 79.5
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, November 19, 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 : 118,142: 18,089 49,498 3,337 96,717 65,307 118,142 118,142: 0 0
Old : 118,142: 18,089 49,498 3,337 96,717 65,307 118,142 118,142: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,404: 977 1,500 700 727 204 2,404 2,404: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 41.9 2.8 81.9 55.3 100.0 100.0: 0.0 0.0
Old : 100.0: 15.3 41.9 2.8 81.9 55.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 3 3 18 11 26 16:
Old : 29: 7 3 3 18 11 26 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 : 62.1 80.8 80.0 93.9 61.6 78.8 78.8 90.1
Old : 62.1 80.8 80.0 93.9 61.6 78.8 78.8 90.1
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, November 19, 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 : 31,782: 9,805 5,523 4,254 17,723 22,005 31,782 31,782: 0 0
Old : 31,782: 9,805 5,523 4,254 17,723 22,005 31,782 31,782: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,515: 502 0 0 1,013 1,515 1,515 1,515: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 17.4 13.4 55.8 69.2 100.0 100.0: 0.0 0.0
Old : 100.0: 30.9 17.4 13.4 55.8 69.2 100.0 100.0: 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 11 11 23 16:
Old : 28: 8 3 4 11 11 23 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 : 41.0 54.1 66.9 79.2 36.0 36.6 52.2 54.7
Old : 41.0 54.1 66.9 79.2 36.0 36.6 52.2 54.7
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, November 19, 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 : 60,360: 6,205 2,985 2,015 52,140 55,360 60,360 60,360: 0 0
Old : 60,360: 6,205 2,985 2,015 52,140 55,360 60,360 60,360: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -92: 20 0 0 -112 -92 -92 -92: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.9 3.3 86.4 91.7 100.0 100.0: 0.0 0.0
Old : 100.0: 10.3 4.9 3.3 86.4 91.7 100.0 100.0: 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: 8 2 3 19 17 27 22:
Old : 31: 8 2 3 19 17 27 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 62.7 78.8 83.9 31.8 32.3 41.2 44.1
Old : 52.1 62.7 78.8 83.9 31.8 32.3 41.2 44.1
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, November 19, 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 : 9,102: 5,194 1,801 558 3,350 6,743 9,102 9,102: 0 0
Old : 9,102: 5,194 1,801 558 3,350 6,743 9,102 9,102: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 50: 0 -300 50 0 300 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 19.8 6.1 36.8 74.1 100.0 100.0: 0.0 0.0
Old : 100.0: 57.1 19.8 6.1 36.8 74.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 3 2 4 11 12 15:
Old : 23: 6 3 2 4 11 12 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 : 74.6 61.5 92.3 89.7 69.1 58.1 85.1 82.6
Old : 74.6 61.5 92.3 89.7 69.1 58.1 85.1 82.6
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, November 19, 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 : 11,871: 896 2,550 264 10,711 9,057 11,871 11,871: 0 0
Old : 11,871: 896 2,550 264 10,711 9,057 11,871 11,871: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 21.5 2.2 90.2 76.3 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 21.5 2.2 90.2 76.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 4 2 11 7 14 13:
Old : 21: 3 4 2 11 7 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 81.6 93.0 96.9 74.4 80.7 88.3 91.2
Old : 74.4 81.6 93.0 96.9 74.4 80.7 88.3 91.2
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of Class 1 Renewable Energy Cert :
: : :
All : 19,303: 2,498 5,850 950 15,830 12,503 19,278 19,303: 25 0
Old : 19,303: 2,498 5,850 950 15,830 12,503 19,278 19,303: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 30.3 4.9 82.0 64.8 99.9 100.0: 0.1 0.0
Old : 100.0: 12.9 30.3 4.9 82.0 64.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 5 4 12 9 18 17:
Old : 24: 5 5 4 12 9 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 : 59.0 82.7 84.1 93.6 58.5 81.6 81.7 90.9
Old : 59.0 82.7 84.1 93.6 58.5 81.6 81.7 90.9
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 44,944: 23,194 9,400 2,487 19,263 33,057 44,944 44,944: 0 0
Old : 44,944: 23,194 9,400 2,487 19,263 33,057 44,944 44,944: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -100: -250 0 -100 250 0 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 20.9 5.5 42.9 73.6 100.0 100.0: 0.0 0.0
Old : 100.0: 51.6 20.9 5.5 42.9 73.6 100.0 100.0: 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 : 25: 7 3 4 15 10 23 16:
Old : 25: 7 3 4 15 10 23 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 : 67.0 68.0 87.5 89.8 60.3 65.5 73.9 78.7
Old : 67.0 68.0 87.5 89.8 60.3 65.5 73.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 14,435: 700 7,450 1,450 12,285 5,535 14,435 14,435: 0 0
Old : 14,435: 700 7,450 1,450 12,285 5,535 14,435 14,435: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 51.6 10.0 85.1 38.3 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 51.6 10.0 85.1 38.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 4 2 11 6 14 11:
Old : 20: 2 4 2 11 6 14 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 : 70.0 78.3 89.0 96.9 63.2 72.7 76.0 82.0
Old : 70.0 78.3 89.0 96.9 63.2 72.7 76.0 82.0
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 40,409: 4,038 1,615 3,618 32,581 35,166 40,237 40,399: 172 10
Old : 40,409: 4,038 1,615 3,618 32,581 35,166 40,237 40,399: 172 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,445: 195 -123 449 1,876 2,119 2,520 2,445: -75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 4.0 9.0 80.6 87.0 99.6 100.0: 0.4 0.0
Old : 100.0: 10.0 4.0 9.0 80.6 87.0 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 : 40: 5 3 5 25 27 33 32:
Old : 40: 5 3 5 25 27 33 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 : 54.2 57.2 78.3 79.5 21.7 18.2 26.4 25.9
Old : 54.2 57.2 78.3 79.5 21.7 18.2 26.4 25.9
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 35,473: 2,629 1,969 3,948 28,408 29,460 34,985 35,377: 488 96
Old : 35,473: 2,629 1,969 3,948 28,408 29,460 34,985 35,377: 488 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,673: -159 260 368 1,365 1,035 1,574 1,663: 99 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.6 11.1 80.1 83.0 98.6 99.7: 1.4 0.3
Old : 100.0: 7.4 5.6 11.1 80.1 83.0 98.6 99.7: 1.4 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 : 37: 5 3 4 22 21 28 27:
Old : 37: 5 3 4 22 21 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 46.7 72.3 74.0 42.4 31.9 52.2 47.5
Old : 55.2 46.7 72.3 74.0 42.4 31.9 52.2 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 6,064: 138 2,123 497 5,357 3,264 5,992 5,884: 72 180
Old : 6,064: 138 2,123 497 5,357 3,264 5,992 5,884: 72 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 35.0 8.2 88.3 53.8 98.8 97.0: 1.2 3.0
Old : 100.0: 2.3 35.0 8.2 88.3 53.8 98.8 97.0: 1.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 12 11 14 14:
Old : 20: 1 2 2 12 11 14 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 : 71.6 77.7 92.2 92.7 68.1 69.8 77.5 78.1
Old : 71.6 77.7 92.2 92.7 68.1 69.8 77.5 78.1
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,117,062: 296,976 103,236 330,271 4,457,562 4,661,995 5,084,809 5,095,502: 32,253 21,560
Old : 5,117,062: 296,976 103,236 330,271 4,457,562 4,661,995 5,084,809 5,095,502: 32,253 21,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 69,176: -89,025 2,185 50,300 111,699 17,126 72,974 69,611: -3,798 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.0 6.5 87.1 91.1 99.4 99.6: 0.6 0.4
Old : 100.0: 5.8 2.0 6.5 87.1 91.1 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 44 24 54 154 123 219 182:
Old : 237: 44 24 54 154 123 219 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 42.2 43.3 58.2 25.3 41.1 38.9 56.4
Old : 27.5 42.2 43.3 58.2 25.3 41.1 38.9 56.4
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,163,602: 21,361 33,943 371,349 769,140 756,264 1,161,850 1,161,555: 1,752 2,046
Old : 1,163,602: 21,361 33,943 371,349 769,140 756,264 1,161,850 1,161,555: 1,752 2,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 52,767: 3,283 9,758 32,408 16,987 10,497 52,677 52,662: 90 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.9 31.9 66.1 65.0 99.8 99.8: 0.2 0.2
Old : 100.0: 1.8 2.9 31.9 66.1 65.0 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 : 76: 11 14 24 46 48 71 72:
Old : 76: 11 14 24 46 48 71 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 : 55.5 53.2 70.8 72.5 7.8 9.2 9.6 10.5
Old : 55.5 53.2 70.8 72.5 7.8 9.2 9.6 10.5
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, November 19, 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 : 260,870: 544 5,254 0 235,912 250,631 236,456 255,885: 24,414 4,985
Old : 260,870: 544 5,254 0 235,912 250,631 236,456 255,885: 24,414 4,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 3,087: 544 0 0 2,694 3,147 3,238 3,147: -151 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.0 0.0 90.4 96.1 90.6 98.1: 9.4 1.9
Old : 100.0: 0.2 2.0 0.0 90.4 96.1 90.6 98.1: 9.4 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 : 37: 1 2 0 29 25 30 27:
Old : 37: 1 2 0 29 25 30 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 : 62.0 77.7 75.3 87.8 56.7 74.5 69.7 81.4
Old : 62.0 77.7 75.3 87.8 56.7 74.5 69.7 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 145,436: 2,814 5,136 917 138,316 125,892 142,047 131,945: 3,389 13,491
Old : 145,436: 2,814 5,136 917 138,316 125,892 142,047 131,945: 3,389 13,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,545: 231 -217 333 458 508 1,022 624: 523 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 3.5 0.6 95.1 86.6 97.7 90.7: 2.3 9.3
Old : 100.0: 1.9 3.5 0.6 95.1 86.6 97.7 90.7: 2.3 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 : 36: 5 1 4 19 23 24 28:
Old : 36: 5 1 4 19 23 24 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 : 69.0 44.6 85.2 66.9 68.2 42.1 81.8 64.0
Old : 69.0 44.6 85.2 66.9 68.2 42.1 81.8 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 315,637: 2,766 4,866 5,200 294,805 298,691 302,771 308,757: 12,866 6,880
Old : 315,637: 2,766 4,866 5,200 294,805 298,691 302,771 308,757: 12,866 6,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,786: -1,462 945 844 95 -559 -523 1,230: 2,309 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.5 1.6 93.4 94.6 95.9 97.8: 4.1 2.2
Old : 100.0: 0.9 1.5 1.6 93.4 94.6 95.9 97.8: 4.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 4 4 29 27 35 32:
Old : 44: 3 4 4 29 27 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 47.2 76.9 70.7 54.2 42.8 63.5 60.6
Old : 61.7 47.2 76.9 70.7 54.2 42.8 63.5 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 853,746: 5,726 12,585 3,140 836,979 836,236 845,845 851,961: 7,901 1,785
Old : 853,746: 5,726 12,585 3,140 836,979 836,236 845,845 851,961: 7,901 1,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -2,697: -872 -531 756 -2,271 -2,893 -2,387 -2,668: -310 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.5 0.4 98.0 97.9 99.1 99.8: 0.9 0.2
Old : 100.0: 0.7 1.5 0.4 98.0 97.9 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 : 51: 5 2 4 40 27 46 32:
Old : 51: 5 2 4 40 27 46 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 : 36.3 64.1 61.2 89.0 36.1 62.8 59.3 86.8
Old : 36.3 64.1 61.2 89.0 36.1 62.8 59.3 86.8
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, November 19, 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 : 386,437: 3,280 5,437 2,077 368,078 373,498 373,435 381,012: 13,002 5,425
Old : 386,437: 3,280 5,437 2,077 368,078 373,498 373,435 381,012: 13,002 5,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 8,408: 147 -225 282 7,610 8,944 8,039 9,001: 369 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.4 0.5 95.2 96.7 96.6 98.6: 3.4 1.4
Old : 100.0: 0.8 1.4 0.5 95.2 96.7 96.6 98.6: 3.4 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 : 58: 3 4 3 39 36 43 42:
Old : 58: 3 4 3 39 36 43 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 : 42.2 44.1 62.5 64.4 40.6 38.6 58.0 53.7
Old : 42.2 44.1 62.5 64.4 40.6 38.6 58.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 527,001: 2,142 906 182 514,858 519,866 517,182 520,954: 9,819 6,047
Old : 527,001: 2,142 906 182 514,858 519,866 517,182 520,954: 9,819 6,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 6,491: 393 0 0 5,834 6,922 6,227 6,922: 264 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.2 0.0 97.7 98.6 98.1 98.9: 1.9 1.1
Old : 100.0: 0.4 0.2 0.0 97.7 98.6 98.1 98.9: 1.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 3 2 1 41 39 45 41:
Old : 60: 3 2 1 41 39 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 42.3 75.2 69.1 58.9 40.6 73.1 64.1
Old : 59.0 42.3 75.2 69.1 58.9 40.6 73.1 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 389,926: 0 3,865 1,488 380,848 376,829 382,336 382,182: 7,590 7,744
Old : 389,926: 0 3,865 1,488 380,848 376,829 382,336 382,182: 7,590 7,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,738: 0 822 -762 2,126 1,650 1,364 1,710: 374 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.4 97.7 96.6 98.1 98.0: 1.9 2.0
Old : 100.0: 0.0 1.0 0.4 97.7 96.6 98.1 98.0: 1.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 0 3 1 39 28 40 31:
Old : 48: 0 3 1 39 28 40 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 : 44.3 66.9 63.0 83.9 44.3 63.4 61.5 77.2
Old : 44.3 66.9 63.0 83.9 44.3 63.4 61.5 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 112,241: 0 4,245 403 106,643 103,467 107,046 108,115: 5,195 4,126
Old : 112,241: 0 4,245 403 106,643 103,467 107,046 108,115: 5,195 4,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 4,077: -186 453 -31 4,501 3,436 4,284 3,858: -207 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.4 95.0 92.2 95.4 96.3: 4.6 3.7
Old : 100.0: 0.0 3.8 0.4 95.0 92.2 95.4 96.3: 4.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 16 19 18 21:
Old : 25: 0 2 2 16 19 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 50.9 89.1 73.1 72.8 46.9 82.3 68.4
Old : 74.9 50.9 89.1 73.1 72.8 46.9 82.3 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 31,547: 570 1,364 30 29,373 29,397 29,973 30,791: 1,574 756
Old : 31,547: 570 1,364 30 29,373 29,397 29,973 30,791: 1,574 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 4,363: 0 584 30 4,631 4,115 4,661 4,729: -298 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 4.3 0.1 93.1 93.2 95.0 97.6: 5.0 2.4
Old : 100.0: 1.8 4.3 0.1 93.1 93.2 95.0 97.6: 5.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 3 1 15 18 18 21:
Old : 33: 2 3 1 15 18 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 63.3 80.8 79.4 61.6 63.3 78.3 79.2
Old : 61.6 63.3 80.8 79.4 61.6 63.3 78.3 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 243,192: 0 1,356 144 238,306 235,016 238,450 236,516: 4,742 6,676
Old : 243,192: 0 1,356 144 238,306 235,016 238,450 236,516: 4,742 6,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 3,973: 0 1,356 144 3,569 5,393 3,713 6,893: 260 -2,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.1 98.0 96.6 98.1 97.3: 1.9 2.7
Old : 100.0: 0.0 0.6 0.1 98.0 96.6 98.1 97.3: 1.9 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 : 37: 0 2 2 25 23 27 25:
Old : 37: 0 2 2 25 23 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 44.7 80.7 74.8 68.4 44.6 80.7 71.9
Old : 68.4 44.7 80.7 74.8 68.4 44.6 80.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 188,794: 0 0 0 180,182 185,646 180,182 185,646: 8,612 3,148
Old : 188,794: 0 0 0 180,182 185,646 180,182 185,646: 8,612 3,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,386: 0 0 0 737 2,386 737 2,386: 1,649 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 98.3 95.4 98.3: 4.6 1.7
Old : 100.0: 0.0 0.0 0.0 95.4 98.3 95.4 98.3: 4.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 26 22 26 22:
Old : 33: 0 0 0 26 22 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 58.8 72.4 86.1 57.4 56.7 70.8 81.6
Old : 57.4 58.8 72.4 86.1 57.4 56.7 70.8 81.6
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 284,346: 0 0 0 278,221 281,498 278,221 281,498: 6,125 2,848
Old : 284,346: 0 0 0 278,221 281,498 278,221 281,498: 6,125 2,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -2,191: 0 0 0 -2,222 -2,160 -2,222 -2,160: 31 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.8 99.0 97.8 99.0: 2.2 1.0
Old : 100.0: 0.0 0.0 0.0 97.8 99.0 97.8 99.0: 2.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 21 23 21 23:
Old : 34: 0 0 0 21 23 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 60.9 83.2 78.1 54.1 58.5 75.1 72.5
Old : 55.9 60.9 83.2 78.1 54.1 58.5 75.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 35,935: 7,458 0 0 26,751 34,505 34,209 34,505: 1,726 1,430
Old : 35,935: 7,458 0 0 26,751 34,505 34,209 34,505: 1,726 1,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 3,162: 434 0 0 2,604 3,068 3,038 3,068: 124 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 0.0 0.0 74.4 96.0 95.2 96.0: 4.8 4.0
Old : 100.0: 20.8 0.0 0.0 74.4 96.0 95.2 96.0: 4.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 0 0 13 14 21 14:
Old : 33: 8 0 0 13 14 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 68.2 79.9 88.6 57.2 67.4 71.9 80.2
Old : 63.5 68.2 79.9 88.6 57.2 67.4 71.9 80.2
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 603,428: 21,232 5,026 6,002 565,916 580,593 593,150 591,621: 10,278 11,807
Old : 603,428: 21,232 5,026 6,002 565,916 580,593 593,150 591,621: 10,278 11,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -3,042: 1,301 626 112 -3,690 -4,173 -2,277 -3,435: -765 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.8 1.0 93.8 96.2 98.3 98.0: 1.7 2.0
Old : 100.0: 3.5 0.8 1.0 93.8 96.2 98.3 98.0: 1.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 6 2 6 46 34 54 40:
Old : 62: 6 2 6 46 34 54 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 : 27.0 56.9 46.1 78.8 26.6 56.5 44.1 71.8
Old : 27.0 56.9 46.1 78.8 26.6 56.5 44.1 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 208,983: 0 1,931 3,242 202,404 195,573 205,646 200,746: 3,337 8,237
Old : 208,983: 0 1,931 3,242 202,404 195,573 205,646 200,746: 3,337 8,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,791: 0 714 304 1,518 777 1,822 1,795: -31 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 1.6 96.9 93.6 98.4 96.1: 1.6 3.9
Old : 100.0: 0.0 0.9 1.6 96.9 93.6 98.4 96.1: 1.6 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 : 27: 0 2 2 24 21 26 23:
Old : 27: 0 2 2 24 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 58.7 80.3 78.8 44.5 42.2 52.6 49.2
Old : 64.8 58.7 80.3 78.8 44.5 42.2 52.6 49.2
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 46,611: 497 0 1,001 44,170 44,048 45,668 45,049: 943 1,562
Old : 46,611: 497 0 1,001 44,170 44,048 45,668 45,049: 943 1,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,449: -31 0 0 2,418 1,401 2,387 1,401: 62 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 2.1 94.8 94.5 98.0 96.6: 2.0 3.4
Old : 100.0: 1.1 0.0 2.1 94.8 94.5 98.0 96.6: 2.0 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 : 21: 1 0 1 15 9 16 10:
Old : 21: 1 0 1 15 9 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 79.9 82.7 95.3 65.5 72.3 79.5 85.8
Old : 65.5 79.9 82.7 95.3 65.5 72.3 79.5 85.8
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,306: 0 0 0 69,971 65,807 69,971 65,807: 3,335 7,499
Old : 73,306: 0 0 0 69,971 65,807 69,971 65,807: 3,335 7,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,162: 0 0 0 2,571 400 2,571 400: -409 1,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.5 89.8 95.5 89.8: 4.5 10.2
Old : 100.0: 0.0 0.0 0.0 95.5 89.8 95.5 89.8: 4.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 19 15 19 15:
Old : 23: 0 0 0 19 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 67.2 73.4 83.0 49.6 66.6 67.1 70.6
Old : 50.8 67.2 73.4 83.0 49.6 66.6 67.1 70.6
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 239,705: 3,645 0 0 233,161 239,457 236,806 239,457: 2,899 248
Old : 239,705: 3,645 0 0 233,161 239,457 236,806 239,457: 2,899 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 3,068: 806 0 0 1,983 3,068 2,789 3,068: 279 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 97.3 99.9 98.8 99.9: 1.2 0.1
Old : 100.0: 1.5 0.0 0.0 97.3 99.9 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 : 34: 2 0 0 25 20 27 20:
Old : 34: 2 0 0 25 20 27 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 80.1 77.8 93.7 49.2 79.3 66.9 84.1
Old : 56.8 80.1 77.8 93.7 49.2 79.3 66.9 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 224,961: 24,255 8,340 1,500 197,264 214,191 223,019 224,031: 1,942 930
Old : 224,961: 24,255 8,340 1,500 197,264 214,191 223,019 224,031: 1,942 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 3,192: 626 0 180 2,386 3,192 3,192 3,372: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.7 0.7 87.7 95.2 99.1 99.6: 0.9 0.4
Old : 100.0: 10.8 3.7 0.7 87.7 95.2 99.1 99.6: 0.9 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 : 61: 6 7 2 31 35 37 44:
Old : 61: 6 7 2 31 35 37 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 : 51.8 65.2 70.3 82.8 46.0 64.3 64.4 78.0
Old : 51.8 65.2 70.3 82.8 46.0 64.3 64.4 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 138,747: 1,635 587 0 135,499 136,460 137,134 137,047: 1,613 1,700
Old : 138,747: 1,635 587 0 135,499 136,460 137,134 137,047: 1,613 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 4,063: 0 155 0 3,819 3,292 3,819 3,447: 244 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.4 0.0 97.7 98.4 98.8 98.8: 1.2 1.2
Old : 100.0: 1.2 0.4 0.0 97.7 98.4 98.8 98.8: 1.2 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 : 34: 2 1 0 19 21 21 22:
Old : 34: 2 1 0 19 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 67.3 87.2 91.5 68.8 60.3 81.2 83.8
Old : 69.4 67.3 87.2 91.5 68.8 60.3 81.2 83.8
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 25,507: 240 3,480 0 24,177 21,202 24,417 24,682: 1,090 825
Old : 25,507: 240 3,480 0 24,177 21,202 24,417 24,682: 1,090 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 5,139: 0 0 0 5,559 4,649 5,559 4,649: -420 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 13.6 0.0 94.8 83.1 95.7 96.8: 4.3 3.2
Old : 100.0: 0.9 13.6 0.0 94.8 83.1 95.7 96.8: 4.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 0 18 10 19 12:
Old : 26: 1 2 0 18 10 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 79.3 76.2 92.1 56.2 79.3 74.6 86.7
Old : 57.2 79.3 76.2 92.1 56.2 79.3 74.6 86.7
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 268,598: 2,021 2,776 4,348 257,782 250,479 264,151 257,603: 4,447 10,995
Old : 268,598: 2,021 2,776 4,348 257,782 250,479 264,151 257,603: 4,447 10,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 5,904: 0 5 -648 7,985 7,006 7,337 6,363: -1,433 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.0 1.6 96.0 93.3 98.3 95.9: 1.7 4.1
Old : 100.0: 0.8 1.0 1.6 96.0 93.3 98.3 95.9: 1.7 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 : 49: 1 3 3 37 34 41 37:
Old : 49: 1 3 3 37 34 41 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 : 50.8 40.9 68.4 59.6 48.5 36.1 58.9 46.1
Old : 50.8 40.9 68.4 59.6 48.5 36.1 58.9 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,790: 364 0 0 98,425 98,248 98,789 98,248: 1,001 1,542
Old : 99,790: 364 0 0 98,425 98,248 98,789 98,248: 1,001 1,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 98.6 98.5 99.0 98.5: 1.0 1.5
Old : 100.0: 0.4 0.0 0.0 98.6 98.5 99.0 98.5: 1.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 9 13 10 13:
Old : 20: 1 0 0 9 13 10 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 : 94.9 85.2 98.4 95.4 92.8 82.7 94.1 90.9
Old : 94.9 85.2 98.4 95.4 92.8 82.7 94.1 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,931: 0 0 0 95,992 93,616 95,992 93,616: 8,939 11,315
Old : 104,931: 0 0 0 95,992 93,616 95,992 93,616: 8,939 11,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,389: 0 0 0 2,853 1,572 2,853 1,572: -1,464 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.5 89.2 91.5 89.2: 8.5 10.8
Old : 100.0: 0.0 0.0 0.0 91.5 89.2 91.5 89.2: 8.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 18 21 18 21:
Old : 27: 0 0 0 18 21 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 56.2 72.9 72.5 54.3 47.4 64.6 61.5
Old : 58.9 56.2 72.9 72.5 54.3 47.4 64.6 61.5
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 228,205: 1,235 1,394 400 223,443 223,455 225,078 225,249: 3,127 2,956
Old : 228,205: 1,235 1,394 400 223,443 223,455 225,078 225,249: 3,127 2,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,392: 15 -529 155 1,057 1,611 1,227 1,237: 165 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.6 0.2 97.9 97.9 98.6 98.7: 1.4 1.3
Old : 100.0: 0.5 0.6 0.2 97.9 97.9 98.6 98.7: 1.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 1 1 25 33 27 35:
Old : 46: 2 1 1 25 33 27 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 : 63.6 41.1 82.8 57.9 59.5 40.2 74.1 53.7
Old : 63.6 41.1 82.8 57.9 59.5 40.2 74.1 53.7
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 51,090: 0 0 0 47,707 48,420 47,707 48,420: 3,383 2,670
Old : 51,090: 0 0 0 47,707 48,420 47,707 48,420: 3,383 2,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,255: 0 0 0 1,136 1,265 1,136 1,265: 119 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.4 94.8 93.4 94.8: 6.6 5.2
Old : 100.0: 0.0 0.0 0.0 93.4 94.8 93.4 94.8: 6.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 10 17 10 17:
Old : 21: 0 0 0 10 17 10 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 : 70.8 54.9 91.1 76.1 58.0 52.7 74.0 67.9
Old : 70.8 54.9 91.1 76.1 58.0 52.7 74.0 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 193,144: 0 0 0 189,397 188,524 189,397 188,524: 3,747 4,620
Old : 193,144: 0 0 0 189,397 188,524 189,397 188,524: 3,747 4,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 6,072: 0 0 0 7,840 4,936 7,840 4,936: -1,768 1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 97.6 98.1 97.6: 1.9 2.4
Old : 100.0: 0.0 0.0 0.0 98.1 97.6 98.1 97.6: 1.9 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: 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 : 59.9 66.3 78.2 84.9 56.5 61.4 72.8 78.0
Old : 59.9 66.3 78.2 84.9 56.5 61.4 72.8 78.0
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,634: 0 0 0 76,631 80,919 76,631 80,919: 6,003 1,715
Old : 82,634: 0 0 0 76,631 80,919 76,631 80,919: 6,003 1,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,964: 0 0 0 -1,371 1,935 -1,371 1,935: 3,335 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.7 97.9 92.7 97.9: 7.3 2.1
Old : 100.0: 0.0 0.0 0.0 92.7 97.9 92.7 97.9: 7.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 19 16 19 16:
Old : 23: 0 0 0 19 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 63.9 70.8 86.6 40.2 61.1 63.1 74.2
Old : 43.8 63.9 70.8 86.6 40.2 61.1 63.1 74.2
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 34,974: 4,402 0 0 28,716 34,248 33,118 34,248: 1,856 726
Old : 34,974: 4,402 0 0 28,716 34,248 33,118 34,248: 1,856 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,674: 124 0 0 1,426 1,674 1,550 1,674: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.0 0.0 82.1 97.9 94.7 97.9: 5.3 2.1
Old : 100.0: 12.6 0.0 0.0 82.1 97.9 94.7 97.9: 5.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 14 12 16 12:
Old : 22: 2 0 0 14 12 16 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 : 70.4 82.1 86.9 92.4 70.4 76.7 83.7 86.7
Old : 70.4 82.1 86.9 92.4 70.4 76.7 83.7 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 190,024: 4,242 0 345 178,662 182,712 183,249 183,057: 6,775 6,967
Old : 190,024: 4,242 0 345 178,662 182,712 183,249 183,057: 6,775 6,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,326: 775 0 7 284 1,603 1,066 1,610: 1,260 716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.2 94.0 96.2 96.4 96.3: 3.6 3.7
Old : 100.0: 2.2 0.0 0.2 94.0 96.2 96.4 96.3: 3.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 2 17 19 20 21:
Old : 26: 3 0 2 17 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 67.9 90.0 82.8 67.8 66.8 84.7 81.5
Old : 70.2 67.9 90.0 82.8 67.8 66.8 84.7 81.5
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 159,375: 0 4,069 5,337 141,282 137,996 146,619 147,402: 12,756 11,973
Old : 159,375: 0 4,069 5,337 141,282 137,996 146,619 147,402: 12,756 11,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 4,632: 0 1,815 1,157 2,447 1,860 3,604 4,832: 1,028 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 3.3 88.6 86.6 92.0 92.5: 8.0 7.5
Old : 100.0: 0.0 2.6 3.3 88.6 86.6 92.0 92.5: 8.0 7.5
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 : 39: 0 3 3 28 29 31 32:
Old : 39: 0 3 3 28 29 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 : 37.9 33.4 57.3 59.2 36.2 31.1 53.0 49.3
Old : 37.9 33.4 57.3 59.2 36.2 31.1 53.0 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBtu :
: : :
All : 45,947: 651 0 0 40,916 42,995 41,567 42,995: 4,380 2,952
Old : 45,947: 651 0 0 40,916 42,995 41,567 42,995: 4,380 2,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 609: 0 0 0 89 454 89 454: 520 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 89.1 93.6 90.5 93.6: 9.5 6.4
Old : 100.0: 1.4 0.0 0.0 89.1 93.6 90.5 93.6: 9.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 16 13 17 13:
Old : 20: 1 0 0 16 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 83.8 73.4 90.3 51.5 76.7 66.9 77.4
Old : 54.2 83.8 73.4 90.3 51.5 76.7 66.9 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,968: 540 310 0 39,367 39,266 39,907 39,576: 1,061 1,392
Old : 40,968: 540 310 0 39,367 39,266 39,907 39,576: 1,061 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,178: 0 0 0 1,054 682 1,054 682: 124 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.8 0.0 96.1 95.8 97.4 96.6: 2.6 3.4
Old : 100.0: 1.3 0.8 0.0 96.1 95.8 97.4 96.6: 2.6 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 : 25: 1 1 0 13 12 14 13:
Old : 25: 1 1 0 13 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 66.6 90.3 92.5 71.7 59.4 84.2 85.4
Old : 72.3 66.6 90.3 92.5 71.7 59.4 84.2 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 235,112: 145 1,060 4,239 225,173 223,364 229,557 228,663: 5,555 6,449
Old : 235,112: 145 1,060 4,239 225,173 223,364 229,557 228,663: 5,555 6,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 7,002: -203 -357 97 7,601 7,280 7,495 7,020: -493 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.5 1.8 95.8 95.0 97.6 97.3: 2.4 2.7
Old : 100.0: 0.1 0.5 1.8 95.8 95.0 97.6 97.3: 2.4 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 : 52: 1 2 3 34 35 37 38:
Old : 52: 1 2 3 34 35 37 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 : 51.3 40.9 70.9 61.8 50.1 36.3 69.0 56.0
Old : 51.3 40.9 70.9 61.8 50.1 36.3 69.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 132,742: 1,462 0 2 124,132 127,724 125,596 127,726: 7,146 5,016
Old : 132,742: 1,462 0 2 124,132 127,724 125,596 127,726: 7,146 5,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 3,086: 511 0 2 2,940 2,520 3,453 2,522: -367 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 93.5 96.2 94.6 96.2: 5.4 3.8
Old : 100.0: 1.1 0.0 0.0 93.5 96.2 94.6 96.2: 5.4 3.8
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 : 36: 2 0 1 29 28 31 29:
Old : 36: 2 0 1 29 28 31 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 : 53.3 53.2 69.7 78.1 39.8 46.3 53.0 64.6
Old : 53.3 53.2 69.7 78.1 39.8 46.3 53.0 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 29,317: 1,332 0 0 27,019 28,314 28,351 28,314: 966 1,003
Old : 29,317: 1,332 0 0 27,019 28,314 28,351 28,314: 966 1,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.0 92.2 96.6 96.7 96.6: 3.3 3.4
Old : 100.0: 4.5 0.0 0.0 92.2 96.6 96.7 96.6: 3.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 11 9 12 9:
Old : 20: 1 0 0 11 9 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 : 75.7 79.2 91.8 95.4 75.1 79.2 86.8 91.3
Old : 75.7 79.2 91.8 95.4 75.1 79.2 86.8 91.3
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, November 19, 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 : 165,271: 1,220 1,220 0 155,626 159,767 156,846 160,987: 8,425 4,284
Old : 165,271: 1,220 1,220 0 155,626 159,767 156,846 160,987: 8,425 4,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 69: 0 0 0 69 69 69 69: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.7 0.0 94.2 96.7 94.9 97.4: 5.1 2.6
Old : 100.0: 0.7 0.7 0.0 94.2 96.7 94.9 97.4: 5.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 17 18 18 19:
Old : 28: 1 1 0 17 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 65.6 83.1 85.7 60.4 51.2 69.5 67.1
Old : 72.4 65.6 83.1 85.7 60.4 51.2 69.5 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 36,537: 395 1,739 401 33,454 32,790 34,250 34,930: 2,287 1,607
Old : 36,537: 395 1,739 401 33,454 32,790 34,250 34,930: 2,287 1,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 4,954: 155 768 -126 4,281 4,370 4,310 5,012: 644 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.8 1.1 91.6 89.7 93.7 95.6: 6.3 4.4
Old : 100.0: 1.1 4.8 1.1 91.6 89.7 93.7 95.6: 6.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 9 18 11 19:
Old : 25: 1 1 1 9 18 11 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 : 85.0 49.7 91.5 73.7 83.6 46.5 86.5 68.0
Old : 85.0 49.7 91.5 73.7 83.6 46.5 86.5 68.0
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, November 19, 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 : 281,969: 0 0 0 266,833 280,962 266,833 280,962: 15,136 1,007
Old : 281,969: 0 0 0 266,833 280,962 266,833 280,962: 15,136 1,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,773: 0 0 0 1,559 1,708 1,559 1,708: 214 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.6 99.6 94.6 99.6: 5.4 0.4
Old : 100.0: 0.0 0.0 0.0 94.6 99.6 94.6 99.6: 5.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 26 16 26 16:
Old : 34: 0 0 0 26 16 26 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 : 45.2 73.0 65.9 96.0 44.9 73.0 64.0 95.5
Old : 45.2 73.0 65.9 96.0 44.9 73.0 64.0 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 111,272: 10,653 8,774 142 91,395 99,649 102,190 108,565: 9,082 2,707
Old : 111,272: 10,653 8,774 142 91,395 99,649 102,190 108,565: 9,082 2,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 7.9 0.1 82.1 89.6 91.8 97.6: 8.2 2.4
Old : 100.0: 9.6 7.9 0.1 82.1 89.6 91.8 97.6: 8.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 12 13 14 15:
Old : 24: 2 1 1 12 13 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 70.4 83.2 88.5 64.2 70.4 80.7 87.0
Old : 64.2 70.4 83.2 88.5 64.2 70.4 80.7 87.0
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 211,675: 0 0 0 207,929 208,575 207,929 208,575: 3,746 3,100
Old : 211,675: 0 0 0 207,929 208,575 207,929 208,575: 3,746 3,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,407: 0 0 0 2,593 2,957 2,593 2,957: -186 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 98.5 98.2 98.5: 1.8 1.5
Old : 100.0: 0.0 0.0 0.0 98.2 98.5 98.2 98.5: 1.8 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 : 31: 0 0 0 21 24 21 24:
Old : 31: 0 0 0 21 24 21 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 : 64.1 52.9 85.5 76.7 52.6 46.7 64.1 62.0
Old : 64.1 52.9 85.5 76.7 52.6 46.7 64.1 62.0
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, November 19, 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 : 30,958: 3,969 1,921 4,396 22,295 24,601 30,661 30,917: 297 41
Old : 30,958: 3,969 1,921 4,396 22,295 24,601 30,661 30,917: 297 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -324: -81 373 -190 -31 -484 -302 -301: -22 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 6.2 14.2 72.0 79.5 99.0 99.9: 1.0 0.1
Old : 100.0: 12.8 6.2 14.2 72.0 79.5 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 8 18 29 30 47 48:
Old : 49: 10 8 18 29 30 47 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 : 48.7 48.3 70.2 67.5 20.8 21.4 25.1 25.7
Old : 48.7 48.3 70.2 67.5 20.8 21.4 25.1 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 41,467: 8,215 595 720 32,523 40,152 41,458 41,467: 9 0
Old : 41,467: 8,215 595 720 32,523 40,152 41,458 41,467: 9 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 3,409: 825 -306 -144 2,728 3,859 3,409 3,409: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 1.4 1.7 78.4 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 19.8 1.4 1.7 78.4 96.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 6 8 26 24 37 34:
Old : 40: 6 6 8 26 24 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 58.7 78.3 83.3 46.5 51.5 64.7 67.8
Old : 50.4 58.7 78.3 83.3 46.5 51.5 64.7 67.8
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 29,588: 4,572 375 578 24,438 28,635 29,588 29,588: 0 0
Old : 29,588: 4,572 375 578 24,438 28,635 29,588 29,588: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,085: 247 -75 -197 2,109 2,367 2,159 2,095: -74 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.3 2.0 82.6 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 15.5 1.3 2.0 82.6 96.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 2 4 19 18 25 23:
Old : 30: 5 2 4 19 18 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 : 59.7 75.4 81.8 88.1 59.5 70.9 77.1 81.5
Old : 59.7 75.4 81.8 88.1 59.5 70.9 77.1 81.5
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, November 19, 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 : 137,895: 5,516 8,495 10,807 121,142 118,163 137,465 137,465: 430 430
Old : 137,895: 5,516 8,495 10,807 121,142 118,163 137,465 137,465: 430 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,856: -244 63 102 1,994 1,691 1,852 1,856: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 6.2 7.8 87.9 85.7 99.7 99.7: 0.3 0.3
Old : 100.0: 4.0 6.2 7.8 87.9 85.7 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 11 9 8 33 35 46 50:
Old : 59: 11 9 8 33 35 46 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 41.6 68.3 60.9 37.4 26.9 41.7 37.8
Old : 51.6 41.6 68.3 60.9 37.4 26.9 41.7 37.8
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, November 19, 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 : 74,584: 1,000 1,382 3,019 70,534 70,182 74,554 74,584: 30 0
Old : 74,584: 1,000 1,382 3,019 70,534 70,182 74,554 74,584: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,494: 275 -15 21 1,167 1,511 1,464 1,518: 30 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.9 4.0 94.6 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 1.9 4.0 94.6 94.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 7 6 22 23 31 32:
Old : 38: 5 7 6 22 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 : 61.5 70.7 82.5 85.6 61.3 61.8 69.3 68.0
Old : 61.5 70.7 82.5 85.6 61.3 61.8 69.3 68.0
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, November 19, 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 : 34,481: 350 650 225 33,906 33,606 34,481 34,481: 0 0
Old : 34,481: 350 650 225 33,906 33,606 34,481 34,481: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 589: -50 50 75 564 464 589 589: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.9 0.7 98.3 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 1.9 0.7 98.3 97.5 100.0 100.0: 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 : 24: 3 1 3 11 16 14 20:
Old : 24: 3 1 3 11 16 14 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 : 88.4 82.8 96.7 93.6 79.7 71.6 83.7 80.9
Old : 88.4 82.8 96.7 93.6 79.7 71.6 83.7 80.9
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 67,364: 16,070 800 5,812 45,156 60,722 67,038 67,334: 326 30
Old : 67,364: 16,070 800 5,812 45,156 60,722 67,038 67,334: 326 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -514: 10 210 5 -289 -729 -274 -514: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 1.2 8.6 67.0 90.1 99.5 100.0: 0.5 0.0
Old : 100.0: 23.9 1.2 8.6 67.0 90.1 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 4 3 27 27 33 33:
Old : 39: 5 4 3 27 27 33 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 : 52.2 50.0 74.1 70.0 44.8 39.7 51.0 51.1
Old : 52.2 50.0 74.1 70.0 44.8 39.7 51.0 51.1
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 85,591: 26,209 1,843 4,781 53,742 78,750 84,732 85,374: 859 217
Old : 85,591: 26,209 1,843 4,781 53,742 78,750 84,732 85,374: 859 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 218: -48 180 -23 286 31 215 188: 3 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 2.2 5.6 62.8 92.0 99.0 99.7: 1.0 0.3
Old : 100.0: 30.6 2.2 5.6 62.8 92.0 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 : 45: 7 6 6 27 27 36 37:
Old : 45: 7 6 6 27 27 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 61.9 71.3 78.9 48.6 56.1 62.6 64.0
Old : 52.2 61.9 71.3 78.9 48.6 56.1 62.6 64.0
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 76,732: 3,693 751 1,301 70,815 74,607 75,809 76,659: 923 73
Old : 76,732: 3,693 751 1,301 70,815 74,607 75,809 76,659: 923 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 237: 0 350 -197 434 84 237 237: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.0 1.7 92.3 97.2 98.8 99.9: 1.2 0.1
Old : 100.0: 4.8 1.0 1.7 92.3 97.2 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 : 43: 4 2 2 28 27 33 30:
Old : 43: 4 2 2 28 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 : 46.3 73.6 67.3 84.4 44.9 73.5 63.0 80.3
Old : 46.3 73.6 67.3 84.4 44.9 73.5 63.0 80.3
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 98,043: 4,191 754 1,893 91,247 95,381 97,331 98,028: 712 15
Old : 98,043: 4,191 754 1,893 91,247 95,381 97,331 98,028: 712 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 438: 25 300 -186 599 324 438 438: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.8 1.9 93.1 97.3 99.3 100.0: 0.7 0.0
Old : 100.0: 4.3 0.8 1.9 93.1 97.3 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 : 45: 5 2 4 30 30 36 35:
Old : 45: 5 2 4 30 30 36 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 : 45.9 69.9 67.2 84.3 45.6 69.6 65.2 81.4
Old : 45.9 69.9 67.2 84.3 45.6 69.6 65.2 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,988: 400 420 0 42,448 42,298 42,848 42,718: 140 270
Old : 42,988: 400 420 0 42,448 42,298 42,848 42,718: 140 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 350: 0 0 0 350 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.0 0.0 98.7 98.4 99.7 99.4: 0.3 0.6
Old : 100.0: 0.9 1.0 0.0 98.7 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 : 28: 1 1 0 19 22 20 23:
Old : 28: 1 1 0 19 22 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 84.9 87.2 93.3 63.2 82.0 77.6 86.0
Old : 69.1 84.9 87.2 93.3 63.2 82.0 77.6 86.0
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 26,238: 350 747 13 25,609 25,358 25,972 26,118: 266 120
Old : 26,238: 350 747 13 25,609 25,358 25,972 26,118: 266 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 450: 0 50 0 450 400 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.8 0.0 97.6 96.6 99.0 99.5: 1.0 0.5
Old : 100.0: 1.3 2.8 0.0 97.6 96.6 99.0 99.5: 1.0 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 : 26: 1 2 2 19 19 21 22:
Old : 26: 1 2 2 19 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 66.6 79.5 86.4 50.7 58.3 63.6 66.7
Old : 59.7 66.6 79.5 86.4 50.7 58.3 63.6 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 79,492: 23,339 683 2,261 53,573 76,413 79,173 79,357: 319 135
Old : 79,492: 23,339 683 2,261 53,573 76,413 79,173 79,357: 319 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,620: 828 78 27 780 1,515 1,634 1,620: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 0.9 2.8 67.4 96.1 99.6 99.8: 0.4 0.2
Old : 100.0: 29.4 0.9 2.8 67.4 96.1 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: 19 1 11 32 32 52 43:
Old : 55: 19 1 11 32 32 52 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 49.9 53.2 72.4 18.9 20.3 28.3 33.1
Old : 34.5 49.9 53.2 72.4 18.9 20.3 28.3 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,976: 9,936 110 750 18,004 27,774 28,690 28,634: 286 342
Old : 28,976: 9,936 110 750 18,004 27,774 28,690 28,634: 286 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 96: 0 0 0 96 96 96 96: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 0.4 2.6 62.1 95.9 99.0 98.8: 1.0 1.2
Old : 100.0: 34.3 0.4 2.6 62.1 95.9 99.0 98.8: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 1 4 21 22 28 26:
Old : 32: 6 1 4 21 22 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 : 46.3 61.0 74.8 76.5 43.9 45.4 60.9 58.4
Old : 46.3 61.0 74.8 76.5 43.9 45.4 60.9 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,016: 400 370 50 48,421 48,386 48,871 48,806: 145 210
Old : 49,016: 400 370 50 48,421 48,386 48,871 48,806: 145 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 355: 0 0 0 355 355 355 355: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.8 0.1 98.8 98.7 99.7 99.6: 0.3 0.4
Old : 100.0: 0.8 0.8 0.1 98.8 98.7 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 20 23 22 24:
Old : 31: 1 1 1 20 23 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 82.4 82.0 92.5 49.2 78.2 67.5 81.3
Old : 54.8 82.4 82.0 92.5 49.2 78.2 67.5 81.3
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 40,533: 605 1,460 120 38,864 38,859 39,589 40,439: 944 94
Old : 40,533: 605 1,460 120 38,864 38,859 39,589 40,439: 944 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 601: 0 25 0 576 576 576 601: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.6 0.3 95.9 95.9 97.7 99.8: 2.3 0.2
Old : 100.0: 1.5 3.6 0.3 95.9 95.9 97.7 99.8: 2.3 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 : 29: 3 4 2 21 21 24 27:
Old : 29: 3 4 2 21 21 24 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 : 57.4 47.3 75.1 71.3 34.5 25.9 42.3 40.5
Old : 57.4 47.3 75.1 71.3 34.5 25.9 42.3 40.5
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 62,753: 2,912 200 0 59,268 62,208 62,180 62,408: 573 345
Old : 62,753: 2,912 200 0 59,268 62,208 62,180 62,408: 573 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 575: -20 0 0 595 575 575 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.3 0.0 94.4 99.1 99.1 99.5: 0.9 0.5
Old : 100.0: 4.6 0.3 0.0 94.4 99.1 99.1 99.5: 0.9 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 : 30: 2 1 0 25 17 27 18:
Old : 30: 2 1 0 25 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 : 50.1 92.3 72.1 97.3 48.7 88.2 69.7 90.9
Old : 50.1 92.3 72.1 97.3 48.7 88.2 69.7 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 66,614: 3,259 3,300 60 63,015 63,074 66,334 66,434: 280 180
Old : 66,614: 3,259 3,300 60 63,015 63,074 66,334 66,434: 280 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,475: 0 0 0 1,475 1,475 1,475 1,475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.0 0.1 94.6 94.7 99.6 99.7: 0.4 0.3
Old : 100.0: 4.9 5.0 0.1 94.6 94.7 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 1 25 18 28 20:
Old : 32: 3 1 1 25 18 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 83.6 72.5 95.7 49.3 80.8 68.1 88.6
Old : 51.4 83.6 72.5 95.7 49.3 80.8 68.1 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 81,916: 1,400 1,045 186 80,065 80,685 81,651 81,916: 265 0
Old : 81,916: 1,400 1,045 186 80,065 80,685 81,651 81,916: 265 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 858: 336 514 -193 715 537 858 858: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.3 0.2 97.7 98.5 99.7 100.0: 0.3 0.0
Old : 100.0: 1.7 1.3 0.2 97.7 98.5 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 : 41: 2 3 3 27 27 31 31:
Old : 41: 2 3 3 27 27 31 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 : 61.3 53.3 78.8 77.9 59.8 52.0 73.7 72.6
Old : 61.3 53.3 78.8 77.9 59.8 52.0 73.7 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 104,606: 1,664 5,168 874 101,712 98,547 104,251 104,590: 355 16
Old : 104,606: 1,664 5,168 874 101,712 98,547 104,251 104,590: 355 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,381: -254 -110 261 1,369 1,230 1,376 1,381: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.9 0.8 97.2 94.2 99.7 100.0: 0.3 0.0
Old : 100.0: 1.6 4.9 0.8 97.2 94.2 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 : 60: 4 15 6 31 31 40 47:
Old : 60: 4 15 6 31 31 40 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 : 53.0 47.1 71.6 75.5 52.1 46.8 65.4 63.7
Old : 53.0 47.1 71.6 75.5 52.1 46.8 65.4 63.7
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 56,323: 150 4,156 275 55,878 51,892 56,303 56,323: 20 0
Old : 56,323: 150 4,156 275 55,878 51,892 56,303 56,323: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 460: 50 375 0 410 85 460 460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 7.4 0.5 99.2 92.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 7.4 0.5 99.2 92.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 5 2 15 16 17 22:
Old : 28: 1 5 2 15 16 17 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 : 76.8 87.6 95.8 95.2 76.6 85.8 92.9 91.3
Old : 76.8 87.6 95.8 95.2 76.6 85.8 92.9 91.3
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 50,540: 125 470 340 50,075 49,730 50,540 50,540: 0 0
Old : 50,540: 125 470 340 50,075 49,730 50,540 50,540: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 560: 75 0 -75 560 635 560 560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.9 0.7 99.1 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.9 0.7 99.1 98.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 2 13 8 15 12:
Old : 23: 1 3 2 13 8 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 98.0 97.5 99.5 81.7 96.8 97.0 97.9
Old : 81.9 98.0 97.5 99.5 81.7 96.8 97.0 97.9
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 62,702: 1,427 1,956 1,512 59,711 59,082 62,650 62,550: 52 152
Old : 62,702: 1,427 1,956 1,512 59,711 59,082 62,650 62,550: 52 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 175: -3 0 5 173 170 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.1 2.4 95.2 94.2 99.9 99.8: 0.1 0.2
Old : 100.0: 2.3 3.1 2.4 95.2 94.2 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 1 3 23 23 30 26:
Old : 33: 6 1 3 23 23 30 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 : 47.5 84.1 73.1 93.4 46.2 80.5 67.2 83.3
Old : 47.5 84.1 73.1 93.4 46.2 80.5 67.2 83.3
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 64,398: 2,076 1,522 5,378 56,588 57,380 64,042 64,280: 356 118
Old : 64,398: 2,076 1,522 5,378 56,588 57,380 64,042 64,280: 356 118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 741: -6 25 -26 767 742 735 741: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.4 8.4 87.9 89.1 99.4 99.8: 0.6 0.2
Old : 100.0: 3.2 2.4 8.4 87.9 89.1 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 3 3 24 25 33 30:
Old : 38: 8 3 3 24 25 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 : 47.5 72.2 71.3 83.6 45.6 63.9 61.9 69.4
Old : 47.5 72.2 71.3 83.6 45.6 63.9 61.9 69.4
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 28,785: 990 450 80 27,563 28,199 28,633 28,729: 152 56
Old : 28,785: 990 450 80 27,563 28,199 28,633 28,729: 152 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 360: 0 0 0 380 360 380 360: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.6 0.3 95.8 98.0 99.5 99.8: 0.5 0.2
Old : 100.0: 3.4 1.6 0.3 95.8 98.0 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 18 13 20 14:
Old : 23: 1 1 1 18 13 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 81.0 81.1 96.1 63.3 74.0 77.8 86.6
Old : 64.8 81.0 81.1 96.1 63.3 74.0 77.8 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 28,460: 875 0 0 27,379 28,348 28,254 28,348: 206 112
Old : 28,460: 875 0 0 27,379 28,348 28,254 28,348: 206 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 235: 0 0 0 235 225 235 225: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 96.2 99.6 99.3 99.6: 0.7 0.4
Old : 100.0: 3.1 0.0 0.0 96.2 99.6 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 : 23: 1 0 0 19 11 20 11:
Old : 23: 1 0 0 19 11 20 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 84.5 78.1 98.1 61.8 76.7 73.9 85.9
Old : 62.8 84.5 78.1 98.1 61.8 76.7 73.9 85.9
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 33,568: 389 1,874 889 32,275 30,805 33,553 33,568: 15 0
Old : 33,568: 389 1,874 889 32,275 30,805 33,553 33,568: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 381: -210 240 25 565 116 380 381: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 5.6 2.6 96.1 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 5.6 2.6 96.1 91.8 100.0 100.0: 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 : 35: 3 3 3 20 25 24 30:
Old : 35: 3 3 3 20 25 24 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 : 66.1 57.2 83.2 76.3 58.1 55.4 72.9 68.3
Old : 66.1 57.2 83.2 76.3 58.1 55.4 72.9 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,370: 325 2,822 275 21,309 19,173 21,909 22,270: 461 100
Old : 22,370: 325 2,822 275 21,309 19,173 21,909 22,270: 461 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 255: 0 180 0 135 75 135 255: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 12.6 1.2 95.3 85.7 97.9 99.6: 2.1 0.4
Old : 100.0: 1.5 12.6 1.2 95.3 85.7 97.9 99.6: 2.1 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 : 24: 1 4 1 14 16 15 21:
Old : 24: 1 4 1 14 16 15 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 : 78.0 72.8 91.3 87.7 77.7 71.0 88.1 83.9
Old : 78.0 72.8 91.3 87.7 77.7 71.0 88.1 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 58,629: 2,176 3,312 917 55,434 54,384 58,527 58,613: 102 16
Old : 58,629: 2,176 3,312 917 55,434 54,384 58,527 58,613: 102 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 662: 71 350 -127 687 456 631 679: 31 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.6 1.6 94.6 92.8 99.8 100.0: 0.2 0.0
Old : 100.0: 3.7 5.6 1.6 94.6 92.8 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 : 44: 5 5 6 30 29 38 37:
Old : 44: 5 5 6 30 29 38 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 : 61.3 64.5 73.1 81.2 47.1 55.9 58.4 65.8
Old : 61.3 64.5 73.1 81.2 47.1 55.9 58.4 65.8
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 39,975: 433 1,941 1,142 38,028 36,772 39,603 39,855: 372 120
Old : 39,975: 433 1,941 1,142 38,028 36,772 39,603 39,855: 372 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 409: -84 36 84 409 289 409 409: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.9 2.9 95.1 92.0 99.1 99.7: 0.9 0.3
Old : 100.0: 1.1 4.9 2.9 95.1 92.0 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 : 34: 1 4 4 24 19 28 24:
Old : 34: 1 4 4 24 19 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 69.8 81.6 84.7 58.8 65.2 69.0 74.2
Old : 67.0 69.8 81.6 84.7 58.8 65.2 69.0 74.2
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,527: 2,315 300 100 19,962 22,112 22,377 22,512: 150 15
Old : 22,527: 2,315 300 100 19,962 22,112 22,377 22,512: 150 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,275: 650 0 0 625 1,275 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.3 0.4 88.6 98.2 99.3 99.9: 0.7 0.1
Old : 100.0: 10.3 1.3 0.4 88.6 98.2 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 1 16 14 20 16:
Old : 25: 4 1 1 16 14 20 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 : 66.8 80.3 85.6 90.7 58.9 75.8 74.0 80.5
Old : 66.8 80.3 85.6 90.7 58.9 75.8 74.0 80.5
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,506: 50 1,270 280 11,959 10,934 12,289 12,484: 217 22
Old : 12,506: 50 1,270 280 11,959 10,934 12,289 12,484: 217 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 17: 0 0 0 0 0 0 0: 17 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 10.2 2.2 95.6 87.4 98.3 99.8: 1.7 0.2
Old : 100.0: 0.4 10.2 2.2 95.6 87.4 98.3 99.8: 1.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 1 14 13 16 17:
Old : 23: 1 4 1 14 13 16 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 : 66.5 75.8 87.0 91.1 56.5 70.5 73.1 77.6
Old : 66.5 75.8 87.0 91.1 56.5 70.5 73.1 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,656: 50 1,670 205 12,281 10,781 12,536 12,656: 120 0
Old : 12,656: 50 1,670 205 12,281 10,781 12,536 12,656: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 13.2 1.6 97.0 85.2 99.1 100.0: 0.9 0.0
Old : 100.0: 0.4 13.2 1.6 97.0 85.2 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 1 15 13 17 17:
Old : 24: 1 4 1 15 13 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 : 63.7 76.2 86.0 91.4 54.9 72.8 72.9 79.8
Old : 63.7 76.2 86.0 91.4 54.9 72.8 72.9 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,253: 2,135 375 530 14,409 16,323 17,074 17,228: 179 25
Old : 17,253: 2,135 375 530 14,409 16,323 17,074 17,228: 179 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 775: 40 0 15 720 760 775 775: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 2.2 3.1 83.5 94.6 99.0 99.9: 1.0 0.1
Old : 100.0: 12.4 2.2 3.1 83.5 94.6 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 3 17 16 20 20:
Old : 29: 2 2 3 17 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 66.5 81.3 84.7 56.4 58.3 75.3 72.1
Old : 57.7 66.5 81.3 84.7 56.4 58.3 75.3 72.1
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,981: 2,205 375 495 13,927 16,078 16,627 16,948: 354 33
Old : 16,981: 2,205 375 495 13,927 16,078 16,627 16,948: 354 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 685: 40 0 -75 720 760 685 685: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 2.2 2.9 82.0 94.7 97.9 99.8: 2.1 0.2
Old : 100.0: 13.0 2.2 2.9 82.0 94.7 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 : 28: 2 2 3 16 16 19 20:
Old : 28: 2 2 3 16 16 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 66.1 82.6 84.6 57.5 56.2 75.8 71.8
Old : 60.1 66.1 82.6 84.6 57.5 56.2 75.8 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,483: 405 1,060 3,235 38,778 38,128 42,418 42,423: 65 60
Old : 42,483: 405 1,060 3,235 38,778 38,128 42,418 42,423: 65 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 205: -280 135 280 205 -250 205 165: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.5 7.6 91.3 89.7 99.8 99.9: 0.2 0.1
Old : 100.0: 1.0 2.5 7.6 91.3 89.7 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 3 3 23 15 29 20:
Old : 36: 5 3 3 23 15 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 : 64.4 72.8 79.2 90.6 57.9 65.3 69.3 76.6
Old : 64.4 72.8 79.2 90.6 57.9 65.3 69.3 76.6
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,296: 815 925 3,100 38,313 38,271 42,228 42,296: 68 0
Old : 42,296: 815 925 3,100 38,313 38,271 42,228 42,296: 68 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 315: -465 0 465 315 -150 315 315: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.2 7.3 90.6 90.5 99.8 100.0: 0.2 0.0
Old : 100.0: 1.9 2.2 7.3 90.6 90.5 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 7 2 4 23 17 30 23:
Old : 37: 7 2 4 23 17 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 74.7 77.5 90.8 56.5 67.2 67.8 77.7
Old : 63.7 74.7 77.5 90.8 56.5 67.2 67.8 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 111,139: 1,970 10,837 1,424 107,685 98,838 111,079 111,099: 60 40
Old : 111,139: 1,970 10,837 1,424 107,685 98,838 111,079 111,099: 60 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 490: -165 -395 45 570 840 450 490: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 9.8 1.3 96.9 88.9 99.9 100.0: 0.1 0.0
Old : 100.0: 1.8 9.8 1.3 96.9 88.9 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 8 6 38 33 48 44:
Old : 59: 7 8 6 38 33 48 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 : 36.1 48.5 59.5 71.6 32.4 45.7 55.6 62.9
Old : 36.1 48.5 59.5 71.6 32.4 45.7 55.6 62.9
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 124,421: 1,900 9,716 1,917 120,589 112,788 124,406 124,421: 15 0
Old : 124,421: 1,900 9,716 1,917 120,589 112,788 124,406 124,421: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 962: -75 -370 40 997 1,292 962 962: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 7.8 1.5 96.9 90.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 7.8 1.5 96.9 90.7 100.0 100.0: 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 : 64: 7 12 7 39 36 52 49:
Old : 64: 7 12 7 39 36 52 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 49.0 53.9 71.1 28.3 43.7 46.7 60.0
Old : 31.4 49.0 53.9 71.1 28.3 43.7 46.7 60.0
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 513,054: 23,870 28,778 60,375 428,244 422,863 512,489 512,016: 565 1,038
Old : 513,054: 23,870 28,778 60,375 428,244 422,863 512,489 512,016: 565 1,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,427: 3,124 -569 -643 100 3,016 2,580 1,804: -153 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.6 11.8 83.5 82.4 99.9 99.8: 0.1 0.2
Old : 100.0: 4.7 5.6 11.8 83.5 82.4 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 21 20 19 41 41 70 73:
Old : 88: 21 20 19 41 41 70 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 39.7 63.6 62.6 15.4 16.1 20.2 21.8
Old : 44.3 39.7 63.6 62.6 15.4 16.1 20.2 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,426: 3,915 0 0 12,497 16,426 16,412 16,426: 14 0
Old : 16,426: 3,915 0 0 12,497 16,426 16,412 16,426: 14 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 145: 0 0 0 145 145 145 145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 0.0 0.0 76.1 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 23.8 0.0 0.0 76.1 100.0 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 : 28: 5 0 0 19 12 24 12:
Old : 28: 5 0 0 19 12 24 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 : 57.5 91.7 77.0 98.9 56.5 88.0 75.9 94.5
Old : 57.5 91.7 77.0 98.9 56.5 88.0 75.9 94.5
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,053: 3,575 210 60 12,204 15,783 15,839 16,053: 214 0
Old : 16,053: 3,575 210 60 12,204 15,783 15,839 16,053: 214 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 140: 0 0 0 140 140 140 140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 1.3 0.4 76.0 98.3 98.7 100.0: 1.3 0.0
Old : 100.0: 22.3 1.3 0.4 76.0 98.3 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 1 19 11 23 12:
Old : 26: 3 1 1 19 11 23 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 : 59.5 91.5 79.6 98.4 58.5 87.9 76.4 92.1
Old : 59.5 91.5 79.6 98.4 58.5 87.9 76.4 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 3,390: 800 200 0 2,583 3,190 3,383 3,390: 7 0
Old : 3,390: 800 200 0 2,583 3,190 3,383 3,390: 7 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 283: 0 0 0 283 283 283 283: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 5.9 0.0 76.2 94.1 99.8 100.0: 0.2 0.0
Old : 100.0: 23.6 5.9 0.0 76.2 94.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 0 12 14 15 15:
Old : 25: 3 1 0 12 14 15 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 : 48.4 63.3 77.9 85.4 46.0 63.3 69.9 81.0
Old : 48.4 63.3 77.9 85.4 46.0 63.3 69.9 81.0
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 2,285: 337 0 255 1,380 1,640 1,972 1,895: 313 390
Old : 2,285: 337 0 255 1,380 1,640 1,972 1,895: 313 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 85: 1 0 -2 66 55 65 53: 20 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.0 11.2 60.4 71.8 86.3 82.9: 13.7 17.1
Old : 100.0: 14.7 0.0 11.2 60.4 71.8 86.3 82.9: 13.7 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 4 14 19 18 23:
Old : 23: 4 0 4 14 19 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 30.2 63.0 49.8 27.2 20.3 35.8 30.0
Old : 38.7 30.2 63.0 49.8 27.2 20.3 35.8 30.0
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, November 19, 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 : 5,142: 576 566 187 3,680 3,478 4,443 4,231: 699 911
Old : 5,142: 576 566 187 3,680 3,478 4,443 4,231: 699 911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 208: 56 93 4 151 127 211 224: -3 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.0 3.6 71.6 67.6 86.4 82.3: 13.6 17.7
Old : 100.0: 11.2 11.0 3.6 71.6 67.6 86.4 82.3: 13.6 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 6 6 20 22 27 30:
Old : 33: 3 6 6 20 22 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 32.3 57.3 48.1 29.1 23.1 37.9 29.9
Old : 36.3 32.3 57.3 48.1 29.1 23.1 37.9 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 35,442: 5,247 35 35 30,000 35,221 35,282 35,291: 160 151
Old : 35,442: 5,247 35 35 30,000 35,221 35,282 35,291: 160 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 496: 0 35 0 561 491 561 526: -65 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.1 0.1 84.6 99.4 99.5 99.6: 0.5 0.4
Old : 100.0: 14.8 0.1 0.1 84.6 99.4 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 1 1 39 40 42 42:
Old : 48: 3 1 1 39 40 42 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 48.8 65.7 66.7 39.2 40.7 53.7 54.4
Old : 41.5 48.8 65.7 66.7 39.2 40.7 53.7 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 15,269: 93 0 137 14,911 14,317 15,141 14,454: 128 815
Old : 15,269: 93 0 137 14,911 14,317 15,141 14,454: 128 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 432: 20 0 -20 437 224 437 204: -5 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.9 97.7 93.8 99.2 94.7: 0.8 5.3
Old : 100.0: 0.6 0.0 0.9 97.7 93.8 99.2 94.7: 0.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 1 22 24 24 25:
Old : 31: 2 0 1 22 24 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 50.7 86.2 70.9 45.4 29.7 51.5 40.9
Old : 75.0 50.7 86.2 70.9 45.4 29.7 51.5 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 11,995: 521 382 666 10,004 10,623 11,191 11,671: 804 324
Old : 11,995: 521 382 666 10,004 10,623 11,191 11,671: 804 324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 471: -22 268 -72 575 265 481 461: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.2 5.6 83.4 88.6 93.3 97.3: 6.7 2.7
Old : 100.0: 4.3 3.2 5.6 83.4 88.6 93.3 97.3: 6.7 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 : 45: 5 2 3 31 32 37 36:
Old : 45: 5 2 3 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 : 31.4 50.5 49.7 71.4 19.1 31.4 31.8 43.6
Old : 31.4 50.5 49.7 71.4 19.1 31.4 31.8 43.6
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, November 19, 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 : 39,754: 3,649 942 498 34,687 38,274 38,834 39,714: 920 40
Old : 39,754: 3,649 942 498 34,687 38,274 38,834 39,714: 920 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,146: 312 -245 31 803 1,360 1,146 1,146: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 2.4 1.3 87.3 96.3 97.7 99.9: 2.3 0.1
Old : 100.0: 9.2 2.4 1.3 87.3 96.3 97.7 99.9: 2.3 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 : 54: 4 4 3 28 39 35 43:
Old : 54: 4 4 3 28 39 35 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 47.3 83.0 65.3 72.1 46.1 80.1 61.2
Old : 72.1 47.3 83.0 65.3 72.1 46.1 80.1 61.2
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, November 19, 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 : 60,557: 3,421 1,530 3,267 53,371 55,143 60,059 59,940: 498 617
Old : 60,557: 3,421 1,530 3,267 53,371 55,143 60,059 59,940: 498 617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 456: -574 37 286 618 -3 330 320: 126 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.5 5.4 88.1 91.1 99.2 99.0: 0.8 1.0
Old : 100.0: 5.6 2.5 5.4 88.1 91.1 99.2 99.0: 0.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 12 9 14 64 64 81 82:
Old : 95: 12 9 14 64 64 81 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 : 33.0 48.4 46.8 58.1 29.3 44.5 39.3 49.5
Old : 33.0 48.4 46.8 58.1 29.3 44.5 39.3 49.5
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Metric Tonnes :
: : :
All : 1,730: 244 0 112 795 1,305 1,151 1,417: 579 313
Old : 1,730: 244 0 112 795 1,305 1,151 1,417: 579 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 6.5 46.0 75.4 66.5 81.9: 33.5 18.1
Old : 100.0: 14.1 0.0 6.5 46.0 75.4 66.5 81.9: 33.5 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 2 12 14 16 16:
Old : 20: 4 0 2 12 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 49.1 53.6 66.1 25.3 42.5 33.9 52.0
Old : 31.4 49.1 53.6 66.1 25.3 42.5 33.9 52.0
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 264,435: 2,295 205,887 991 254,087 19,864 257,373 226,742: 7,062 37,693
Old : 264,435: 2,295 205,887 991 254,087 19,864 257,373 226,742: 7,062 37,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 4,888: 300 5,263 -300 4,648 0 4,648 4,963: 240 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 77.9 0.4 96.1 7.5 97.3 85.7: 2.7 14.3
Old : 100.0: 0.9 77.9 0.4 96.1 7.5 97.3 85.7: 2.7 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 6 2 12 7 14 14:
Old : 20: 1 6 2 12 7 14 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 : 85.5 77.5 93.9 84.0 85.3 77.5 92.9 83.5
Old : 85.5 77.5 93.9 84.0 85.3 77.5 92.9 83.5
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 23,306: 0 0 0 23,261 23,261 23,261 23,261: 45 45
Old : 23,306: 0 0 0 23,261 23,261 23,261 23,261: 45 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -5,038: 0 0 0 -5,033 -5,053 -5,033 -5,053: -5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.8 99.8 99.8: 0.2 0.2
Old : 100.0: 0.0 0.0 0.0 99.8 99.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 25 22 25 22:
Old : 32: 0 0 0 25 22 25 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 : 57.1 60.2 80.7 79.2 57.1 55.5 75.0 71.8
Old : 57.1 60.2 80.7 79.2 57.1 55.5 75.0 71.8
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 11,795: 90 735 55 11,455 10,865 11,600 11,655: 195 140
Old : 11,795: 90 735 55 11,455 10,865 11,600 11,655: 195 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.2 0.5 97.1 92.1 98.3 98.8: 1.7 1.2
Old : 100.0: 0.8 6.2 0.5 97.1 92.1 98.3 98.8: 1.7 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 : 20: 1 3 2 10 13 13 16:
Old : 20: 1 3 2 10 13 13 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 : 89.5 66.6 96.2 87.4 85.7 60.1 86.5 79.2
Old : 89.5 66.6 96.2 87.4 85.7 60.1 86.5 79.2
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, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 224,670: 0 0 0 215,660 212,406 215,660 212,406: 9,010 12,264
Old : 224,670: 0 0 0 215,660 212,406 215,660 212,406: 9,010 12,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,820: 0 0 0 1,755 1,629 1,755 1,629: 65 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.0 94.5 96.0 94.5: 4.0 5.5
Old : 100.0: 0.0 0.0 0.0 96.0 94.5 96.0 94.5: 4.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 13 19 13 19:
Old : 22: 0 0 0 13 19 13 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 : 83.8 58.4 92.9 79.9 80.4 58.4 85.7 79.2
Old : 83.8 58.4 92.9 79.9 80.4 58.4 85.7 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2019