CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 32,572: 7,079 6,932 700 24,790 24,940 32,569 32,572: 3 0
Old : 32,572: 7,079 6,932 700 24,790 24,940 32,569 32,572: 3 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -350: 600 0 -275 -675 -75 -350 -350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 21.3 2.1 76.1 76.6 100.0 100.0: 0.0 0.0
Old : 100.0: 21.7 21.3 2.1 76.1 76.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 2 1 19 12 32 15:
Old : 41: 13 2 1 19 12 32 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 : 48.3 72.1 68.5 91.9 43.9 71.0 64.1 88.7
Old : 48.3 72.1 68.5 91.9 43.9 71.0 64.1 88.7
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, December 10, 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 : 117,042: 46,820 26,282 14,391 55,395 75,932 116,605 116,605: 437 437
Old : 117,042: 46,820 26,282 14,391 55,395 75,932 116,605 116,605: 437 437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 906: -1,606 1,302 255 2,035 -868 684 689: 222 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 22.5 12.3 47.3 64.9 99.6 99.6: 0.4 0.4
Old : 100.0: 40.0 22.5 12.3 47.3 64.9 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 24 10 17 28 22 56 45:
Old : 64: 24 10 17 28 22 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 30.8 51.1 50.8 28.7 25.5 41.8 40.1
Old : 34.1 30.8 51.1 50.8 28.7 25.5 41.8 40.1
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, December 10, 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 : 65,277: 27,292 12,980 7,788 29,956 44,367 65,036 65,135: 240 141
Old : 65,277: 27,292 12,980 7,788 29,956 44,367 65,036 65,135: 240 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,223: 1,875 448 3 356 1,804 2,233 2,254: -9 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 19.9 11.9 45.9 68.0 99.6 99.8: 0.4 0.2
Old : 100.0: 41.8 19.9 11.9 45.9 68.0 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 : 52: 20 8 15 19 19 43 38:
Old : 52: 20 8 15 19 19 43 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 : 27.0 43.0 47.0 62.8 24.8 35.8 39.5 50.8
Old : 27.0 43.0 47.0 62.8 24.8 35.8 39.5 50.8
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 154,133: 41,634 24,301 4,185 108,314 125,647 154,133 154,133: 0 0
Old : 154,133: 41,634 24,301 4,185 108,314 125,647 154,133 154,133: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 525: 1,106 -1,434 -558 -23 2,517 525 525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 15.8 2.7 70.3 81.5 100.0 100.0: 0.0 0.0
Old : 100.0: 27.0 15.8 2.7 70.3 81.5 100.0 100.0: 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 : 30: 4 7 4 16 15 22 24:
Old : 30: 4 7 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 : 63.9 77.3 85.6 87.6 63.5 75.0 79.8 80.3
Old : 63.9 77.3 85.6 87.6 63.5 75.0 79.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 119,714: 18,596 53,198 3,187 97,931 63,329 119,714 119,714: 0 0
Old : 119,714: 18,596 53,198 3,187 97,931 63,329 119,714 119,714: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 874: 485 1,700 -150 539 -676 874 874: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 44.4 2.7 81.8 52.9 100.0 100.0: 0.0 0.0
Old : 100.0: 15.5 44.4 2.7 81.8 52.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.7 81.1 77.8 94.9 59.4 77.2 77.1 89.1
Old : 59.7 81.1 77.8 94.9 59.4 77.2 77.1 89.1
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, December 10, 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 : 32,557: 10,306 5,823 3,991 18,260 22,743 32,557 32,557: 0 0
Old : 32,557: 10,306 5,823 3,991 18,260 22,743 32,557 32,557: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 175: 501 0 -313 -13 488 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 17.9 12.3 56.1 69.9 100.0 100.0: 0.0 0.0
Old : 100.0: 31.7 17.9 12.3 56.1 69.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 9 3 4 10 12 23 17:
Old : 30: 9 3 4 10 12 23 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 : 41.5 53.3 66.7 78.1 37.0 37.4 52.8 55.1
Old : 41.5 53.3 66.7 78.1 37.0 37.4 52.8 55.1
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, December 10, 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 : 57,346: 6,430 2,985 1,715 49,201 52,646 57,346 57,346: 0 0
Old : 57,346: 6,430 2,985 1,715 49,201 52,646 57,346 57,346: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,666: 75 0 -75 -3,666 -3,591 -3,666 -3,666: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 5.2 3.0 85.8 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 11.2 5.2 3.0 85.8 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 : 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 : 49.5 65.7 79.0 82.8 34.7 35.7 45.8 48.4
Old : 49.5 65.7 79.0 82.8 34.7 35.7 45.8 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 16,402: 7,644 1,826 808 7,950 13,768 16,402 16,402: 0 0
Old : 16,402: 7,644 1,826 808 7,950 13,768 16,402 16,402: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,650: 1,150 25 -250 1,750 2,875 2,650 2,650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 11.1 4.9 48.5 83.9 100.0 100.0: 0.0 0.0
Old : 100.0: 46.6 11.1 4.9 48.5 83.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 3 2 7 11 18 15:
Old : 27: 10 3 2 7 11 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 67.1 78.5 91.6 56.8 63.5 74.5 83.9
Old : 59.9 67.1 78.5 91.6 56.8 63.5 74.5 83.9
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, December 10, 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 : 12,045: 1,031 2,750 164 10,850 9,131 12,045 12,045: 0 0
Old : 12,045: 1,031 2,750 164 10,850 9,131 12,045 12,045: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 98: -115 200 49 164 -151 98 98: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 22.8 1.4 90.1 75.8 100.0 100.0: 0.0 0.0
Old : 100.0: 8.6 22.8 1.4 90.1 75.8 100.0 100.0: 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 : 21: 3 3 2 11 8 14 13:
Old : 21: 3 3 2 11 8 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 83.9 93.5 97.8 74.1 83.0 88.8 91.7
Old : 74.1 83.9 93.5 97.8 74.1 83.0 88.8 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 19,763: 2,298 6,325 850 16,590 12,588 19,738 19,763: 25 0
Old : 19,763: 2,298 6,325 850 16,590 12,588 19,738 19,763: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 310: -100 325 0 410 -15 310 310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 32.0 4.3 83.9 63.7 99.9 100.0: 0.1 0.0
Old : 100.0: 11.6 32.0 4.3 83.9 63.7 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 7 4 12 9 18 18:
Old : 25: 4 7 4 12 9 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 81.5 85.2 92.3 58.4 80.5 83.7 89.7
Old : 58.9 81.5 85.2 92.3 58.4 80.5 83.7 89.7
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 45,231: 22,481 10,200 2,487 20,263 32,544 45,231 45,231: 0 0
Old : 45,231: 22,481 10,200 2,487 20,263 32,544 45,231 45,231: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 37: 37 0 0 0 37 37 37: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 22.6 5.5 44.8 72.0 100.0 100.0: 0.0 0.0
Old : 100.0: 49.7 22.6 5.5 44.8 72.0 100.0 100.0: 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 : 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 : 66.6 66.8 87.6 88.9 59.5 64.3 74.1 78.9
Old : 66.6 66.8 87.6 88.9 59.5 64.3 74.1 78.9
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, December 10, 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: 550 7,400 1,450 12,435 5,585 14,435 14,435: 0 0
Old : 14,435: 550 7,400 1,450 12,435 5,585 14,435 14,435: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 0: 0 -50 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 51.3 10.0 86.1 38.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.8 51.3 10.0 86.1 38.7 100.0 100.0: 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 : 20: 2 3 2 11 7 14 11:
Old : 20: 2 3 2 11 7 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 89.8 96.9 63.2 72.7 77.8 82.0
Old : 70.0 78.3 89.8 96.9 63.2 72.7 77.8 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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 33,374: 4,144 528 3,389 25,679 29,444 33,212 33,361: 162 13
Old : 33,374: 4,144 528 3,389 25,679 29,444 33,212 33,361: 162 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,195: 682 10 124 1,378 2,070 2,184 2,204: 11 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.6 10.2 76.9 88.2 99.5 100.0: 0.5 0.0
Old : 100.0: 12.4 1.6 10.2 76.9 88.2 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 : 37: 5 2 4 24 24 31 28:
Old : 37: 5 2 4 24 24 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 59.6 77.7 78.7 23.8 18.2 28.3 25.7
Old : 52.8 59.6 77.7 78.7 23.8 18.2 28.3 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 35,427: 2,002 2,568 4,195 28,266 28,612 34,463 35,375: 964 52
Old : 35,427: 2,002 2,568 4,195 28,266 28,612 34,463 35,375: 964 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,685: 208 1,121 55 1,422 509 1,685 1,685: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.2 11.8 79.8 80.8 97.3 99.9: 2.7 0.1
Old : 100.0: 5.7 7.2 11.8 79.8 80.8 97.3 99.9: 2.7 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 : 38: 3 5 3 23 22 28 28:
Old : 38: 3 5 3 23 22 28 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 : 46.5 48.6 64.5 74.6 36.4 34.8 49.4 50.1
Old : 46.5 48.6 64.5 74.6 36.4 34.8 49.4 50.1
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,013,162: 284,052 178,574 349,515 4,344,948 4,452,965 4,978,515 4,981,054: 34,647 32,108
Old : 5,013,162: 284,052 178,574 349,515 4,344,948 4,452,965 4,978,515 4,981,054: 34,647 32,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 69,760: -7,375 31,850 29,390 43,421 754 65,436 61,994: 4,324 7,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.6 7.0 86.7 88.8 99.3 99.4: 0.7 0.6
Old : 100.0: 5.7 3.6 7.0 86.7 88.8 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 40 26 49 147 116 206 172:
Old : 227: 40 26 49 147 116 206 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 42.0 44.1 57.9 26.5 40.8 39.5 56.1
Old : 27.8 42.0 44.1 57.9 26.5 40.8 39.5 56.1
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,213,756: 41,677 62,900 391,181 779,215 757,928 1,212,073 1,212,009: 1,683 1,747
Old : 1,213,756: 41,677 62,900 391,181 779,215 757,928 1,212,073 1,212,009: 1,683 1,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 11,595: 15,621 21,215 -2,287 -1,867 -7,323 11,466 11,604: 129 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 5.2 32.2 64.2 62.4 99.9 99.9: 0.1 0.1
Old : 100.0: 3.4 5.2 32.2 64.2 62.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 15 13 25 45 46 72 72:
Old : 76: 15 13 25 45 46 72 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 51.4 69.3 70.6 9.6 11.5 12.0 13.9
Old : 53.6 51.4 69.3 70.6 9.6 11.5 12.0 13.9
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, December 10, 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 : 257,072: 2,195 5,346 364 228,698 246,681 231,257 252,391: 25,815 4,681
Old : 257,072: 2,195 5,346 364 228,698 246,681 231,257 252,391: 25,815 4,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -10,169: 1,380 -430 120 -12,309 -6,916 -10,809 -7,226: 640 -2,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.1 0.1 89.0 96.0 90.0 98.2: 10.0 1.8
Old : 100.0: 0.9 2.1 0.1 89.0 96.0 90.0 98.2: 10.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 2 26 22 28 25:
Old : 33: 1 2 2 26 22 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 77.5 76.2 87.8 54.9 73.0 69.3 80.1
Old : 61.5 77.5 76.2 87.8 54.9 73.0 69.3 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 143,271: 1,096 2,690 1,270 133,996 125,692 136,362 129,652: 6,909 13,619
Old : 143,271: 1,096 2,690 1,270 133,996 125,692 136,362 129,652: 6,909 13,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -5,614: -2,308 -2,504 -234 -5,907 -760 -8,449 -3,498: 2,835 -2,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.9 0.9 93.5 87.7 95.2 90.5: 4.8 9.5
Old : 100.0: 0.8 1.9 0.9 93.5 87.7 95.2 90.5: 4.8 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 3 17 19 20 23:
Old : 30: 2 2 3 17 19 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 : 70.2 46.6 84.2 69.6 69.5 44.2 81.4 67.1
Old : 70.2 46.6 84.2 69.6 69.5 44.2 81.4 67.1
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, December 10, 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 : 328,685: 3,715 6,200 6,569 303,917 311,162 314,201 323,931: 14,484 4,754
Old : 328,685: 3,715 6,200 6,569 303,917 311,162 314,201 323,931: 14,484 4,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 8,606: -76 2,288 49 7,478 7,765 7,451 10,102: 1,155 -1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.9 2.0 92.5 94.7 95.6 98.6: 4.4 1.4
Old : 100.0: 1.1 1.9 2.0 92.5 94.7 95.6 98.6: 4.4 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 : 43: 3 2 4 28 30 33 34:
Old : 43: 3 2 4 28 30 33 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 : 59.9 46.7 74.6 70.0 55.4 42.0 64.9 62.3
Old : 59.9 46.7 74.6 70.0 55.4 42.0 64.9 62.3
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, December 10, 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 : 846,384: 6,869 10,622 3,124 828,059 831,682 838,052 845,428: 8,332 956
Old : 846,384: 6,869 10,622 3,124 828,059 831,682 838,052 845,428: 8,332 956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 4,159: 3,551 -644 -173 2,225 5,101 5,603 4,284: -1,444 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.3 0.4 97.8 98.3 99.0 99.9: 1.0 0.1
Old : 100.0: 0.8 1.3 0.4 97.8 98.3 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 6 1 5 39 28 45 34:
Old : 50: 6 1 5 39 28 45 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 : 35.5 63.9 60.5 88.7 35.2 62.4 58.5 86.2
Old : 35.5 63.9 60.5 88.7 35.2 62.4 58.5 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 378,778: 2,960 5,077 1,368 367,339 364,221 371,667 370,666: 7,111 8,112
Old : 378,778: 2,960 5,077 1,368 367,339 364,221 371,667 370,666: 7,111 8,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -14,833: -1,117 -319 -89 -5,977 -12,877 -7,183 -13,285: -7,650 -1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.3 0.4 97.0 96.2 98.1 97.9: 1.9 2.1
Old : 100.0: 0.8 1.3 0.4 97.0 96.2 98.1 97.9: 1.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 4 3 41 39 44 45:
Old : 60: 2 4 3 41 39 44 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 42.9 62.7 62.7 41.5 36.1 59.0 50.8
Old : 43.1 42.9 62.7 62.7 41.5 36.1 59.0 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 501,028: 1,150 968 120 490,583 492,793 491,853 493,881: 9,175 7,147
Old : 501,028: 1,150 968 120 490,583 492,793 491,853 493,881: 9,175 7,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -35,941: -651 62 -62 -29,709 -37,701 -30,422 -37,701: -5,519 1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 0.0 97.9 98.4 98.2 98.6: 1.8 1.4
Old : 100.0: 0.2 0.2 0.0 97.9 98.4 98.2 98.6: 1.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 2 1 42 35 44 37:
Old : 54: 1 2 1 42 35 44 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 : 59.4 45.7 75.8 73.0 59.4 44.5 73.9 67.8
Old : 59.4 45.7 75.8 73.0 59.4 44.5 73.9 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 373,322: 0 5,176 915 364,396 359,579 365,311 365,670: 8,011 7,652
Old : 373,322: 0 5,176 915 364,396 359,579 365,311 365,670: 8,011 7,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -23,962: 0 765 -1,007 -17,754 -23,470 -18,761 -23,712: -5,201 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.2 97.6 96.3 97.9 98.0: 2.1 2.0
Old : 100.0: 0.0 1.4 0.2 97.6 96.3 97.9 98.0: 2.1 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 : 45: 0 3 1 38 27 39 30:
Old : 45: 0 3 1 38 27 39 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 : 46.2 66.0 65.1 83.8 45.7 61.8 63.4 76.5
Old : 46.2 66.0 65.1 83.8 45.7 61.8 63.4 76.5
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,296: 0 4,533 465 103,306 99,838 103,771 104,836: 4,525 3,460
Old : 108,296: 0 4,533 465 103,306 99,838 103,771 104,836: 4,525 3,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -6,810: 0 387 31 -5,460 -6,156 -5,429 -5,738: -1,381 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.4 95.4 92.2 95.8 96.8: 4.2 3.2
Old : 100.0: 0.0 4.2 0.4 95.4 92.2 95.8 96.8: 4.2 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 : 28: 0 4 2 16 20 18 24:
Old : 28: 0 4 2 16 20 18 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 : 74.8 50.1 90.2 72.1 74.4 48.1 83.2 66.9
Old : 74.8 50.1 90.2 72.1 74.4 48.1 83.2 66.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,736: 0 1,110 0 26,326 25,795 26,326 26,905: 1,410 831
Old : 27,736: 0 1,110 0 26,326 25,795 26,326 26,905: 1,410 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -6,349: -300 -356 -300 -4,281 -5,338 -4,881 -5,994: -1,468 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.0 94.9 93.0 94.9 97.0: 5.1 3.0
Old : 100.0: 0.0 4.0 0.0 94.9 93.0 94.9 97.0: 5.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 14 12 14 14:
Old : 27: 0 2 0 14 12 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 : 66.2 66.4 84.9 87.2 66.2 66.4 84.8 87.2
Old : 66.2 66.4 84.9 87.2 66.2 66.4 84.8 87.2
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 244,556: 0 1,566 428 240,130 233,993 240,558 235,987: 3,998 8,569
Old : 244,556: 0 1,566 428 240,130 233,993 240,558 235,987: 3,998 8,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -11,911: 0 -652 182 -6,654 -10,492 -6,472 -10,962: -5,439 -949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.2 98.2 95.7 98.4 96.5: 1.6 3.5
Old : 100.0: 0.0 0.6 0.2 98.2 95.7 98.4 96.5: 1.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 1 26 23 27 24:
Old : 37: 0 1 1 26 23 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 45.7 78.6 73.7 63.8 45.3 77.3 71.9
Old : 63.8 45.7 78.6 73.7 63.8 45.3 77.3 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, December 10, 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 : 179,464: 0 0 0 170,628 175,940 170,628 175,940: 8,836 3,524
Old : 179,464: 0 0 0 170,628 175,940 170,628 175,940: 8,836 3,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -9,076: 0 0 0 -9,657 -9,591 -9,657 -9,591: 581 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.1 98.0 95.1 98.0: 4.9 2.0
Old : 100.0: 0.0 0.0 0.0 95.1 98.0 95.1 98.0: 4.9 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 : 30: 0 0 0 24 20 24 20:
Old : 30: 0 0 0 24 20 24 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 : 55.4 54.6 71.5 82.6 55.4 50.7 69.1 76.2
Old : 55.4 54.6 71.5 82.6 55.4 50.7 69.1 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 274,344: 0 2,736 0 267,279 268,857 267,279 271,593: 7,065 2,751
Old : 274,344: 0 2,736 0 267,279 268,857 267,279 271,593: 7,065 2,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -12,227: 0 0 0 -7,804 -12,649 -7,804 -12,649: -4,423 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 97.4 98.0 97.4 99.0: 2.6 1.0
Old : 100.0: 0.0 1.0 0.0 97.4 98.0 97.4 99.0: 2.6 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 1 0 22 22 22 23:
Old : 34: 0 1 0 22 22 22 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 : 54.7 62.9 82.6 78.3 52.7 60.3 75.2 74.2
Old : 54.7 62.9 82.6 78.3 52.7 60.3 75.2 74.2
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 31,417: 2,821 0 0 26,046 29,726 28,867 29,726: 2,550 1,691
Old : 31,417: 2,821 0 0 26,046 29,726 28,867 29,726: 2,550 1,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -11,977: -6,962 0 0 -5,244 -11,556 -12,206 -11,556: 229 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.0 82.9 94.6 91.9 94.6: 8.1 5.4
Old : 100.0: 9.0 0.0 0.0 82.9 94.6 91.9 94.6: 8.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 0 9 14 13 14:
Old : 23: 4 0 0 9 14 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 75.7 87.4 88.0 77.9 75.5 87.4 86.5
Old : 77.9 75.7 87.4 88.0 77.9 75.5 87.4 86.5
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 575,304: 28,193 2,574 6,742 527,287 556,108 562,222 565,424: 13,082 9,880
Old : 575,304: 28,193 2,574 6,742 527,287 556,108 562,222 565,424: 13,082 9,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -36,789: 6,959 -2,640 314 -46,248 -32,105 -38,975 -34,431: 2,186 -2,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.4 1.2 91.7 96.7 97.7 98.3: 2.3 1.7
Old : 100.0: 4.9 0.4 1.2 91.7 96.7 97.7 98.3: 2.3 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 : 60: 5 2 6 43 34 51 40:
Old : 60: 5 2 6 43 34 51 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 : 27.3 57.7 45.1 78.0 25.7 57.4 42.5 73.3
Old : 27.3 57.7 45.1 78.0 25.7 57.4 42.5 73.3
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 199,317: 0 985 4,780 190,056 185,588 194,836 191,353: 4,481 7,964
Old : 199,317: 0 985 4,780 190,056 185,588 194,836 191,353: 4,481 7,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -13,631: -962 -1,773 1,357 -14,240 -13,122 -13,845 -13,538: 214 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 2.4 95.4 93.1 97.8 96.0: 2.2 4.0
Old : 100.0: 0.0 0.5 2.4 95.4 93.1 97.8 96.0: 2.2 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 : 24: 0 2 2 22 17 24 19:
Old : 24: 0 2 2 22 17 24 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 : 65.2 62.0 79.2 80.4 44.9 46.7 53.2 53.4
Old : 65.2 62.0 79.2 80.4 44.9 46.7 53.2 53.4
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 39,009: 900 279 660 36,529 35,710 38,089 36,649: 920 2,360
Old : 39,009: 900 279 660 36,529 35,710 38,089 36,649: 920 2,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -8,284: 403 30 -371 -8,114 -8,287 -8,082 -8,628: -202 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.7 1.7 93.6 91.5 97.6 94.0: 2.4 6.0
Old : 100.0: 2.3 0.7 1.7 93.6 91.5 97.6 94.0: 2.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 15 7 16 9:
Old : 20: 1 1 1 15 7 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 80.8 84.2 93.2 64.1 73.5 77.9 82.5
Old : 65.3 80.8 84.2 93.2 64.1 73.5 77.9 82.5
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,702: 0 0 0 77,863 73,161 77,863 73,161: 3,839 8,541
Old : 81,702: 0 0 0 77,863 73,161 77,863 73,161: 3,839 8,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,958: 0 0 0 3,035 1,940 3,035 1,940: -77 1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 89.5 95.3 89.5: 4.7 10.5
Old : 100.0: 0.0 0.0 0.0 95.3 89.5 95.3 89.5: 4.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 13 16 13:
Old : 20: 0 0 0 16 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 74.0 78.2 86.3 43.0 72.1 67.1 73.1
Old : 51.2 74.0 78.2 86.3 43.0 72.1 67.1 73.1
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 267,282: 2,002 744 0 260,041 265,860 262,043 266,604: 5,239 678
Old : 267,282: 2,002 744 0 260,041 265,860 262,043 266,604: 5,239 678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -12,579: -16,957 -5,239 0 7,947 -1,198 -9,010 -6,437: -3,569 -6,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.3 0.0 97.3 99.5 98.0 99.7: 2.0 0.3
Old : 100.0: 0.7 0.3 0.0 97.3 99.5 98.0 99.7: 2.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 0 24 17 25 18:
Old : 31: 1 1 0 24 17 25 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 : 57.2 82.7 76.9 93.9 51.5 81.0 69.1 85.9
Old : 57.2 82.7 76.9 93.9 51.5 81.0 69.1 85.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 253,046: 20,478 9,331 0 229,269 242,173 249,747 251,504: 3,299 1,542
Old : 253,046: 20,478 9,331 0 229,269 242,173 249,747 251,504: 3,299 1,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -21,526: -15,552 -714 -6,708 1,906 -9,834 -20,354 -17,256: -1,172 -4,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.7 0.0 90.6 95.7 98.7 99.4: 1.3 0.6
Old : 100.0: 8.1 3.7 0.0 90.6 95.7 98.7 99.4: 1.3 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 : 69: 9 4 0 36 34 45 38:
Old : 69: 9 4 0 36 34 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 74.8 72.4 85.1 50.7 73.1 69.1 82.1
Old : 53.8 74.8 72.4 85.1 50.7 73.1 69.1 82.1
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 120,419: 620 248 0 117,530 118,908 118,150 119,156: 2,269 1,263
Old : 120,419: 620 248 0 117,530 118,908 118,150 119,156: 2,269 1,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -26,769: -1,635 0 0 -25,091 -24,643 -26,726 -24,643: -43 -2,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.2 0.0 97.6 98.7 98.1 99.0: 1.9 1.0
Old : 100.0: 0.5 0.2 0.0 97.6 98.7 98.1 99.0: 1.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 0 20 17 21 18:
Old : 30: 1 1 0 20 17 21 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 : 70.2 69.8 87.7 92.5 69.9 61.0 80.4 82.9
Old : 70.2 69.8 87.7 92.5 69.9 61.0 80.4 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 26,418: 755 0 0 24,688 25,711 25,443 25,711: 975 707
Old : 26,418: 755 0 0 24,688 25,711 25,443 25,711: 975 707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -701: 515 -3,449 -31 -545 3,171 -61 -309: -640 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 93.5 97.3 96.3 97.3: 3.7 2.7
Old : 100.0: 2.9 0.0 0.0 93.5 97.3 96.3 97.3: 3.7 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 : 25: 2 0 0 17 11 19 11:
Old : 25: 2 0 0 17 11 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 76.7 73.9 93.2 48.9 73.8 71.2 87.9
Old : 49.7 76.7 73.9 93.2 48.9 73.8 71.2 87.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 260,633: 2,323 477 2,605 251,540 245,350 256,468 248,432: 4,165 12,201
Old : 260,633: 2,323 477 2,605 251,540 245,350 256,468 248,432: 4,165 12,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -10,850: 597 -1,055 -910 -9,651 -6,105 -9,964 -8,070: -886 -2,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.2 1.0 96.5 94.1 98.4 95.3: 1.6 4.7
Old : 100.0: 0.9 0.2 1.0 96.5 94.1 98.4 95.3: 1.6 4.7
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 : 48: 3 1 4 36 33 40 37:
Old : 48: 3 1 4 36 33 40 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 : 52.5 40.5 70.3 59.9 50.9 36.5 62.2 49.9
Old : 52.5 40.5 70.3 59.9 50.9 36.5 62.2 49.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,887: 0 0 0 101,205 100,934 101,205 100,934: 682 953
Old : 101,887: 0 0 0 101,205 100,934 101,205 100,934: 682 953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,406: -178 0 -62 3,051 184 2,811 122: -4,217 -1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.1 99.3 99.1: 0.7 0.9
Old : 100.0: 0.0 0.0 0.0 99.3 99.1 99.3 99.1: 0.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 10 14 10 14:
Old : 20: 0 0 0 10 14 10 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 : 95.8 86.9 98.8 96.3 91.5 81.6 92.0 89.2
Old : 95.8 86.9 98.8 96.3 91.5 81.6 92.0 89.2
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,095: 0 0 0 88,565 86,679 88,565 86,679: 11,530 13,416
Old : 100,095: 0 0 0 88,565 86,679 88,565 86,679: 11,530 13,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -8,429: 0 -682 -62 -10,024 -7,023 -10,086 -7,767: 1,657 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.5 86.6 88.5 86.6: 11.5 13.4
Old : 100.0: 0.0 0.0 0.0 88.5 86.6 88.5 86.6: 11.5 13.4
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: 0 0 0 15 16 15 16:
Old : 23: 0 0 0 15 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 58.8 77.3 76.2 56.6 52.7 67.6 66.4
Old : 63.3 58.8 77.3 76.2 56.6 52.7 67.6 66.4
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 218,096: 910 1,394 0 213,684 211,266 214,594 212,660: 3,502 5,436
Old : 218,096: 910 1,394 0 213,684 211,266 214,594 212,660: 3,502 5,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -13,864: -310 -466 -444 -12,283 -12,599 -13,037 -13,509: -827 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.6 0.0 98.0 96.9 98.4 97.5: 1.6 2.5
Old : 100.0: 0.4 0.6 0.0 98.0 96.9 98.4 97.5: 1.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 1 0 26 30 27 31:
Old : 41: 1 1 0 26 30 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 41.2 83.6 59.9 61.3 40.1 74.7 55.4
Old : 63.9 41.2 83.6 59.9 61.3 40.1 74.7 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 184,401: 0 0 0 180,631 179,905 180,631 179,905: 3,770 4,496
Old : 184,401: 0 0 0 180,631 179,905 180,631 179,905: 3,770 4,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -7,737: 0 0 0 -7,220 -5,431 -7,220 -5,431: -517 -2,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 97.6 98.0 97.6: 2.0 2.4
Old : 100.0: 0.0 0.0 0.0 98.0 97.6 98.0 97.6: 2.0 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 : 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 : 56.2 66.5 77.6 84.8 52.2 64.9 69.2 77.9
Old : 56.2 66.5 77.6 84.8 52.2 64.9 69.2 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,332: 0 0 0 74,191 80,823 74,191 80,823: 8,141 1,509
Old : 82,332: 0 0 0 74,191 80,823 74,191 80,823: 8,141 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,109: 0 0 0 -1,998 -3,025 -1,998 -3,025: -1,111 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.1 98.2 90.1 98.2: 9.9 1.8
Old : 100.0: 0.0 0.0 0.0 90.1 98.2 90.1 98.2: 9.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 19 16 19 16:
Old : 24: 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 : 42.6 64.6 67.7 88.0 38.1 61.5 60.6 74.9
Old : 42.6 64.6 67.7 88.0 38.1 61.5 60.6 74.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 187,008: 3,201 80 939 175,857 176,729 179,997 177,748: 7,011 9,260
Old : 187,008: 3,201 80 939 175,857 176,729 179,997 177,748: 7,011 9,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,615: -130 -949 93 -4,762 -1,868 -4,799 -2,724: 1,184 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.5 94.0 94.5 96.3 95.0: 3.7 5.0
Old : 100.0: 1.7 0.0 0.5 94.0 94.5 96.3 95.0: 3.7 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 17 18 20 20:
Old : 26: 1 2 2 17 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 69.0 89.9 83.9 68.0 67.9 85.8 82.6
Old : 69.9 69.0 89.9 83.9 68.0 67.9 85.8 82.6
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 157,543: 0 6,856 6,484 141,216 131,962 147,700 145,302: 9,843 12,241
Old : 157,543: 0 6,856 6,484 141,216 131,962 147,700 145,302: 9,843 12,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -7,082: 0 538 759 -5,239 -6,621 -4,480 -5,324: -2,602 -1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 4.1 89.6 83.8 93.8 92.2: 6.2 7.8
Old : 100.0: 0.0 4.4 4.1 89.6 83.8 93.8 92.2: 6.2 7.8
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 : 38: 0 3 2 26 26 28 29:
Old : 38: 0 3 2 26 26 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 34.7 55.6 59.1 30.6 33.5 45.8 47.5
Old : 35.3 34.7 55.6 59.1 30.6 33.5 45.8 47.5
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 45,457: 775 248 0 41,436 44,434 42,211 44,682: 3,246 775
Old : 45,457: 775 248 0 41,436 44,434 42,211 44,682: 3,246 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,152: -600 -135 -175 -26 -592 -801 -902: -1,351 -1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.5 0.0 91.2 97.7 92.9 98.3: 7.1 1.7
Old : 100.0: 1.7 0.5 0.0 91.2 97.7 92.9 98.3: 7.1 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 : 25: 2 1 0 9 17 11 18:
Old : 25: 2 1 0 9 17 11 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 : 78.1 58.9 90.3 86.7 75.9 51.1 82.7 78.9
Old : 78.1 58.9 90.3 86.7 75.9 51.1 82.7 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 232,597: 645 777 4,311 220,662 222,524 225,618 227,612: 6,979 4,985
Old : 232,597: 645 777 4,311 220,662 222,524 225,618 227,612: 6,979 4,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -10,424: 552 -314 -114 -4,517 -8,766 -4,079 -9,194: -6,345 -1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 1.9 94.9 95.7 97.0 97.9: 3.0 2.1
Old : 100.0: 0.3 0.3 1.9 94.9 95.7 97.0 97.9: 3.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 2 4 34 34 38 38:
Old : 49: 2 2 4 34 34 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 40.9 71.1 63.8 51.2 37.3 69.3 58.9
Old : 52.5 40.9 71.1 63.8 51.2 37.3 69.3 58.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 133,662: 779 245 236 127,480 129,391 128,495 129,872: 5,167 3,790
Old : 133,662: 779 245 236 127,480 129,391 128,495 129,872: 5,167 3,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -6,193: -691 -143 -25 -4,987 -1,728 -5,703 -1,896: -490 -4,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.2 0.2 95.4 96.8 96.1 97.2: 3.9 2.8
Old : 100.0: 0.6 0.2 0.2 95.4 96.8 96.1 97.2: 3.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 2 25 25 28 27:
Old : 34: 2 1 2 25 25 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 : 54.1 55.7 71.3 80.2 39.8 48.9 54.5 66.3
Old : 54.1 55.7 71.3 80.2 39.8 48.9 54.5 66.3
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, December 10, 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 : 163,475: 910 910 0 154,360 158,715 155,270 159,625: 8,205 3,850
Old : 163,475: 910 910 0 154,360 158,715 155,270 159,625: 8,205 3,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,734: -310 -310 0 -413 242 -723 -68: -2,011 -2,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.6 0.0 94.4 97.1 95.0 97.6: 5.0 2.4
Old : 100.0: 0.6 0.6 0.0 94.4 97.1 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 : 28: 1 1 0 18 18 19 19:
Old : 28: 1 1 0 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 64.3 84.0 85.3 57.5 51.2 65.0 63.6
Old : 74.5 64.3 84.0 85.3 57.5 51.2 65.0 63.6
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, December 10, 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 : 287,713: 0 0 0 273,035 287,244 273,035 287,244: 14,678 469
Old : 287,713: 0 0 0 273,035 287,244 273,035 287,244: 14,678 469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 3,647: 0 0 0 4,815 4,538 4,815 4,538: -1,168 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 99.8 94.9 99.8: 5.1 0.2
Old : 100.0: 0.0 0.0 0.0 94.9 99.8 94.9 99.8: 5.1 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 : 35: 0 0 0 27 16 27 16:
Old : 35: 0 0 0 27 16 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 73.1 65.8 96.9 46.4 73.1 64.4 96.3
Old : 46.7 73.1 65.8 96.9 46.4 73.1 64.4 96.3
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, December 10, 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 : 106,102: 9,017 8,774 0 89,039 95,039 98,056 103,813: 8,046 2,289
Old : 106,102: 9,017 8,774 0 89,039 95,039 98,056 103,813: 8,046 2,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -5,520: -1,519 0 0 -4,022 -6,981 -5,541 -6,981: 21 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.3 0.0 83.9 89.6 92.4 97.8: 7.6 2.2
Old : 100.0: 8.5 8.3 0.0 83.9 89.6 92.4 97.8: 7.6 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 : 23: 1 1 0 13 13 14 14:
Old : 23: 1 1 0 13 13 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 : 65.5 72.3 84.2 90.3 65.5 71.7 82.8 88.6
Old : 65.5 72.3 84.2 90.3 65.5 71.7 82.8 88.6
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 204,027: 0 0 0 201,325 201,454 201,325 201,454: 2,702 2,573
Old : 204,027: 0 0 0 201,325 201,454 201,325 201,454: 2,702 2,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -11,983: 0 0 0 -11,326 -10,526 -11,326 -10,526: -657 -1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 98.7 98.7 98.7: 1.3 1.3
Old : 100.0: 0.0 0.0 0.0 98.7 98.7 98.7 98.7: 1.3 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 : 30: 0 0 0 21 23 21 23:
Old : 30: 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 : 65.8 53.7 85.9 77.0 55.9 49.7 67.8 64.4
Old : 65.8 53.7 85.9 77.0 55.9 49.7 67.8 64.4
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, December 10, 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 : 27,528: 3,548 2,432 3,772 19,602 21,210 26,922 27,414: 606 115
Old : 27,528: 3,548 2,432 3,772 19,602 21,210 26,922 27,414: 606 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -29: -555 97 159 98 287 -299 543: 270 -572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.8 13.7 71.2 77.0 97.8 99.6: 2.2 0.4
Old : 100.0: 12.9 8.8 13.7 71.2 77.0 97.8 99.6: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 9 15 23 25 39 43:
Old : 46: 10 9 15 23 25 39 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 : 43.4 47.5 65.3 67.2 22.6 28.7 28.7 33.9
Old : 43.4 47.5 65.3 67.2 22.6 28.7 28.7 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 39,722: 8,190 358 332 31,052 39,032 39,574 39,722: 148 0
Old : 39,722: 8,190 358 332 31,052 39,032 39,574 39,722: 148 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 428: 175 0 50 188 378 413 428: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 0.9 0.8 78.2 98.3 99.6 100.0: 0.4 0.0
Old : 100.0: 20.6 0.9 0.8 78.2 98.3 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 : 41: 7 5 3 27 23 36 30:
Old : 41: 7 5 3 27 23 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 58.3 77.5 84.6 47.3 51.0 63.1 69.0
Old : 51.0 58.3 77.5 84.6 47.3 51.0 63.1 69.0
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 30,489: 5,675 278 172 24,642 30,039 30,489 30,489: 0 0
Old : 30,489: 5,675 278 172 24,642 30,039 30,489 30,489: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,980: 953 78 22 1,005 1,880 1,980 1,980: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 0.9 0.6 80.8 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 18.6 0.9 0.6 80.8 98.5 100.0 100.0: 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 : 30: 4 3 3 18 18 24 22:
Old : 30: 4 3 3 18 18 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 72.3 79.5 90.5 55.7 67.0 74.0 80.4
Old : 55.9 72.3 79.5 90.5 55.7 67.0 74.0 80.4
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, December 10, 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 : 135,701: 4,693 7,584 10,799 119,817 116,885 135,309 135,268: 392 433
Old : 135,701: 4,693 7,584 10,799 119,817 116,885 135,309 135,268: 392 433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,181: -431 354 -631 -1,489 -1,829 -2,551 -2,106: -630 -1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 5.6 8.0 88.3 86.1 99.7 99.7: 0.3 0.3
Old : 100.0: 3.5 5.6 8.0 88.3 86.1 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 11 8 33 35 48 50:
Old : 59: 11 11 8 33 35 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 41.5 69.4 60.6 42.3 28.4 45.5 38.0
Old : 54.3 41.5 69.4 60.6 42.3 28.4 45.5 38.0
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, December 10, 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 : 71,216: 1,795 585 2,609 66,813 68,003 71,216 71,196: 0 20
Old : 71,216: 1,795 585 2,609 66,813 68,003 71,216 71,196: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,842: -43 -257 -207 -3,592 -3,378 -3,842 -3,842: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.8 3.7 93.8 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 0.8 3.7 93.8 95.5 100.0 100.0: 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 : 38: 7 3 4 21 24 29 31:
Old : 38: 7 3 4 21 24 29 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 : 62.6 74.0 82.1 88.4 62.1 65.0 70.1 71.2
Old : 62.6 74.0 82.1 88.4 62.1 65.0 70.1 71.2
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 33,947: 325 400 200 33,422 33,347 33,947 33,947: 0 0
Old : 33,947: 325 400 200 33,422 33,347 33,947 33,947: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,235: 0 0 0 -1,235 -1,235 -1,235 -1,235: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.2 0.6 98.5 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 1.2 0.6 98.5 98.2 100.0 100.0: 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 : 23: 3 1 3 11 15 15 18:
Old : 23: 3 1 3 11 15 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.6 83.9 96.1 94.9 79.4 73.3 83.6 82.4
Old : 87.6 83.9 96.1 94.9 79.4 73.3 83.6 82.4
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 64,561: 16,290 113 6,049 41,846 58,399 64,185 64,561: 376 0
Old : 64,561: 16,290 113 6,049 41,846 58,399 64,185 64,561: 376 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,745: 225 -675 225 -3,244 -2,065 -2,794 -2,515: 49 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 0.2 9.4 64.8 90.5 99.4 100.0: 0.6 0.0
Old : 100.0: 25.2 0.2 9.4 64.8 90.5 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 3 2 26 26 32 30:
Old : 38: 5 3 2 26 26 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 52.3 75.1 71.0 43.8 41.6 51.1 53.3
Old : 52.1 52.3 75.1 71.0 43.8 41.6 51.1 53.3
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 84,085: 25,823 1,646 5,170 52,688 77,106 83,681 83,922: 404 163
Old : 84,085: 25,823 1,646 5,170 52,688 77,106 83,681 83,922: 404 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,406: -447 -305 347 -1,835 -2,335 -1,935 -2,293: -471 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 2.0 6.1 62.7 91.7 99.5 99.8: 0.5 0.2
Old : 100.0: 30.7 2.0 6.1 62.7 91.7 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 7 5 25 26 34 37:
Old : 45: 8 7 5 25 26 34 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 : 52.4 61.3 71.8 77.9 48.1 55.4 60.8 62.1
Old : 52.4 61.3 71.8 77.9 48.1 55.4 60.8 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 74,587: 3,048 1,376 1,294 69,333 71,854 73,675 74,524: 912 63
Old : 74,587: 3,048 1,376 1,294 69,333 71,854 73,675 74,524: 912 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,182: -583 325 0 -711 -1,797 -1,294 -1,472: -888 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.8 1.7 93.0 96.3 98.8 99.9: 1.2 0.1
Old : 100.0: 4.1 1.8 1.7 93.0 96.3 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 : 40: 3 1 2 28 27 32 29:
Old : 40: 3 1 2 28 27 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 72.7 67.9 84.1 44.1 72.1 65.0 80.1
Old : 45.6 72.7 67.9 84.1 44.1 72.1 65.0 80.1
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 96,024: 3,525 1,353 1,866 89,921 92,793 95,312 96,012: 712 12
Old : 96,024: 3,525 1,353 1,866 89,921 92,793 95,312 96,012: 712 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,955: -559 299 -25 -1,269 -2,424 -1,853 -2,150: -1,102 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.4 1.9 93.6 96.6 99.3 100.0: 0.7 0.0
Old : 100.0: 3.7 1.4 1.9 93.6 96.6 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 : 43: 5 1 3 30 29 36 32:
Old : 43: 5 1 3 30 29 36 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 : 44.9 70.2 66.9 85.2 44.7 69.7 65.3 81.9
Old : 44.9 70.2 66.9 85.2 44.7 69.7 65.3 81.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 38,434: 450 420 0 37,842 37,749 38,292 38,169: 142 265
Old : 38,434: 450 420 0 37,842 37,749 38,292 38,169: 142 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,754: 0 0 0 -4,750 -4,749 -4,750 -4,749: -4 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.1 0.0 98.5 98.2 99.6 99.3: 0.4 0.7
Old : 100.0: 1.2 1.1 0.0 98.5 98.2 99.6 99.3: 0.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 0 18 21 20 22:
Old : 28: 2 1 0 18 21 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 84.9 87.6 94.3 60.5 84.3 77.4 87.3
Old : 67.8 84.9 87.6 94.3 60.5 84.3 77.4 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 25,804: 355 750 65 25,113 24,889 25,533 25,704: 271 100
Old : 25,804: 355 750 65 25,113 24,889 25,533 25,704: 271 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,299: 5 3 -8 -1,301 -1,274 -1,304 -1,279: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.9 0.3 97.3 96.5 98.9 99.6: 1.1 0.4
Old : 100.0: 1.4 2.9 0.3 97.3 96.5 98.9 99.6: 1.1 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 : 27: 1 3 2 19 19 21 23:
Old : 27: 1 3 2 19 19 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 67.1 79.5 87.2 50.4 60.0 63.3 67.5
Old : 59.8 67.1 79.5 87.2 50.4 60.0 63.3 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 15,730: 625 1,800 0 15,015 13,930 15,640 15,730: 90 0
Old : 15,730: 625 1,800 0 15,015 13,930 15,640 15,730: 90 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 11.4 0.0 95.5 88.6 99.4 100.0: 0.6 0.0
Old : 100.0: 4.0 11.4 0.0 95.5 88.6 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 0 14 7 17 8:
Old : 20: 3 1 0 14 7 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 86.0 80.8 100.0 57.3 82.1 77.9 85.7
Old : 57.3 86.0 80.8 100.0 57.3 82.1 77.9 85.7
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 83,840: 21,679 584 2,308 59,491 80,814 83,477 83,705: 363 135
Old : 83,840: 21,679 584 2,308 59,491 80,814 83,477 83,705: 363 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 377: -1,698 -282 39 1,985 621 325 377: 52 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 0.7 2.8 71.0 96.4 99.6 99.8: 0.4 0.2
Old : 100.0: 25.9 0.7 2.8 71.0 96.4 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 : 57: 20 2 10 30 32 51 43:
Old : 57: 20 2 10 30 32 51 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 50.2 53.0 70.6 15.1 18.7 23.9 27.7
Old : 35.5 50.2 53.0 70.6 15.1 18.7 23.9 27.7
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,806: 10,221 355 600 23,704 33,509 34,525 34,464: 281 342
Old : 34,806: 10,221 355 600 23,704 33,509 34,525 34,464: 281 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,240: -915 245 -350 3,510 2,345 2,245 2,240: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 1.0 1.7 68.1 96.3 99.2 99.0: 0.8 1.0
Old : 100.0: 29.4 1.0 1.7 68.1 96.3 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 : 33: 6 2 2 18 22 25 25:
Old : 33: 6 2 2 18 22 25 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 : 48.1 57.0 74.9 77.7 38.4 43.2 57.4 58.6
Old : 48.1 57.0 74.9 77.7 38.4 43.2 57.4 58.6
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,655: 500 395 25 42,982 43,030 43,507 43,450: 148 205
Old : 43,655: 500 395 25 42,982 43,030 43,507 43,450: 148 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -5,280: 0 25 -25 -5,251 -5,275 -5,276 -5,275: -4 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.9 0.1 98.5 98.6 99.7 99.5: 0.3 0.5
Old : 100.0: 1.1 0.9 0.1 98.5 98.6 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 21 22 24 23:
Old : 31: 2 1 1 21 22 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 84.0 79.7 94.1 47.8 77.8 65.6 80.5
Old : 51.2 84.0 79.7 94.1 47.8 77.8 65.6 80.5
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 40,919: 535 1,870 5 39,384 38,944 39,924 40,819: 995 100
Old : 40,919: 535 1,870 5 39,384 38,944 39,924 40,819: 995 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -203: -160 360 -115 -11 -474 -286 -229: 83 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.6 0.0 96.2 95.2 97.6 99.8: 2.4 0.2
Old : 100.0: 1.3 4.6 0.0 96.2 95.2 97.6 99.8: 2.4 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 : 32: 4 6 1 21 20 25 27:
Old : 32: 4 6 1 21 20 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 46.3 78.3 74.2 37.8 26.0 42.8 39.3
Old : 59.2 46.3 78.3 74.2 37.8 26.0 42.8 39.3
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,013: 2,694 1,575 0 56,701 58,093 59,395 59,668: 618 345
Old : 60,013: 2,694 1,575 0 56,701 58,093 59,395 59,668: 618 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,912: -168 500 0 -2,499 -4,412 -2,667 -3,912: -1,245 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.6 0.0 94.5 96.8 99.0 99.4: 1.0 0.6
Old : 100.0: 4.5 2.6 0.0 94.5 96.8 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 0 24 16 26 18:
Old : 31: 2 2 0 24 16 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 89.4 72.7 96.1 48.6 85.1 69.8 89.7
Old : 50.2 89.4 72.7 96.1 48.6 85.1 69.8 89.7
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 63,065: 3,295 4,375 60 59,375 58,450 62,730 62,885: 335 180
Old : 63,065: 3,295 4,375 60 59,375 58,450 62,730 62,885: 335 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,271: -217 200 0 -2,984 -4,471 -3,201 -4,271: -1,070 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.9 0.1 94.1 92.7 99.5 99.7: 0.5 0.3
Old : 100.0: 5.2 6.9 0.1 94.1 92.7 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 2 1 26 17 29 20:
Old : 34: 3 2 1 26 17 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 : 50.5 82.8 72.5 94.6 48.9 80.2 68.0 87.9
Old : 50.5 82.8 72.5 94.6 48.9 80.2 68.0 87.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 78,150: 1,603 1,351 35 76,251 76,759 77,889 78,145: 261 5
Old : 78,150: 1,603 1,351 35 76,251 76,759 77,889 78,145: 261 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,289: 157 -56 -206 -4,236 -4,027 -4,285 -4,289: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.7 0.0 97.6 98.2 99.7 100.0: 0.3 0.0
Old : 100.0: 2.1 1.7 0.0 97.6 98.2 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 : 41: 2 3 1 27 27 30 30:
Old : 41: 2 3 1 27 27 30 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 : 60.4 51.7 77.8 76.7 59.0 49.8 73.2 70.1
Old : 60.4 51.7 77.8 76.7 59.0 49.8 73.2 70.1
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 100,361: 2,103 6,648 556 97,357 93,097 100,016 100,300: 345 61
Old : 100,361: 2,103 6,648 556 97,357 93,097 100,016 100,300: 345 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,524: 96 486 -157 -4,476 -4,851 -4,537 -4,522: 13 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 6.6 0.6 97.0 92.8 99.7 99.9: 0.3 0.1
Old : 100.0: 2.1 6.6 0.6 97.0 92.8 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 15 6 28 32 36 48:
Old : 56: 3 15 6 28 32 36 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 : 52.6 46.9 71.2 73.5 52.0 45.0 65.7 62.1
Old : 52.6 46.9 71.2 73.5 52.0 45.0 65.7 62.1
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 53,463: 100 3,769 275 53,068 49,419 53,443 53,463: 20 0
Old : 53,463: 100 3,769 275 53,068 49,419 53,443 53,463: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,310: -25 -550 0 -3,285 -2,760 -3,310 -3,310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 7.0 0.5 99.3 92.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 7.0 0.5 99.3 92.4 100.0 100.0: 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 : 28: 1 5 2 16 15 18 21:
Old : 28: 1 5 2 16 15 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 : 77.5 89.0 96.5 95.8 77.2 87.0 93.4 91.7
Old : 77.5 89.0 96.5 95.8 77.2 87.0 93.4 91.7
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 48,930: 575 535 225 48,130 48,170 48,930 48,930: 0 0
Old : 48,930: 575 535 225 48,130 48,170 48,930 48,930: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,760: 0 15 -15 -2,745 -2,760 -2,760 -2,760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.1 0.5 98.4 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 1.1 0.5 98.4 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: 2 3 1 12 9 14 13:
Old : 23: 2 3 1 12 9 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 : 81.0 97.9 98.0 99.3 80.9 96.8 97.4 98.0
Old : 81.0 97.9 98.0 99.3 80.9 96.8 97.4 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 63,181: 1,666 2,521 733 60,744 59,775 63,143 63,029: 38 152
Old : 63,181: 1,666 2,521 733 60,744 59,775 63,143 63,029: 38 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,039: -54 500 -658 -1,273 -1,718 -1,985 -1,876: -54 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.0 1.2 96.1 94.6 99.9 99.8: 0.1 0.2
Old : 100.0: 2.6 4.0 1.2 96.1 94.6 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 : 34: 7 1 3 23 24 31 27:
Old : 34: 7 1 3 23 24 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 85.4 74.7 94.5 47.3 83.3 69.6 85.3
Old : 48.5 85.4 74.7 94.5 47.3 83.3 69.6 85.3
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 69,276: 2,479 2,797 4,632 61,812 61,735 68,923 69,164: 353 112
Old : 69,276: 2,479 2,797 4,632 61,812 61,735 68,923 69,164: 353 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,990: 111 564 -673 3,579 3,259 3,017 3,150: -27 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 4.0 6.7 89.2 89.1 99.5 99.8: 0.5 0.2
Old : 100.0: 3.6 4.0 6.7 89.2 89.1 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 : 39: 8 4 2 23 23 32 28:
Old : 39: 8 4 2 23 23 32 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 : 47.8 76.2 71.7 87.0 46.8 69.6 64.0 73.8
Old : 47.8 76.2 71.7 87.0 46.8 69.6 64.0 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 27,440: 975 540 50 26,220 26,816 27,245 27,406: 195 34
Old : 27,440: 975 540 50 26,220 26,816 27,245 27,406: 195 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,503: -86 90 -50 -1,234 -1,192 -1,370 -1,152: -133 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.0 0.2 95.6 97.7 99.3 99.9: 0.7 0.1
Old : 100.0: 3.6 2.0 0.2 95.6 97.7 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 : 24: 2 1 2 17 13 20 15:
Old : 24: 2 1 2 17 13 20 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 : 65.9 81.8 82.9 97.1 65.2 74.7 80.5 88.9
Old : 65.9 81.8 82.9 97.1 65.2 74.7 80.5 88.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 27,174: 810 60 0 26,155 27,007 26,965 27,067: 209 107
Old : 27,174: 810 60 0 26,155 27,007 26,965 27,067: 209 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,373: -65 40 -25 -1,125 -1,106 -1,215 -1,091: -158 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.2 0.0 96.3 99.4 99.2 99.6: 0.8 0.4
Old : 100.0: 3.0 0.2 0.0 96.3 99.4 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 19 11 20 12:
Old : 24: 1 1 0 19 11 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 84.6 79.6 98.0 63.2 75.3 75.1 85.6
Old : 64.2 84.6 79.6 98.0 63.2 75.3 75.1 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,686: 24 2,979 949 33,400 30,457 34,373 34,385: 313 301
Old : 34,686: 24 2,979 949 33,400 30,457 34,373 34,385: 313 301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 775: -405 1,085 -9 1,220 -526 806 550: -31 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.6 2.7 96.3 87.8 99.1 99.1: 0.9 0.9
Old : 100.0: 0.1 8.6 2.7 96.3 87.8 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 4 4 18 23 22 28:
Old : 32: 1 4 4 18 23 22 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 : 68.7 58.4 85.2 76.4 61.1 57.0 75.6 69.8
Old : 68.7 58.4 85.2 76.4 61.1 57.0 75.6 69.8
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 21,550: 408 3,200 292 20,276 17,988 20,976 21,480: 574 70
Old : 21,550: 408 3,200 292 20,276 17,988 20,976 21,480: 574 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,385: -40 -6 40 -554 -394 -554 -360: -831 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 14.8 1.4 94.1 83.5 97.3 99.7: 2.7 0.3
Old : 100.0: 1.9 14.8 1.4 94.1 83.5 97.3 99.7: 2.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 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 : 76.2 71.6 91.6 87.7 75.9 70.2 87.7 85.0
Old : 76.2 71.6 91.6 87.7 75.9 70.2 87.7 85.0
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 55,232: 2,178 2,884 1,455 51,537 50,869 55,170 55,208: 62 24
Old : 55,232: 2,178 2,884 1,455 51,537 50,869 55,170 55,208: 62 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,891: 417 -309 176 -4,250 -3,532 -3,657 -3,665: -234 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 5.2 2.6 93.3 92.1 99.9 100.0: 0.1 0.0
Old : 100.0: 3.9 5.2 2.6 93.3 92.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 5 6 29 25 38 32:
Old : 42: 5 5 6 29 25 38 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 63.1 71.8 80.3 44.8 53.5 56.6 63.6
Old : 59.7 63.1 71.8 80.3 44.8 53.5 56.6 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 39,308: 582 1,892 916 37,702 36,427 39,200 39,235: 108 73
Old : 39,308: 582 1,892 916 37,702 36,427 39,200 39,235: 108 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -829: 174 -49 -226 -798 -441 -850 -716: 21 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.8 2.3 95.9 92.7 99.7 99.8: 0.3 0.2
Old : 100.0: 1.5 4.8 2.3 95.9 92.7 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 3 4 24 20 28 25:
Old : 34: 2 3 4 24 20 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 70.9 83.1 85.5 60.3 66.0 70.3 74.9
Old : 68.6 70.9 83.1 85.5 60.3 66.0 70.3 74.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,525: 1,745 300 100 20,545 22,110 22,390 22,510: 135 15
Old : 22,525: 1,745 300 100 20,545 22,110 22,390 22,510: 135 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 350: 0 0 0 350 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.3 0.4 91.2 98.2 99.4 99.9: 0.6 0.1
Old : 100.0: 7.7 1.3 0.4 91.2 98.2 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 1 17 14 21 16:
Old : 25: 4 1 1 17 14 21 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 : 66.3 80.2 85.2 91.3 56.9 72.2 71.2 77.1
Old : 66.3 80.2 85.2 91.3 56.9 72.2 71.2 77.1
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,589: 50 1,305 265 11,084 10,019 11,399 11,589: 190 0
Old : 11,589: 50 1,305 265 11,084 10,019 11,399 11,589: 190 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -962: 0 35 -15 -875 -780 -890 -760: -72 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 11.3 2.3 95.6 86.5 98.4 100.0: 1.6 0.0
Old : 100.0: 0.4 11.3 2.3 95.6 86.5 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 4 1 14 12 16 16:
Old : 22: 1 4 1 14 12 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 : 67.0 76.1 86.4 91.5 56.4 69.6 72.7 76.5
Old : 67.0 76.1 86.4 91.5 56.4 69.6 72.7 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,741: 50 1,685 190 11,381 9,866 11,621 11,741: 120 0
Old : 11,741: 50 1,685 190 11,381 9,866 11,621 11,741: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -960: 0 15 -15 -875 -235 -890 -235: -70 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 14.4 1.6 96.9 84.0 99.0 100.0: 1.0 0.0
Old : 100.0: 0.4 14.4 1.6 96.9 84.0 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 1 15 12 17 16:
Old : 23: 1 4 1 15 12 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 76.6 85.6 91.8 55.4 72.1 72.0 78.7
Old : 64.8 76.6 85.6 91.8 55.4 72.1 72.0 78.7
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,625: 1,880 255 505 13,031 14,859 15,416 15,619: 209 6
Old : 15,625: 1,880 255 505 13,031 14,859 15,416 15,619: 209 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,628: -280 -120 0 -1,304 -975 -1,584 -1,095: -44 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 1.6 3.2 83.4 95.1 98.7 100.0: 1.3 0.0
Old : 100.0: 12.0 1.6 3.2 83.4 95.1 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 : 28: 2 2 3 17 15 20 19:
Old : 28: 2 2 3 17 15 20 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 : 56.5 70.2 81.0 86.4 56.2 60.1 73.9 72.2
Old : 56.5 70.2 81.0 86.4 56.2 60.1 73.9 72.2
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,454: 1,965 255 470 12,664 14,724 15,099 15,449: 355 5
Old : 15,454: 1,965 255 470 12,664 14,724 15,099 15,449: 355 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,527: -265 -120 0 -1,197 -870 -1,462 -990: -65 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 1.7 3.0 81.9 95.3 97.7 100.0: 2.3 0.0
Old : 100.0: 12.7 1.7 3.0 81.9 95.3 97.7 100.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 16 15 19 19:
Old : 27: 2 2 3 16 15 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 70.2 82.5 86.5 57.3 58.5 74.6 72.5
Old : 58.6 70.2 82.5 86.5 57.3 58.5 74.6 72.5
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,427: 365 1,000 3,125 35,880 35,242 39,370 39,367: 57 60
Old : 39,427: 365 1,000 3,125 35,880 35,242 39,370 39,367: 57 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,971: 10 -65 -110 -2,426 -2,381 -2,526 -2,556: -445 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.5 7.9 91.0 89.4 99.9 99.8: 0.1 0.2
Old : 100.0: 0.9 2.5 7.9 91.0 89.4 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 : 34: 3 3 3 24 15 28 20:
Old : 34: 3 3 3 24 15 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 : 65.8 72.8 80.4 91.4 58.7 65.6 70.1 76.7
Old : 65.8 72.8 80.4 91.4 58.7 65.6 70.1 76.7
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,342: 610 840 3,020 35,652 35,482 39,282 39,342: 60 0
Old : 39,342: 610 840 3,020 35,652 35,482 39,282 39,342: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,009: -115 -90 -120 -2,284 -2,394 -2,519 -2,604: -490 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.1 7.7 90.6 90.2 99.8 100.0: 0.2 0.0
Old : 100.0: 1.6 2.1 7.7 90.6 90.2 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 3 4 24 17 29 23:
Old : 35: 4 3 4 24 17 29 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 74.6 78.7 92.0 57.2 66.2 68.2 77.6
Old : 64.8 74.6 78.7 92.0 57.2 66.2 68.2 77.6
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 105,720: 1,355 9,484 1,176 103,132 95,030 105,663 105,690: 57 30
Old : 105,720: 1,355 9,484 1,176 103,132 95,030 105,663 105,690: 57 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -6,561: -560 -1,429 -209 -4,021 -3,497 -4,790 -5,135: -1,771 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 9.0 1.1 97.6 89.9 99.9 100.0: 0.1 0.0
Old : 100.0: 1.3 9.0 1.1 97.6 89.9 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 : 60: 5 9 6 41 33 51 43:
Old : 60: 5 9 6 41 33 51 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 47.9 59.2 71.2 32.1 44.3 55.2 61.6
Old : 35.6 47.9 59.2 71.2 32.1 44.3 55.2 61.6
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 115,102: 1,275 8,236 1,852 111,953 104,958 115,080 115,046: 22 56
Old : 115,102: 1,275 8,236 1,852 111,953 104,958 115,080 115,046: 22 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -10,727: -655 -1,275 -300 -8,330 -7,222 -9,285 -8,797: -1,442 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 7.2 1.6 97.3 91.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 7.2 1.6 97.3 91.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 5 10 6 42 37 53 47:
Old : 62: 5 10 6 42 37 53 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 : 32.4 48.7 53.7 70.4 27.7 42.6 46.5 59.1
Old : 32.4 48.7 53.7 70.4 27.7 42.6 46.5 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 520,422: 23,166 27,417 63,976 432,735 428,763 519,877 520,156: 545 266
Old : 520,422: 23,166 27,417 63,976 432,735 428,763 519,877 520,156: 545 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,120: -1,068 -1,537 2,645 3,081 1,234 4,658 2,342: -2,538 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.3 12.3 83.2 82.4 99.9 99.9: 0.1 0.1
Old : 100.0: 4.5 5.3 12.3 83.2 82.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 23 17 21 45 41 75 73:
Old : 89: 23 17 21 45 41 75 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 : 45.0 39.5 63.9 61.6 17.5 17.2 22.0 24.1
Old : 45.0 39.5 63.9 61.6 17.5 17.2 22.0 24.1
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,491: 3,760 25 0 11,724 15,466 15,484 15,491: 7 0
Old : 15,491: 3,760 25 0 11,724 15,466 15,484 15,491: 7 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -935: -155 0 0 -478 -130 -633 -130: -302 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 0.2 0.0 75.7 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 24.3 0.2 0.0 75.7 99.8 100.0 100.0: 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 : 29: 5 1 0 19 11 24 12:
Old : 29: 5 1 0 19 11 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 : 58.9 88.3 77.8 98.8 58.0 85.2 76.8 94.6
Old : 58.9 88.3 77.8 98.8 58.0 85.2 76.8 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,279: 3,515 135 60 11,522 15,084 15,097 15,279: 182 0
Old : 15,279: 3,515 135 60 11,522 15,084 15,097 15,279: 182 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -774: -60 -100 0 -563 -97 -623 -197: -151 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 0.9 0.4 75.4 98.7 98.8 100.0: 1.2 0.0
Old : 100.0: 23.0 0.9 0.4 75.4 98.7 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 1 19 10 23 12:
Old : 27: 3 2 1 19 10 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 : 60.7 90.3 80.0 98.6 59.4 88.1 76.7 92.1
Old : 60.7 90.3 80.0 98.6 59.4 88.1 76.7 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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 4,389: 1,605 450 0 2,783 3,939 4,388 4,389: 1 0
Old : 4,389: 1,605 450 0 2,783 3,939 4,388 4,389: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -106: 0 0 0 -100 -106 -100 -106: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 10.3 0.0 63.4 89.7 100.0 100.0: 0.0 0.0
Old : 100.0: 36.6 10.3 0.0 63.4 89.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 0 13 11 16 12:
Old : 23: 3 1 0 13 11 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 : 54.6 69.4 76.2 89.7 54.6 66.6 71.7 79.2
Old : 54.6 69.4 76.2 89.7 54.6 66.6 71.7 79.2
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, December 10, 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 : 2,089: 236 0 138 1,410 1,448 1,784 1,586: 305 503
Old : 2,089: 236 0 138 1,410 1,448 1,784 1,586: 305 503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.0 6.6 67.5 69.3 85.4 75.9: 14.6 24.1
Old : 100.0: 11.3 0.0 6.6 67.5 69.3 85.4 75.9: 14.6 24.1
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: 3 0 2 14 17 17 19:
Old : 20: 3 0 2 14 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 29.4 63.5 47.9 30.0 18.0 40.3 27.2
Old : 38.9 29.4 63.5 47.9 30.0 18.0 40.3 27.2
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 4,878: 140 459 137 3,950 3,432 4,227 4,028: 651 850
Old : 4,878: 140 459 137 3,950 3,432 4,227 4,028: 651 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 98: 0 8 -10 88 43 78 41: 20 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 9.4 2.8 81.0 70.4 86.7 82.6: 13.3 17.4
Old : 100.0: 2.9 9.4 2.8 81.0 70.4 86.7 82.6: 13.3 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 5 5 21 24 27 31:
Old : 33: 3 5 5 21 24 27 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 : 37.2 29.9 62.7 44.2 32.6 24.1 46.6 33.2
Old : 37.2 29.9 62.7 44.2 32.6 24.1 46.6 33.2
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, December 10, 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 : 33,537: 4,465 164 0 28,932 33,273 33,397 33,437: 140 100
Old : 33,537: 4,465 164 0 28,932 33,273 33,397 33,437: 140 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,025: 9 72 0 1,038 1,025 1,047 1,097: -22 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.5 0.0 86.3 99.2 99.6 99.7: 0.4 0.3
Old : 100.0: 13.3 0.5 0.0 86.3 99.2 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 1 0 36 38 39 39:
Old : 47: 3 1 0 36 38 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 52.0 68.7 69.7 40.4 42.4 54.8 56.4
Old : 43.6 52.0 68.7 69.7 40.4 42.4 54.8 56.4
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, December 10, 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 : 14,349: 45 0 0 14,208 13,676 14,253 13,676: 96 673
Old : 14,349: 45 0 0 14,208 13,676 14,253 13,676: 96 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 182: 0 0 0 182 21 182 21: 0 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.0 95.3 99.3 95.3: 0.7 4.7
Old : 100.0: 0.3 0.0 0.0 99.0 95.3 99.3 95.3: 0.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 21 24 22 24:
Old : 31: 1 0 0 21 24 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 : 76.2 56.1 89.5 74.1 45.0 29.0 50.7 41.2
Old : 76.2 56.1 89.5 74.1 45.0 29.0 50.7 41.2
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 9,617: 194 83 172 8,465 9,029 8,831 9,284: 786 333
Old : 9,617: 194 83 172 8,465 9,029 8,831 9,284: 786 333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -51: 0 35 0 -51 -86 -51 -51: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.9 1.8 88.0 93.9 91.8 96.5: 8.2 3.5
Old : 100.0: 2.0 0.9 1.8 88.0 93.9 91.8 96.5: 8.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 2 29 32 32 34:
Old : 41: 2 1 2 29 32 32 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 : 32.9 50.0 52.6 70.0 18.3 27.8 29.3 37.2
Old : 32.9 50.0 52.6 70.0 18.3 27.8 29.3 37.2
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, December 10, 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 : 39,886: 2,653 743 138 36,386 38,517 39,177 39,398: 709 488
Old : 39,886: 2,653 743 138 36,386 38,517 39,177 39,398: 709 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,820: 248 1 88 1,424 1,551 1,760 1,640: 60 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.9 0.3 91.2 96.6 98.2 98.8: 1.8 1.2
Old : 100.0: 6.7 1.9 0.3 91.2 96.6 98.2 98.8: 1.8 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 : 60: 6 1 3 28 40 37 43:
Old : 60: 6 1 3 28 40 37 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 : 69.3 47.6 80.9 64.1 69.3 47.2 80.1 61.3
Old : 69.3 47.6 80.9 64.1 69.3 47.2 80.1 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 56,117: 2,096 1,946 2,310 51,123 51,529 55,529 55,785: 588 332
Old : 56,117: 2,096 1,946 2,310 51,123 51,529 55,529 55,785: 588 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -45: 115 422 -68 -290 -301 -243 53: 198 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.5 4.1 91.1 91.8 99.0 99.4: 1.0 0.6
Old : 100.0: 3.7 3.5 4.1 91.1 91.8 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 7 12 12 62 65 77 81:
Old : 93: 7 12 12 62 65 77 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 51.0 50.3 60.1 31.9 46.0 44.4 51.2
Old : 35.8 51.0 50.3 60.1 31.9 46.0 44.4 51.2
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 264,019: 2,385 206,190 425 254,349 18,450 257,159 225,065: 6,860 38,954
Old : 264,019: 2,385 206,190 425 254,349 18,450 257,159 225,065: 6,860 38,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 3,140: 0 2,840 0 2,940 0 2,940 2,840: 200 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 78.1 0.2 96.3 7.0 97.4 85.2: 2.6 14.8
Old : 100.0: 0.9 78.1 0.2 96.3 7.0 97.4 85.2: 2.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 6 2 12 5 14 12:
Old : 20: 1 6 2 12 5 14 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 : 85.8 77.8 94.4 83.7 85.7 77.8 93.9 83.5
Old : 85.8 77.8 94.4 83.7 85.7 77.8 93.9 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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 25,421: 0 0 0 25,376 25,016 25,376 25,016: 45 405
Old : 25,421: 0 0 0 25,376 25,016 25,376 25,016: 45 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,165: 0 0 0 1,165 1,185 1,165 1,185: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 98.4 99.8 98.4: 0.2 1.6
Old : 100.0: 0.0 0.0 0.0 99.8 98.4 99.8 98.4: 0.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 26 23 26 23:
Old : 34: 0 0 0 26 23 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 57.3 78.4 77.4 55.2 53.5 74.4 71.9
Old : 55.2 57.3 78.4 77.4 55.2 53.5 74.4 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 10,731: 135 0 0 10,386 10,376 10,521 10,376: 210 355
Old : 10,731: 135 0 0 10,386 10,376 10,521 10,376: 210 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 90: 0 0 0 90 90 90 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 96.8 96.7 98.0 96.7: 2.0 3.3
Old : 100.0: 1.3 0.0 0.0 96.8 96.7 98.0 96.7: 2.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 10 12 11 12:
Old : 20: 1 0 0 10 12 11 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 : 79.5 64.2 95.7 91.7 79.5 63.4 95.0 90.9
Old : 79.5 64.2 95.7 91.7 79.5 63.4 95.0 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 13, 2019