CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,314: 4,776 954 516 12,022 15,839 17,314 17,309: 0 5
Old : 17,314: 4,776 954 516 12,022 15,839 17,314 17,309: 0 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,070: -120 380 120 1,070 570 1,070 1,070: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 5.5 3.0 69.4 91.5 100.0 100.0: 0.0 0.0
Old : 100.0: 27.6 5.5 3.0 69.4 91.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 3 2 13 8 23 11:
Old : 29: 8 3 2 13 8 23 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 77.4 67.4 94.8 42.8 75.3 65.3 84.3
Old : 42.8 77.4 67.4 94.8 42.8 75.3 65.3 84.3
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,769: 40,606 22,936 2,469 27,504 45,179 70,579 70,584: 190 185
Old : 70,769: 40,606 22,936 2,469 27,504 45,179 70,579 70,584: 190 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -712: -813 0 -22 123 -690 -712 -712: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 32.4 3.5 38.9 63.8 99.7 99.7: 0.3 0.3
Old : 100.0: 57.4 32.4 3.5 38.9 63.8 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 : 53: 19 8 4 20 19 41 29:
Old : 53: 19 8 4 20 19 41 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 : 44.8 44.3 66.0 70.8 44.2 44.0 63.5 69.0
Old : 44.8 44.3 66.0 70.8 44.2 44.0 63.5 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,224: 28,383 17,579 7,938 31,755 42,553 68,076 68,070: 148 154
Old : 68,224: 28,383 17,579 7,938 31,755 42,553 68,076 68,070: 148 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 992: 231 662 -164 899 415 966 913: 26 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 25.8 11.6 46.5 62.4 99.8 99.8: 0.2 0.2
Old : 100.0: 41.6 25.8 11.6 46.5 62.4 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 23 9 15 22 18 50 37:
Old : 57: 23 9 15 22 18 50 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 : 25.7 42.7 43.5 64.9 23.6 35.8 37.7 52.8
Old : 25.7 42.7 43.5 64.9 23.6 35.8 37.7 52.8
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 154,033: 41,935 24,401 3,984 108,114 125,648 154,033 154,033: 0 0
Old : 154,033: 41,935 24,401 3,984 108,114 125,648 154,033 154,033: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 15.8 2.6 70.2 81.6 100.0 100.0: 0.0 0.0
Old : 100.0: 27.2 15.8 2.6 70.2 81.6 100.0 100.0: 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 : 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 : 64.0 77.4 85.5 87.8 63.5 75.1 79.8 80.4
Old : 64.0 77.4 85.5 87.8 63.5 75.1 79.8 80.4
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 124,442: 17,520 15,298 3,687 103,235 105,457 124,442 124,442: 0 0
Old : 124,442: 17,520 15,298 3,687 103,235 105,457 124,442 124,442: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,626: 143 0 0 1,483 1,626 1,626 1,626: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 12.3 3.0 83.0 84.7 100.0 100.0: 0.0 0.0
Old : 100.0: 14.1 12.3 3.0 83.0 84.7 100.0 100.0: 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 : 29: 7 2 3 18 11 26 15:
Old : 29: 7 2 3 18 11 26 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 : 59.7 80.7 79.0 95.1 59.7 76.0 77.3 89.1
Old : 59.7 80.7 79.0 95.1 59.7 76.0 77.3 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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 28,919: 14,219 3,751 2,113 12,587 23,055 28,919 28,919: 0 0
Old : 28,919: 14,219 3,751 2,113 12,587 23,055 28,919 28,919: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 2,065: 1,907 50 249 -91 1,766 2,065 2,065: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 13.0 7.3 43.5 79.7 100.0 100.0: 0.0 0.0
Old : 100.0: 49.2 13.0 7.3 43.5 79.7 100.0 100.0: 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 : 34: 11 4 3 9 15 21 21:
Old : 34: 11 4 3 9 15 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 49.6 73.7 74.6 47.3 47.8 69.0 68.1
Old : 49.4 49.6 73.7 74.6 47.3 47.8 69.0 68.1
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 35,666: 8,160 1,100 0 27,506 34,566 35,666 35,666: 0 0
Old : 35,666: 8,160 1,100 0 27,506 34,566 35,666 35,666: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -5: 0 0 0 -5 -5 -5 -5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 3.1 0.0 77.1 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 22.9 3.1 0.0 77.1 96.9 100.0 100.0: 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 : 26: 8 1 0 13 5 21 6:
Old : 26: 8 1 0 13 5 21 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 94.0 83.5 100.0 62.7 92.6 83.5 98.6
Old : 62.7 94.0 83.5 100.0 62.7 92.6 83.5 98.6
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,817: 6,536 450 858 6,423 12,509 13,817 13,817: 0 0
Old : 13,817: 6,536 450 858 6,423 12,509 13,817 13,817: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 170: 220 -25 0 -50 195 170 170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 3.3 6.2 46.5 90.5 100.0 100.0: 0.0 0.0
Old : 100.0: 47.3 3.3 6.2 46.5 90.5 100.0 100.0: 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 : 25: 9 2 2 7 11 17 14:
Old : 25: 9 2 2 7 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 72.1 81.9 93.2 59.3 68.1 76.1 79.5
Old : 61.1 72.1 81.9 93.2 59.3 68.1 76.1 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,550: 1,015 500 0 12,535 13,050 13,550 13,550: 0 0
Old : 13,550: 1,015 500 0 12,535 13,050 13,550 13,550: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 160: 0 0 0 161 160 160 160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.7 0.0 92.5 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 3.7 0.0 92.5 96.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 0 11 9 14 10:
Old : 20: 3 1 0 11 9 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 92.8 94.0 99.1 72.7 91.8 91.1 95.7
Old : 73.8 92.8 94.0 99.1 72.7 91.8 91.1 95.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,338: 850 2,800 365 11,123 9,173 12,338 12,338: 0 0
Old : 12,338: 850 2,800 365 11,123 9,173 12,338 12,338: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -20: -31 300 151 -140 -471 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 22.7 3.0 90.2 74.3 100.0 100.0: 0.0 0.0
Old : 100.0: 6.9 22.7 3.0 90.2 74.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 5 2 12 8 15 13:
Old : 22: 1 5 2 12 8 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 78.9 91.5 94.3 74.1 77.8 89.5 89.0
Old : 74.1 78.9 91.5 94.3 74.1 77.8 89.5 89.0
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,900: 2,168 5,875 930 16,775 13,095 19,873 19,900: 27 0
Old : 19,900: 2,168 5,875 930 16,775 13,095 19,873 19,900: 27 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 91: -130 250 80 141 -239 91 91: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 29.5 4.7 84.3 65.8 99.9 100.0: 0.1 0.0
Old : 100.0: 10.9 29.5 4.7 84.3 65.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 7 3 12 11 17 20:
Old : 26: 4 7 3 12 11 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 78.9 84.4 90.0 56.5 77.2 81.3 87.1
Old : 57.9 78.9 84.4 90.0 56.5 77.2 81.3 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 44,335: 21,345 10,200 2,237 20,753 31,898 44,335 44,335: 0 0
Old : 44,335: 21,345 10,200 2,237 20,753 31,898 44,335 44,335: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 23.0 5.0 46.8 71.9 100.0 100.0: 0.0 0.0
Old : 100.0: 48.1 23.0 5.0 46.8 71.9 100.0 100.0: 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 : 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 : 65.1 66.4 86.8 89.0 57.8 63.5 73.6 78.5
Old : 65.1 66.4 86.8 89.0 57.8 63.5 73.6 78.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 31, 2019 :
: 0: 0 0 0 0 0 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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 26,064: 3,220 0 2,666 19,940 23,327 25,826 25,993: 238 71
Old : 26,064: 3,220 0 2,666 19,940 23,327 25,826 25,993: 238 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -10,375: -430 -518 -946 -8,984 -8,951 -10,360 -10,415: -15 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 10.2 76.5 89.5 99.1 99.7: 0.9 0.3
Old : 100.0: 12.4 0.0 10.2 76.5 89.5 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 0 5 22 21 30 26:
Old : 32: 7 0 5 22 21 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 65.0 74.0 80.7 26.4 36.9 36.3 42.0
Old : 49.1 65.0 74.0 80.7 26.4 36.9 36.3 42.0
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 35,067: 1,912 2,698 2,721 29,302 29,615 33,935 35,034: 1,132 33
Old : 35,067: 1,912 2,698 2,721 29,302 29,615 33,935 35,034: 1,132 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,530: -128 730 -1,341 -234 -899 -1,703 -1,510: 173 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.7 7.8 83.6 84.5 96.8 99.9: 3.2 0.1
Old : 100.0: 5.5 7.7 7.8 83.6 84.5 96.8 99.9: 3.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 5 3 20 19 26 24:
Old : 34: 3 5 3 20 19 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 55.2 68.4 78.0 42.1 45.1 54.3 57.7
Old : 49.9 55.2 68.4 78.0 42.1 45.1 54.3 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 6,098: 119 1,925 404 5,563 3,769 6,086 6,098: 12 0
Old : 6,098: 119 1,925 404 5,563 3,769 6,086 6,098: 12 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,282: -2 -233 -417 -860 -622 -1,279 -1,272: -3 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 31.6 6.6 91.2 61.8 99.8 100.0: 0.2 0.0
Old : 100.0: 2.0 31.6 6.6 91.2 61.8 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 14 11 17 13:
Old : 21: 1 2 2 14 11 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 66.0 87.9 90.9 70.0 60.7 82.4 79.0
Old : 72.9 66.0 87.9 90.9 70.0 60.7 82.4 79.0
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,018,664: 253,674 154,420 412,019 4,322,860 4,423,463 4,988,553 4,989,902: 30,111 28,762
Old : 5,018,664: 253,674 154,420 412,019 4,322,860 4,423,463 4,988,553 4,989,902: 30,111 28,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 106,990: 8,342 23,573 33,364 64,731 49,010 106,437 105,947: 553 1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.1 8.2 86.1 88.1 99.4 99.4: 0.6 0.6
Old : 100.0: 5.1 3.1 8.2 86.1 88.1 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 34 27 44 143 114 198 164:
Old : 220: 34 27 44 143 114 198 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 41.2 44.3 57.1 26.1 40.1 39.2 55.2
Old : 27.7 41.2 44.3 57.1 26.1 40.1 39.2 55.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,083,045: 27,155 55,788 326,988 727,206 698,496 1,081,350 1,081,272: 1,696 1,774
Old : 1,083,045: 27,155 55,788 326,988 727,206 698,496 1,081,350 1,081,272: 1,696 1,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 70,865: 9,991 12,919 25,833 34,858 31,939 70,683 70,691: 183 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.2 30.2 67.1 64.5 99.8 99.8: 0.2 0.2
Old : 100.0: 2.5 5.2 30.2 67.1 64.5 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 14 9 18 42 41 62 62:
Old : 66: 14 9 18 42 41 62 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 52.9 72.4 73.6 9.6 13.0 11.8 14.0
Old : 57.0 52.9 72.4 73.6 9.6 13.0 11.8 14.0
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 267,134: 4,993 5,402 302 237,317 256,720 242,612 262,424: 24,522 4,710
Old : 267,134: 4,993 5,402 302 237,317 256,720 242,612 262,424: 24,522 4,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,782: -461 -403 0 -3,144 -3,005 -3,605 -3,408: -177 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.0 0.1 88.8 96.1 90.8 98.2: 9.2 1.8
Old : 100.0: 1.9 2.0 0.1 88.8 96.1 90.8 98.2: 9.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 1 25 22 28 24:
Old : 33: 2 2 1 25 22 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 78.7 74.0 89.7 51.5 74.4 66.3 81.5
Old : 58.9 78.7 74.0 89.7 51.5 74.4 66.3 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 135,444: 183 217 775 129,271 120,520 130,229 121,512: 5,215 13,932
Old : 135,444: 183 217 775 129,271 120,520 130,229 121,512: 5,215 13,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -9,301: -1,603 -1,569 -152 -9,121 -6,908 -10,876 -8,629: 1,575 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.2 0.6 95.4 89.0 96.1 89.7: 3.9 10.3
Old : 100.0: 0.1 0.2 0.6 95.4 89.0 96.1 89.7: 3.9 10.3
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: 1 1 1 21 20 22 22:
Old : 30: 1 1 1 21 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 47.7 83.5 70.4 68.2 45.0 81.1 67.7
Old : 69.0 47.7 83.5 70.4 68.2 45.0 81.1 67.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 323,097: 5,811 5,256 5,287 299,499 310,066 310,597 320,609: 12,500 2,488
Old : 323,097: 5,811 5,256 5,287 299,499 310,066 310,597 320,609: 12,500 2,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -17,857: -2,626 -2,280 -419 -14,846 -15,063 -17,891 -17,762: 34 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.6 1.6 92.7 96.0 96.1 99.2: 3.9 0.8
Old : 100.0: 1.8 1.6 1.6 92.7 96.0 96.1 99.2: 3.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 3 3 33 33 37 38:
Old : 49: 3 3 3 33 33 37 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 47.1 76.0 71.6 53.5 41.2 63.2 62.2
Old : 59.9 47.1 76.0 71.6 53.5 41.2 63.2 62.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 842,660: 8,407 10,537 2,060 822,498 828,366 832,965 840,963: 9,695 1,697
Old : 842,660: 8,407 10,537 2,060 822,498 828,366 832,965 840,963: 9,695 1,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -24,099: 596 -371 -620 -24,518 -23,254 -24,542 -24,245: 443 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.3 0.2 97.6 98.3 98.8 99.8: 1.2 0.2
Old : 100.0: 1.0 1.3 0.2 97.6 98.3 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 6 2 4 39 27 46 32:
Old : 50: 6 2 4 39 27 46 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 65.0 61.4 90.0 34.6 63.4 60.5 87.8
Old : 35.2 65.0 61.4 90.0 34.6 63.4 60.5 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 357,994: 2,599 5,786 1,418 346,356 338,554 350,373 345,758: 7,621 12,236
Old : 357,994: 2,599 5,786 1,418 346,356 338,554 350,373 345,758: 7,621 12,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -23,247: -833 1,109 -65 -23,152 -27,729 -24,050 -26,685: 803 3,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.6 0.4 96.7 94.6 97.9 96.6: 2.1 3.4
Old : 100.0: 0.7 1.6 0.4 96.7 94.6 97.9 96.6: 2.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 2 3 3 40 37 43 42:
Old : 57: 2 3 3 40 37 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 43.4 62.8 62.2 41.5 36.7 59.5 51.4
Old : 43.2 43.4 62.8 62.2 41.5 36.7 59.5 51.4
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 499,618: 1,022 596 58 490,073 490,258 491,153 490,912: 8,465 8,706
Old : 499,618: 1,022 596 58 490,073 490,258 491,153 490,912: 8,465 8,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -20,488: 0 -651 -62 -19,540 -20,960 -19,602 -21,673: -886 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.1 0.0 98.1 98.1 98.3 98.3: 1.7 1.7
Old : 100.0: 0.2 0.1 0.0 98.1 98.1 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 1 2 1 40 35 42 37:
Old : 53: 1 2 1 40 35 42 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 : 57.5 47.5 76.6 73.9 57.5 45.7 74.9 67.9
Old : 57.5 47.5 76.6 73.9 57.5 45.7 74.9 67.9
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 381,939: 0 3,346 0 375,121 368,650 375,121 371,996: 6,818 9,943
Old : 381,939: 0 3,346 0 375,121 368,650 375,121 371,996: 6,818 9,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -12,368: 0 -2,074 -61 -9,877 -9,740 -9,938 -11,875: -2,430 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 98.2 96.5 98.2 97.4: 1.8 2.6
Old : 100.0: 0.0 0.9 0.0 98.2 96.5 98.2 97.4: 1.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 0 2 0 36 32 36 34:
Old : 45: 0 2 0 36 32 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 64.1 68.2 80.4 47.8 59.7 66.6 72.3
Old : 48.6 64.1 68.2 80.4 47.8 59.7 66.6 72.3
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,029: 126 4,276 286 95,947 93,534 96,359 98,096: 4,670 2,933
Old : 101,029: 126 4,276 286 95,947 93,534 96,359 98,096: 4,670 2,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -10,671: -29 -581 -265 -9,997 -10,311 -10,291 -11,157: -380 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.2 0.3 95.0 92.6 95.4 97.1: 4.6 2.9
Old : 100.0: 0.1 4.2 0.3 95.0 92.6 95.4 97.1: 4.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 2 18 22 20 26:
Old : 30: 1 3 2 18 22 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 49.1 89.0 71.9 77.3 48.0 83.9 65.0
Old : 77.8 49.1 89.0 71.9 77.3 48.0 83.9 65.0
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,922: 0 362 0 20,605 20,233 20,605 20,595: 1,317 1,327
Old : 21,922: 0 362 0 20,605 20,233 20,605 20,595: 1,317 1,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -11,115: 0 -862 -31 -10,836 -10,522 -10,867 -11,415: -248 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 94.0 92.3 94.0 93.9: 6.0 6.1
Old : 100.0: 0.0 1.7 0.0 94.0 92.3 94.0 93.9: 6.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 13 15 13 16:
Old : 28: 0 1 0 13 15 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 61.0 83.7 80.0 64.4 61.0 83.7 80.0
Old : 64.4 61.0 83.7 80.0 64.4 61.0 83.7 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 237,283: 0 484 58 234,094 228,173 234,152 228,715: 3,131 8,568
Old : 237,283: 0 484 58 234,094 228,173 234,152 228,715: 3,131 8,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -12,977: 0 -793 0 -11,865 -11,525 -11,865 -12,318: -1,112 -659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 98.7 96.2 98.7 96.4: 1.3 3.6
Old : 100.0: 0.0 0.2 0.0 98.7 96.2 98.7 96.4: 1.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 1 25 22 26 23:
Old : 37: 0 1 1 25 22 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 : 66.4 47.9 78.8 76.7 66.3 46.4 77.8 72.5
Old : 66.4 47.9 78.8 76.7 66.3 46.4 77.8 72.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 177,904: 0 0 0 171,863 175,293 171,863 175,293: 6,041 2,611
Old : 177,904: 0 0 0 171,863 175,293 171,863 175,293: 6,041 2,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -11,176: 0 0 0 -10,093 -10,483 -10,093 -10,483: -1,083 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.6 98.5 96.6 98.5: 3.4 1.5
Old : 100.0: 0.0 0.0 0.0 96.6 98.5 96.6 98.5: 3.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 24 21 24 21:
Old : 31: 0 0 0 24 21 24 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 : 55.6 51.8 71.7 81.6 55.6 49.1 69.3 72.6
Old : 55.6 51.8 71.7 81.6 55.6 49.1 69.3 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 263,902: 0 2,736 0 257,336 258,911 257,336 261,647: 6,566 2,255
Old : 263,902: 0 2,736 0 257,336 258,911 257,336 261,647: 6,566 2,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -14,605: 0 0 0 -14,374 -14,132 -14,374 -14,132: -231 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 97.5 98.1 97.5 99.1: 2.5 0.9
Old : 100.0: 0.0 1.0 0.0 97.5 98.1 97.5 99.1: 2.5 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 : 33: 0 1 0 22 22 22 23:
Old : 33: 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 : 54.5 65.8 84.3 80.1 52.1 63.1 78.7 76.8
Old : 54.5 65.8 84.3 80.1 52.1 63.1 78.7 76.8
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,650: 3,999 0 0 24,093 28,579 28,092 28,579: 1,558 1,071
Old : 29,650: 3,999 0 0 24,093 28,579 28,092 28,579: 1,558 1,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -10,478: -2,573 0 0 -7,099 -9,982 -9,672 -9,982: -806 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 0.0 81.3 96.4 94.7 96.4: 5.3 3.6
Old : 100.0: 13.5 0.0 0.0 81.3 96.4 94.7 96.4: 5.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 0 0 11 14 15 14:
Old : 28: 4 0 0 11 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 74.6 85.8 89.0 74.3 74.6 85.8 89.0
Old : 74.3 74.6 85.8 89.0 74.3 74.6 85.8 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 561,359: 28,219 122 6,394 514,827 543,866 549,440 550,382: 11,919 10,977
Old : 561,359: 28,219 122 6,394 514,827 543,866 549,440 550,382: 11,919 10,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -27,124: -1,560 -1,984 -218 -25,320 -26,124 -27,098 -28,326: -26 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 1.1 91.7 96.9 97.9 98.0: 2.1 2.0
Old : 100.0: 5.0 0.0 1.1 91.7 96.9 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 : 62: 6 1 5 48 36 56 41:
Old : 62: 6 1 5 48 36 56 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 55.6 45.6 76.4 26.7 55.3 42.9 73.5
Old : 28.2 55.6 45.6 76.4 26.7 55.3 42.9 73.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 187,096: 298 419 1,582 180,933 176,948 182,813 178,949: 4,283 8,147
Old : 187,096: 298 419 1,582 180,933 176,948 182,813 178,949: 4,283 8,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,795: -904 -2,118 -542 -2,678 -2,377 -4,124 -5,037: 329 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 0.8 96.7 94.6 97.7 95.6: 2.3 4.4
Old : 100.0: 0.2 0.2 0.8 96.7 94.6 97.7 95.6: 2.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 22 18 24 20:
Old : 25: 1 1 2 22 18 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 : 62.8 61.8 77.8 81.9 45.0 49.1 54.6 58.1
Old : 62.8 61.8 77.8 81.9 45.0 49.1 54.6 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 39,129: 526 0 544 37,137 37,646 38,207 38,190: 922 939
Old : 39,129: 526 0 544 37,137 37,646 38,207 38,190: 922 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6,590: 0 -372 0 -6,652 -5,865 -6,652 -6,237: 62 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 1.4 94.9 96.2 97.6 97.6: 2.4 2.4
Old : 100.0: 1.3 0.0 1.4 94.9 96.2 97.6 97.6: 2.4 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 : 20: 1 0 1 15 9 16 10:
Old : 20: 1 0 1 15 9 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 77.8 83.6 95.3 59.9 76.8 76.0 84.5
Old : 64.8 77.8 83.6 95.3 59.9 76.8 76.0 84.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,743: 0 0 0 80,295 80,277 80,295 80,277: 5,448 5,466
Old : 85,743: 0 0 0 80,295 80,277 80,295 80,277: 5,448 5,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -7,588: -992 0 -31 -7,818 -7,250 -8,841 -7,281: 1,253 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.6 93.6 93.6 93.6: 6.4 6.4
Old : 100.0: 0.0 0.0 0.0 93.6 93.6 93.6 93.6: 6.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 14 15 14:
Old : 20: 0 0 0 15 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 77.7 79.8 90.3 44.2 76.6 70.8 79.8
Old : 52.6 77.7 79.8 90.3 44.2 76.6 70.8 79.8
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 262,600: 1,320 0 0 254,492 262,052 255,812 262,052: 6,788 548
Old : 262,600: 1,320 0 0 254,492 262,052 255,812 262,052: 6,788 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -36,546: -6,095 -6,758 -558 -30,715 -29,038 -37,368 -36,354: 822 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 96.9 99.8 97.4 99.8: 2.6 0.2
Old : 100.0: 0.5 0.0 0.0 96.9 99.8 97.4 99.8: 2.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 21 16 22 16:
Old : 26: 1 0 0 21 16 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 86.3 77.4 95.5 52.2 84.2 68.7 86.0
Old : 56.6 86.3 77.4 95.5 52.2 84.2 68.7 86.0
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 241,871: 7,446 6,975 558 230,151 233,509 238,155 241,042: 3,716 829
Old : 241,871: 7,446 6,975 558 230,151 233,509 238,155 241,042: 3,716 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -45,054: -17,701 -7,843 -868 -26,454 -35,754 -45,023 -44,465: -31 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.9 0.2 95.2 96.5 98.5 99.7: 1.5 0.3
Old : 100.0: 3.1 2.9 0.2 95.2 96.5 98.5 99.7: 1.5 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 : 54: 6 2 1 33 25 39 28:
Old : 54: 6 2 1 33 25 39 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 : 59.0 78.8 73.1 88.1 56.7 77.0 69.1 84.2
Old : 59.0 78.8 73.1 88.1 56.7 77.0 69.1 84.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,367: 0 868 0 109,160 109,639 109,160 110,507: 2,207 860
Old : 111,367: 0 868 0 109,160 109,639 109,160 110,507: 2,207 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -22,878: -620 -248 0 -21,731 -22,103 -22,351 -22,351: -527 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 98.0 98.4 98.0 99.2: 2.0 0.8
Old : 100.0: 0.0 0.8 0.0 98.0 98.4 98.0 99.2: 2.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 0 19 20 19 22:
Old : 33: 0 2 0 19 20 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 71.3 88.5 92.4 69.5 61.7 80.0 81.3
Old : 71.9 71.3 88.5 92.4 69.5 61.7 80.0 81.3
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 22,411: 383 0 0 20,997 22,256 21,380 22,256: 1,031 155
Old : 22,411: 383 0 0 20,997 22,256 21,380 22,256: 1,031 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -9,359: 0 0 0 -9,260 -9,483 -9,260 -9,483: -99 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 93.7 99.3 95.4 99.3: 4.6 0.7
Old : 100.0: 1.7 0.0 0.0 93.7 99.3 95.4 99.3: 4.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 14 13 15 13:
Old : 25: 1 0 0 14 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 75.7 81.3 92.2 57.7 75.7 74.9 89.2
Old : 60.1 75.7 81.3 92.2 57.7 75.7 74.9 89.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 251,331: 370 762 1,070 245,712 239,155 247,152 240,987: 4,179 10,344
Old : 251,331: 370 762 1,070 245,712 239,155 247,152 240,987: 4,179 10,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -21,142: -1,040 0 -4 -19,507 -23,447 -20,551 -23,451: -591 2,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.3 0.4 97.8 95.2 98.3 95.9: 1.7 4.1
Old : 100.0: 0.1 0.3 0.4 97.8 95.2 98.3 95.9: 1.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 1 1 36 32 37 34:
Old : 46: 1 1 1 36 32 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 38.1 72.3 58.5 51.1 32.7 63.4 50.6
Old : 52.7 38.1 72.3 58.5 51.1 32.7 63.4 50.6
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 98,012: 0 0 0 97,857 97,268 97,857 97,268: 155 744
Old : 98,012: 0 0 0 97,857 97,268 97,857 97,268: 155 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -11,718: 0 0 0 -11,563 -11,160 -11,563 -11,160: -155 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.2 99.8 99.2: 0.2 0.8
Old : 100.0: 0.0 0.0 0.0 99.8 99.2 99.8 99.2: 0.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 9 14 9 14:
Old : 20: 0 0 0 9 14 9 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 : 96.9 86.9 99.6 95.8 89.3 78.8 89.8 85.8
Old : 96.9 86.9 99.6 95.8 89.3 78.8 89.8 85.8
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 95,538: 0 0 0 84,071 81,303 84,071 81,303: 11,467 14,235
Old : 95,538: 0 0 0 84,071 81,303 84,071 81,303: 11,467 14,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6,529: 0 -248 -62 -5,799 -5,788 -5,861 -6,098: -668 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.0 85.1 88.0 85.1: 12.0 14.9
Old : 100.0: 0.0 0.0 0.0 88.0 85.1 88.0 85.1: 12.0 14.9
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 : 22: 0 0 0 15 15 15 15:
Old : 22: 0 0 0 15 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 56.7 79.1 76.1 59.5 52.2 69.5 66.0
Old : 65.4 56.7 79.1 76.1 59.5 52.2 69.5 66.0
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 207,238: 0 898 0 203,170 200,938 203,170 201,836: 4,068 5,402
Old : 207,238: 0 898 0 203,170 200,938 203,170 201,836: 4,068 5,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -23,236: 0 -535 -116 -22,871 -21,901 -22,987 -22,552: -249 -684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 98.0 97.0 98.0 97.4: 2.0 2.6
Old : 100.0: 0.0 0.4 0.0 98.0 97.0 98.0 97.4: 2.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 1 0 24 28 24 29:
Old : 38: 0 1 0 24 28 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 41.4 85.3 61.6 62.6 40.6 75.4 57.8
Old : 64.7 41.4 85.3 61.6 62.6 40.6 75.4 57.8
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 183,746: 0 0 0 178,887 180,599 178,887 180,599: 4,859 3,147
Old : 183,746: 0 0 0 178,887 180,599 178,887 180,599: 4,859 3,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -8,490: 0 0 0 -9,135 -7,218 -9,135 -7,218: 645 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 98.3 97.4 98.3: 2.6 1.7
Old : 100.0: 0.0 0.0 0.0 97.4 98.3 97.4 98.3: 2.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 21 18 21 18:
Old : 29: 0 0 0 21 18 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 : 56.8 68.3 78.0 86.9 52.8 67.0 69.9 78.7
Old : 56.8 68.3 78.0 86.9 52.8 67.0 69.9 78.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,958: 0 0 0 74,096 79,891 74,096 79,891: 7,862 2,067
Old : 81,958: 0 0 0 74,096 79,891 74,096 79,891: 7,862 2,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,331: 0 0 0 -3,862 -4,510 -3,862 -4,510: -469 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.4 97.5 90.4 97.5: 9.6 2.5
Old : 100.0: 0.0 0.0 0.0 90.4 97.5 90.4 97.5: 9.6 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 : 24: 0 0 0 19 14 19 14:
Old : 24: 0 0 0 19 14 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 64.1 70.4 88.9 41.5 61.2 63.7 75.2
Old : 45.8 64.1 70.4 88.9 41.5 61.2 63.7 75.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 178,848: 2,860 0 0 168,258 167,266 171,118 167,266: 7,730 11,582
Old : 178,848: 2,860 0 0 168,258 167,266 171,118 167,266: 7,730 11,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -9,782: -726 0 -80 -9,819 -12,526 -10,625 -12,606: 843 2,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 94.1 93.5 95.7 93.5: 4.3 6.5
Old : 100.0: 1.6 0.0 0.0 94.1 93.5 95.7 93.5: 4.3 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 16 18 17 18:
Old : 23: 1 0 0 16 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 68.7 89.8 84.1 66.8 66.7 86.3 81.9
Old : 68.2 68.7 89.8 84.1 66.8 66.7 86.3 81.9
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 151,547: 0 8,288 6,376 133,957 125,806 140,333 140,470: 11,214 11,077
Old : 151,547: 0 8,288 6,376 133,957 125,806 140,333 140,470: 11,214 11,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -12,632: 0 -1,080 -372 -12,233 -10,875 -12,605 -12,327: -27 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 4.2 88.4 83.0 92.6 92.7: 7.4 7.3
Old : 100.0: 0.0 5.5 4.2 88.4 83.0 92.6 92.7: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 4 2 25 26 27 30:
Old : 38: 0 4 2 25 26 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 40.2 54.1 62.0 28.6 37.3 43.0 51.0
Old : 36.0 40.2 54.1 62.0 28.6 37.3 43.0 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 41,421: 367 0 0 39,986 40,131 40,353 40,131: 1,068 1,290
Old : 41,421: 367 0 0 39,986 40,131 40,353 40,131: 1,068 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -8,685: -950 -310 0 -7,011 -8,704 -7,961 -9,014: -724 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 96.5 96.9 97.4 96.9: 2.6 3.1
Old : 100.0: 0.9 0.0 0.0 96.5 96.9 97.4 96.9: 2.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 12 14 13 14:
Old : 22: 1 0 0 12 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 : 82.0 62.2 93.5 89.5 78.5 54.1 84.7 81.4
Old : 82.0 62.2 93.5 89.5 78.5 54.1 84.7 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 222,463: 0 3,092 2,753 214,301 209,446 217,054 215,291: 5,409 7,172
Old : 222,463: 0 3,092 2,753 214,301 209,446 217,054 215,291: 5,409 7,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -10,808: 0 -6 -406 -10,889 -12,115 -11,295 -12,527: 487 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 1.2 96.3 94.1 97.6 96.8: 2.4 3.2
Old : 100.0: 0.0 1.4 1.2 96.3 94.1 97.6 96.8: 2.4 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 : 50: 0 5 3 35 35 38 40:
Old : 50: 0 5 3 35 35 38 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 : 53.8 40.0 73.5 63.6 52.5 36.1 71.7 58.5
Old : 53.8 40.0 73.5 63.6 52.5 36.1 71.7 58.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 126,579: 1,031 310 174 120,553 122,751 121,758 123,235: 4,821 3,344
Old : 126,579: 1,031 310 174 120,553 122,751 121,758 123,235: 4,821 3,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -12,564: -52 124 -281 -12,466 -11,872 -12,799 -12,029: 235 -535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.2 0.1 95.2 97.0 96.2 97.4: 3.8 2.6
Old : 100.0: 0.8 0.2 0.1 95.2 97.0 96.2 97.4: 3.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 1 25 25 27 27:
Old : 33: 2 1 1 25 25 27 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 : 54.2 55.6 72.2 80.0 41.8 46.9 55.7 64.2
Old : 54.2 55.6 72.2 80.0 41.8 46.9 55.7 64.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 150,864: 600 0 0 142,641 146,270 143,241 146,270: 7,623 4,594
Old : 150,864: 600 0 0 142,641 146,270 143,241 146,270: 7,623 4,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -10,925: -310 0 0 -9,847 -11,953 -10,157 -11,953: -768 1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 94.5 97.0 94.9 97.0: 5.1 3.0
Old : 100.0: 0.4 0.0 0.0 94.5 97.0 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: 1 0 0 18 18 19 18:
Old : 27: 1 0 0 18 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 65.0 85.4 87.0 56.9 53.9 63.6 65.3
Old : 75.8 65.0 85.4 87.0 56.9 53.9 63.6 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 24,081: 0 1,753 387 20,807 20,816 21,194 22,956: 2,887 1,125
Old : 24,081: 0 1,753 387 20,807 20,816 21,194 22,956: 2,887 1,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -7,735: -372 0 0 -7,099 -7,878 -7,471 -7,878: -264 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 1.6 86.4 86.4 88.0 95.3: 12.0 4.7
Old : 100.0: 0.0 7.3 1.6 86.4 86.4 88.0 95.3: 12.0 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 : 22: 0 1 1 9 14 10 15:
Old : 22: 0 1 1 9 14 10 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 : 73.0 61.6 85.4 81.1 71.8 60.0 81.5 77.5
Old : 73.0 61.6 85.4 81.1 71.8 60.0 81.5 77.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 275,368: 0 0 0 261,303 274,961 261,303 274,961: 14,065 407
Old : 275,368: 0 0 0 261,303 274,961 261,303 274,961: 14,065 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -10,270: 0 -217 0 -9,342 -10,053 -9,342 -10,270: -928 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 99.9 94.9 99.9: 5.1 0.1
Old : 100.0: 0.0 0.0 0.0 94.9 99.9 94.9 99.9: 5.1 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 : 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 : 48.3 72.0 67.5 97.6 47.7 72.0 65.7 96.7
Old : 48.3 72.0 67.5 97.6 47.7 72.0 65.7 96.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 100,703: 7,622 8,774 0 84,954 89,305 92,576 98,079: 8,127 2,624
Old : 100,703: 7,622 8,774 0 84,954 89,305 92,576 98,079: 8,127 2,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -5,804: -1,457 0 0 -3,539 -5,711 -4,996 -5,711: -808 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 8.7 0.0 84.4 88.7 91.9 97.4: 8.1 2.6
Old : 100.0: 7.6 8.7 0.0 84.4 88.7 91.9 97.4: 8.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 65.1 73.4 83.9 91.6 65.1 72.8 82.8 90.2
Old : 65.1 73.4 83.9 91.6 65.1 72.8 82.8 90.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 200,060: 0 848 360 197,517 197,416 197,877 198,624: 2,183 1,436
Old : 200,060: 0 848 360 197,517 197,416 197,877 198,624: 2,183 1,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -8,755: 0 0 0 -8,197 -8,609 -8,197 -8,609: -558 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.2 98.7 98.7 98.9 99.3: 1.1 0.7
Old : 100.0: 0.0 0.4 0.2 98.7 98.7 98.9 99.3: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 1 21 24 22 25:
Old : 31: 0 1 1 21 24 22 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 : 67.4 55.1 86.3 77.8 59.9 52.0 71.8 67.5
Old : 67.4 55.1 86.3 77.8 59.9 52.0 71.8 67.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,269: 3,094 2,114 2,944 17,703 18,935 23,740 23,992: 529 277
Old : 24,269: 3,094 2,114 2,944 17,703 18,935 23,740 23,992: 529 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,541: -423 -838 -257 -1,823 -1,371 -2,503 -2,466: -38 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 8.7 12.1 72.9 78.0 97.8 98.9: 2.2 1.1
Old : 100.0: 12.7 8.7 12.1 72.9 78.0 97.8 98.9: 2.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 9 17 23 23 40 41:
Old : 44: 9 9 17 23 23 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 49.4 65.5 67.2 22.4 25.2 30.3 31.2
Old : 43.2 49.4 65.5 67.2 22.4 25.2 30.3 31.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 41,033: 5,810 1,095 890 34,213 39,048 40,913 41,033: 120 0
Old : 41,033: 5,810 1,095 890 34,213 39,048 40,913 41,033: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,203: -1,750 367 135 547 -1,705 -1,068 -1,203: -135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 2.7 2.2 83.4 95.2 99.7 100.0: 0.3 0.0
Old : 100.0: 14.2 2.7 2.2 83.4 95.2 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 : 40: 6 6 5 25 24 34 32:
Old : 40: 6 6 5 25 24 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 56.1 80.2 80.9 44.8 50.1 63.0 68.2
Old : 50.8 56.1 80.2 80.9 44.8 50.1 63.0 68.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,020: 4,619 425 534 25,867 30,061 31,020 31,020: 0 0
Old : 31,020: 4,619 425 534 25,867 30,061 31,020 31,020: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,621: -1,290 250 209 -413 -2,080 -1,494 -1,621: -127 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 1.4 1.7 83.4 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 14.9 1.4 1.7 83.4 96.9 100.0 100.0: 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 : 31: 3 4 4 18 20 23 26:
Old : 31: 3 4 4 18 20 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 71.1 79.7 88.5 53.4 66.0 72.5 79.2
Old : 54.0 71.1 79.7 88.5 53.4 66.0 72.5 79.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 130,267: 3,528 7,849 10,419 116,040 111,550 129,987 129,818: 280 449
Old : 130,267: 3,528 7,849 10,419 116,040 111,550 129,987 129,818: 280 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6,114: -420 -165 -405 -5,363 -5,535 -6,188 -6,105: 74 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.0 8.0 89.1 85.6 99.8 99.7: 0.2 0.3
Old : 100.0: 2.7 6.0 8.0 89.1 85.6 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 8 9 9 31 33 43 47:
Old : 51: 8 9 9 31 33 43 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 : 55.8 39.7 72.0 60.3 43.7 27.6 48.4 37.4
Old : 55.8 39.7 72.0 60.3 43.7 27.6 48.4 37.4
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 69,937: 1,390 936 2,673 65,843 66,308 69,907 69,917: 30 20
Old : 69,937: 1,390 936 2,673 65,843 66,308 69,907 69,917: 30 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,471: -310 346 -143 -3,048 -3,613 -3,501 -3,411: 30 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.3 3.8 94.1 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 1.3 3.8 94.1 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 4 5 20 24 28 31:
Old : 35: 6 4 5 20 24 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 74.5 81.8 89.0 60.5 64.8 70.1 70.7
Old : 60.8 74.5 81.8 89.0 60.5 64.8 70.1 70.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 32,287: 551 75 200 31,536 32,012 32,287 32,287: 0 0
Old : 32,287: 551 75 200 31,536 32,012 32,287 32,287: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,675: 75 0 -75 -1,675 -1,600 -1,675 -1,675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.2 0.6 97.7 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.2 0.6 97.7 99.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 1 10 14 14 16:
Old : 23: 3 2 1 10 14 14 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 : 86.6 86.2 96.0 95.0 75.7 75.2 80.4 81.0
Old : 86.6 86.2 96.0 95.0 75.7 75.2 80.4 81.0
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 59,109: 16,128 795 5,399 37,199 52,883 58,726 59,077: 383 32
Old : 59,109: 16,128 795 5,399 37,199 52,883 58,726 59,077: 383 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,141: -145 679 -714 -1,179 -2,133 -2,038 -2,168: -103 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 1.3 9.1 62.9 89.5 99.4 99.9: 0.6 0.1
Old : 100.0: 27.3 1.3 9.1 62.9 89.5 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 : 34: 5 2 3 25 24 31 28:
Old : 34: 5 2 3 25 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 : 52.2 57.1 76.0 75.0 47.2 43.3 55.1 54.5
Old : 52.2 57.1 76.0 75.0 47.2 43.3 55.1 54.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 80,005: 25,609 2,314 4,256 49,804 73,370 79,669 79,940: 336 65
Old : 80,005: 25,609 2,314 4,256 49,804 73,370 79,669 79,940: 336 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,043: 83 656 -1,162 -2,014 -2,449 -3,093 -2,955: 50 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 2.9 5.3 62.3 91.7 99.6 99.9: 0.4 0.1
Old : 100.0: 32.0 2.9 5.3 62.3 91.7 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 6 6 26 28 34 37:
Old : 42: 5 6 6 26 28 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 : 56.3 63.3 74.1 79.7 55.2 55.5 63.4 63.7
Old : 56.3 63.3 74.1 79.7 55.2 55.5 63.4 63.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 72,817: 2,245 1,320 1,294 68,430 70,099 71,969 72,713: 848 104
Old : 72,817: 2,245 1,320 1,294 68,430 70,099 71,969 72,713: 848 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -5,836: -813 -52 0 -4,954 -5,791 -5,767 -5,843: -69 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.8 1.8 94.0 96.3 98.8 99.9: 1.2 0.1
Old : 100.0: 3.1 1.8 1.8 94.0 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 : 36: 2 1 2 27 25 30 27:
Old : 36: 2 1 2 27 25 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 70.4 71.7 83.0 44.9 69.8 68.9 78.7
Old : 46.6 70.4 71.7 83.0 44.9 69.8 68.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 92,321: 2,361 1,290 1,836 87,158 89,135 91,355 92,261: 966 60
Old : 92,321: 2,361 1,290 1,836 87,158 89,135 91,355 92,261: 966 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -7,696: -973 -3 0 -6,617 -7,681 -7,590 -7,684: -106 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.4 2.0 94.4 96.5 99.0 99.9: 1.0 0.1
Old : 100.0: 2.6 1.4 2.0 94.4 96.5 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 1 2 30 27 34 29:
Old : 39: 3 1 2 30 27 34 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 : 44.5 70.6 68.5 85.2 44.1 70.1 67.6 81.4
Old : 44.5 70.6 68.5 85.2 44.1 70.1 67.6 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,807: 450 420 0 40,215 39,798 40,665 40,218: 142 589
Old : 40,807: 450 420 0 40,215 39,798 40,665 40,218: 142 589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,438: 0 0 0 1,438 1,174 1,438 1,174: 0 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.0 0.0 98.5 97.5 99.7 98.6: 0.3 1.4
Old : 100.0: 1.1 1.0 0.0 98.5 97.5 99.7 98.6: 0.3 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 : 28: 2 1 0 19 21 21 22:
Old : 28: 2 1 0 19 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 85.4 87.4 93.9 61.5 84.8 78.0 87.0
Old : 68.8 85.4 87.4 93.9 61.5 84.8 78.0 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 25,579: 355 805 65 24,888 24,609 25,308 25,479: 271 100
Old : 25,579: 355 805 65 24,888 24,609 25,308 25,479: 271 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 577: 0 0 0 577 577 577 577: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 3.1 0.3 97.3 96.2 98.9 99.6: 1.1 0.4
Old : 100.0: 1.4 3.1 0.3 97.3 96.2 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 : 28: 1 4 2 20 20 22 25:
Old : 28: 1 4 2 20 20 22 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 : 58.6 66.8 77.8 85.9 48.7 56.7 61.6 64.9
Old : 58.6 66.8 77.8 85.9 48.7 56.7 61.6 64.9
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 86,509: 19,386 704 2,882 63,889 82,816 86,157 86,402: 352 107
Old : 86,509: 19,386 704 2,882 63,889 82,816 86,157 86,402: 352 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,264: -300 32 559 1,002 673 1,261 1,264: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 0.8 3.3 73.9 95.7 99.6 99.9: 0.4 0.1
Old : 100.0: 22.4 0.8 3.3 73.9 95.7 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 19 2 13 32 32 52 46:
Old : 56: 19 2 13 32 32 52 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 47.8 55.5 68.2 15.5 19.3 22.9 28.8
Old : 34.9 47.8 55.5 68.2 15.5 19.3 22.9 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,189: 8,921 355 600 27,363 35,892 36,884 36,847: 305 342
Old : 37,189: 8,921 355 600 27,363 35,892 36,884 36,847: 305 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 85: -200 0 0 285 85 85 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 1.0 1.6 73.6 96.5 99.2 99.1: 0.8 0.9
Old : 100.0: 24.0 1.0 1.6 73.6 96.5 99.2 99.1: 0.8 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: 5 2 2 19 22 25 25:
Old : 32: 5 2 2 19 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 : 54.8 51.4 80.2 75.1 43.7 39.9 59.5 55.1
Old : 54.8 51.4 80.2 75.1 43.7 39.9 59.5 55.1
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,531: 600 395 25 45,753 45,582 46,378 46,002: 153 529
Old : 46,531: 600 395 25 45,753 45,582 46,378 46,002: 153 529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,646: 0 0 0 1,646 1,382 1,646 1,382: 0 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.8 0.1 98.3 98.0 99.7 98.9: 0.3 1.1
Old : 100.0: 1.3 0.8 0.1 98.3 98.0 99.7 98.9: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 22 23 25 24:
Old : 31: 2 1 1 22 23 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 84.9 80.7 93.6 44.8 78.8 66.1 80.9
Old : 54.1 84.9 80.7 93.6 44.8 78.8 66.1 80.9
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 41,264: 535 2,033 5 39,669 39,126 40,209 41,164: 1,055 100
Old : 41,264: 535 2,033 5 39,669 39,126 40,209 41,164: 1,055 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 609: 0 0 0 609 609 609 609: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.9 0.0 96.1 94.8 97.4 99.8: 2.6 0.2
Old : 100.0: 1.3 4.9 0.0 96.1 94.8 97.4 99.8: 2.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 7 1 21 20 25 28:
Old : 33: 4 7 1 21 20 25 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 : 56.7 46.8 78.6 73.4 37.4 29.5 44.6 43.4
Old : 56.7 46.8 78.6 73.4 37.4 29.5 44.6 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 61,580: 2,463 1,700 0 58,509 59,535 60,972 61,235: 608 345
Old : 61,580: 2,463 1,700 0 58,509 59,535 60,972 61,235: 608 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,442: -241 -75 0 -3,186 -3,367 -3,427 -3,442: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.8 0.0 95.0 96.7 99.0 99.4: 1.0 0.6
Old : 100.0: 4.0 2.8 0.0 95.0 96.7 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 : 30: 2 2 0 23 14 25 16:
Old : 30: 2 2 0 23 14 25 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 : 53.2 87.4 74.5 95.5 52.3 83.4 71.0 88.3
Old : 53.2 87.4 74.5 95.5 52.3 83.4 71.0 88.3
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 64,626: 3,471 4,000 60 60,765 60,346 64,296 64,406: 330 220
Old : 64,626: 3,471 4,000 60 60,765 60,346 64,296 64,406: 330 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,452: -525 -375 0 -3,922 -4,117 -4,447 -4,492: -5 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.2 0.1 94.0 93.4 99.5 99.7: 0.5 0.3
Old : 100.0: 5.4 6.2 0.1 94.0 93.4 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 : 32: 4 1 1 24 15 28 17:
Old : 32: 4 1 1 24 15 28 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 81.7 73.1 94.9 52.1 79.7 68.1 89.3
Old : 53.2 81.7 73.1 94.9 52.1 79.7 68.1 89.3
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 77,836: 1,527 2,161 55 75,989 75,605 77,571 77,821: 265 15
Old : 77,836: 1,527 2,161 55 75,989 75,605 77,571 77,821: 265 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,940: -4 523 0 -3,923 -4,468 -3,927 -3,945: -13 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.8 0.1 97.6 97.1 99.7 100.0: 0.3 0.0
Old : 100.0: 2.0 2.8 0.1 97.6 97.1 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 5 2 26 28 29 34:
Old : 41: 2 5 2 26 28 29 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 : 59.7 52.0 77.6 76.9 58.6 49.8 73.6 69.3
Old : 59.7 52.0 77.6 76.9 58.6 49.8 73.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 95,939: 2,569 7,545 392 92,649 87,932 95,610 95,869: 329 70
Old : 95,939: 2,569 7,545 392 92,649 87,932 95,610 95,869: 329 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -5,383: 85 -701 -14 -5,461 -4,712 -5,390 -5,427: 7 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 7.9 0.4 96.6 91.7 99.7 99.9: 0.3 0.1
Old : 100.0: 2.7 7.9 0.4 96.6 91.7 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 : 51: 3 14 5 28 28 35 43:
Old : 51: 3 14 5 28 28 35 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 48.2 71.3 73.5 52.2 45.0 65.4 63.4
Old : 52.5 48.2 71.3 73.5 52.2 45.0 65.4 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 52,822: 50 3,722 325 52,427 48,775 52,802 52,822: 20 0
Old : 52,822: 50 3,722 325 52,427 48,775 52,802 52,822: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,605: -25 -18 100 -2,680 -2,687 -2,605 -2,605: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.0 0.6 99.3 92.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 7.0 0.6 99.3 92.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 3 15 13 19 18:
Old : 27: 1 4 3 15 13 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 89.4 96.3 96.3 77.9 87.5 93.1 92.5
Old : 78.0 89.4 96.3 96.3 77.9 87.5 93.1 92.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 63,245: 1,446 1,490 743 61,007 60,755 63,196 62,988: 49 257
Old : 63,245: 1,446 1,490 743 61,007 60,755 63,196 62,988: 49 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,057: -230 -1,101 -40 -1,782 -1,021 -2,052 -2,162: -5 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.4 1.2 96.5 96.1 99.9 99.6: 0.1 0.4
Old : 100.0: 2.3 2.4 1.2 96.5 96.1 99.9 99.6: 0.1 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 : 29: 4 1 2 22 20 27 22:
Old : 29: 4 1 2 22 20 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 : 49.9 85.4 75.7 94.1 47.5 82.2 69.4 84.4
Old : 49.9 85.4 75.7 94.1 47.5 82.2 69.4 84.4
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 70,343: 1,760 2,098 4,692 63,831 63,466 70,283 70,256: 60 87
Old : 70,343: 1,760 2,098 4,692 63,831 63,466 70,283 70,256: 60 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -100: -155 -909 -50 138 859 -67 -100: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.0 6.7 90.7 90.2 99.9 99.9: 0.1 0.1
Old : 100.0: 2.5 3.0 6.7 90.7 90.2 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 : 38: 8 4 2 23 20 32 25:
Old : 38: 8 4 2 23 20 32 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 : 48.0 77.6 73.3 88.7 46.7 69.8 66.9 75.9
Old : 48.0 77.6 73.3 88.7 46.7 69.8 66.9 75.9
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 26,667: 865 575 0 25,606 26,072 26,471 26,647: 196 20
Old : 26,667: 865 575 0 25,606 26,072 26,471 26,647: 196 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,422: -135 35 -50 -1,204 -1,393 -1,389 -1,408: -33 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.2 0.0 96.0 97.8 99.3 99.9: 0.7 0.1
Old : 100.0: 3.2 2.2 0.0 96.0 97.8 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 : 22: 1 1 0 16 12 17 13:
Old : 22: 1 1 0 16 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 81.5 82.7 96.7 65.8 73.6 79.9 88.8
Old : 66.0 81.5 82.7 96.7 65.8 73.6 79.9 88.8
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 25,986: 745 50 0 24,884 25,866 25,629 25,916: 357 70
Old : 25,986: 745 50 0 24,884 25,866 25,629 25,916: 357 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,348: -65 -10 0 -1,421 -1,301 -1,486 -1,311: 138 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.2 0.0 95.8 99.5 98.6 99.7: 1.4 0.3
Old : 100.0: 2.9 0.2 0.0 95.8 99.5 98.6 99.7: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 16 11 17 12:
Old : 21: 1 1 0 16 11 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 85.2 80.8 98.5 64.2 74.7 75.9 85.0
Old : 65.4 85.2 80.8 98.5 64.2 74.7 75.9 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 33,789: 36 2,988 1,130 32,388 29,524 33,554 33,642: 235 147
Old : 33,789: 36 2,988 1,130 32,388 29,524 33,554 33,642: 235 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,177: 0 16 -79 -1,949 -1,860 -2,028 -1,923: -149 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.8 3.3 95.9 87.4 99.3 99.6: 0.7 0.4
Old : 100.0: 0.1 8.8 3.3 95.9 87.4 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 5 3 18 17 22 22:
Old : 28: 1 5 3 18 17 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 58.8 84.8 76.5 61.8 55.9 76.2 68.8
Old : 68.4 58.8 84.8 76.5 61.8 55.9 76.2 68.8
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 21,329: 333 2,963 377 19,683 17,969 20,393 21,309: 936 20
Old : 21,329: 333 2,963 377 19,683 17,969 20,393 21,309: 936 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,632: 40 -92 -40 -1,900 -1,510 -1,900 -1,642: 268 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 13.9 1.8 92.3 84.2 95.6 99.9: 4.4 0.1
Old : 100.0: 1.6 13.9 1.8 92.3 84.2 95.6 99.9: 4.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 4 2 12 13 14 18:
Old : 22: 1 4 2 12 13 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 71.0 90.6 86.7 72.3 68.6 84.4 82.2
Old : 72.6 71.0 90.6 86.7 72.3 68.6 84.4 82.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 54,785: 2,296 3,615 1,344 51,041 49,811 54,681 54,770: 104 15
Old : 54,785: 2,296 3,615 1,344 51,041 49,811 54,681 54,770: 104 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,102: -153 85 -144 -1,839 -2,058 -2,136 -2,117: 34 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 6.6 2.5 93.2 90.9 99.8 100.0: 0.2 0.0
Old : 100.0: 4.2 6.6 2.5 93.2 90.9 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 : 41: 6 3 6 28 28 36 35:
Old : 41: 6 3 6 28 28 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 64.5 71.7 81.0 41.9 52.0 53.5 61.4
Old : 58.6 64.5 71.7 81.0 41.9 52.0 53.5 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 38,774: 626 824 893 36,962 37,057 38,481 38,774: 293 0
Old : 38,774: 626 824 893 36,962 37,057 38,481 38,774: 293 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,311: 59 -158 -117 -1,448 -1,036 -1,506 -1,311: 195 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.1 2.3 95.3 95.6 99.2 100.0: 0.8 0.0
Old : 100.0: 1.6 2.1 2.3 95.3 95.6 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 3 5 24 24 30 29:
Old : 35: 3 3 5 24 24 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 72.2 82.8 85.6 61.7 66.7 69.4 74.5
Old : 69.8 72.2 82.8 85.6 61.7 66.7 69.4 74.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,918: 1,574 300 252 17,972 19,351 19,798 19,903: 120 15
Old : 19,918: 1,574 300 252 17,972 19,351 19,798 19,903: 120 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,272: -445 0 150 -962 -1,397 -1,257 -1,247: -15 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.5 1.3 90.2 97.2 99.4 99.9: 0.6 0.1
Old : 100.0: 7.9 1.5 1.3 90.2 97.2 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 : 26: 4 1 1 16 15 20 17:
Old : 26: 4 1 1 16 15 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 80.3 84.3 89.9 54.3 72.0 72.0 77.9
Old : 62.9 80.3 84.3 89.9 54.3 72.0 72.0 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,664: 100 1,285 250 10,149 9,129 10,499 10,664: 165 0
Old : 10,664: 100 1,285 250 10,149 9,129 10,499 10,664: 165 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -965: 0 -10 -15 -925 -940 -940 -965: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 12.0 2.3 95.2 85.6 98.5 100.0: 1.5 0.0
Old : 100.0: 0.9 12.0 2.3 95.2 85.6 98.5 100.0: 1.5 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 : 23: 2 3 1 13 12 16 15:
Old : 23: 2 3 1 13 12 16 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 : 67.8 75.8 87.7 91.7 58.9 69.5 76.2 78.5
Old : 67.8 75.8 87.7 91.7 58.9 69.5 76.2 78.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,826: 100 1,675 175 10,431 8,976 10,706 10,826: 120 0
Old : 10,826: 100 1,675 175 10,431 8,976 10,706 10,826: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -965: 0 -10 -15 -950 -940 -965 -965: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 15.5 1.6 96.4 82.9 98.9 100.0: 1.1 0.0
Old : 100.0: 0.9 15.5 1.6 96.4 82.9 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 1 14 12 17 15:
Old : 24: 2 3 1 14 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 76.2 87.0 92.0 58.2 72.2 75.4 80.4
Old : 66.2 76.2 87.0 92.0 58.2 72.2 75.4 80.4
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,070: 1,155 200 730 11,683 13,095 13,568 14,025: 502 45
Old : 14,070: 1,155 200 730 11,683 13,095 13,568 14,025: 502 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,930: -25 -55 -95 -2,087 -1,774 -2,207 -1,924: 277 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 1.4 5.2 83.0 93.1 96.4 99.7: 3.6 0.3
Old : 100.0: 8.2 1.4 5.2 83.0 93.1 96.4 99.7: 3.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 2 14 13 17 16:
Old : 25: 1 3 2 14 13 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 : 57.2 69.8 81.4 88.4 57.2 59.8 72.7 72.1
Old : 57.2 69.8 81.4 88.4 57.2 59.8 72.7 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,810: 1,355 130 565 11,415 13,070 13,335 13,765: 475 45
Old : 13,810: 1,355 130 565 11,415 13,070 13,335 13,765: 475 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,884: 90 -125 -90 -2,152 -1,664 -2,152 -1,879: 268 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.9 4.1 82.7 94.6 96.6 99.7: 3.4 0.3
Old : 100.0: 9.8 0.9 4.1 82.7 94.6 96.6 99.7: 3.4 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 : 25: 2 2 2 14 13 17 16:
Old : 25: 2 2 2 14 13 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 : 58.9 71.0 81.9 88.2 58.0 59.1 73.1 73.0
Old : 58.9 71.0 81.9 88.2 58.0 59.1 73.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,506: 500 975 2,965 33,875 33,506 37,340 37,446: 166 60
Old : 37,506: 500 975 2,965 33,875 33,506 37,340 37,446: 166 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,451: -15 -155 -10 -2,535 -2,286 -2,560 -2,451: 109 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.6 7.9 90.3 89.3 99.6 99.8: 0.4 0.2
Old : 100.0: 1.3 2.6 7.9 90.3 89.3 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 : 29: 2 3 3 20 12 23 17:
Old : 29: 2 3 3 20 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 : 67.1 72.9 81.3 92.9 59.0 65.7 70.0 76.0
Old : 67.1 72.9 81.3 92.9 59.0 65.7 70.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,397: 745 765 2,860 33,625 33,772 37,230 37,397: 167 0
Old : 37,397: 745 765 2,860 33,625 33,772 37,230 37,397: 167 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,420: 115 -75 -140 -2,502 -2,205 -2,527 -2,420: 107 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.0 7.6 89.9 90.3 99.6 100.0: 0.4 0.0
Old : 100.0: 2.0 2.0 7.6 89.9 90.3 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 : 30: 3 3 4 20 13 24 19:
Old : 30: 3 3 4 20 13 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 : 65.9 75.0 79.1 93.8 57.1 65.0 68.1 77.4
Old : 65.9 75.0 79.1 93.8 57.1 65.0 68.1 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 102,104: 1,120 8,001 1,223 99,688 92,845 102,031 102,069: 73 35
Old : 102,104: 1,120 8,001 1,223 99,688 92,845 102,031 102,069: 73 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6,899: -405 -766 -143 -6,356 -5,990 -6,904 -6,899: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 7.8 1.2 97.6 90.9 99.9 100.0: 0.1 0.0
Old : 100.0: 1.1 7.8 1.2 97.6 90.9 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 : 54: 3 7 5 38 32 45 40:
Old : 54: 3 7 5 38 32 45 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 : 37.2 48.8 60.8 70.9 33.9 44.9 57.0 62.8
Old : 37.2 48.8 60.8 70.9 33.9 44.9 57.0 62.8
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 109,594: 1,656 7,255 2,201 105,685 100,073 109,542 109,529: 52 65
Old : 109,594: 1,656 7,255 2,201 105,685 100,073 109,542 109,529: 52 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -9,443: -158 -772 -148 -9,172 -8,533 -9,478 -9,453: 35 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 6.6 2.0 96.4 91.3 100.0 99.9: 0.0 0.1
Old : 100.0: 1.5 6.6 2.0 96.4 91.3 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 5 9 7 40 35 51 45:
Old : 59: 5 9 7 40 35 51 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 50.6 54.1 70.3 27.7 43.2 46.3 57.0
Old : 33.2 50.6 54.1 70.3 27.7 43.2 46.3 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 418,630: 20,024 27,466 41,517 356,733 349,416 418,275 418,399: 355 231
Old : 418,630: 20,024 27,466 41,517 356,733 349,416 418,275 418,399: 355 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,641: -3,786 -2,090 -1,490 663 -1,175 -4,613 -4,755: -28 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.6 9.9 85.2 83.5 99.9 99.9: 0.1 0.1
Old : 100.0: 4.8 6.6 9.9 85.2 83.5 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 : 82: 20 16 20 42 40 68 70:
Old : 82: 20 16 20 42 40 68 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 40.6 65.2 62.7 21.2 21.7 26.9 29.7
Old : 46.3 40.6 65.2 62.7 21.2 21.7 26.9 29.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,617: 3,820 0 0 10,652 14,617 14,472 14,617: 145 0
Old : 14,617: 3,820 0 0 10,652 14,617 14,472 14,617: 145 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,364: -310 -25 0 -1,192 -1,339 -1,502 -1,364: 138 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 0.0 0.0 72.9 100.0 99.0 100.0: 1.0 0.0
Old : 100.0: 26.1 0.0 0.0 72.9 100.0 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 : 25: 3 0 0 18 8 21 8:
Old : 25: 3 0 0 18 8 21 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 : 58.6 90.8 76.7 100.0 58.6 87.1 76.7 95.7
Old : 58.6 90.8 76.7 100.0 58.6 87.1 76.7 95.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,182: 3,290 0 70 10,497 13,982 13,857 14,052: 325 130
Old : 14,182: 3,290 0 70 10,497 13,982 13,857 14,052: 325 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,237: -225 -115 -10 -1,145 -1,242 -1,380 -1,367: 143 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 0.0 0.5 74.0 98.6 97.7 99.1: 2.3 0.9
Old : 100.0: 23.2 0.0 0.5 74.0 98.6 97.7 99.1: 2.3 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 : 22: 2 0 1 17 6 19 7:
Old : 22: 2 0 1 17 6 19 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 93.9 80.3 99.1 60.5 92.0 77.5 92.7
Old : 61.8 93.9 80.3 99.1 60.5 92.0 77.5 92.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 4,789: 1,805 450 0 2,983 4,339 4,788 4,789: 1 0
Old : 4,789: 1,805 450 0 2,983 4,339 4,788 4,789: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 200: 200 0 0 0 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 9.4 0.0 62.3 90.6 100.0 100.0: 0.0 0.0
Old : 100.0: 37.7 9.4 0.0 62.3 90.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 0 13 13 16 14:
Old : 25: 3 1 0 13 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 63.6 78.2 82.3 56.3 61.1 74.0 76.7
Old : 56.3 63.6 78.2 82.3 56.3 61.1 74.0 76.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 4,368: 77 154 25 3,638 3,281 3,740 3,460: 628 908
Old : 4,368: 77 154 25 3,638 3,281 3,740 3,460: 628 908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -775: -61 -271 -128 -525 -405 -714 -804: -61 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.5 0.6 83.3 75.1 85.6 79.2: 14.4 20.8
Old : 100.0: 1.8 3.5 0.6 83.3 75.1 85.6 79.2: 14.4 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 1 23 24 24 28:
Old : 29: 1 3 1 23 24 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 31.6 57.6 46.0 36.0 24.6 42.3 31.9
Old : 38.5 31.6 57.6 46.0 36.0 24.6 42.3 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,687: 3,299 149 0 25,725 29,397 29,024 29,546: 663 141
Old : 29,687: 3,299 149 0 25,725 29,397 29,024 29,546: 663 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,938: -610 71 0 -4,850 -5,032 -5,460 -4,961: 522 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.5 0.0 86.7 99.0 97.8 99.5: 2.2 0.5
Old : 100.0: 11.1 0.5 0.0 86.7 99.0 97.8 99.5: 2.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 0 31 34 33 35:
Old : 41: 2 1 0 31 34 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 49.3 69.8 69.7 44.8 38.3 59.3 55.9
Old : 45.2 49.3 69.8 69.7 44.8 38.3 59.3 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,606: 60 0 35 16,295 15,487 16,390 15,522: 216 1,084
Old : 16,606: 60 0 35 16,295 15,487 16,390 15,522: 216 1,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,832: -55 0 0 -2,932 -3,198 -2,987 -3,198: 155 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.2 98.1 93.3 98.7 93.5: 1.3 6.5
Old : 100.0: 0.4 0.0 0.2 98.1 93.3 98.7 93.5: 1.3 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 18 21 20 22:
Old : 26: 2 0 1 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 : 78.4 58.8 90.4 80.7 38.3 28.3 44.5 38.0
Old : 78.4 58.8 90.4 80.7 38.3 28.3 44.5 38.0
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,078: 439 65 5 6,828 7,461 7,272 7,531: 806 547
Old : 8,078: 439 65 5 6,828 7,461 7,272 7,531: 806 547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,185: 105 12 -142 -2,099 -2,254 -2,136 -2,384: -49 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.8 0.1 84.5 92.4 90.0 93.2: 10.0 6.8
Old : 100.0: 5.4 0.8 0.1 84.5 92.4 90.0 93.2: 10.0 6.8
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 : 37: 3 1 1 24 27 27 29:
Old : 37: 3 1 1 24 27 27 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 : 33.5 57.5 53.1 75.7 19.6 35.6 32.6 41.2
Old : 33.5 57.5 53.1 75.7 19.6 35.6 32.6 41.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,150: 1,227 1,938 151 37,870 38,059 39,248 40,148: 902 2
Old : 40,150: 1,227 1,938 151 37,870 38,059 39,248 40,148: 902 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,712: -2,507 -174 -36 -1,974 -4,484 -4,517 -4,694: -195 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.8 0.4 94.3 94.8 97.8 100.0: 2.2 0.0
Old : 100.0: 3.1 4.8 0.4 94.3 94.8 97.8 100.0: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 7 1 2 24 38 32 41:
Old : 58: 7 1 2 24 38 32 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 48.0 82.6 63.7 68.8 47.6 82.6 63.4
Old : 68.8 48.0 82.6 63.7 68.8 47.6 82.6 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,755: 1,687 1,859 1,057 50,360 50,008 53,104 52,924: 651 831
Old : 53,755: 1,687 1,859 1,057 50,360 50,008 53,104 52,924: 651 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -5,071: -435 -188 -1,766 -3,122 -3,589 -5,323 -5,543: 252 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.5 2.0 93.7 93.0 98.8 98.5: 1.2 1.5
Old : 100.0: 3.1 3.5 2.0 93.7 93.0 98.8 98.5: 1.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 7 10 10 55 58 68 72:
Old : 84: 7 10 10 55 58 68 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 : 33.7 53.7 48.3 62.3 30.6 49.4 42.6 54.9
Old : 33.7 53.7 48.3 62.3 30.6 49.4 42.6 54.9
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 259,303: 2,335 199,619 351 249,899 32,950 252,585 232,920: 6,718 26,383
Old : 259,303: 2,335 199,619 351 249,899 32,950 252,585 232,920: 6,718 26,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -14,977: -50 -14,141 -150 -14,560 70 -14,760 -14,221: -217 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 77.0 0.1 96.4 12.7 97.4 89.8: 2.6 10.2
Old : 100.0: 0.9 77.0 0.1 96.4 12.7 97.4 89.8: 2.6 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 5 2 11 6 13 12:
Old : 20: 1 5 2 11 6 13 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 : 87.0 81.0 94.7 88.6 87.0 81.0 94.7 88.2
Old : 87.0 81.0 94.7 88.6 87.0 81.0 94.7 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 24,940: 0 0 0 24,793 24,441 24,793 24,441: 147 499
Old : 24,940: 0 0 0 24,793 24,441 24,793 24,441: 147 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 410: 0 0 0 410 410 410 410: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 98.0 99.4 98.0: 0.6 2.0
Old : 100.0: 0.0 0.0 0.0 99.4 98.0 99.4 98.0: 0.6 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 : 33: 0 0 0 25 22 25 22:
Old : 33: 0 0 0 25 22 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 55.1 77.7 76.6 51.7 52.1 77.0 70.3
Old : 52.1 55.1 77.7 76.6 51.7 52.1 77.0 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 9,960: 50 245 0 9,800 9,485 9,850 9,730: 110 230
Old : 9,960: 50 245 0 9,800 9,485 9,850 9,730: 110 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 0: 0 0 0 40 15 40 15: -40 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.5 0.0 98.4 95.2 98.9 97.7: 1.1 2.3
Old : 100.0: 0.5 2.5 0.0 98.4 95.2 98.9 97.7: 1.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 11 17 12 18:
Old : 24: 1 1 0 11 17 12 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 : 89.4 61.3 96.6 85.8 87.3 61.3 90.4 81.6
Old : 89.4 61.3 96.6 85.8 87.3 61.3 90.4 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2020