CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 12,894: 4,896 574 396 7,602 11,919 12,894 12,889: 0 5
Old : 12,894: 4,896 574 396 7,602 11,919 12,894 12,889: 0 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -375: 0 0 0 -375 -375 -375 -375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 4.5 3.1 59.0 92.4 100.0 100.0: 0.0 0.0
Old : 100.0: 38.0 4.5 3.1 59.0 92.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 9 2 1 12 9 22 11:
Old : 30: 9 2 1 12 9 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 76.5 67.8 95.9 39.1 75.2 67.8 89.0
Old : 39.1 76.5 67.8 95.9 39.1 75.2 67.8 89.0
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, February 18, 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 : 60,351: 35,986 17,860 275 23,875 42,006 60,136 60,141: 215 210
Old : 60,351: 35,986 17,860 275 23,875 42,006 60,136 60,141: 215 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -670: 0 -650 25 -695 -45 -670 -670: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 29.6 0.5 39.6 69.6 99.6 99.7: 0.4 0.3
Old : 100.0: 59.6 29.6 0.5 39.6 69.6 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 16 8 3 19 20 37 30:
Old : 51: 16 8 3 19 20 37 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 46.1 73.3 75.5 51.7 45.8 72.3 72.8
Old : 52.5 46.1 73.3 75.5 51.7 45.8 72.3 72.8
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, February 18, 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 : 88,430: 33,439 17,490 12,586 42,207 58,245 88,232 88,321: 198 108
Old : 88,430: 33,439 17,490 12,586 42,207 58,245 88,232 88,321: 198 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,730: 619 2,610 710 2,399 410 3,728 3,730: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 19.8 14.2 47.7 65.9 99.8 99.9: 0.2 0.1
Old : 100.0: 37.8 19.8 14.2 47.7 65.9 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 30 8 16 25 19 60 38:
Old : 65: 30 8 16 25 19 60 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 39.2 43.6 63.0 21.6 35.6 32.9 52.4
Old : 27.0 39.2 43.6 63.0 21.6 35.6 32.9 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 175,779: 54,271 30,607 2,230 119,278 142,942 175,779 175,779: 0 0
Old : 175,779: 54,271 30,607 2,230 119,278 142,942 175,779 175,779: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,392: 300 300 -200 2,292 2,292 2,392 2,392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 17.4 1.3 67.9 81.3 100.0 100.0: 0.0 0.0
Old : 100.0: 30.9 17.4 1.3 67.9 81.3 100.0 100.0: 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 : 32: 4 9 4 16 15 24 24:
Old : 32: 4 9 4 16 15 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 80.0 87.1 89.8 66.1 78.0 84.8 84.6
Old : 66.5 80.0 87.1 89.8 66.1 78.0 84.8 84.6
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, February 18, 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 : 151,596: 25,352 17,310 7,836 118,408 126,450 151,596 151,596: 0 0
Old : 151,596: 25,352 17,310 7,836 118,408 126,450 151,596 151,596: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,328: -1,104 712 591 3,841 2,025 3,328 3,328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.4 5.2 78.1 83.4 100.0 100.0: 0.0 0.0
Old : 100.0: 16.7 11.4 5.2 78.1 83.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 3 3 17 12 26 17:
Old : 31: 8 3 3 17 12 26 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 : 52.4 76.7 78.3 93.2 51.8 71.2 73.1 84.9
Old : 52.4 76.7 78.3 93.2 51.8 71.2 73.1 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 32,667: 16,855 3,594 2,216 13,595 26,856 32,667 32,667: 0 0
Old : 32,667: 16,855 3,594 2,216 13,595 26,856 32,667 32,667: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -2: 3 0 -2 -2 1 -2 -2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 11.0 6.8 41.6 82.2 100.0 100.0: 0.0 0.0
Old : 100.0: 51.6 11.0 6.8 41.6 82.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 12 3 3 10 16 23 21:
Old : 35: 12 3 3 10 16 23 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 : 49.6 47.2 72.5 74.0 49.0 44.1 66.3 64.8
Old : 49.6 47.2 72.5 74.0 49.0 44.1 66.3 64.8
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, February 18, 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 : 34,064: 8,160 900 0 25,904 33,164 34,064 34,064: 0 0
Old : 34,064: 8,160 900 0 25,904 33,164 34,064 34,064: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 2.6 0.0 76.0 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 24.0 2.6 0.0 76.0 97.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 1 0 11 6 19 7:
Old : 25: 8 1 0 11 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 : 64.6 93.6 86.4 100.0 64.6 93.6 86.4 98.5
Old : 64.6 93.6 86.4 100.0 64.6 93.6 86.4 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 23,700: 12,694 525 1,533 9,473 21,642 23,700 23,700: 0 0
Old : 23,700: 12,694 525 1,533 9,473 21,642 23,700 23,700: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,176: 676 75 275 225 826 1,176 1,176: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 2.2 6.5 40.0 91.3 100.0 100.0: 0.0 0.0
Old : 100.0: 53.6 2.2 6.5 40.0 91.3 100.0 100.0: 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 : 34: 14 2 3 11 13 27 17:
Old : 34: 14 2 3 11 13 27 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 : 45.8 63.3 68.9 85.3 45.8 61.0 66.9 81.2
Old : 45.8 63.3 68.9 85.3 45.8 61.0 66.9 81.2
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, February 18, 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 : 16,567: 1,411 575 118 14,929 15,875 16,457 16,567: 110 0
Old : 16,567: 1,411 575 118 14,929 15,875 16,457 16,567: 110 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 228: -75 7 41 223 191 188 238: 40 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 3.5 0.7 90.1 95.8 99.3 100.0: 0.7 0.0
Old : 100.0: 8.5 3.5 0.7 90.1 95.8 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 2 2 12 12 18 15:
Old : 24: 5 2 2 12 12 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 83.5 87.8 95.9 67.5 77.7 80.3 83.3
Old : 69.5 83.5 87.8 95.9 67.5 77.7 80.3 83.3
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, February 18, 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 : 12,199: 1,470 3,316 180 10,549 8,703 12,199 12,199: 0 0
Old : 12,199: 1,470 3,316 180 10,549 8,703 12,199 12,199: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 120: 20 0 50 50 70 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 27.2 1.5 86.5 71.3 100.0 100.0: 0.0 0.0
Old : 100.0: 12.1 27.2 1.5 86.5 71.3 100.0 100.0: 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 : 23: 2 5 1 11 8 14 13:
Old : 23: 2 5 1 11 8 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 73.4 93.0 91.8 76.0 73.3 91.1 89.4
Old : 76.0 73.4 93.0 91.8 76.0 73.3 91.1 89.4
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, February 18, 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 : 20,949: 2,544 6,500 751 17,629 13,698 20,924 20,949: 25 0
Old : 20,949: 2,544 6,500 751 17,629 13,698 20,924 20,949: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 274: 205 130 45 24 99 274 274: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 31.0 3.6 84.2 65.4 99.9 100.0: 0.1 0.0
Old : 100.0: 12.1 31.0 3.6 84.2 65.4 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 8 4 12 10 18 20:
Old : 27: 4 8 4 12 10 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 75.6 87.3 87.3 58.4 73.4 82.8 84.1
Old : 60.6 75.6 87.3 87.3 58.4 73.4 82.8 84.1
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 46,797: 20,873 11,420 2,300 23,624 33,077 46,797 46,797: 0 0
Old : 46,797: 20,873 11,420 2,300 23,624 33,077 46,797 46,797: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 420: 53 0 200 167 220 420 420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 24.4 4.9 50.5 70.7 100.0 100.0: 0.0 0.0
Old : 100.0: 44.6 24.4 4.9 50.5 70.7 100.0 100.0: 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 : 25: 6 4 4 15 10 22 17:
Old : 25: 6 4 4 15 10 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 66.8 88.5 89.4 60.9 64.6 78.8 81.6
Old : 70.3 66.8 88.5 89.4 60.9 64.6 78.8 81.6
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 33,346: 2,143 306 3,196 27,812 29,783 33,151 33,285: 195 61
Old : 33,346: 2,143 306 3,196 27,812 29,783 33,151 33,285: 195 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 768: -7 -10 594 181 164 768 748: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.9 9.6 83.4 89.3 99.4 99.8: 0.6 0.2
Old : 100.0: 6.4 0.9 9.6 83.4 89.3 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 1 6 20 25 30 31:
Old : 35: 7 1 6 20 25 30 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 : 58.5 52.5 78.9 74.2 17.1 12.5 19.8 17.1
Old : 58.5 52.5 78.9 74.2 17.1 12.5 19.8 17.1
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 34,695: 711 2,601 3,092 29,324 28,991 33,127 34,684: 1,568 11
Old : 34,695: 711 2,601 3,092 29,324 28,991 33,127 34,684: 1,568 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 423: 0 289 488 -65 -354 423 423: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 7.5 8.9 84.5 83.6 95.5 100.0: 4.5 0.0
Old : 100.0: 2.0 7.5 8.9 84.5 83.6 95.5 100.0: 4.5 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 : 35: 3 4 3 22 20 27 25:
Old : 35: 3 4 3 22 20 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 57.7 69.1 83.6 24.2 29.8 31.6 38.8
Old : 50.3 57.7 69.1 83.6 24.2 29.8 31.6 38.8
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 6,270: 28 473 1,015 5,216 4,617 6,259 6,105: 11 165
Old : 6,270: 28 473 1,015 5,216 4,617 6,259 6,105: 11 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 444: 0 -140 140 304 444 444 444: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.5 16.2 83.2 73.6 99.8 97.4: 0.2 2.6
Old : 100.0: 0.4 7.5 16.2 83.2 73.6 99.8 97.4: 0.2 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 : 22: 1 2 3 16 13 19 16:
Old : 22: 1 2 3 16 13 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 59.2 73.2 80.1 40.0 44.0 52.3 53.6
Old : 48.3 59.2 73.2 80.1 40.0 44.0 52.3 53.6
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,138,690: 294,993 140,522 372,293 4,438,564 4,601,508 5,105,850 5,114,323: 32,840 24,367
Old : 5,138,690: 294,993 140,522 372,293 4,438,564 4,601,508 5,105,850 5,114,323: 32,840 24,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 83,849: 19,287 -19,484 28,226 35,009 74,286 82,522 83,028: 1,327 821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.7 7.2 86.4 89.5 99.4 99.5: 0.6 0.5
Old : 100.0: 5.7 2.7 7.2 86.4 89.5 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 38 26 45 150 129 205 183:
Old : 227: 38 26 45 150 129 205 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 40.7 42.5 57.5 25.2 39.9 38.3 55.9
Old : 27.3 40.7 42.5 57.5 25.2 39.9 38.3 55.9
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,348,547: 41,216 48,370 464,436 840,318 833,701 1,345,970 1,346,507: 2,576 2,040
Old : 1,348,547: 41,216 48,370 464,436 840,318 833,701 1,345,970 1,346,507: 2,576 2,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -46,737: -3,960 18,964 -40,459 -1,393 -24,853 -45,812 -46,348: -926 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.6 34.4 62.3 61.8 99.8 99.8: 0.2 0.2
Old : 100.0: 3.1 3.6 34.4 62.3 61.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 10 17 20 48 44 71 68:
Old : 75: 10 17 20 48 44 71 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 51.1 70.9 72.1 6.2 9.1 8.3 10.5
Old : 53.1 51.1 70.9 72.1 6.2 9.1 8.3 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 276,512: 6,439 3,978 122 240,486 268,027 247,047 272,127: 29,465 4,385
Old : 276,512: 6,439 3,978 122 240,486 268,027 247,047 272,127: 29,465 4,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 303: 3 0 -2 637 1,153 638 1,151: -335 -848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.4 0.0 87.0 96.9 89.3 98.4: 10.7 1.6
Old : 100.0: 2.3 1.4 0.0 87.0 96.9 89.3 98.4: 10.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 2 25 19 28 22:
Old : 31: 3 1 2 25 19 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 81.1 74.4 92.0 50.2 75.6 64.4 81.7
Old : 59.8 81.1 74.4 92.0 50.2 75.6 64.4 81.7
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, February 18, 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 : 143,428: 3,692 248 864 135,052 128,620 139,608 129,732: 3,820 13,696
Old : 143,428: 3,692 248 864 135,052 128,620 139,608 129,732: 3,820 13,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,761: -60 0 60 2,235 2,439 2,235 2,499: 526 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.2 0.6 94.2 89.7 97.3 90.5: 2.7 9.5
Old : 100.0: 2.6 0.2 0.6 94.2 89.7 97.3 90.5: 2.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 1 20 25 22 27:
Old : 33: 2 1 1 20 25 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 44.6 80.8 67.6 53.9 40.8 72.9 61.9
Old : 59.4 44.6 80.8 67.6 53.9 40.8 72.9 61.9
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, February 18, 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 : 331,087: 13,742 1,249 6,522 297,991 320,677 318,255 328,448: 12,832 2,639
Old : 331,087: 13,742 1,249 6,522 297,991 320,677 318,255 328,448: 12,832 2,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -7,916: 1,236 1,249 224 -10,133 -6,315 -8,673 -4,842: 757 -3,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.4 2.0 90.0 96.9 96.1 99.2: 3.9 0.8
Old : 100.0: 4.2 0.4 2.0 90.0 96.9 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 : 47: 6 1 4 33 31 40 35:
Old : 47: 6 1 4 33 31 40 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 : 55.2 57.6 68.9 79.9 48.5 49.7 58.0 68.2
Old : 55.2 57.6 68.9 79.9 48.5 49.7 58.0 68.2
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, February 18, 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 : 851,683: 4,856 10,832 2,045 836,382 836,839 843,283 849,716: 8,400 1,967
Old : 851,683: 4,856 10,832 2,045 836,382 836,839 843,283 849,716: 8,400 1,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 11,007: 273 214 -125 11,530 10,368 11,678 10,457: -671 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.3 0.2 98.2 98.3 99.0 99.8: 1.0 0.2
Old : 100.0: 0.6 1.3 0.2 98.2 98.3 99.0 99.8: 1.0 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: 4 2 4 38 28 43 33:
Old : 50: 4 2 4 38 28 43 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 64.6 63.0 90.2 36.5 63.0 62.2 87.7
Old : 36.8 64.6 63.0 90.2 36.5 63.0 62.2 87.7
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, February 18, 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 : 377,990: 2,432 5,820 1,254 366,629 365,045 370,315 372,119: 7,675 5,871
Old : 377,990: 2,432 5,820 1,254 366,629 365,045 370,315 372,119: 7,675 5,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,437: -301 -155 -38 2,570 3,836 2,231 3,643: 206 -1,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.5 0.3 97.0 96.6 98.0 98.4: 2.0 1.6
Old : 100.0: 0.6 1.5 0.3 97.0 96.6 98.0 98.4: 2.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 3 2 37 42 39 46:
Old : 58: 1 3 2 37 42 39 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 : 45.2 44.1 63.6 62.4 42.7 39.5 60.0 51.6
Old : 45.2 44.1 63.6 62.4 42.7 39.5 60.0 51.6
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, February 18, 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 : 539,227: 1,537 248 340 530,226 530,087 532,103 530,675: 7,124 8,552
Old : 539,227: 1,537 248 340 530,226 530,087 532,103 530,675: 7,124 8,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 7,521: 182 0 -308 7,739 7,715 7,613 7,407: -92 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.1 98.3 98.3 98.7 98.4: 1.3 1.6
Old : 100.0: 0.3 0.0 0.1 98.3 98.3 98.7 98.4: 1.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 2 1 1 42 40 44 42:
Old : 57: 2 1 1 42 40 44 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 : 57.6 47.6 73.9 70.7 57.6 44.3 73.4 62.6
Old : 57.6 47.6 73.9 70.7 57.6 44.3 73.4 62.6
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, February 18, 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 : 420,081: 0 7,166 30 413,487 402,380 413,517 409,576: 6,564 10,505
Old : 420,081: 0 7,166 30 413,487 402,380 413,517 409,576: 6,564 10,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,225: 0 -1,132 -151 3,137 2,925 2,986 1,642: -761 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 98.4 95.8 98.4 97.5: 1.6 2.5
Old : 100.0: 0.0 1.7 0.0 98.4 95.8 98.4 97.5: 1.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 0 3 1 37 31 38 34:
Old : 47: 0 3 1 37 31 38 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 : 48.9 62.3 67.5 81.0 48.5 57.0 66.3 72.4
Old : 48.9 62.3 67.5 81.0 48.5 57.0 66.3 72.4
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,157: 0 5,079 459 105,155 101,685 105,614 107,223: 3,543 1,934
Old : 109,157: 0 5,079 459 105,155 101,685 105,614 107,223: 3,543 1,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,471: 0 252 -31 3,442 3,376 3,411 3,597: 60 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.4 96.3 93.2 96.8 98.2: 3.2 1.8
Old : 100.0: 0.0 4.7 0.4 96.3 93.2 96.8 98.2: 3.2 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 : 30: 0 3 1 20 23 21 26:
Old : 30: 0 3 1 20 23 21 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 50.0 87.5 73.0 77.6 48.5 85.1 66.9
Old : 77.8 50.0 87.5 73.0 77.6 48.5 85.1 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,859: 0 159 58 25,940 25,518 25,998 25,735: 861 1,124
Old : 26,859: 0 159 58 25,940 25,518 25,998 25,735: 861 1,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,429: 0 159 58 3,367 3,512 3,425 3,729: 4 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.2 96.6 95.0 96.8 95.8: 3.2 4.2
Old : 100.0: 0.0 0.6 0.2 96.6 95.0 96.8 95.8: 3.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 15 14 16 15:
Old : 28: 0 1 1 15 14 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 : 57.6 70.5 79.2 87.5 57.6 70.5 78.9 85.2
Old : 57.6 70.5 79.2 87.5 57.6 70.5 78.9 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 293,987: 419 8,362 744 289,468 276,570 290,631 285,676: 3,356 8,311
Old : 293,987: 419 8,362 744 289,468 276,570 290,631 285,676: 3,356 8,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,066: -182 1,136 -91 1,377 -162 1,104 883: -38 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.8 0.3 98.5 94.1 98.9 97.2: 1.1 2.8
Old : 100.0: 0.1 2.8 0.3 98.5 94.1 98.9 97.2: 1.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 3 2 27 25 29 29:
Old : 40: 1 3 2 27 25 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 47.9 81.4 73.7 68.1 47.9 77.7 69.3
Old : 69.1 47.9 81.4 73.7 68.1 47.9 77.7 69.3
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, February 18, 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 : 201,736: 0 0 0 196,587 196,743 196,587 196,743: 5,149 4,993
Old : 201,736: 0 0 0 196,587 196,743 196,587 196,743: 5,149 4,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 571: 0 0 0 1,491 53 1,491 53: -920 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 97.5 97.4 97.5: 2.6 2.5
Old : 100.0: 0.0 0.0 0.0 97.4 97.5 97.4 97.5: 2.6 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 : 37: 0 0 0 29 24 29 24:
Old : 37: 0 0 0 29 24 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 54.7 71.2 79.8 54.5 51.7 69.1 73.3
Old : 54.5 54.7 71.2 79.8 54.5 51.7 69.1 73.3
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 318,504: 0 3,250 0 314,835 312,575 314,835 315,825: 3,669 2,679
Old : 318,504: 0 3,250 0 314,835 312,575 314,835 315,825: 3,669 2,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,302: 0 0 0 1,210 1,178 1,210 1,178: 92 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 98.8 98.1 98.8 99.2: 1.2 0.8
Old : 100.0: 0.0 1.0 0.0 98.8 98.1 98.8 99.2: 1.2 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 : 36: 0 2 0 23 24 23 26:
Old : 36: 0 2 0 23 24 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 : 60.0 73.8 84.7 84.2 56.6 70.9 80.2 80.9
Old : 60.0 73.8 84.7 84.2 56.6 70.9 80.2 80.9
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,147: 4,568 527 0 41,853 46,776 46,421 47,303: 1,726 844
Old : 48,147: 4,568 527 0 41,853 46,776 46,421 47,303: 1,726 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 6,207: 1,818 527 0 3,934 5,424 5,752 5,951: 455 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.1 0.0 86.9 97.2 96.4 98.2: 3.6 1.8
Old : 100.0: 9.5 1.1 0.0 86.9 97.2 96.4 98.2: 3.6 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 : 32: 4 1 0 15 18 19 19:
Old : 32: 4 1 0 15 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 53.0 85.9 77.8 74.1 50.7 85.4 73.3
Old : 74.1 53.0 85.9 77.8 74.1 50.7 85.4 73.3
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 604,099: 25,755 8,237 8,130 557,874 579,894 591,759 596,261: 12,340 7,838
Old : 604,099: 25,755 8,237 8,130 557,874 579,894 591,759 596,261: 12,340 7,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 11,035: -521 3,112 303 10,416 6,902 10,198 10,317: 837 718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.4 1.3 92.3 96.0 98.0 98.7: 2.0 1.3
Old : 100.0: 4.3 1.4 1.3 92.3 96.0 98.0 98.7: 2.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 5 6 9 49 44 59 55:
Old : 71: 5 6 9 49 44 59 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 51.5 43.8 73.0 24.5 51.3 41.1 70.1
Old : 25.1 51.5 43.8 73.0 24.5 51.3 41.1 70.1
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 185,575: 13 0 1,308 181,653 176,118 182,974 177,426: 2,601 8,149
Old : 185,575: 13 0 1,308 181,653 176,118 182,974 177,426: 2,601 8,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -2,985: 13 -203 203 -2,960 -3,185 -2,744 -3,185: -241 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.7 97.9 94.9 98.6 95.6: 1.4 4.4
Old : 100.0: 0.0 0.0 0.7 97.9 94.9 98.6 95.6: 1.4 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 : 27: 1 0 1 25 20 26 21:
Old : 27: 1 0 1 25 20 26 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 : 63.2 60.7 80.0 83.4 44.5 53.0 56.6 62.0
Old : 63.2 60.7 80.0 83.4 44.5 53.0 56.6 62.0
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 50,541: 0 356 0 48,410 49,242 48,410 49,598: 2,131 943
Old : 50,541: 0 356 0 48,410 49,242 48,410 49,598: 2,131 943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 95.8 97.4 95.8 98.1: 4.2 1.9
Old : 100.0: 0.0 0.7 0.0 95.8 97.4 95.8 98.1: 4.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 13 10 13 11:
Old : 20: 0 1 0 13 10 13 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 : 70.3 72.5 88.7 93.8 64.4 72.5 82.7 87.4
Old : 70.3 72.5 88.7 93.8 64.4 72.5 82.7 87.4
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,593: 0 0 0 85,934 86,553 85,934 86,553: 4,659 4,040
Old : 90,593: 0 0 0 85,934 86,553 85,934 86,553: 4,659 4,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -547: 0 0 0 678 -430 678 -430: -1,225 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 95.5 94.9 95.5: 5.1 4.5
Old : 100.0: 0.0 0.0 0.0 94.9 95.5 94.9 95.5: 5.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 17 15 17 15:
Old : 23: 0 0 0 17 15 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 : 55.6 78.8 77.4 91.7 46.3 73.0 68.0 78.0
Old : 55.6 78.8 77.4 91.7 46.3 73.0 68.0 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 289,145: 2,635 6,334 0 279,807 281,806 282,442 288,140: 6,703 1,005
Old : 289,145: 2,635 6,334 0 279,807 281,806 282,442 288,140: 6,703 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 9,770: 1,674 4,247 0 8,034 5,467 9,708 9,714: 62 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.2 0.0 96.8 97.5 97.7 99.7: 2.3 0.3
Old : 100.0: 0.9 2.2 0.0 96.8 97.5 97.7 99.7: 2.3 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 : 32: 1 3 0 21 19 22 22:
Old : 32: 1 3 0 21 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 82.0 77.7 92.2 54.4 79.9 71.6 83.4
Old : 55.6 82.0 77.7 92.2 54.4 79.9 71.6 83.4
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 270,689: 5,970 9,669 0 263,518 260,279 269,488 269,948: 1,201 741
Old : 270,689: 5,970 9,669 0 263,518 260,279 269,488 269,948: 1,201 741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 10,927: 1,674 4,276 0 9,253 6,469 10,927 10,745: 0 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.6 0.0 97.4 96.2 99.6 99.7: 0.4 0.3
Old : 100.0: 2.2 3.6 0.0 97.4 96.2 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 5 4 0 37 33 42 37:
Old : 66: 5 4 0 37 33 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 : 58.4 76.0 76.6 86.0 55.6 74.4 73.0 83.0
Old : 58.4 76.0 76.6 86.0 55.6 74.4 73.0 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 119,427: 493 348 0 116,425 115,555 116,918 115,903: 2,509 3,524
Old : 119,427: 493 348 0 116,425 115,555 116,918 115,903: 2,509 3,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,357: 0 0 0 3,357 3,291 3,357 3,291: 0 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.3 0.0 97.5 96.8 97.9 97.0: 2.1 3.0
Old : 100.0: 0.4 0.3 0.0 97.5 96.8 97.9 97.0: 2.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 0 17 21 19 22:
Old : 33: 2 1 0 17 21 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 : 58.1 67.1 83.1 87.4 50.8 59.7 69.2 68.6
Old : 58.1 67.1 83.1 87.4 50.8 59.7 69.2 68.6
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 35,900: 0 1,860 0 35,366 33,686 35,366 35,546: 534 354
Old : 35,900: 0 1,860 0 35,366 33,686 35,366 35,546: 534 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,672: 0 186 0 3,517 3,393 3,517 3,579: 155 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 98.5 93.8 98.5 99.0: 1.5 1.0
Old : 100.0: 0.0 5.2 0.0 98.5 93.8 98.5 99.0: 1.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 17 16 17 17:
Old : 28: 0 1 0 17 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 63.5 85.2 84.5 67.8 61.7 80.8 81.5
Old : 68.6 63.5 85.2 84.5 67.8 61.7 80.8 81.5
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 273,034: 308 5,949 1,571 266,041 257,055 267,920 264,575: 5,114 8,459
Old : 273,034: 308 5,949 1,571 266,041 257,055 267,920 264,575: 5,114 8,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,640: 0 228 0 2,753 3,036 2,753 3,264: 887 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.2 0.6 97.4 94.1 98.1 96.9: 1.9 3.1
Old : 100.0: 0.1 2.2 0.6 97.4 94.1 98.1 96.9: 1.9 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 : 49: 1 2 3 38 36 41 40:
Old : 49: 1 2 3 38 36 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 37.6 63.2 57.9 47.3 30.4 61.3 46.5
Old : 48.9 37.6 63.2 57.9 47.3 30.4 61.3 46.5
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 96,444: 0 0 0 87,669 83,388 87,669 83,388: 8,775 13,056
Old : 96,444: 0 0 0 87,669 83,388 87,669 83,388: 8,775 13,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 278: 0 0 0 995 -891 995 -891: -717 1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.9 86.5 90.9 86.5: 9.1 13.5
Old : 100.0: 0.0 0.0 0.0 90.9 86.5 90.9 86.5: 9.1 13.5
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: 0 0 0 17 19 17 19:
Old : 26: 0 0 0 17 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 52.1 79.1 75.1 58.6 46.9 68.4 62.2
Old : 62.3 52.1 79.1 75.1 58.6 46.9 68.4 62.2
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 222,415: 0 429 2,067 217,724 217,645 219,791 220,141: 2,624 2,274
Old : 222,415: 0 429 2,067 217,724 217,645 219,791 220,141: 2,624 2,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,537: 0 69 557 3,079 3,038 3,636 3,664: -1,099 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.9 97.9 97.9 98.8 99.0: 1.2 1.0
Old : 100.0: 0.0 0.2 0.9 97.9 97.9 98.8 99.0: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 0 2 2 26 33 28 35:
Old : 43: 0 2 2 26 33 28 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 40.5 81.4 59.7 58.7 36.6 69.4 52.6
Old : 59.6 40.5 81.4 59.7 58.7 36.6 69.4 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 201,296: 0 0 0 196,282 199,392 196,282 199,392: 5,014 1,904
Old : 201,296: 0 0 0 196,282 199,392 196,282 199,392: 5,014 1,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,911: 0 0 0 2,761 2,756 2,761 2,756: 150 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.5 99.1 97.5 99.1: 2.5 0.9
Old : 100.0: 0.0 0.0 0.0 97.5 99.1 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 : 29: 0 0 0 21 19 21 19:
Old : 29: 0 0 0 21 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 65.7 78.0 84.9 51.6 62.8 63.7 70.1
Old : 56.9 65.7 78.0 84.9 51.6 62.8 63.7 70.1
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,786: 493 0 340 80,873 87,497 81,706 87,837: 8,080 1,949
Old : 89,786: 493 0 340 80,873 87,497 81,706 87,837: 8,080 1,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,944: -30 0 30 1,275 1,730 1,275 1,760: 669 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.4 90.1 97.5 91.0 97.8: 9.0 2.2
Old : 100.0: 0.5 0.0 0.4 90.1 97.5 91.0 97.8: 9.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 22 14 23 15:
Old : 25: 1 0 1 22 14 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 61.9 64.2 86.9 33.7 53.5 54.8 69.9
Old : 42.3 61.9 64.2 86.9 33.7 53.5 54.8 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,322: 248 0 0 27,948 30,032 28,196 30,032: 2,126 290
Old : 30,322: 248 0 0 27,948 30,032 28,196 30,032: 2,126 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,896: -372 0 0 3,268 2,896 2,896 2,896: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 92.2 99.0 93.0 99.0: 7.0 1.0
Old : 100.0: 0.8 0.0 0.0 92.2 99.0 93.0 99.0: 7.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 16 13 17 13:
Old : 23: 1 0 0 16 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 63.2 80.9 88.0 57.7 60.3 74.0 82.3
Old : 59.4 63.2 80.9 88.0 57.7 60.3 74.0 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 190,462: 3,404 0 546 178,560 180,404 182,510 180,950: 7,952 9,512
Old : 190,462: 3,404 0 546 178,560 180,404 182,510 180,950: 7,952 9,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,997: 518 0 31 1,831 3,144 2,380 3,175: 617 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.3 93.8 94.7 95.8 95.0: 4.2 5.0
Old : 100.0: 1.8 0.0 0.3 93.8 94.7 95.8 95.0: 4.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 17 18 19 19:
Old : 25: 2 0 1 17 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 70.4 89.7 84.7 70.4 70.0 87.6 84.3
Old : 70.9 70.4 89.7 84.7 70.4 70.0 87.6 84.3
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 184,139: 0 8,268 6,707 165,577 155,501 172,284 170,476: 11,855 13,663
Old : 184,139: 0 8,268 6,707 165,577 155,501 172,284 170,476: 11,855 13,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -1,011: -56 399 -34 1,264 -1,504 1,174 -1,139: -2,185 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 3.6 89.9 84.4 93.6 92.6: 6.4 7.4
Old : 100.0: 0.0 4.5 3.6 89.9 84.4 93.6 92.6: 6.4 7.4
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 : 39: 0 3 2 26 29 28 32:
Old : 39: 0 3 2 26 29 28 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 : 48.5 45.3 63.2 68.8 39.5 43.6 51.9 58.4
Old : 48.5 45.3 63.2 68.8 39.5 43.6 51.9 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,033: 0 691 0 64,884 63,748 64,884 64,439: 2,149 2,594
Old : 67,033: 0 691 0 64,884 63,748 64,884 64,439: 2,149 2,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,346: 0 -124 0 1,346 1,470 1,346 1,346: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 96.8 95.1 96.8 96.1: 3.2 3.9
Old : 100.0: 0.0 1.0 0.0 96.8 95.1 96.8 96.1: 3.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 16 15 16 17:
Old : 27: 0 2 0 16 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.8 66.9 94.1 84.3 89.6 64.8 92.0 81.7
Old : 89.8 66.9 94.1 84.3 89.6 64.8 92.0 81.7
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, February 18, 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 : 243,836: 2,799 1,909 4,273 230,823 229,979 237,895 236,161: 5,941 7,675
Old : 243,836: 2,799 1,909 4,273 230,823 229,979 237,895 236,161: 5,941 7,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 6,858: 1,696 -279 248 5,232 6,186 7,176 6,155: -318 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.8 1.8 94.7 94.3 97.6 96.9: 2.4 3.1
Old : 100.0: 1.1 0.8 1.8 94.7 94.3 97.6 96.9: 2.4 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 : 47: 2 3 2 30 34 33 38:
Old : 47: 2 3 2 30 34 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 36.4 72.7 60.1 50.1 32.3 69.7 52.0
Old : 51.6 36.4 72.7 60.1 50.1 32.3 69.7 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 133,416: 318 930 1,097 127,340 129,429 128,755 131,456: 4,661 1,960
Old : 133,416: 318 930 1,097 127,340 129,429 128,755 131,456: 4,661 1,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 4,743: -25 186 279 3,421 3,882 3,675 4,347: 1,068 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.7 0.8 95.4 97.0 96.5 98.5: 3.5 1.5
Old : 100.0: 0.2 0.7 0.8 95.4 97.0 96.5 98.5: 3.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 2 27 27 29 30:
Old : 34: 2 1 2 27 27 29 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 : 56.7 52.0 73.1 74.2 41.5 43.8 53.1 60.1
Old : 56.7 52.0 73.1 74.2 41.5 43.8 53.1 60.1
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, February 18, 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 : 159,635: 310 0 0 151,530 154,456 151,840 154,456: 7,795 5,179
Old : 159,635: 310 0 0 151,530 154,456 151,840 154,456: 7,795 5,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -1,042: 0 0 0 -1,042 -1,011 -1,042 -1,011: 0 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 94.9 96.8 95.1 96.8: 4.9 3.2
Old : 100.0: 0.2 0.0 0.0 94.9 96.8 95.1 96.8: 4.9 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 : 30: 1 0 0 20 23 21 23:
Old : 30: 1 0 0 20 23 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 60.5 87.1 83.0 60.2 50.0 67.8 64.8
Old : 78.0 60.5 87.1 83.0 60.2 50.0 67.8 64.8
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, February 18, 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 : 35,991: 232 0 0 32,788 34,180 33,020 34,180: 2,971 1,811
Old : 35,991: 232 0 0 32,788 34,180 33,020 34,180: 2,971 1,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 155: 0 0 0 0 1,711 0 1,711: 155 -1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 91.1 95.0 91.7 95.0: 8.3 5.0
Old : 100.0: 0.6 0.0 0.0 91.1 95.0 91.7 95.0: 8.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 14 16 15 16:
Old : 25: 1 0 0 14 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 57.0 81.8 85.0 54.0 55.9 79.7 83.8
Old : 55.1 57.0 81.8 85.0 54.0 55.9 79.7 83.8
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, February 18, 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 : 264,845: 0 0 0 248,946 264,507 248,946 264,507: 15,899 338
Old : 264,845: 0 0 0 248,946 264,507 248,946 264,507: 15,899 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -465: 0 0 0 -1,321 -465 -1,321 -465: 856 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.0 99.9 94.0 99.9: 6.0 0.1
Old : 100.0: 0.0 0.0 0.0 94.0 99.9 94.0 99.9: 6.0 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 : 34: 0 0 0 27 17 27 17:
Old : 34: 0 0 0 27 17 27 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 : 50.3 70.4 66.1 96.7 48.4 70.4 63.3 94.5
Old : 50.3 70.4 66.1 96.7 48.4 70.4 63.3 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 106,968: 6,317 8,774 0 90,543 94,263 96,860 103,037: 10,108 3,931
Old : 106,968: 6,317 8,774 0 90,543 94,263 96,860 103,037: 10,108 3,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -152: 0 0 0 -152 490 -152 490: 0 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 8.2 0.0 84.6 88.1 90.6 96.3: 9.4 3.7
Old : 100.0: 5.9 8.2 0.0 84.6 88.1 90.6 96.3: 9.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 14 12 15 13:
Old : 22: 1 1 0 14 12 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 : 64.1 72.7 81.7 90.5 64.1 71.9 80.3 88.9
Old : 64.1 72.7 81.7 90.5 64.1 71.9 80.3 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 200,460: 0 836 372 195,876 198,271 196,248 199,479: 4,212 981
Old : 200,460: 0 836 372 195,876 198,271 196,248 199,479: 4,212 981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,432: 0 0 0 2,545 3,494 2,545 3,494: 887 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.2 97.7 98.9 97.9 99.5: 2.1 0.5
Old : 100.0: 0.0 0.4 0.2 97.7 98.9 97.9 99.5: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 1 21 24 22 25:
Old : 32: 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 : 65.9 61.7 85.3 80.8 60.2 61.3 74.6 73.3
Old : 65.9 61.7 85.3 80.8 60.2 61.3 74.6 73.3
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, February 18, 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 : 24,850: 3,263 2,060 3,340 17,763 19,212 24,366 24,612: 484 238
Old : 24,850: 3,263 2,060 3,340 17,763 19,212 24,366 24,612: 484 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 401: 93 43 -26 332 384 399 402: 2 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.3 13.4 71.5 77.3 98.1 99.0: 1.9 1.0
Old : 100.0: 13.1 8.3 13.4 71.5 77.3 98.1 99.0: 1.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 11 8 15 25 22 42 39:
Old : 45: 11 8 15 25 22 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 47.0 59.6 63.8 21.3 27.4 31.0 33.0
Old : 37.0 47.0 59.6 63.8 21.3 27.4 31.0 33.0
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, February 18, 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 : 43,142: 3,580 4,466 1,341 38,101 37,335 43,022 43,142: 120 0
Old : 43,142: 3,580 4,466 1,341 38,101 37,335 43,022 43,142: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 798: -195 456 166 837 176 808 798: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 10.4 3.1 88.3 86.5 99.7 100.0: 0.3 0.0
Old : 100.0: 8.3 10.4 3.1 88.3 86.5 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 11 5 25 23 30 35:
Old : 39: 1 11 5 25 23 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 50.2 79.5 76.5 45.5 43.7 63.5 62.3
Old : 50.1 50.2 79.5 76.5 45.5 43.7 63.5 62.3
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, February 18, 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 : 31,535: 3,550 1,051 853 26,842 29,581 31,245 31,485: 290 50
Old : 31,535: 3,550 1,051 853 26,842 29,581 31,245 31,485: 290 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -440: 75 -130 -25 -540 -335 -490 -490: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.3 2.7 85.1 93.8 99.1 99.8: 0.9 0.2
Old : 100.0: 11.3 3.3 2.7 85.1 93.8 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 4 4 21 19 26 25:
Old : 32: 3 4 4 21 19 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 62.1 77.8 86.0 50.6 56.9 70.8 74.7
Old : 51.7 62.1 77.8 86.0 50.6 56.9 70.8 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 140,635: 4,059 9,060 10,610 125,515 120,817 140,184 140,487: 451 148
Old : 140,635: 4,059 9,060 10,610 125,515 120,817 140,184 140,487: 451 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,185: 255 370 120 800 685 1,175 1,175: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 6.4 7.5 89.2 85.9 99.7 99.9: 0.3 0.1
Old : 100.0: 2.9 6.4 7.5 89.2 85.9 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 : 54: 8 12 11 30 33 44 50:
Old : 54: 8 12 11 30 33 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 40.6 71.4 61.0 40.8 31.7 47.2 40.3
Old : 54.2 40.6 71.4 61.0 40.8 31.7 47.2 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 73,348: 2,538 2,553 2,692 67,883 67,848 73,114 73,094: 234 254
Old : 73,348: 2,538 2,553 2,692 67,883 67,848 73,114 73,094: 234 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,941: 188 196 160 1,359 1,351 1,707 1,707: 234 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.5 3.7 92.5 92.5 99.7 99.7: 0.3 0.3
Old : 100.0: 3.5 3.5 3.7 92.5 92.5 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 : 40: 5 6 3 24 25 30 33:
Old : 40: 5 6 3 24 25 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 71.8 79.0 86.8 58.4 62.5 68.9 69.6
Old : 58.7 71.8 79.0 86.8 58.4 62.5 68.9 69.6
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, February 18, 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 : 32,944: 226 675 624 32,094 31,645 32,944 32,944: 0 0
Old : 32,944: 226 675 624 32,094 31,645 32,944 32,944: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 690: -150 200 150 690 340 690 690: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.0 1.9 97.4 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 2.0 1.9 97.4 96.1 100.0 100.0: 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 : 27: 3 3 3 12 16 16 21:
Old : 27: 3 3 3 12 16 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 82.7 93.3 90.2 70.6 71.4 77.2 78.1
Old : 81.9 82.7 93.3 90.2 70.6 71.4 77.2 78.1
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 61,800: 16,815 1,532 4,923 40,025 55,315 61,763 61,770: 37 30
Old : 61,800: 16,815 1,532 4,923 40,025 55,315 61,763 61,770: 37 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -243: 35 110 15 -293 -363 -243 -238: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 2.5 8.0 64.8 89.5 99.9 100.0: 0.1 0.0
Old : 100.0: 27.2 2.5 8.0 64.8 89.5 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 : 36: 6 3 4 24 25 32 30:
Old : 36: 6 3 4 24 25 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 62.8 74.6 80.3 48.1 51.6 59.6 63.1
Old : 49.5 62.8 74.6 80.3 48.1 51.6 59.6 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 82,615: 26,145 3,253 3,850 52,412 75,426 82,407 82,529: 208 86
Old : 82,615: 26,145 3,253 3,850 52,412 75,426 82,407 82,529: 208 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 245: 42 -50 100 38 125 180 175: 65 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 3.9 4.7 63.4 91.3 99.7 99.9: 0.3 0.1
Old : 100.0: 31.6 3.9 4.7 63.4 91.3 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 : 46: 10 6 6 26 27 38 37:
Old : 46: 10 6 6 26 27 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 66.3 71.0 81.7 51.8 59.4 62.4 66.8
Old : 53.0 66.3 71.0 81.7 51.8 59.4 62.4 66.8
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 73,418: 2,815 1,281 1,179 68,655 70,648 72,649 73,108: 769 310
Old : 73,418: 2,815 1,281 1,179 68,655 70,648 72,649 73,108: 769 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,127: 500 0 -10 2,602 3,167 3,092 3,157: 35 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.7 1.6 93.5 96.2 99.0 99.6: 1.0 0.4
Old : 100.0: 3.8 1.7 1.6 93.5 96.2 99.0 99.6: 1.0 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 : 37: 2 1 2 27 25 30 27:
Old : 37: 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 : 46.4 70.9 70.6 85.4 44.7 70.9 68.8 82.9
Old : 46.4 70.9 70.6 85.4 44.7 70.9 68.8 82.9
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 92,704: 2,758 1,461 1,836 87,273 89,174 91,867 92,471: 837 233
Old : 92,704: 2,758 1,461 1,836 87,273 89,174 91,867 92,471: 837 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,646: 500 0 0 3,111 3,671 3,611 3,671: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.6 2.0 94.1 96.2 99.1 99.7: 0.9 0.3
Old : 100.0: 3.0 1.6 2.0 94.1 96.2 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 : 41: 2 3 2 29 27 32 31:
Old : 41: 2 3 2 29 27 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 70.5 67.5 86.4 44.4 70.4 66.7 83.4
Old : 44.8 70.5 67.5 86.4 44.4 70.4 66.7 83.4
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,853: 325 95 230 42,884 43,107 43,439 43,432: 414 421
Old : 43,853: 325 95 230 42,884 43,107 43,439 43,432: 414 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 209: 0 0 0 209 209 209 209: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.2 0.5 97.8 98.3 99.1 99.0: 0.9 1.0
Old : 100.0: 0.7 0.2 0.5 97.8 98.3 99.1 99.0: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 17 15 19 16:
Old : 23: 1 1 1 17 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 83.8 88.5 94.3 62.4 78.3 73.0 80.0
Old : 72.1 83.8 88.5 94.3 62.4 78.3 73.0 80.0
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 27,995: 360 890 35 27,057 27,068 27,452 27,993: 543 2
Old : 27,995: 360 890 35 27,057 27,068 27,452 27,993: 543 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 215: 0 65 0 215 165 215 230: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.2 0.1 96.6 96.7 98.1 100.0: 1.9 0.0
Old : 100.0: 1.3 3.2 0.1 96.6 96.7 98.1 100.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 1 19 17 21 20:
Old : 25: 1 3 1 19 17 21 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 : 53.7 70.5 73.1 86.0 40.2 55.1 53.9 60.6
Old : 53.7 70.5 73.1 86.0 40.2 55.1 53.9 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 91,615: 21,872 1,831 3,844 65,442 85,835 91,158 91,510: 457 105
Old : 91,615: 21,872 1,831 3,844 65,442 85,835 91,158 91,510: 457 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,255: -2,449 -43 46 3,617 1,271 1,214 1,274: 41 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 2.0 4.2 71.4 93.7 99.5 99.9: 0.5 0.1
Old : 100.0: 23.9 2.0 4.2 71.4 93.7 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 18 6 12 33 34 53 50:
Old : 61: 18 6 12 33 34 53 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 41.8 52.0 63.5 14.8 17.6 22.6 27.8
Old : 31.3 41.8 52.0 63.5 14.8 17.6 22.6 27.8
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 38,973: 8,966 500 275 29,442 37,871 38,683 38,646: 290 327
Old : 38,973: 8,966 500 275 29,442 37,871 38,683 38,646: 290 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 200: -3,000 200 0 3,200 0 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 1.3 0.7 75.5 97.2 99.3 99.2: 0.7 0.8
Old : 100.0: 23.0 1.3 0.7 75.5 97.2 99.3 99.2: 0.7 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: 6 2 1 18 21 24 24:
Old : 33: 6 2 1 18 21 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 47.3 75.3 75.1 42.9 38.9 60.5 58.7
Old : 49.7 47.3 75.3 75.1 42.9 38.9 60.5 58.7
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,478: 375 123 277 48,701 48,763 49,353 49,163: 125 315
Old : 49,478: 375 123 277 48,701 48,763 49,353 49,163: 125 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,115: 0 0 0 1,115 1,115 1,115 1,115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.2 0.6 98.4 98.6 99.7 99.4: 0.3 0.6
Old : 100.0: 0.8 0.2 0.6 98.4 98.6 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 2 23 21 27 23:
Old : 32: 2 2 2 23 21 27 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 : 58.0 81.8 81.4 93.9 45.2 75.8 64.2 76.5
Old : 58.0 81.8 81.4 93.9 45.2 75.8 64.2 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 38,855: 100 1,985 0 37,425 36,712 37,525 38,697: 1,330 158
Old : 38,855: 100 1,985 0 37,425 36,712 37,525 38,697: 1,330 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -854: 0 35 0 -844 -904 -844 -869: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.1 0.0 96.3 94.5 96.6 99.6: 3.4 0.4
Old : 100.0: 0.3 5.1 0.0 96.3 94.5 96.6 99.6: 3.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 7 0 20 20 21 27:
Old : 29: 1 7 0 20 20 21 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 46.6 81.7 75.8 42.0 28.1 46.8 43.4
Old : 62.2 46.6 81.7 75.8 42.0 28.1 46.8 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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 66,159: 2,312 750 0 63,219 65,064 65,531 65,814: 628 345
Old : 66,159: 2,312 750 0 63,219 65,064 65,531 65,814: 628 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,366: 30 0 0 1,336 1,366 1,366 1,366: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.1 0.0 95.6 98.3 99.1 99.5: 0.9 0.5
Old : 100.0: 3.5 1.1 0.0 95.6 98.3 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 0 24 15 26 17:
Old : 31: 2 2 0 24 15 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 89.0 78.2 95.9 57.9 85.0 73.8 89.1
Old : 58.1 89.0 78.2 95.9 57.9 85.0 73.8 89.1
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 70,109: 3,006 650 60 66,663 69,219 69,729 69,929: 380 180
Old : 70,109: 3,006 650 60 66,663 69,219 69,729 69,929: 380 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 906: 0 0 0 906 906 906 906: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.9 0.1 95.1 98.7 99.5 99.7: 0.5 0.3
Old : 100.0: 4.3 0.9 0.1 95.1 98.7 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 1 1 25 16 29 18:
Old : 33: 4 1 1 25 16 29 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 : 56.2 81.6 74.3 94.6 55.5 79.2 69.9 87.6
Old : 56.2 81.6 74.3 94.6 55.5 79.2 69.9 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 77,745: 1,607 1,527 549 75,335 75,639 77,491 77,715: 254 30
Old : 77,745: 1,607 1,527 549 75,335 75,639 77,491 77,715: 254 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 715: 90 547 21 604 168 715 736: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.0 0.7 96.9 97.3 99.7 100.0: 0.3 0.0
Old : 100.0: 2.1 2.0 0.7 96.9 97.3 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 4 5 27 30 33 37:
Old : 43: 4 4 5 27 30 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 52.6 74.3 78.4 55.5 50.1 70.9 70.2
Old : 56.5 52.6 74.3 78.4 55.5 50.1 70.9 70.2
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 98,683: 2,435 3,113 1,976 93,928 93,551 98,340 98,641: 343 42
Old : 98,683: 2,435 3,113 1,976 93,928 93,551 98,340 98,641: 343 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,004: -143 319 331 802 345 989 995: 15 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.2 2.0 95.2 94.8 99.7 100.0: 0.3 0.0
Old : 100.0: 2.5 3.2 2.0 95.2 94.8 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 6 12 8 30 31 41 46:
Old : 56: 6 12 8 30 31 41 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 : 49.0 48.0 66.5 71.0 48.0 45.0 60.8 59.4
Old : 49.0 48.0 66.5 71.0 48.0 45.0 60.8 59.4
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 54,518: 400 5,382 275 53,748 48,786 54,423 54,443: 95 75
Old : 54,518: 400 5,382 275 53,748 48,786 54,423 54,443: 95 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 200: 0 0 0 125 125 125 125: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 9.9 0.5 98.6 89.5 99.8 99.9: 0.2 0.1
Old : 100.0: 0.7 9.9 0.5 98.6 89.5 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 5 4 16 13 20 20:
Old : 31: 2 5 4 16 13 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 88.4 93.7 95.9 75.5 86.5 91.4 93.4
Old : 75.6 88.4 93.7 95.9 75.5 86.5 91.4 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 46,450: 549 650 725 45,176 45,075 46,450 46,450: 0 0
Old : 46,450: 549 650 725 45,176 45,075 46,450 46,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 985: 50 0 0 935 985 985 985: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.4 1.6 97.3 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 1.4 1.6 97.3 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 3 3 11 9 14 14:
Old : 21: 2 3 3 11 9 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 : 78.6 95.9 95.7 98.6 78.6 93.9 94.0 95.5
Old : 78.6 95.9 95.7 98.6 78.6 93.9 94.0 95.5
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 61,873: 1,302 1,885 528 59,999 59,253 61,829 61,666: 44 207
Old : 61,873: 1,302 1,885 528 59,999 59,253 61,829 61,666: 44 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -168: -29 100 1 -142 -269 -170 -168: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.0 0.9 97.0 95.8 99.9 99.7: 0.1 0.3
Old : 100.0: 2.1 3.0 0.9 97.0 95.8 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 3 2 22 21 26 25:
Old : 32: 3 3 2 22 21 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 84.8 76.8 94.0 51.0 82.1 72.0 85.5
Old : 52.1 84.8 76.8 94.0 51.0 82.1 72.0 85.5
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 70,296: 1,847 2,379 4,375 64,017 63,302 70,239 70,056: 57 240
Old : 70,296: 1,847 2,379 4,375 64,017 63,302 70,239 70,056: 57 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 89: -2 100 0 89 -9 87 91: 2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.4 6.2 91.1 90.1 99.9 99.7: 0.1 0.3
Old : 100.0: 2.6 3.4 6.2 91.1 90.1 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 4 3 24 18 33 24:
Old : 37: 8 4 3 24 18 33 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 : 48.2 76.5 74.0 88.3 47.3 69.0 68.2 75.1
Old : 48.2 76.5 74.0 88.3 47.3 69.0 68.2 75.1
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 25,707: 785 590 0 24,747 24,917 25,532 25,507: 175 200
Old : 25,707: 785 590 0 24,747 24,917 25,532 25,507: 175 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 185: 0 0 0 185 185 185 185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.3 0.0 96.3 96.9 99.3 99.2: 0.7 0.8
Old : 100.0: 3.1 2.3 0.0 96.3 96.9 99.3 99.2: 0.7 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 : 23: 1 2 0 16 12 17 14:
Old : 23: 1 2 0 16 12 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 : 65.3 81.7 82.9 95.6 65.1 73.7 80.4 87.5
Old : 65.3 81.7 82.9 95.6 65.1 73.7 80.4 87.5
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 25,111: 685 25 0 24,103 25,021 24,788 25,046: 323 65
Old : 25,111: 685 25 0 24,103 25,021 24,788 25,046: 323 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.1 0.0 96.0 99.6 98.7 99.7: 1.3 0.3
Old : 100.0: 2.7 0.1 0.0 96.0 99.6 98.7 99.7: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 65.0 85.5 81.7 98.1 64.2 74.0 77.1 85.8
Old : 65.0 85.5 81.7 98.1 64.2 74.0 77.1 85.8
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 33,976: 70 1,518 1,411 32,478 31,037 33,959 33,966: 17 10
Old : 33,976: 70 1,518 1,411 32,478 31,037 33,959 33,966: 17 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,272: -67 -161 89 1,245 1,345 1,267 1,273: 5 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.5 4.2 95.6 91.3 99.9 100.0: 0.0 0.0
Old : 100.0: 0.2 4.5 4.2 95.6 91.3 99.9 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 4 5 21 19 28 24:
Old : 32: 2 4 5 21 19 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 59.3 83.3 77.7 62.4 56.6 73.6 70.9
Old : 70.0 59.3 83.3 77.7 62.4 56.6 73.6 70.9
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 21,365: 584 2,359 242 19,536 18,704 20,362 21,305: 1,003 60
Old : 21,365: 584 2,359 242 19,536 18,704 20,362 21,305: 1,003 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 752: 50 -735 51 541 1,401 642 717: 110 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 11.0 1.1 91.4 87.5 95.3 99.7: 4.7 0.3
Old : 100.0: 2.7 11.0 1.1 91.4 87.5 95.3 99.7: 4.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 4 3 14 15 17 21:
Old : 24: 2 4 3 14 15 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 72.8 90.9 89.5 74.7 69.4 86.2 85.2
Old : 74.9 72.8 90.9 89.5 74.7 69.4 86.2 85.2
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 57,428: 5,190 4,493 1,067 51,099 51,815 57,356 57,375: 72 53
Old : 57,428: 5,190 4,493 1,067 51,099 51,815 57,356 57,375: 72 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 941: 2,035 -225 -90 -1,018 1,208 927 893: 14 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.8 1.9 89.0 90.2 99.9 99.9: 0.1 0.1
Old : 100.0: 9.0 7.8 1.9 89.0 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 : 45: 8 4 4 26 28 35 35:
Old : 45: 8 4 4 26 28 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 66.0 70.5 83.5 41.6 56.9 55.2 66.1
Old : 56.6 66.0 70.5 83.5 41.6 56.9 55.2 66.1
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 37,328: 738 1,012 1,010 35,524 35,306 37,272 37,328: 56 0
Old : 37,328: 738 1,012 1,010 35,524 35,306 37,272 37,328: 56 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 95: 28 -100 100 -25 95 103 95: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.7 2.7 95.2 94.6 99.8 100.0: 0.2 0.0
Old : 100.0: 2.0 2.7 2.7 95.2 94.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 4 5 27 25 33 30:
Old : 38: 2 4 5 27 25 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 70.2 81.3 84.2 59.3 65.9 67.7 72.6
Old : 67.7 70.2 81.3 84.2 59.3 65.9 67.7 72.6
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,640: 725 884 226 18,304 18,290 19,255 19,400: 385 240
Old : 19,640: 725 884 226 18,304 18,290 19,255 19,400: 385 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 365: 0 0 0 90 140 90 140: 275 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 4.5 1.2 93.2 93.1 98.0 98.8: 2.0 1.2
Old : 100.0: 3.7 4.5 1.2 93.2 93.1 98.0 98.8: 2.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 4 1 16 17 19 21:
Old : 29: 2 4 1 16 17 19 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 : 63.9 73.5 84.7 85.9 58.8 68.2 75.0 75.1
Old : 63.9 73.5 84.7 85.9 58.8 68.2 75.0 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 19,336: 500 500 0 18,698 18,836 19,198 19,336: 138 0
Old : 19,336: 500 500 0 18,698 18,836 19,198 19,336: 138 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 220: -25 0 0 195 220 170 220: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.6 0.0 96.7 97.4 99.3 100.0: 0.7 0.0
Old : 100.0: 2.6 2.6 0.0 96.7 97.4 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 12 9 13 11:
Old : 20: 1 2 0 12 9 13 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 : 72.5 90.0 95.8 98.3 64.2 82.9 87.5 89.1
Old : 72.5 90.0 95.8 98.3 64.2 82.9 87.5 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,361: 125 1,860 25 10,046 8,476 10,196 10,361: 165 0
Old : 10,361: 125 1,860 25 10,046 8,476 10,196 10,361: 165 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -100: 75 225 -175 0 -150 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 18.0 0.2 97.0 81.8 98.4 100.0: 1.6 0.0
Old : 100.0: 1.2 18.0 0.2 97.0 81.8 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 4 1 13 12 17 16:
Old : 25: 3 4 1 13 12 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 63.2 91.8 87.5 62.0 62.4 77.0 79.1
Old : 73.4 63.2 91.8 87.5 62.0 62.4 77.0 79.1
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,594: 125 2,275 0 10,344 8,319 10,469 10,594: 125 0
Old : 10,594: 125 2,275 0 10,344 8,319 10,469 10,594: 125 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -50: 75 225 -125 0 -150 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 21.5 0.0 97.6 78.5 98.8 100.0: 1.2 0.0
Old : 100.0: 1.2 21.5 0.0 97.6 78.5 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 4 0 14 12 17 16:
Old : 26: 3 4 0 14 12 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 65.1 91.0 87.9 61.9 65.1 76.5 80.2
Old : 71.7 65.1 91.0 87.9 61.9 65.1 76.5 80.2
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,265: 960 400 610 11,431 12,255 13,001 13,265: 264 0
Old : 13,265: 960 400 610 11,431 12,255 13,001 13,265: 264 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -350: 0 0 0 -350 -350 -350 -350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 3.0 4.6 86.2 92.4 98.0 100.0: 2.0 0.0
Old : 100.0: 7.2 3.0 4.6 86.2 92.4 98.0 100.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 2 16 14 19 17:
Old : 28: 1 3 2 16 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 73.7 80.3 89.1 51.4 63.9 71.3 73.2
Old : 56.1 73.7 80.3 89.1 51.4 63.9 71.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,013: 970 140 635 10,433 12,235 12,038 13,010: 975 3
Old : 13,013: 970 140 635 10,433 12,235 12,038 13,010: 975 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -175: 0 0 0 -175 -175 -175 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.1 4.9 80.2 94.0 92.5 100.0: 7.5 0.0
Old : 100.0: 7.5 1.1 4.9 80.2 94.0 92.5 100.0: 7.5 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 : 26: 2 2 2 14 15 17 18:
Old : 26: 2 2 2 14 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 71.9 81.2 87.5 50.5 61.2 66.0 70.8
Old : 57.7 71.9 81.2 87.5 50.5 61.2 66.0 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,873: 945 1,055 2,570 32,205 32,178 35,720 35,803: 153 70
Old : 35,873: 945 1,055 2,570 32,205 32,178 35,720 35,803: 153 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 85: 0 60 0 85 25 85 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.9 7.2 89.8 89.7 99.6 99.8: 0.4 0.2
Old : 100.0: 2.6 2.9 7.2 89.8 89.7 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 4 20 12 24 17:
Old : 29: 3 2 4 20 12 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 74.4 80.9 94.4 59.0 66.2 70.0 76.5
Old : 67.1 74.4 80.9 94.4 59.0 66.2 70.0 76.5
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,824: 1,005 700 2,650 32,015 32,454 35,670 35,804: 154 20
Old : 35,824: 1,005 700 2,650 32,015 32,454 35,670 35,804: 154 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 85: -60 0 60 85 25 85 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.0 7.4 89.4 90.6 99.6 99.9: 0.4 0.1
Old : 100.0: 2.8 2.0 7.4 89.4 90.6 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 : 30: 4 1 5 20 13 25 19:
Old : 30: 4 1 5 20 13 25 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 : 65.5 76.3 78.4 95.3 57.0 65.5 67.9 77.7
Old : 65.5 76.3 78.4 95.3 57.0 65.5 67.9 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 104,320: 1,765 7,294 1,078 101,420 95,873 104,263 104,245: 57 75
Old : 104,320: 1,765 7,294 1,078 101,420 95,873 104,263 104,245: 57 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,253: -25 -185 -50 2,337 2,488 2,262 2,253: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 7.0 1.0 97.2 91.9 99.9 99.9: 0.1 0.1
Old : 100.0: 1.7 7.0 1.0 97.2 91.9 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 : 56: 3 9 6 39 31 47 41:
Old : 56: 3 9 6 39 31 47 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 : 38.7 50.6 63.1 72.6 33.7 48.3 57.7 65.7
Old : 38.7 50.6 63.1 72.6 33.7 48.3 57.7 65.7
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 119,033: 2,339 6,663 1,999 114,576 110,283 118,914 118,945: 119 88
Old : 119,033: 2,339 6,663 1,999 114,576 110,283 118,914 118,945: 119 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 983: -50 -185 -50 1,025 1,160 925 925: 58 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 5.6 1.7 96.3 92.6 99.9 99.9: 0.1 0.1
Old : 100.0: 2.0 5.6 1.7 96.3 92.6 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 : 60: 5 9 8 40 37 50 49:
Old : 60: 5 9 8 40 37 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 55.0 56.9 75.0 27.6 45.1 49.1 58.6
Old : 32.7 55.0 56.9 75.0 27.6 45.1 49.1 58.6
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 499,901: 31,008 27,580 47,024 421,379 424,499 499,410 499,102: 491 799
Old : 499,901: 31,008 27,580 47,024 421,379 424,499 499,410 499,102: 491 799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 6,204: 2,834 2,631 -985 4,178 4,352 6,026 5,998: 178 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.5 9.4 84.3 84.9 99.9 99.8: 0.1 0.2
Old : 100.0: 6.2 5.5 9.4 84.3 84.9 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 20 24 27 43 42 75 81:
Old : 92: 20 24 27 43 42 75 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 39.8 63.5 62.2 17.6 18.9 22.3 25.7
Old : 46.2 39.8 63.5 62.2 17.6 18.9 22.3 25.7
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,692: 5,470 600 75 10,992 15,997 16,537 16,672: 155 20
Old : 16,692: 5,470 600 75 10,992 15,997 16,537 16,672: 155 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 590: 25 0 0 545 570 570 570: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 3.6 0.4 65.9 95.8 99.1 99.9: 0.9 0.1
Old : 100.0: 32.8 3.6 0.4 65.9 95.8 99.1 99.9: 0.9 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: 3 1 1 19 9 22 11:
Old : 26: 3 1 1 19 9 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 85.6 77.1 98.0 54.6 80.4 72.8 87.8
Old : 55.1 85.6 77.1 98.0 54.6 80.4 72.8 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,656: 4,575 600 15 10,574 15,021 15,164 15,636: 492 20
Old : 15,656: 4,575 600 15 10,574 15,021 15,164 15,636: 492 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 585: 25 0 0 540 565 565 565: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 3.8 0.1 67.5 95.9 96.9 99.9: 3.1 0.1
Old : 100.0: 29.2 3.8 0.1 67.5 95.9 96.9 99.9: 3.1 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 : 23: 2 1 1 18 8 20 10:
Old : 23: 2 1 1 18 8 20 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 88.1 83.7 98.9 62.3 86.1 79.8 93.7
Old : 65.2 88.1 83.7 98.9 62.3 86.1 79.8 93.7
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,095: 4,050 550 0 4,045 7,545 8,095 8,095: 0 0
Old : 8,095: 4,050 550 0 4,045 7,545 8,095 8,095: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,700: 300 0 0 1,420 1,700 1,720 1,700: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 6.8 0.0 50.0 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 50.0 6.8 0.0 50.0 93.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 0 13 15 17 16:
Old : 25: 4 1 0 13 15 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 : 66.1 67.9 82.1 84.6 66.1 65.4 79.7 75.9
Old : 66.1 67.9 82.1 84.6 66.1 65.4 79.7 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 2,329: 276 0 192 1,545 1,618 2,013 1,810: 316 519
Old : 2,329: 276 0 192 1,545 1,618 2,013 1,810: 316 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.0 8.2 66.3 69.5 86.4 77.7: 13.6 22.3
Old : 100.0: 11.9 0.0 8.2 66.3 69.5 86.4 77.7: 13.6 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 3 14 17 17 20:
Old : 20: 3 0 3 14 17 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 : 35.9 32.9 61.9 55.4 24.1 24.7 37.5 32.5
Old : 35.9 32.9 61.9 55.4 24.1 24.7 37.5 32.5
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, February 18, 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 : 4,500: 132 108 72 3,698 3,489 3,902 3,669: 598 831
Old : 4,500: 132 108 72 3,698 3,489 3,902 3,669: 598 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 222: 1 -30 -17 255 182 239 135: -17 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.4 1.6 82.2 77.5 86.7 81.5: 13.3 18.5
Old : 100.0: 2.9 2.4 1.6 82.2 77.5 86.7 81.5: 13.3 18.5
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 : 32: 2 2 2 23 27 25 31:
Old : 32: 2 2 2 23 27 25 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 : 40.5 36.2 61.4 50.5 36.1 30.8 47.6 39.4
Old : 40.5 36.2 61.4 50.5 36.1 30.8 47.6 39.4
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, February 18, 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 : 31,651: 3,212 61 30 28,049 31,488 31,291 31,579: 360 72
Old : 31,651: 3,212 61 30 28,049 31,488 31,291 31,579: 360 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 877: 60 -65 0 843 977 903 912: -25 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.2 0.1 88.6 99.5 98.9 99.8: 1.1 0.2
Old : 100.0: 10.1 0.2 0.1 88.6 99.5 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 1 1 35 37 37 39:
Old : 44: 2 1 1 35 37 37 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 44.9 66.9 65.2 38.4 31.4 55.3 47.6
Old : 41.8 44.9 66.9 65.2 38.4 31.4 55.3 47.6
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, February 18, 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 : 19,134: 40 0 79 18,923 18,032 19,042 18,111: 92 1,023
Old : 19,134: 40 0 79 18,923 18,032 19,042 18,111: 92 1,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.4 98.9 94.2 99.5 94.7: 0.5 5.3
Old : 100.0: 0.2 0.0 0.4 98.9 94.2 99.5 94.7: 0.5 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 19 24 21 25:
Old : 29: 2 0 1 19 24 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 54.9 84.4 76.3 37.9 24.2 43.4 34.0
Old : 68.9 54.9 84.4 76.3 37.9 24.2 43.4 34.0
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, February 18, 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 : 7,936: 334 35 148 6,508 7,468 6,990 7,651: 946 285
Old : 7,936: 334 35 148 6,508 7,468 6,990 7,651: 946 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 339: -25 0 85 264 189 324 274: 15 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.4 1.9 82.0 94.1 88.1 96.4: 11.9 3.6
Old : 100.0: 4.2 0.4 1.9 82.0 94.1 88.1 96.4: 11.9 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 : 34: 4 1 3 23 26 28 29:
Old : 34: 4 1 3 23 26 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 47.3 56.8 68.2 22.9 36.8 35.1 46.9
Old : 38.3 47.3 56.8 68.2 22.9 36.8 35.1 46.9
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, February 18, 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 : 39,518: 978 1,436 70 37,865 37,687 38,913 39,193: 605 325
Old : 39,518: 978 1,436 70 37,865 37,687 38,913 39,193: 605 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 822: 200 0 0 622 822 822 822: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.6 0.2 95.8 95.4 98.5 99.2: 1.5 0.8
Old : 100.0: 2.5 3.6 0.2 95.8 95.4 98.5 99.2: 1.5 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 : 59: 6 2 2 27 37 33 41:
Old : 59: 6 2 2 27 37 33 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 : 70.3 46.7 82.3 62.6 70.3 46.0 81.9 61.8
Old : 70.3 46.7 82.3 62.6 70.3 46.0 81.9 61.8
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, February 18, 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 : 57,299: 1,977 1,899 1,674 52,822 52,951 56,473 56,524: 826 775
Old : 57,299: 1,977 1,899 1,674 52,822 52,951 56,473 56,524: 826 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,612: 256 -38 158 1,027 1,210 1,441 1,330: 171 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.3 2.9 92.2 92.4 98.6 98.6: 1.4 1.4
Old : 100.0: 3.5 3.3 2.9 92.2 92.4 98.6 98.6: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 7 10 12 66 66 79 82:
Old : 94: 7 10 12 66 66 79 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 52.4 44.8 62.4 27.9 49.3 41.0 55.2
Old : 30.5 52.4 44.8 62.4 27.9 49.3 41.0 55.2
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, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 21,637: 0 90 0 21,577 21,049 21,577 21,139: 60 498
Old : 21,637: 0 90 0 21,577 21,049 21,577 21,139: 60 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -3,961: 0 0 0 -3,961 -4,049 -3,961 -4,049: 0 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 99.7 97.3 99.7 97.7: 0.3 2.3
Old : 100.0: 0.0 0.4 0.0 99.7 97.3 99.7 97.7: 0.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 0 23 18 23 19:
Old : 33: 0 1 0 23 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 57.1 75.4 84.0 48.1 54.3 72.3 78.8
Old : 48.1 57.1 75.4 84.0 48.1 54.3 72.3 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 9,765: 45 195 30 9,590 9,355 9,665 9,580: 100 185
Old : 9,765: 45 195 30 9,590 9,355 9,665 9,580: 100 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 25: 0 0 0 25 40 25 40: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.0 0.3 98.2 95.8 99.0 98.1: 1.0 1.9
Old : 100.0: 0.5 2.0 0.3 98.2 95.8 99.0 98.1: 1.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 13 16 14 18:
Old : 22: 1 1 1 13 16 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 : 86.4 63.9 96.3 85.7 84.2 63.9 89.5 80.6
Old : 86.4 63.9 96.3 85.7 84.2 63.9 89.5 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 9,139: 0 105 0 9,139 8,776 9,139 8,881: 0 258
Old : 9,139: 0 105 0 9,139 8,776 9,139 8,881: 0 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -1,033: 0 90 -90 -943 -1,056 -1,033 -1,056: 0 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 100.0 96.0 100.0 97.2: 0.0 2.8
Old : 100.0: 0.0 1.1 0.0 100.0 96.0 100.0 97.2: 0.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 13 14 13 15:
Old : 23: 0 1 0 13 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 59.2 87.0 89.6 69.1 59.2 86.5 84.7
Old : 69.1 59.2 87.0 89.6 69.1 59.2 86.5 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 231,260: 0 0 0 216,500 216,099 216,500 216,099: 14,760 15,161
Old : 231,260: 0 0 0 216,500 216,099 216,500 216,099: 14,760 15,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 4,211: 0 0 0 3,681 3,316 3,681 3,316: 530 895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.6 93.4 93.6 93.4: 6.4 6.6
Old : 100.0: 0.0 0.0 0.0 93.6 93.4 93.6 93.4: 6.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 12 15 12 15:
Old : 21: 0 0 0 12 15 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 59.1 90.7 81.6 76.4 59.1 87.5 78.6
Old : 76.4 59.1 90.7 81.6 76.4 59.1 87.5 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 21, 2020