CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 12,644: 4,896 574 396 7,352 11,669 12,644 12,639: 0 5
Old : 12,644: 4,896 574 396 7,352 11,669 12,644 12,639: 0 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -250: 0 0 0 -250 -250 -250 -250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 4.5 3.1 58.1 92.3 100.0 100.0: 0.0 0.0
Old : 100.0: 38.7 4.5 3.1 58.1 92.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 2 1 10 9 20 11:
Old : 28: 9 2 1 10 9 20 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 78.0 73.0 95.8 39.8 76.7 69.2 87.4
Old : 40.6 78.0 73.0 95.8 39.8 76.7 69.2 87.4
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, March 03, 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 : 58,594: 35,812 17,819 45 22,522 40,520 58,379 58,384: 215 210
Old : 58,594: 35,812 17,819 45 22,522 40,520 58,379 58,384: 215 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -1,464: -279 -18 -100 -1,085 -1,346 -1,464 -1,464: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 30.4 0.1 38.4 69.2 99.6 99.6: 0.4 0.4
Old : 100.0: 61.1 30.4 0.1 38.4 69.2 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 15 10 1 18 19 34 29:
Old : 49: 15 10 1 18 19 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 46.7 76.4 76.5 53.2 46.7 74.2 73.8
Old : 54.0 46.7 76.4 76.5 53.2 46.7 74.2 73.8
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, March 03, 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 : 98,527: 36,175 20,598 11,014 50,912 66,557 98,102 98,169: 425 358
Old : 98,527: 36,175 20,598 11,014 50,912 66,557 98,102 98,169: 425 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 7,190: 2,792 3,298 -2,895 7,100 6,563 6,997 6,966: 193 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 20.9 11.2 51.7 67.6 99.6 99.6: 0.4 0.4
Old : 100.0: 36.7 20.9 11.2 51.7 67.6 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 30 9 15 25 19 58 40:
Old : 65: 30 9 15 25 19 58 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 : 34.5 41.1 49.0 62.5 27.0 38.3 38.3 56.8
Old : 34.5 41.1 49.0 62.5 27.0 38.3 38.3 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 178,929: 57,671 32,310 2,177 119,081 144,442 178,929 178,929: 0 0
Old : 178,929: 57,671 32,310 2,177 119,081 144,442 178,929 178,929: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,500: 2,900 1,953 -453 53 1,000 2,500 2,500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 18.1 1.2 66.6 80.7 100.0 100.0: 0.0 0.0
Old : 100.0: 32.2 18.1 1.2 66.6 80.7 100.0 100.0: 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 : 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 : 65.5 81.0 87.9 90.0 64.9 79.3 86.3 86.0
Old : 65.5 81.0 87.9 90.0 64.9 79.3 86.3 86.0
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, March 03, 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 : 152,908: 24,669 17,410 8,893 119,346 126,605 152,908 152,908: 0 0
Old : 152,908: 24,669 17,410 8,893 119,346 126,605 152,908 152,908: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -682: 854 0 -451 -1,085 -231 -682 -682: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.4 5.8 78.1 82.8 100.0 100.0: 0.0 0.0
Old : 100.0: 16.1 11.4 5.8 78.1 82.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 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 : 51.7 76.2 77.4 93.4 51.4 70.8 71.8 84.2
Old : 51.7 76.2 77.4 93.4 51.4 70.8 71.8 84.2
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, March 03, 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 : 33,945: 17,307 3,371 2,286 14,352 28,288 33,945 33,945: 0 0
Old : 33,945: 17,307 3,371 2,286 14,352 28,288 33,945 33,945: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 952: 197 -140 -9 764 1,101 952 952: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 9.9 6.7 42.3 83.3 100.0 100.0: 0.0 0.0
Old : 100.0: 51.0 9.9 6.7 42.3 83.3 100.0 100.0: 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 : 35: 12 3 4 11 16 25 21:
Old : 35: 12 3 4 11 16 25 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 : 49.1 53.5 71.4 78.2 48.6 48.7 65.3 66.0
Old : 49.1 53.5 71.4 78.2 48.6 48.7 65.3 66.0
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, March 03, 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: 8,110 900 0 25,954 33,164 34,064 34,064: 0 0
Old : 34,064: 8,110 900 0 25,954 33,164 34,064 34,064: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -85: -50 0 0 -20 -85 -70 -85: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 2.6 0.0 76.2 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 23.8 2.6 0.0 76.2 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 92.7 86.4 100.0 64.6 92.7 86.4 98.5
Old : 64.6 92.7 86.4 100.0 64.6 92.7 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, March 03, 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 : 27,010: 14,521 551 1,517 10,772 24,892 26,810 26,960: 200 50
Old : 27,010: 14,521 551 1,517 10,772 24,892 26,810 26,960: 200 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,725: 1,092 26 -16 1,449 2,665 2,525 2,675: 200 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 2.0 5.6 39.9 92.2 99.3 99.8: 0.7 0.2
Old : 100.0: 53.8 2.0 5.6 39.9 92.2 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 2 4 11 13 29 18:
Old : 36: 16 2 4 11 13 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 : 44.6 69.2 68.6 87.8 44.6 68.5 66.3 85.6
Old : 44.6 69.2 68.6 87.8 44.6 68.5 66.3 85.6
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, March 03, 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 : 17,453: 1,477 523 129 15,533 16,801 17,138 17,453: 315 0
Old : 17,453: 1,477 523 129 15,533 16,801 17,138 17,453: 315 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 758: 89 -78 15 448 820 553 758: 205 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 3.0 0.7 89.0 96.3 98.2 100.0: 1.8 0.0
Old : 100.0: 8.5 3.0 0.7 89.0 96.3 98.2 100.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 2 13 12 18 14:
Old : 23: 4 1 2 13 12 18 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 : 67.0 80.8 84.9 95.3 65.1 74.3 77.5 83.5
Old : 67.0 80.8 84.9 95.3 65.1 74.3 77.5 83.5
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, March 03, 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 : 12,117: 1,582 3,446 0 10,535 8,671 12,117 12,117: 0 0
Old : 12,117: 1,582 3,446 0 10,535 8,671 12,117 12,117: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -82: 112 130 -180 -14 -32 -82 -82: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 28.4 0.0 86.9 71.6 100.0 100.0: 0.0 0.0
Old : 100.0: 13.1 28.4 0.0 86.9 71.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 5 0 11 8 13 13:
Old : 23: 2 5 0 11 8 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 73.6 93.5 91.7 74.8 73.5 92.6 90.8
Old : 74.8 73.6 93.5 91.7 74.8 73.5 92.6 90.8
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, March 03, 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 : 21,278: 2,540 6,950 680 18,033 13,648 21,253 21,278: 25 0
Old : 21,278: 2,540 6,950 680 18,033 13,648 21,253 21,278: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -47: -3 50 3 -47 -100 -47 -47: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 32.7 3.2 84.7 64.1 99.9 100.0: 0.1 0.0
Old : 100.0: 11.9 32.7 3.2 84.7 64.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.1 73.2 86.2 87.0 56.9 71.1 79.8 82.7
Old : 59.1 73.2 86.2 87.0 56.9 71.1 79.8 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 31,980: 13,766 9,850 1,600 16,614 20,530 31,980 31,980: 0 0
Old : 31,980: 13,766 9,850 1,600 16,614 20,530 31,980 31,980: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -15,247: -6,907 -2,000 -900 -7,440 -12,347 -15,247 -15,247: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 30.8 5.0 52.0 64.2 100.0 100.0: 0.0 0.0
Old : 100.0: 43.0 30.8 5.0 52.0 64.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 4 3 14 9 20 15:
Old : 23: 5 4 3 14 9 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 70.5 83.9 90.0 55.1 67.7 76.8 84.2
Old : 59.8 70.5 83.9 90.0 55.1 67.7 76.8 84.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 30,593: 2,501 971 2,044 25,855 27,533 30,400 30,548: 193 45
Old : 30,593: 2,501 971 2,044 25,855 27,533 30,400 30,548: 193 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -4,406: 564 635 -1,710 -3,258 -3,325 -4,404 -4,400: -2 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 3.2 6.7 84.5 90.0 99.4 99.9: 0.6 0.1
Old : 100.0: 8.2 3.2 6.7 84.5 90.0 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 3 5 20 24 27 30:
Old : 33: 4 3 5 20 24 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 58.4 82.2 82.6 24.3 25.9 28.7 28.8
Old : 64.1 58.4 82.2 82.6 24.3 25.9 28.7 28.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 30,385: 767 3,079 1,531 26,560 25,764 28,858 30,374: 1,527 11
Old : 30,385: 767 3,079 1,531 26,560 25,764 28,858 30,374: 1,527 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -4,727: 56 653 -1,561 -3,181 -3,819 -4,686 -4,727: -41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 10.1 5.0 87.4 84.8 95.0 100.0: 5.0 0.0
Old : 100.0: 2.5 10.1 5.0 87.4 84.8 95.0 100.0: 5.0 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: 3 3 3 20 21 25 25:
Old : 32: 3 3 3 20 21 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 60.6 68.3 85.4 20.8 30.3 29.4 38.6
Old : 52.8 60.6 68.3 85.4 20.8 30.3 29.4 38.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,098,015: 319,588 104,449 413,126 4,330,059 4,557,382 5,062,773 5,074,957: 35,242 23,058
Old : 5,098,015: 319,588 104,449 413,126 4,330,059 4,557,382 5,062,773 5,074,957: 35,242 23,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -153,820: -17,773 -32,137 36,155 -178,066 -156,490 -159,684 -152,472: 5,864 -1,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.0 8.1 84.9 89.4 99.3 99.5: 0.7 0.5
Old : 100.0: 6.3 2.0 8.1 84.9 89.4 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 37 24 44 146 120 200 171:
Old : 222: 37 24 44 146 120 200 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 41.3 41.6 58.1 24.5 40.1 37.5 56.5
Old : 25.9 41.3 41.6 58.1 24.5 40.1 37.5 56.5
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,342,101: 49,024 15,870 502,443 788,100 821,976 1,339,567 1,340,290: 2,534 1,811
Old : 1,342,101: 49,024 15,870 502,443 788,100 821,976 1,339,567 1,340,290: 2,534 1,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 29,429: -28,782 -39,268 47,547 11,346 21,481 30,111 29,760: -683 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.2 37.4 58.7 61.2 99.8 99.9: 0.2 0.1
Old : 100.0: 3.7 1.2 37.4 58.7 61.2 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 : 74: 12 13 22 47 45 72 67:
Old : 74: 12 13 22 47 45 72 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 48.7 68.3 70.0 5.4 7.3 7.3 8.6
Old : 50.5 48.7 68.3 70.0 5.4 7.3 7.3 8.6
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, March 03, 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 : 284,090: 5,827 3,978 92 249,886 274,658 255,805 278,728: 28,285 5,362
Old : 284,090: 5,827 3,978 92 249,886 274,658 255,805 278,728: 28,285 5,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,443: 61 0 0 3,548 342 3,609 342: -1,166 2,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.4 0.0 88.0 96.7 90.0 98.1: 10.0 1.9
Old : 100.0: 2.1 1.4 0.0 88.0 96.7 90.0 98.1: 10.0 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 : 33: 3 1 2 26 21 29 24:
Old : 33: 3 1 2 26 21 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 : 59.7 79.4 73.9 91.1 49.9 74.9 63.8 80.9
Old : 59.7 79.4 73.9 91.1 49.9 74.9 63.8 80.9
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, March 03, 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 : 149,046: 5,414 248 520 135,566 128,823 141,500 129,591: 7,546 19,455
Old : 149,046: 5,414 248 520 135,566 128,823 141,500 129,591: 7,546 19,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 949: 537 0 -497 -2,727 -3,591 -2,687 -4,088: 3,636 5,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.2 0.3 91.0 86.4 94.9 86.9: 5.1 13.1
Old : 100.0: 3.6 0.2 0.3 91.0 86.4 94.9 86.9: 5.1 13.1
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 : 33: 4 1 3 19 23 23 27:
Old : 33: 4 1 3 19 23 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 42.2 77.3 64.8 52.7 38.3 71.2 59.9
Old : 57.2 42.2 77.3 64.8 52.7 38.3 71.2 59.9
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, March 03, 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 : 363,610: 14,385 132 6,345 326,855 351,273 347,585 357,750: 16,025 5,860
Old : 363,610: 14,385 132 6,345 326,855 351,273 347,585 357,750: 16,025 5,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 20,167: 1,376 124 -135 18,567 18,353 19,808 18,342: 359 1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 1.7 89.9 96.6 95.6 98.4: 4.4 1.6
Old : 100.0: 4.0 0.0 1.7 89.9 96.6 95.6 98.4: 4.4 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 : 49: 6 1 4 35 30 42 34:
Old : 49: 6 1 4 35 30 42 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 : 53.0 60.2 67.5 80.9 47.0 53.1 57.4 70.4
Old : 53.0 60.2 67.5 80.9 47.0 53.1 57.4 70.4
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, March 03, 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 : 860,672: 2,887 10,736 1,710 843,524 846,367 848,121 858,813: 12,551 1,859
Old : 860,672: 2,887 10,736 1,710 843,524 846,367 848,121 858,813: 12,551 1,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -3,779: -2,356 -128 -247 -5,060 -3,848 -7,663 -4,223: 3,884 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.2 0.2 98.0 98.3 98.5 99.8: 1.5 0.2
Old : 100.0: 0.3 1.2 0.2 98.0 98.3 98.5 99.8: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 2 3 36 28 39 32:
Old : 45: 2 2 3 36 28 39 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 : 38.7 64.4 64.3 88.6 38.6 62.8 62.3 85.8
Old : 38.7 64.4 64.3 88.6 38.6 62.8 62.3 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 394,794: 1,566 5,932 2,433 378,808 377,028 382,807 385,393: 11,987 9,401
Old : 394,794: 1,566 5,932 2,433 378,808 377,028 382,807 385,393: 11,987 9,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 11,308: -682 -2,033 320 7,383 8,947 7,021 7,234: 4,287 4,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.5 0.6 96.0 95.5 97.0 97.6: 3.0 2.4
Old : 100.0: 0.4 1.5 0.6 96.0 95.5 97.0 97.6: 3.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 1 5 4 42 42 46 49:
Old : 64: 1 5 4 42 42 46 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 : 42.7 45.9 61.0 63.6 39.0 41.3 56.2 52.7
Old : 42.7 45.9 61.0 63.6 39.0 41.3 56.2 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 563,327: 1,208 248 0 553,720 550,063 554,928 550,311: 8,399 13,016
Old : 563,327: 1,208 248 0 553,720 550,063 554,928 550,311: 8,399 13,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 8,912: 0 0 0 7,653 4,128 7,653 4,128: 1,259 4,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 98.3 97.6 98.5 97.7: 1.5 2.3
Old : 100.0: 0.2 0.0 0.0 98.3 97.6 98.5 97.7: 1.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 1 1 0 40 41 41 42:
Old : 56: 1 1 0 40 41 41 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 : 56.2 44.9 73.6 69.3 56.2 40.7 72.1 60.5
Old : 56.2 44.9 73.6 69.3 56.2 40.7 72.1 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 448,984: 429 10,829 397 436,260 426,021 437,086 437,247: 11,898 11,737
Old : 448,984: 429 10,829 397 436,260 426,021 437,086 437,247: 11,898 11,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 17,810: 0 3,078 275 12,535 15,206 12,810 18,559: 5,000 -749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.4 0.1 97.2 94.9 97.4 97.4: 2.6 2.6
Old : 100.0: 0.1 2.4 0.1 97.2 94.9 97.4 97.4: 2.6 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 : 52: 1 5 2 39 29 42 34:
Old : 52: 1 5 2 39 29 42 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 : 45.8 62.6 63.8 80.0 45.3 56.9 62.6 70.6
Old : 45.8 62.6 63.8 80.0 45.3 56.9 62.6 70.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,047: 496 6,149 459 109,330 105,417 110,285 112,025: 4,762 3,022
Old : 115,047: 496 6,149 459 109,330 105,417 110,285 112,025: 4,762 3,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 4,554: 496 822 0 3,575 2,740 4,071 3,562: 483 992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.3 0.4 95.0 91.6 95.9 97.4: 4.1 2.6
Old : 100.0: 0.4 5.3 0.4 95.0 91.6 95.9 97.4: 4.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 1 17 21 19 25:
Old : 30: 1 4 1 17 21 19 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 47.6 86.2 72.5 74.4 46.0 83.4 66.4
Old : 75.8 47.6 86.2 72.5 74.4 46.0 83.4 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,718: 0 159 58 27,114 29,934 27,172 30,151: 5,546 2,567
Old : 32,718: 0 159 58 27,114 29,934 27,172 30,151: 5,546 2,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 558: 0 0 0 -3,941 -871 -3,941 -871: 4,499 1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.2 82.9 91.5 83.0 92.2: 17.0 7.8
Old : 100.0: 0.0 0.5 0.2 82.9 91.5 83.0 92.2: 17.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 14 16 15 17:
Old : 30: 0 1 1 14 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 64.4 66.5 80.2 46.1 64.4 66.5 80.2
Old : 46.1 64.4 66.5 80.2 46.1 64.4 66.5 80.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 302,908: 0 11,888 277 294,459 281,695 294,736 293,860: 8,172 9,048
Old : 302,908: 0 11,888 277 294,459 281,695 294,736 293,860: 8,172 9,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 6,016: -782 2,204 -348 3,016 2,609 1,886 4,465: 4,130 1,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.1 97.2 93.0 97.3 97.0: 2.7 3.0
Old : 100.0: 0.0 3.9 0.1 97.2 93.0 97.3 97.0: 2.7 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 : 42: 0 5 1 27 26 28 31:
Old : 42: 0 5 1 27 26 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 49.1 80.9 72.4 68.8 47.3 78.2 68.0
Old : 68.8 49.1 80.9 72.4 68.8 47.3 78.2 68.0
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, March 03, 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 : 202,871: 0 279 0 197,475 197,128 197,475 197,407: 5,396 5,464
Old : 202,871: 0 279 0 197,475 197,128 197,475 197,407: 5,396 5,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 670: 0 0 0 423 81 423 81: 247 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 97.3 97.2 97.3 97.3: 2.7 2.7
Old : 100.0: 0.0 0.1 0.0 97.3 97.2 97.3 97.3: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 0 29 24 29 25:
Old : 37: 0 1 0 29 24 29 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 : 55.3 54.3 71.8 79.0 55.3 51.4 69.6 72.0
Old : 55.3 54.3 71.8 79.0 55.3 51.4 69.6 72.0
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 321,978: 0 3,280 0 309,345 315,470 309,345 318,750: 12,633 3,228
Old : 321,978: 0 3,280 0 309,345 315,470 309,345 318,750: 12,633 3,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 396: 0 0 0 -8,452 -161 -8,452 -161: 8,848 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 96.1 98.0 96.1 99.0: 3.9 1.0
Old : 100.0: 0.0 1.0 0.0 96.1 98.0 96.1 99.0: 3.9 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 : 36: 0 2 0 24 24 24 26:
Old : 36: 0 2 0 24 24 24 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 : 57.7 74.6 81.7 85.2 54.0 71.6 76.7 80.8
Old : 57.7 74.6 81.7 85.2 54.0 71.6 76.7 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 62,232: 8,771 1,015 0 51,205 59,834 59,976 60,849: 2,256 1,383
Old : 62,232: 8,771 1,015 0 51,205 59,834 59,976 60,849: 2,256 1,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,062: 997 488 0 220 787 1,217 1,275: 845 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 1.6 0.0 82.3 96.1 96.4 97.8: 3.6 2.2
Old : 100.0: 14.1 1.6 0.0 82.3 96.1 96.4 97.8: 3.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 2 0 20 20 24 22:
Old : 37: 4 2 0 20 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 47.0 81.5 71.4 68.7 46.1 81.5 67.4
Old : 68.7 47.0 81.5 71.4 68.7 46.1 81.5 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 623,131: 24,870 7,947 11,260 570,204 594,182 606,334 613,389: 16,797 9,742
Old : 623,131: 24,870 7,947 11,260 570,204 594,182 606,334 613,389: 16,797 9,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 11,431: -240 -1,107 1,468 5,596 8,222 6,824 8,583: 4,607 2,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.3 1.8 91.5 95.4 97.3 98.4: 2.7 1.6
Old : 100.0: 4.0 1.3 1.8 91.5 95.4 97.3 98.4: 2.7 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 : 72: 4 8 9 49 45 59 57:
Old : 72: 4 8 9 49 45 59 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 50.8 44.6 72.4 25.5 50.6 41.5 70.0
Old : 26.4 50.8 44.6 72.4 25.5 50.6 41.5 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 202,799: 439 0 1,248 197,854 191,740 199,541 192,988: 3,258 9,811
Old : 202,799: 439 0 1,248 197,854 191,740 199,541 192,988: 3,258 9,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 15,434: 426 0 -60 14,687 13,436 15,053 13,376: 381 2,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.6 97.6 94.5 98.4 95.2: 1.6 4.8
Old : 100.0: 0.2 0.0 0.6 97.6 94.5 98.4 95.2: 1.6 4.8
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 : 28: 1 0 1 27 20 28 21:
Old : 28: 1 0 1 27 20 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 60.8 78.7 82.8 42.2 51.4 54.3 60.1
Old : 61.7 60.8 78.7 82.8 42.2 51.4 54.3 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 52,290: 0 480 0 49,717 49,601 49,717 50,081: 2,573 2,209
Old : 52,290: 0 480 0 49,717 49,601 49,717 50,081: 2,573 2,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 434: 0 0 0 -436 144 -436 144: 870 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 95.1 94.9 95.1 95.8: 4.9 4.2
Old : 100.0: 0.0 0.9 0.0 95.1 94.9 95.1 95.8: 4.9 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 : 21: 0 2 0 14 11 14 13:
Old : 21: 0 2 0 14 11 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 : 68.1 69.9 85.2 91.0 61.8 68.8 78.1 82.8
Old : 68.1 69.9 85.2 91.0 61.8 68.8 78.1 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 94,017: 0 0 0 88,337 88,052 88,337 88,052: 5,680 5,965
Old : 94,017: 0 0 0 88,337 88,052 88,337 88,052: 5,680 5,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 3,334: 0 0 0 2,493 3,086 2,493 3,086: 841 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.0 93.7 94.0 93.7: 6.0 6.3
Old : 100.0: 0.0 0.0 0.0 94.0 93.7 94.0 93.7: 6.0 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 13 16 13:
Old : 21: 0 0 0 16 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 81.4 76.7 90.5 46.8 72.7 67.4 76.8
Old : 56.0 81.4 76.7 90.5 46.8 72.7 67.4 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 289,124: 14,539 9,774 0 259,498 273,886 274,037 283,660: 15,087 5,464
Old : 289,124: 14,539 9,774 0 259,498 273,886 274,037 283,660: 15,087 5,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -15,617: 5,704 -63 0 -28,047 -19,914 -22,343 -19,977: 6,726 4,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.4 0.0 89.8 94.7 94.8 98.1: 5.2 1.9
Old : 100.0: 5.0 3.4 0.0 89.8 94.7 94.8 98.1: 5.2 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 : 56: 4 8 0 27 31 31 39:
Old : 56: 4 8 0 27 31 31 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 : 47.2 68.1 69.8 80.1 45.0 65.6 62.3 70.6
Old : 47.2 68.1 69.8 80.1 45.0 65.6 62.3 70.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 276,412: 17,866 13,278 297 247,022 260,681 265,185 274,256: 11,227 2,156
Old : 276,412: 17,866 13,278 297 247,022 260,681 265,185 274,256: 11,227 2,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -13,373: 5,859 242 18 -29,103 -15,216 -23,226 -14,956: 9,853 1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 4.8 0.1 89.4 94.3 95.9 99.2: 4.1 0.8
Old : 100.0: 6.5 4.8 0.1 89.4 94.3 95.9 99.2: 4.1 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 : 75: 7 7 2 39 44 47 52:
Old : 75: 7 7 2 39 44 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 60.2 68.3 72.9 45.9 59.0 62.7 69.3
Old : 49.7 60.2 68.3 72.9 45.9 59.0 62.7 69.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 133,543: 232 348 0 129,857 126,972 130,089 127,320: 3,454 6,223
Old : 133,543: 232 348 0 129,857 126,972 130,089 127,320: 3,454 6,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 888: -261 0 0 550 -1,562 289 -1,562: 599 2,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 0.0 97.2 95.1 97.4 95.3: 2.6 4.7
Old : 100.0: 0.2 0.3 0.0 97.2 95.1 97.4 95.3: 2.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 0 19 23 20 24:
Old : 37: 1 1 0 19 23 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 57.9 82.6 84.1 44.9 52.8 62.8 61.1
Old : 56.3 57.9 82.6 84.1 44.9 52.8 62.8 61.1
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 41,270: 217 3,076 0 38,398 35,977 38,615 39,053: 2,655 2,217
Old : 41,270: 217 3,076 0 38,398 35,977 38,615 39,053: 2,655 2,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,270: 0 1,712 0 124 -933 124 779: 2,146 1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 7.5 0.0 93.0 87.2 93.6 94.6: 6.4 5.4
Old : 100.0: 0.5 7.5 0.0 93.0 87.2 93.6 94.6: 6.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 0 18 16 19 18:
Old : 31: 1 2 0 18 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 56.6 78.7 77.0 60.3 55.6 73.7 75.9
Old : 62.0 56.6 78.7 77.0 60.3 55.6 73.7 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 295,387: 1,092 6,930 1,602 286,846 274,460 289,540 282,992: 5,847 12,395
Old : 295,387: 1,092 6,930 1,602 286,846 274,460 289,540 282,992: 5,847 12,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 15,574: 184 1,186 31 13,946 10,999 14,161 12,216: 1,413 3,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.3 0.5 97.1 92.9 98.0 95.8: 2.0 4.2
Old : 100.0: 0.4 2.3 0.5 97.1 92.9 98.0 95.8: 2.0 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 : 53: 2 4 4 41 36 46 42:
Old : 53: 2 4 4 41 36 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 37.4 65.2 55.5 49.4 32.9 63.3 47.5
Old : 50.9 37.4 65.2 55.5 49.4 32.9 63.3 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 137,962: 0 217 0 136,584 137,451 136,584 137,668: 1,378 294
Old : 137,962: 0 217 0 136,584 137,451 136,584 137,668: 1,378 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -248: 0 217 0 -968 -548 -968 -331: 720 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 99.0 99.6 99.0 99.8: 1.0 0.2
Old : 100.0: 0.0 0.2 0.0 99.0 99.6 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 : 22: 0 1 0 11 14 11 15:
Old : 22: 0 1 0 11 14 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.9 90.0 97.5 97.7 85.4 80.0 87.9 86.9
Old : 92.9 90.0 97.5 97.7 85.4 80.0 87.9 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,232: 0 402 30 92,822 84,377 92,852 84,809: 9,380 17,423
Old : 102,232: 0 402 30 92,822 84,377 92,852 84,809: 9,380 17,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,346: 0 -404 30 1,524 -540 1,554 -914: 792 3,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 90.8 82.5 90.8 83.0: 9.2 17.0
Old : 100.0: 0.0 0.4 0.0 90.8 82.5 90.8 83.0: 9.2 17.0
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: 0 1 1 18 18 19 19:
Old : 26: 0 1 1 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 51.2 79.2 72.3 58.7 45.7 70.0 61.9
Old : 63.2 51.2 79.2 72.3 58.7 45.7 70.0 61.9
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 234,453: 1,394 0 1,683 227,993 227,524 231,070 229,207: 3,383 5,246
Old : 234,453: 1,394 0 1,683 227,993 227,524 231,070 229,207: 3,383 5,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 6,767: 430 -464 -282 5,646 4,969 5,794 4,223: 973 2,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.7 97.2 97.0 98.6 97.8: 1.4 2.2
Old : 100.0: 0.6 0.0 0.7 97.2 97.0 98.6 97.8: 1.4 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 : 40: 3 0 2 26 30 29 32:
Old : 40: 3 0 2 26 30 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 39.9 80.4 64.3 55.9 37.1 70.1 57.9
Old : 58.4 39.9 80.4 64.3 55.9 37.1 70.1 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 207,752: 0 2,416 0 194,865 201,330 194,865 203,746: 12,887 4,006
Old : 207,752: 0 2,416 0 194,865 201,330 194,865 203,746: 12,887 4,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 6,533: 0 1,052 0 -2,461 3,837 -2,461 4,889: 8,994 1,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 93.8 96.9 93.8 98.1: 6.2 1.9
Old : 100.0: 0.0 1.2 0.0 93.8 96.9 93.8 98.1: 6.2 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 : 30: 0 4 0 19 17 19 21:
Old : 30: 0 4 0 19 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 : 54.1 64.0 76.4 83.6 49.2 61.3 60.2 68.7
Old : 54.1 64.0 76.4 83.6 49.2 61.3 60.2 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,217: 65 0 644 87,712 89,274 88,421 89,918: 4,796 3,299
Old : 93,217: 65 0 644 87,712 89,274 88,421 89,918: 4,796 3,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,712: -61 0 61 751 678 751 739: 961 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.7 94.1 95.8 94.9 96.5: 5.1 3.5
Old : 100.0: 0.1 0.0 0.7 94.1 95.8 94.9 96.5: 5.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 41.6 60.5 63.0 84.7 33.0 51.4 54.1 67.3
Old : 41.6 60.5 63.0 84.7 33.0 51.4 54.1 67.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,712: 872 0 58 40,371 41,763 41,301 41,821: 2,411 1,891
Old : 43,712: 872 0 58 40,371 41,763 41,301 41,821: 2,411 1,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,284: 0 0 0 856 -282 856 -282: 428 1,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.1 92.4 95.5 94.5 95.7: 5.5 4.3
Old : 100.0: 2.0 0.0 0.1 92.4 95.5 94.5 95.7: 5.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 19 15 21 16:
Old : 25: 2 0 1 19 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 73.6 79.7 87.9 59.9 70.4 76.2 84.0
Old : 61.4 73.6 79.7 87.9 59.9 70.4 76.2 84.0
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 200,790: 4,299 0 0 186,318 185,937 190,617 185,937: 10,173 14,853
Old : 200,790: 4,299 0 0 186,318 185,937 190,617 185,937: 10,173 14,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 6,016: 214 0 0 2,962 -561 3,176 -561: 2,840 6,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 92.8 92.6 94.9 92.6: 5.1 7.4
Old : 100.0: 2.1 0.0 0.0 92.8 92.6 94.9 92.6: 5.1 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 : 26: 2 0 0 15 18 17 18:
Old : 26: 2 0 0 15 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 68.2 89.9 81.8 71.1 67.8 87.2 81.3
Old : 71.7 68.2 89.9 81.8 71.1 67.8 87.2 81.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 193,979: 279 9,978 6,553 171,882 162,882 178,714 179,413: 15,265 14,566
Old : 193,979: 279 9,978 6,553 171,882 162,882 178,714 179,413: 15,265 14,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 9,133: 0 721 -3 5,662 7,766 5,659 8,484: 3,474 649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.1 3.4 88.6 84.0 92.1 92.5: 7.9 7.5
Old : 100.0: 0.1 5.1 3.4 88.6 84.0 92.1 92.5: 7.9 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 4 2 28 25 31 29:
Old : 42: 1 4 2 28 25 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 48.1 59.4 70.5 34.8 46.2 48.8 60.3
Old : 44.1 48.1 59.4 70.5 34.8 46.2 48.8 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 31,432: 0 589 0 31,076 27,010 31,076 27,599: 356 3,833
Old : 31,432: 0 589 0 31,076 27,010 31,076 27,599: 356 3,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 98.9 85.9 98.9 87.8: 1.1 12.2
Old : 100.0: 0.0 1.9 0.0 98.9 85.9 98.9 87.8: 1.1 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 8 12 8 14:
Old : 20: 0 2 0 8 12 8 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 : 84.0 63.2 98.9 79.8 84.0 63.2 96.9 79.4
Old : 84.0 63.2 98.9 79.8 84.0 63.2 96.9 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBtu :
: : :
All : 55,251: 341 0 0 51,317 52,046 51,658 52,046: 3,593 3,205
Old : 55,251: 341 0 0 51,317 52,046 51,658 52,046: 3,593 3,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 92.9 94.2 93.5 94.2: 6.5 5.8
Old : 100.0: 0.6 0.0 0.0 92.9 94.2 93.5 94.2: 6.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 16 15 17 15:
Old : 21: 1 0 0 16 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 : 57.1 82.5 82.3 90.3 56.2 82.5 80.3 87.5
Old : 57.1 82.5 82.3 90.3 56.2 82.5 80.3 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,712: 0 1,826 0 71,587 72,001 71,587 73,827: 5,125 2,885
Old : 76,712: 0 1,826 0 71,587 72,001 71,587 73,827: 5,125 2,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 62: 0 30 0 -2,635 124 -2,635 154: 2,697 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 93.3 93.9 93.3 96.2: 6.7 3.8
Old : 100.0: 0.0 2.4 0.0 93.3 93.9 93.3 96.2: 6.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 0 16 18 16 20:
Old : 28: 0 2 0 16 18 16 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 : 82.6 60.2 88.9 78.7 78.1 57.8 82.8 74.3
Old : 82.6 60.2 88.9 78.7 78.1 57.8 82.8 74.3
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, March 03, 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 : 257,426: 2,416 2,457 4,273 238,908 242,486 245,597 249,216: 11,829 8,210
Old : 257,426: 2,416 2,457 4,273 238,908 242,486 245,597 249,216: 11,829 8,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,255: -306 496 0 -4,387 1,245 -4,693 1,741: 5,948 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.0 1.7 92.8 94.2 95.4 96.8: 4.6 3.2
Old : 100.0: 0.9 1.0 1.7 92.8 94.2 95.4 96.8: 4.6 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 : 47: 1 4 2 31 34 33 39:
Old : 47: 1 4 2 31 34 33 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 : 47.7 39.6 69.9 63.1 46.1 33.9 65.2 55.3
Old : 47.7 39.6 69.9 63.1 46.1 33.9 65.2 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 137,371: 744 1,217 1,182 129,081 130,845 131,007 133,244: 6,364 4,127
Old : 137,371: 744 1,217 1,182 129,081 130,845 131,007 133,244: 6,364 4,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -228: 0 -496 0 -1,794 -1,021 -1,794 -1,517: 1,566 1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.9 0.9 94.0 95.2 95.4 97.0: 4.6 3.0
Old : 100.0: 0.5 0.9 0.9 94.0 95.2 95.4 97.0: 4.6 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: 1 2 2 26 26 28 29:
Old : 33: 1 2 2 26 26 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 51.0 72.4 72.1 40.5 42.0 53.1 58.1
Old : 55.1 51.0 72.4 72.1 40.5 42.0 53.1 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 25,539: 2,186 0 0 22,884 23,238 25,070 23,238: 469 2,301
Old : 25,539: 2,186 0 0 22,884 23,238 25,070 23,238: 469 2,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 527: 331 0 0 155 -1,513 486 -1,513: 41 2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 89.6 91.0 98.2 91.0: 1.8 9.0
Old : 100.0: 8.6 0.0 0.0 89.6 91.0 98.2 91.0: 1.8 9.0
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 0 0 10 10 12 10:
Old : 21: 2 0 0 10 10 12 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 : 81.2 70.9 93.9 88.7 80.1 70.9 92.8 88.7
Old : 81.2 70.9 93.9 88.7 80.1 70.9 92.8 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 164,836: 310 0 0 155,379 156,448 155,689 156,448: 9,147 8,388
Old : 164,836: 310 0 0 155,379 156,448 155,689 156,448: 9,147 8,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 5,033: 0 0 0 4,289 2,680 4,289 2,680: 744 2,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 94.3 94.9 94.5 94.9: 5.5 5.1
Old : 100.0: 0.2 0.0 0.0 94.3 94.9 94.5 94.9: 5.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 20 22 21 22:
Old : 29: 1 0 0 20 22 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 59.3 86.3 80.1 62.4 47.9 69.4 64.7
Old : 77.0 59.3 86.3 80.1 62.4 47.9 69.4 64.7
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, March 03, 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 : 40,370: 511 0 0 35,794 36,817 36,305 36,817: 4,065 3,553
Old : 40,370: 511 0 0 35,794 36,817 36,305 36,817: 4,065 3,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 152: 0 0 0 -515 -1,520 -515 -1,520: 667 1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 88.7 91.2 89.9 91.2: 10.1 8.8
Old : 100.0: 1.3 0.0 0.0 88.7 91.2 89.9 91.2: 10.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 0 17 15 19 15:
Old : 29: 2 0 0 17 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 56.4 76.8 82.0 50.5 54.8 75.0 79.5
Old : 50.9 56.4 76.8 82.0 50.5 54.8 75.0 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 267,252: 0 775 0 251,012 265,695 251,012 266,470: 16,240 782
Old : 267,252: 0 775 0 251,012 265,695 251,012 266,470: 16,240 782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,331: 0 0 0 743 949 743 949: 588 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 93.9 99.4 93.9 99.7: 6.1 0.3
Old : 100.0: 0.0 0.3 0.0 93.9 99.4 93.9 99.7: 6.1 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: 0 2 0 28 19 28 21:
Old : 37: 0 2 0 28 19 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 69.9 67.2 95.1 50.6 69.9 65.4 93.1
Old : 52.4 69.9 67.2 95.1 50.6 69.9 65.4 93.1
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, March 03, 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 : 107,538: 6,317 8,774 0 93,613 95,315 99,930 104,089: 7,608 3,449
Old : 107,538: 6,317 8,774 0 93,613 95,315 99,930 104,089: 7,608 3,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -918: 0 0 0 -792 -1,104 -792 -1,104: -126 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 8.2 0.0 87.1 88.6 92.9 96.8: 7.1 3.2
Old : 100.0: 5.9 8.2 0.0 87.1 88.6 92.9 96.8: 7.1 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 : 23: 1 1 0 15 12 16 13:
Old : 23: 1 1 0 15 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 74.1 80.7 91.0 62.8 74.1 79.9 89.6
Old : 62.8 74.1 80.7 91.0 62.8 74.1 79.9 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 32,381: 5,752 0 0 25,556 31,503 31,308 31,503: 1,073 878
Old : 32,381: 5,752 0 0 25,556 31,503 31,308 31,503: 1,073 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,531: 0 0 0 2,500 1,951 2,500 1,951: 31 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 0.0 0.0 78.9 97.3 96.7 97.3: 3.3 2.7
Old : 100.0: 17.8 0.0 0.0 78.9 97.3 96.7 97.3: 3.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 12 12 13 12:
Old : 22: 1 0 0 12 12 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 83.8 90.8 93.9 60.5 83.1 89.6 93.1
Old : 60.5 83.8 90.8 93.9 60.5 83.1 89.6 93.1
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 210,421: 0 994 462 205,769 204,270 206,231 205,726: 4,190 4,695
Old : 210,421: 0 994 462 205,769 204,270 206,231 205,726: 4,190 4,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 4,296: 0 310 -62 4,351 2,904 4,289 3,152: 7 1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.2 97.8 97.1 98.0 97.8: 2.0 2.2
Old : 100.0: 0.0 0.5 0.2 97.8 97.1 98.0 97.8: 2.0 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 : 33: 0 2 1 22 24 23 26:
Old : 33: 0 2 1 22 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 : 64.3 61.8 84.8 79.3 58.9 60.9 73.5 71.6
Old : 64.3 61.8 84.8 79.3 58.9 60.9 73.5 71.6
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, March 03, 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 : 24,805: 2,821 2,480 3,001 17,726 19,097 23,548 24,577: 1,257 228
Old : 24,805: 2,821 2,480 3,001 17,726 19,097 23,548 24,577: 1,257 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -746: -163 389 -808 -553 -310 -1,523 -729: 777 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.0 12.1 71.5 77.0 94.9 99.1: 5.1 0.9
Old : 100.0: 11.4 10.0 12.1 71.5 77.0 94.9 99.1: 5.1 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 : 44: 8 11 15 21 23 38 40:
Old : 44: 8 11 15 21 23 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 46.4 60.0 63.9 18.9 26.3 28.5 32.0
Old : 40.2 46.4 60.0 63.9 18.9 26.3 28.5 32.0
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, March 03, 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 : 40,191: 3,970 2,773 1,091 35,128 36,327 40,189 40,191: 2 0
Old : 40,191: 3,970 2,773 1,091 35,128 36,327 40,189 40,191: 2 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -3,012: 375 -1,595 -60 -3,208 -1,357 -2,893 -3,012: -119 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.9 2.7 87.4 90.4 100.0 100.0: 0.0 0.0
Old : 100.0: 9.9 6.9 2.7 87.4 90.4 100.0 100.0: 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 : 40: 4 8 6 25 23 32 34:
Old : 40: 4 8 6 25 23 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 52.2 79.0 78.8 44.7 44.6 63.5 62.1
Old : 49.3 52.2 79.0 78.8 44.7 44.6 63.5 62.1
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, March 03, 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 : 29,206: 2,975 1,026 928 25,063 27,252 28,966 29,206: 240 0
Old : 29,206: 2,975 1,026 928 25,063 27,252 28,966 29,206: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -2,449: -700 -125 -50 -1,939 -2,274 -2,689 -2,449: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 3.5 3.2 85.8 93.3 99.2 100.0: 0.8 0.0
Old : 100.0: 10.2 3.5 3.2 85.8 93.3 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 5 6 21 18 27 25:
Old : 31: 2 5 6 21 18 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 : 50.8 63.8 78.3 87.0 49.6 58.8 72.1 75.5
Old : 50.8 63.8 78.3 87.0 49.6 58.8 72.1 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 143,046: 3,741 10,387 9,942 128,781 119,732 142,464 140,061: 582 2,985
Old : 143,046: 3,741 10,387 9,942 128,781 119,732 142,464 140,061: 582 2,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 387: -248 298 -39 575 -2,719 288 -2,460: 99 2,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 7.3 7.0 90.0 83.7 99.6 97.9: 0.4 2.1
Old : 100.0: 2.6 7.3 7.0 90.0 83.7 99.6 97.9: 0.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 8 12 11 31 35 45 52:
Old : 56: 8 12 11 31 35 45 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 40.2 68.6 59.7 39.5 31.9 46.7 39.9
Old : 52.0 40.2 68.6 59.7 39.5 31.9 46.7 39.9
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, March 03, 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 : 76,344: 2,913 3,393 2,667 70,765 70,265 76,344 76,324: 0 20
Old : 76,344: 2,913 3,393 2,667 70,765 70,265 76,344 76,324: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,778: 175 306 54 1,549 1,417 1,778 1,778: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.4 3.5 92.7 92.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.8 4.4 3.5 92.7 92.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 5 4 24 26 31 34:
Old : 40: 6 5 4 24 26 31 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 : 57.1 71.7 78.3 86.8 56.3 60.7 67.0 69.3
Old : 57.1 71.7 78.3 86.8 56.3 60.7 67.0 69.3
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, March 03, 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 : 34,549: 275 724 600 33,674 33,225 34,549 34,549: 0 0
Old : 34,549: 275 724 600 33,674 33,225 34,549 34,549: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 690: -25 0 25 690 665 690 690: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.1 1.7 97.5 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 2.1 1.7 97.5 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 4 3 12 16 16 21:
Old : 28: 2 4 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 : 82.6 82.5 93.1 91.1 70.4 69.3 76.4 77.3
Old : 82.6 82.5 93.1 91.1 70.4 69.3 76.4 77.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 61,919: 16,835 1,397 5,078 39,976 55,044 61,889 61,519: 30 400
Old : 61,919: 16,835 1,397 5,078 39,976 55,044 61,889 61,519: 30 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 94: 20 -160 155 -79 -271 96 -276: -2 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 2.3 8.2 64.6 88.9 100.0 99.4: 0.0 0.6
Old : 100.0: 27.2 2.3 8.2 64.6 88.9 100.0 99.4: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 49.4 61.9 73.4 79.5 48.0 50.7 59.4 63.0
Old : 49.4 61.9 73.4 79.5 48.0 50.7 59.4 63.0
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 83,029: 25,766 3,237 3,805 52,974 75,754 82,545 82,796: 484 233
Old : 83,029: 25,766 3,237 3,805 52,974 75,754 82,545 82,796: 484 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 507: -58 0 0 587 286 529 286: -22 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 3.9 4.6 63.8 91.2 99.4 99.7: 0.6 0.3
Old : 100.0: 31.0 3.9 4.6 63.8 91.2 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 5 6 26 27 37 36:
Old : 44: 9 5 6 26 27 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 65.3 70.2 80.4 49.7 58.1 60.8 65.7
Old : 52.1 65.3 70.2 80.4 49.7 58.1 60.8 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 74,752: 2,605 472 2,158 68,285 71,327 73,048 73,957: 1,704 795
Old : 74,752: 2,605 472 2,158 68,285 71,327 73,048 73,957: 1,704 795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 220: -210 0 115 -615 -385 -710 -270: 930 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.6 2.9 91.3 95.4 97.7 98.9: 2.3 1.1
Old : 100.0: 3.5 0.6 2.9 91.3 95.4 97.7 98.9: 2.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 3 2 27 25 30 29:
Old : 39: 2 3 2 27 25 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 70.8 68.4 85.2 43.7 70.8 66.3 82.4
Old : 45.7 70.8 68.4 85.2 43.7 70.8 66.3 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 94,122: 2,758 656 2,700 86,617 89,843 92,075 93,199: 2,047 923
Old : 94,122: 2,758 656 2,700 86,617 89,843 92,075 93,199: 2,047 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 375: 0 -81 0 -835 -230 -835 -311: 1,210 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.7 2.9 92.0 95.5 97.8 99.0: 2.2 1.0
Old : 100.0: 2.9 0.7 2.9 92.0 95.5 97.8 99.0: 2.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 43.9 70.7 65.5 86.2 43.4 70.7 64.3 83.3
Old : 43.9 70.7 65.5 86.2 43.4 70.7 64.3 83.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 44,975: 325 195 230 44,006 44,132 44,561 44,557: 414 418
Old : 44,975: 325 195 230 44,006 44,132 44,561 44,557: 414 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 827: 0 0 0 827 830 827 830: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.4 0.5 97.8 98.1 99.1 99.1: 0.9 0.9
Old : 100.0: 0.7 0.4 0.5 97.8 98.1 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 1 18 17 20 19:
Old : 26: 1 2 1 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 82.5 88.3 93.6 62.1 76.6 71.7 78.7
Old : 72.3 82.5 88.3 93.6 62.1 76.6 71.7 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 26,873: 460 906 35 25,838 25,930 26,333 26,871: 540 2
Old : 26,873: 460 906 35 25,838 25,930 26,333 26,871: 540 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 288: 0 0 0 291 288 291 288: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.4 0.1 96.1 96.5 98.0 100.0: 2.0 0.0
Old : 100.0: 1.7 3.4 0.1 96.1 96.5 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 : 26: 2 3 1 19 18 22 21:
Old : 26: 2 3 1 19 18 22 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 : 51.7 70.4 71.8 85.3 38.4 54.5 53.1 60.5
Old : 51.7 70.4 71.8 85.3 38.4 54.5 53.1 60.5
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 94,545: 21,963 2,144 4,350 67,804 87,890 94,117 94,385: 428 160
Old : 94,545: 21,963 2,144 4,350 67,804 87,890 94,117 94,385: 428 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 397: -821 240 452 769 -343 401 349: -4 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 2.3 4.6 71.7 93.0 99.5 99.8: 0.5 0.2
Old : 100.0: 23.2 2.3 4.6 71.7 93.0 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 19 6 14 33 33 54 51:
Old : 62: 19 6 14 33 33 54 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 44.5 51.0 64.6 15.8 18.0 23.6 29.2
Old : 30.9 44.5 51.0 64.6 15.8 18.0 23.6 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV Code-0643A7
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 30,798: 3,207 288 0 27,351 29,767 30,558 30,055: 240 743
Old : 30,798: 3,207 288 0 27,351 29,767 30,558 30,055: 240 743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.9 0.0 88.8 96.7 99.2 97.6: 0.8 2.4
Old : 100.0: 10.4 0.9 0.0 88.8 96.7 99.2 97.6: 0.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 2 0 9 12 13 14:
Old : 20: 4 2 0 9 12 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.1 83.5 97.4 95.5 85.0 80.0 91.9 90.1
Old : 86.1 83.5 97.4 95.5 85.0 80.0 91.9 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,201: 8,966 800 275 31,670 39,799 40,911 40,874: 290 327
Old : 41,201: 8,966 800 275 31,670 39,799 40,911 40,874: 290 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,540: 0 300 0 1,540 1,240 1,540 1,540: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 1.9 0.7 76.9 96.6 99.3 99.2: 0.7 0.8
Old : 100.0: 21.8 1.9 0.7 76.9 96.6 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 : 34: 6 3 1 18 21 24 25:
Old : 34: 6 3 1 18 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 51.2 74.4 77.1 42.3 40.7 59.1 56.5
Old : 48.8 51.2 74.4 77.1 42.3 40.7 59.1 56.5
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,851: 475 123 277 49,974 50,121 50,726 50,521: 125 330
Old : 50,851: 475 123 277 49,974 50,121 50,726 50,521: 125 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,086: 0 0 0 1,086 1,071 1,086 1,071: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.2 0.5 98.3 98.6 99.8 99.4: 0.2 0.6
Old : 100.0: 0.9 0.2 0.5 98.3 98.6 99.8 99.4: 0.2 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 24 20 28 22:
Old : 32: 2 2 2 24 20 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 : 57.7 80.4 80.9 93.9 44.9 75.4 63.6 76.2
Old : 57.7 80.4 80.9 93.9 44.9 75.4 63.6 76.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 38,466: 80 2,180 120 36,953 36,029 37,153 38,329: 1,313 137
Old : 38,466: 80 2,180 120 36,953 36,029 37,153 38,329: 1,313 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 477: -110 25 110 492 381 492 516: -15 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.7 0.3 96.1 93.7 96.6 99.6: 3.4 0.4
Old : 100.0: 0.2 5.7 0.3 96.1 93.7 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 : 32: 1 7 1 21 23 22 31:
Old : 32: 1 7 1 21 23 22 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 46.1 80.3 73.1 39.6 27.8 45.1 42.3
Old : 60.1 46.1 80.3 73.1 39.6 27.8 45.1 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 67,132: 2,297 800 0 63,060 65,987 65,357 66,787: 1,775 345
Old : 67,132: 2,297 800 0 63,060 65,987 65,357 66,787: 1,775 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -98: -15 0 0 -1,230 -98 -1,245 -98: 1,147 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.2 0.0 93.9 98.3 97.4 99.5: 2.6 0.5
Old : 100.0: 3.4 1.2 0.0 93.9 98.3 97.4 99.5: 2.6 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 : 31: 2 2 0 24 17 26 19:
Old : 31: 2 2 0 24 17 26 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 : 55.8 89.0 76.2 95.9 55.5 85.0 71.8 89.2
Old : 55.8 89.0 76.2 95.9 55.5 85.0 71.8 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 70,862: 2,741 680 60 66,320 69,812 69,121 70,552: 1,741 310
Old : 70,862: 2,741 680 60 66,320 69,812 69,121 70,552: 1,741 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 87: -236 30 -30 -1,008 -43 -1,274 -43: 1,361 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.0 0.1 93.6 98.5 97.5 99.6: 2.5 0.4
Old : 100.0: 3.9 1.0 0.1 93.6 98.5 97.5 99.6: 2.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 1 25 17 28 20:
Old : 33: 3 2 1 25 17 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 81.4 72.4 94.2 52.5 78.9 67.9 87.2
Old : 53.5 81.4 72.4 94.2 52.5 78.9 67.9 87.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 77,958: 1,507 1,511 677 75,520 75,740 77,704 77,928: 254 30
Old : 77,958: 1,507 1,511 677 75,520 75,740 77,704 77,928: 254 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -47: -100 -63 48 5 -32 -47 -47: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.9 0.9 96.9 97.2 99.7 100.0: 0.3 0.0
Old : 100.0: 1.9 1.9 0.9 96.9 97.2 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 4 5 28 30 34 37:
Old : 43: 4 4 5 28 30 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 52.7 74.3 79.0 55.6 50.2 71.0 70.9
Old : 56.6 52.7 74.3 79.0 55.6 50.2 71.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 102,126: 2,424 3,169 2,190 97,165 96,685 101,778 102,044: 348 82
Old : 102,126: 2,424 3,169 2,190 97,165 96,685 101,778 102,044: 348 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,214: 20 -29 106 1,088 1,082 1,214 1,159: 0 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.1 2.1 95.1 94.7 99.7 99.9: 0.3 0.1
Old : 100.0: 2.4 3.1 2.1 95.1 94.7 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 7 10 7 30 31 41 44:
Old : 55: 7 10 7 30 31 41 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 49.2 65.6 71.3 47.0 45.5 60.2 62.3
Old : 48.0 49.2 65.6 71.3 47.0 45.5 60.2 62.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 58,092: 425 5,866 225 57,422 52,001 58,072 58,092: 20 0
Old : 58,092: 425 5,866 225 57,422 52,001 58,072 58,092: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 450: 0 75 0 450 375 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 10.1 0.4 98.8 89.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 10.1 0.4 98.8 89.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 5 3 16 13 19 20:
Old : 31: 2 5 3 16 13 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 88.7 93.6 96.2 73.9 86.5 91.0 93.4
Old : 74.0 88.7 93.6 96.2 73.9 86.5 91.0 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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 50,750: 549 650 725 49,476 49,375 50,750 50,750: 0 0
Old : 50,750: 549 650 725 49,476 49,375 50,750 50,750: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,510: 0 0 0 1,510 1,510 1,510 1,510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.3 1.4 97.5 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 1.3 1.4 97.5 97.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 3 3 12 10 15 15:
Old : 22: 2 3 3 12 10 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 95.0 95.4 98.3 78.3 92.3 92.2 93.8
Old : 78.3 95.0 95.4 98.3 78.3 92.3 92.2 93.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 63,710: 1,356 1,890 555 61,695 60,989 63,606 63,434: 104 276
Old : 63,710: 1,356 1,890 555 61,695 60,989 63,606 63,434: 104 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 338: -9 -25 27 260 261 278 263: 60 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.0 0.9 96.8 95.7 99.8 99.6: 0.2 0.4
Old : 100.0: 2.1 3.0 0.9 96.8 95.7 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 3 2 23 23 27 27:
Old : 32: 3 3 2 23 23 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 84.1 74.8 92.9 48.5 80.7 70.7 84.1
Old : 50.1 84.1 74.8 92.9 48.5 80.7 70.7 84.1
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 70,907: 1,516 4,336 2,860 66,295 63,310 70,671 70,506: 236 401
Old : 70,907: 1,516 4,336 2,860 66,295 63,310 70,671 70,506: 236 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -83: -68 252 -215 21 -281 -262 -244: 179 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 6.1 4.0 93.5 89.3 99.7 99.4: 0.3 0.6
Old : 100.0: 2.1 6.1 4.0 93.5 89.3 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 : 36: 7 5 4 23 19 32 26:
Old : 36: 7 5 4 23 19 32 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 : 48.9 76.2 75.1 87.8 47.9 68.9 69.6 75.9
Old : 48.9 76.2 75.1 87.8 47.9 68.9 69.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 26,490: 0 796 0 26,160 25,239 26,160 26,035: 330 455
Old : 26,490: 0 796 0 26,160 25,239 26,160 26,035: 330 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 528: 0 5 0 379 268 379 273: 149 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 98.8 95.3 98.8 98.3: 1.2 1.7
Old : 100.0: 0.0 3.0 0.0 98.8 95.3 98.8 98.3: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 18 12 18 14:
Old : 23: 0 2 0 18 12 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 81.1 82.0 94.2 63.2 70.7 77.7 83.6
Old : 63.7 81.1 82.0 94.2 63.2 70.7 77.7 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 25,431: 0 25 0 24,971 25,086 24,971 25,111: 460 320
Old : 25,431: 0 25 0 24,971 25,086 24,971 25,111: 460 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 250: 0 0 0 118 -5 118 -5: 132 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 98.2 98.6 98.2 98.7: 1.8 1.3
Old : 100.0: 0.0 0.1 0.0 98.2 98.6 98.2 98.7: 1.8 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 : 22: 0 1 0 17 12 17 13:
Old : 22: 0 1 0 17 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 : 64.8 85.4 81.3 96.8 62.6 73.0 75.6 83.8
Old : 64.8 85.4 81.3 96.8 62.6 73.0 75.6 83.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,209: 82 1,514 1,459 32,030 31,214 33,571 34,187: 638 22
Old : 34,209: 82 1,514 1,459 32,030 31,214 33,571 34,187: 638 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 75: 0 -1 60 -590 -6 -530 53: 605 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.4 4.3 93.6 91.2 98.1 99.9: 1.9 0.1
Old : 100.0: 0.2 4.4 4.3 93.6 91.2 98.1 99.9: 1.9 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 : 33: 2 5 5 21 21 28 26:
Old : 33: 2 5 5 21 21 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 58.9 81.4 77.6 61.9 56.2 71.7 70.7
Old : 69.4 58.9 81.4 77.6 61.9 56.2 71.7 70.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 21,406: 510 2,370 316 19,272 17,857 20,098 20,543: 1,308 863
Old : 21,406: 510 2,370 316 19,272 17,857 20,098 20,543: 1,308 863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 30: 0 5 0 -274 -778 -274 -773: 304 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 11.1 1.5 90.0 83.4 93.9 96.0: 6.1 4.0
Old : 100.0: 2.4 11.1 1.5 90.0 83.4 93.9 96.0: 6.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 4 2 15 15 18 20:
Old : 24: 2 4 2 15 15 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 : 73.1 68.8 88.1 85.6 72.9 65.6 84.3 81.5
Old : 73.1 68.8 88.1 85.6 72.9 65.6 84.3 81.5
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 61,319: 5,460 4,536 1,112 54,197 55,173 60,769 60,821: 550 498
Old : 61,319: 5,460 4,536 1,112 54,197 55,173 60,769 60,821: 550 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,092: 135 284 30 453 299 618 613: 474 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 7.4 1.8 88.4 90.0 99.1 99.2: 0.9 0.8
Old : 100.0: 8.9 7.4 1.8 88.4 90.0 99.1 99.2: 0.9 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 : 44: 8 2 4 28 29 37 35:
Old : 44: 8 2 4 28 29 37 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 : 56.9 68.0 71.5 84.3 41.0 56.5 54.3 65.2
Old : 56.9 68.0 71.5 84.3 41.0 56.5 54.3 65.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 38,186: 748 912 1,185 36,110 35,993 38,043 38,090: 143 96
Old : 38,186: 748 912 1,185 36,110 35,993 38,043 38,090: 143 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -124: 0 -100 95 -310 -215 -215 -220: 91 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.4 3.1 94.6 94.3 99.6 99.7: 0.4 0.3
Old : 100.0: 2.0 2.4 3.1 94.6 94.3 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 : 38: 3 4 6 26 26 33 32:
Old : 38: 3 4 6 26 26 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 70.3 81.4 83.6 59.9 65.4 68.0 71.8
Old : 68.4 70.3 81.4 83.6 59.9 65.4 68.0 71.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 18,707: 750 626 226 17,581 17,840 18,557 18,692: 150 15
Old : 18,707: 750 626 226 17,581 17,840 18,557 18,692: 150 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -853: 25 -233 0 -868 -620 -843 -853: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.3 1.2 94.0 95.4 99.2 99.9: 0.8 0.1
Old : 100.0: 4.0 3.3 1.2 94.0 95.4 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 4 1 18 16 21 20:
Old : 30: 2 4 1 18 16 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 : 66.1 74.0 86.5 86.4 60.4 69.6 77.3 77.2
Old : 66.1 74.0 86.5 86.4 60.4 69.6 77.3 77.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 19,273: 500 475 0 18,643 18,798 19,143 19,273: 130 0
Old : 19,273: 500 475 0 18,643 18,798 19,143 19,273: 130 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -453: 0 -25 0 -445 -428 -445 -453: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.5 0.0 96.7 97.5 99.3 100.0: 0.7 0.0
Old : 100.0: 2.6 2.5 0.0 96.7 97.5 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 72.6 91.2 95.8 98.8 61.8 81.6 85.0 86.6
Old : 72.6 91.2 95.8 98.8 61.8 81.6 85.0 86.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,661: 125 1,760 25 10,311 8,696 10,461 10,481: 200 180
Old : 10,661: 125 1,760 25 10,311 8,696 10,461 10,481: 200 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 200: 0 0 0 165 20 165 20: 35 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 16.5 0.2 96.7 81.6 98.1 98.3: 1.9 1.7
Old : 100.0: 1.2 16.5 0.2 96.7 81.6 98.1 98.3: 1.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 73.2 62.5 90.8 86.4 61.9 61.7 77.3 78.3
Old : 73.2 62.5 90.8 86.4 61.9 61.7 77.3 78.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,894: 125 2,175 0 10,559 7,944 10,684 10,119: 210 775
Old : 10,894: 125 2,175 0 10,559 7,944 10,684 10,119: 210 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 200: 0 0 0 115 -575 115 -575: 85 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 20.0 0.0 96.9 72.9 98.1 92.9: 1.9 7.1
Old : 100.0: 1.1 20.0 0.0 96.9 72.9 98.1 92.9: 1.9 7.1
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 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 : 71.3 57.6 90.0 81.4 61.7 57.0 76.8 73.0
Old : 71.3 57.6 90.0 81.4 61.7 57.0 76.8 73.0
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,722: 1,025 140 565 11,781 12,767 13,371 13,472: 351 250
Old : 13,722: 1,025 140 565 11,781 12,767 13,371 13,472: 351 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 400: 140 -235 -45 218 430 313 150: 87 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.0 4.1 85.9 93.0 97.4 98.2: 2.6 1.8
Old : 100.0: 7.5 1.0 4.1 85.9 93.0 97.4 98.2: 2.6 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 : 27: 2 2 2 17 14 20 17:
Old : 27: 2 2 2 17 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 69.6 77.2 86.8 49.3 62.8 70.4 73.3
Old : 54.4 69.6 77.2 86.8 49.3 62.8 70.4 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,614: 1,295 140 465 11,532 12,759 13,292 13,364: 322 250
Old : 13,614: 1,295 140 465 11,532 12,759 13,292 13,364: 322 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 531: 375 0 -145 243 426 473 281: 58 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.0 3.4 84.7 93.7 97.6 98.2: 2.4 1.8
Old : 100.0: 9.5 1.0 3.4 84.7 93.7 97.6 98.2: 2.4 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 : 27: 2 2 2 17 16 20 19:
Old : 27: 2 2 2 17 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 68.8 78.5 85.4 48.3 59.5 66.4 70.7
Old : 55.2 68.8 78.5 85.4 48.3 59.5 66.4 70.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,803: 1,020 1,230 2,395 32,930 32,926 36,345 36,551: 458 252
Old : 36,803: 1,020 1,230 2,395 32,930 32,926 36,345 36,551: 458 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 690: 0 150 -150 535 508 385 508: 305 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.3 6.5 89.5 89.5 98.8 99.3: 1.2 0.7
Old : 100.0: 2.8 3.3 6.5 89.5 89.5 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 4 21 13 25 18:
Old : 30: 3 2 4 21 13 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 74.2 80.4 93.2 59.5 65.7 69.6 76.8
Old : 67.0 74.2 80.4 93.2 59.5 65.7 69.6 76.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,774: 1,055 700 2,650 32,525 33,202 36,230 36,552: 544 222
Old : 36,774: 1,055 700 2,650 32,525 33,202 36,230 36,552: 544 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 730: 0 0 0 340 528 340 528: 390 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.9 7.2 88.4 90.3 98.5 99.4: 1.5 0.6
Old : 100.0: 2.9 1.9 7.2 88.4 90.3 98.5 99.4: 1.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 5 21 14 26 20:
Old : 31: 4 1 5 21 14 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 76.1 77.8 94.1 57.0 66.1 66.9 77.6
Old : 65.4 76.1 77.8 94.1 57.0 66.1 66.9 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 109,064: 1,835 7,278 953 104,376 99,764 107,164 107,995: 1,900 1,069
Old : 109,064: 1,835 7,278 953 104,376 99,764 107,164 107,995: 1,900 1,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,565: 40 -82 -125 -175 778 -260 571: 1,825 994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.7 0.9 95.7 91.5 98.3 99.0: 1.7 1.0
Old : 100.0: 1.7 6.7 0.9 95.7 91.5 98.3 99.0: 1.7 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 : 56: 4 8 6 40 32 48 42:
Old : 56: 4 8 6 40 32 48 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 : 38.7 50.1 60.9 72.0 33.8 46.4 55.7 63.3
Old : 38.7 50.1 60.9 72.0 33.8 46.4 55.7 63.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 124,356: 2,524 7,167 1,967 118,499 114,235 122,990 123,369: 1,366 987
Old : 124,356: 2,524 7,167 1,967 118,499 114,235 122,990 123,369: 1,366 987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,611: 100 242 -33 235 450 302 659: 1,309 952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 5.8 1.6 95.3 91.9 98.9 99.2: 1.1 0.8
Old : 100.0: 2.0 5.8 1.6 95.3 91.9 98.9 99.2: 1.1 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 : 62: 6 10 10 41 38 54 51:
Old : 62: 6 10 10 41 38 54 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 53.6 55.5 73.1 27.2 42.5 45.7 55.7
Old : 32.0 53.6 55.5 73.1 27.2 42.5 45.7 55.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 518,840: 29,906 26,561 51,277 436,679 438,966 517,863 516,805: 977 2,035
Old : 518,840: 29,906 26,561 51,277 436,679 438,966 517,863 516,805: 977 2,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 7,588: -982 -423 1,108 7,020 5,188 7,146 5,873: 442 1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.1 9.9 84.2 84.6 99.8 99.6: 0.2 0.4
Old : 100.0: 5.8 5.1 9.9 84.2 84.6 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 21 25 26 45 41 77 81:
Old : 94: 21 25 26 45 41 77 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 40.3 63.2 62.7 14.9 17.0 20.4 22.7
Old : 46.0 40.3 63.2 62.7 14.9 17.0 20.4 22.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,962: 5,210 600 75 11,277 15,599 16,562 16,274: 400 688
Old : 16,962: 5,210 600 75 11,277 15,599 16,562 16,274: 400 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 90: 0 0 0 -175 -598 -175 -598: 265 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 3.5 0.4 66.5 92.0 97.6 95.9: 2.4 4.1
Old : 100.0: 30.7 3.5 0.4 66.5 92.0 97.6 95.9: 2.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 20 9 22 11:
Old : 26: 2 1 1 20 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 : 54.3 81.6 76.1 94.1 53.9 76.5 72.7 83.4
Old : 54.3 81.6 76.1 94.1 53.9 76.5 72.7 83.4
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,901: 4,595 600 15 10,564 14,612 15,174 15,227: 727 674
Old : 15,901: 4,595 600 15 10,564 14,612 15,174 15,227: 727 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 90: 0 0 0 -165 -584 -165 -584: 255 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 3.8 0.1 66.4 91.9 95.4 95.8: 4.6 4.2
Old : 100.0: 28.9 3.8 0.1 66.4 91.9 95.4 95.8: 4.6 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 : 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 : 63.4 83.9 82.7 94.8 60.0 81.9 78.2 89.0
Old : 63.4 83.9 82.7 94.8 60.0 81.9 78.2 89.0
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,898: 4,300 551 0 4,598 8,345 8,898 8,896: 0 2
Old : 8,898: 4,300 551 0 4,598 8,345 8,898 8,896: 0 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -247: 0 1 0 -247 -250 -247 -249: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 6.2 0.0 51.7 93.8 100.0 100.0: 0.0 0.0
Old : 100.0: 48.3 6.2 0.0 51.7 93.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 0 12 15 16 16:
Old : 25: 4 1 0 12 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 69.1 86.0 87.6 70.2 66.3 84.3 79.7
Old : 71.4 69.1 86.0 87.6 70.2 66.3 84.3 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 3,936: 43 116 23 3,109 3,013 3,175 3,152: 761 784
Old : 3,936: 43 116 23 3,109 3,013 3,175 3,152: 761 784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -639: -107 -61 -44 -604 -605 -755 -710: 116 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.9 0.6 79.0 76.5 80.7 80.1: 19.3 19.9
Old : 100.0: 1.1 2.9 0.6 79.0 76.5 80.7 80.1: 19.3 19.9
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 : 28: 1 2 1 19 24 20 27:
Old : 28: 1 2 1 19 24 20 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 : 39.6 34.3 61.6 50.3 32.7 31.3 45.1 41.3
Old : 39.6 34.3 61.6 50.3 32.7 31.3 45.1 41.3
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, March 03, 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 : 31,643: 2,845 61 30 28,437 31,494 31,312 31,585: 331 58
Old : 31,643: 2,845 61 30 28,437 31,494 31,312 31,585: 331 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -2,028: -367 0 0 -1,632 -2,020 -1,999 -2,020: -29 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.2 0.1 89.9 99.5 99.0 99.8: 1.0 0.2
Old : 100.0: 9.0 0.2 0.1 89.9 99.5 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 : 44: 2 1 1 34 35 36 37:
Old : 44: 2 1 1 34 35 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 49.0 67.0 68.7 36.8 31.6 53.6 47.7
Old : 42.3 49.0 67.0 68.7 36.8 31.6 53.6 47.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 16,194: 70 0 24 16,003 15,335 16,097 15,359: 97 835
Old : 16,194: 70 0 24 16,003 15,335 16,097 15,359: 97 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -3,040: 30 0 -55 -3,020 -2,967 -3,045 -3,022: 5 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.1 98.8 94.7 99.4 94.8: 0.6 5.2
Old : 100.0: 0.4 0.0 0.1 98.8 94.7 99.4 94.8: 0.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 18 20 19 21:
Old : 24: 1 0 1 18 20 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 : 70.9 54.9 85.1 77.8 52.6 37.5 57.3 48.2
Old : 70.9 54.9 85.1 77.8 52.6 37.5 57.3 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 6,725: 250 108 130 5,495 6,241 5,875 6,479: 850 246
Old : 6,725: 250 108 130 5,495 6,241 5,875 6,479: 850 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -1,318: -79 108 -63 -1,086 -1,382 -1,228 -1,337: -90 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.6 1.9 81.7 92.8 87.4 96.3: 12.6 3.7
Old : 100.0: 3.7 1.6 1.9 81.7 92.8 87.4 96.3: 12.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 3 24 23 28 26:
Old : 32: 3 1 3 24 23 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 51.1 56.8 68.5 33.5 48.0 43.3 57.9
Old : 40.1 51.1 56.8 68.5 33.5 48.0 43.3 57.9
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, March 03, 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 : 36,667: 1,504 575 0 34,568 35,792 36,072 36,367: 595 300
Old : 36,667: 1,504 575 0 34,568 35,792 36,072 36,367: 595 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -4,714: -57 -861 -70 -4,577 -3,758 -4,704 -4,689: -10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.6 0.0 94.3 97.6 98.4 99.2: 1.6 0.8
Old : 100.0: 4.1 1.6 0.0 94.3 97.6 98.4 99.2: 1.6 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 : 57: 3 4 0 23 35 26 39:
Old : 57: 3 4 0 23 35 26 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 : 72.9 49.2 85.1 64.6 72.9 49.0 85.0 64.3
Old : 72.9 49.2 85.1 64.6 72.9 49.0 85.0 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 53,237: 1,462 1,820 1,454 49,682 49,134 52,598 52,408: 639 829
Old : 53,237: 1,462 1,820 1,454 49,682 49,134 52,598 52,408: 639 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -5,685: -146 138 -516 -5,073 -5,535 -5,735 -5,913: 50 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.4 2.7 93.3 92.3 98.8 98.4: 1.2 1.6
Old : 100.0: 2.7 3.4 2.7 93.3 92.3 98.8 98.4: 1.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 6 10 9 62 58 73 72:
Old : 89: 6 10 9 62 58 73 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 54.5 47.4 63.7 29.2 49.6 42.0 55.3
Old : 31.1 54.5 47.4 63.7 29.2 49.6 42.0 55.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 27,581: 0 0 0 27,327 27,279 27,327 27,279: 254 302
Old : 27,581: 0 0 0 27,327 27,279 27,327 27,279: 254 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,734: 0 0 0 2,570 2,795 2,570 2,795: 164 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 98.9 99.1 98.9: 0.9 1.1
Old : 100.0: 0.0 0.0 0.0 99.1 98.9 99.1 98.9: 0.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 25 24 25 24:
Old : 37: 0 0 0 25 24 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 58.5 74.8 85.6 50.6 58.2 72.9 79.6
Old : 51.2 58.5 74.8 85.6 50.6 58.2 72.9 79.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 11,987: 0 0 0 11,987 11,819 11,987 11,819: 0 168
Old : 11,987: 0 0 0 11,987 11,819 11,987 11,819: 0 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 938: 0 0 0 938 1,028 938 1,028: 0 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 98.6 100.0 98.6: 0.0 1.4
Old : 100.0: 0.0 0.0 0.0 100.0 98.6 100.0 98.6: 0.0 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 : 25: 0 0 0 15 15 15 15:
Old : 25: 0 0 0 15 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 76.3 87.9 93.2 69.3 76.3 87.1 93.2
Old : 69.3 76.3 87.9 93.2 69.3 76.3 87.1 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 230,670: 0 6,810 0 216,775 209,168 216,775 215,978: 13,895 14,692
Old : 230,670: 0 6,810 0 216,775 209,168 216,775 215,978: 13,895 14,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -12,740: 0 820 -40 -12,000 -13,006 -12,040 -12,226: -700 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 94.0 90.7 94.0 93.6: 6.0 6.4
Old : 100.0: 0.0 3.0 0.0 94.0 90.7 94.0 93.6: 6.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 12 14 12 15:
Old : 22: 0 1 0 12 14 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 : 77.5 57.5 90.3 80.0 77.5 57.5 88.8 78.0
Old : 77.5 57.5 90.3 80.0 77.5 57.5 88.8 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 06, 2020