CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 12,744: 4,996 574 396 7,352 11,774 12,744 12,744: 0 0
Old : 12,744: 4,996 574 396 7,352 11,774 12,744 12,744: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 100: 100 0 0 0 105 100 105: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 4.5 3.1 57.7 92.4 100.0 100.0: 0.0 0.0
Old : 100.0: 39.2 4.5 3.1 57.7 92.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 2 1 10 10 20 12:
Old : 29: 9 2 1 10 10 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 77.4 73.3 95.1 39.7 76.1 69.4 86.8
Old : 40.3 77.4 73.3 95.1 39.7 76.1 69.4 86.8
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 10, 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 : 58,131: 35,761 17,415 45 22,100 40,461 57,906 57,921: 225 210
Old : 58,131: 35,761 17,415 45 22,100 40,461 57,906 57,921: 225 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -463: -51 -404 0 -422 -59 -473 -463: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 30.0 0.1 38.0 69.6 99.6 99.6: 0.4 0.4
Old : 100.0: 61.5 30.0 0.1 38.0 69.6 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 : 51: 15 10 1 21 18 37 28:
Old : 51: 15 10 1 21 18 37 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 46.8 77.3 76.0 53.7 45.9 75.0 73.3
Old : 54.5 46.8 77.3 76.0 53.7 45.9 75.0 73.3
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 10, 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 : 106,780: 38,023 24,366 11,554 56,671 70,379 106,248 106,299: 532 481
Old : 106,780: 38,023 24,366 11,554 56,671 70,379 106,248 106,299: 532 481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 8,253: 1,848 3,768 540 5,759 3,822 8,146 8,130: 107 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 22.8 10.8 53.1 65.9 99.5 99.5: 0.5 0.5
Old : 100.0: 35.6 22.8 10.8 53.1 65.9 99.5 99.5: 0.5 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 : 69: 29 12 15 27 18 61 40:
Old : 69: 29 12 15 27 18 61 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 : 34.7 39.8 49.7 62.0 27.8 37.5 40.0 54.9
Old : 34.7 39.8 49.7 62.0 27.8 37.5 40.0 54.9
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 178,729: 57,721 32,210 2,177 118,831 144,342 178,729 178,729: 0 0
Old : 178,729: 57,721 32,210 2,177 118,831 144,342 178,729 178,729: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -200: 50 -100 0 -250 -100 -200 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 18.0 1.2 66.5 80.8 100.0 100.0: 0.0 0.0
Old : 100.0: 32.3 18.0 1.2 66.5 80.8 100.0 100.0: 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 : 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 : 65.6 81.1 87.9 90.1 64.9 79.3 86.4 86.1
Old : 65.6 81.1 87.9 90.1 64.9 79.3 86.4 86.1
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 10, 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 : 168,267: 29,950 17,352 7,021 131,296 143,894 168,267 168,267: 0 0
Old : 168,267: 29,950 17,352 7,021 131,296 143,894 168,267 168,267: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 15,359: 5,281 -58 -1,872 11,950 17,289 15,359 15,359: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 10.3 4.2 78.0 85.5 100.0 100.0: 0.0 0.0
Old : 100.0: 17.8 10.3 4.2 78.0 85.5 100.0 100.0: 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: 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 : 50.0 76.9 75.6 91.8 48.3 70.9 69.5 83.6
Old : 50.0 76.9 75.6 91.8 48.3 70.9 69.5 83.6
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 10, 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 : 35,599: 17,746 3,353 2,754 15,099 29,473 35,599 35,580: 0 19
Old : 35,599: 17,746 3,353 2,754 15,099 29,473 35,599 35,580: 0 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 1,655: 440 -18 469 746 1,185 1,655 1,636: 0 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 9.4 7.7 42.4 82.8 100.0 99.9: 0.0 0.1
Old : 100.0: 49.9 9.4 7.7 42.4 82.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 3 7 12 17 29 25:
Old : 39: 14 3 7 12 17 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 : 46.8 51.4 68.6 75.8 45.9 45.9 62.4 62.6
Old : 46.8 51.4 68.6 75.8 45.9 45.9 62.4 62.6
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 10, 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: March 3, 2020 :
: 0: 0 0 0 0 0 0 0: 0 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 10, 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 : 29,346: 14,972 752 1,267 13,107 27,277 29,346 29,296: 0 50
Old : 29,346: 14,972 752 1,267 13,107 27,277 29,346 29,296: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 2,336: 451 201 -250 2,335 2,385 2,536 2,336: -200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 2.6 4.3 44.7 92.9 100.0 99.8: 0.0 0.2
Old : 100.0: 51.0 2.6 4.3 44.7 92.9 100.0 99.8: 0.0 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 : 38: 18 2 4 11 12 31 17:
Old : 38: 18 2 4 11 12 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 68.9 64.5 86.5 41.5 66.8 62.3 84.1
Old : 41.5 68.9 64.5 86.5 41.5 66.8 62.3 84.1
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 10, 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 : 20,056: 1,898 614 143 17,550 19,298 19,591 20,056: 465 0
Old : 20,056: 1,898 614 143 17,550 19,298 19,591 20,056: 465 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 2,602: 421 91 14 2,017 2,497 2,452 2,602: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.1 0.7 87.5 96.2 97.7 100.0: 2.3 0.0
Old : 100.0: 9.5 3.1 0.7 87.5 96.2 97.7 100.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 2 14 10 19 12:
Old : 23: 4 1 2 14 10 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 86.5 82.4 97.1 60.6 76.9 75.9 83.9
Old : 61.8 86.5 82.4 97.1 60.6 76.9 75.9 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 12,267: 1,432 3,546 0 10,835 8,721 12,267 12,267: 0 0
Old : 12,267: 1,432 3,546 0 10,835 8,721 12,267 12,267: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 150: -150 100 0 300 50 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 28.9 0.0 88.3 71.1 100.0 100.0: 0.0 0.0
Old : 100.0: 11.7 28.9 0.0 88.3 71.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 74.3 74.0 94.0 91.8 74.3 73.8 92.0 90.1
Old : 74.3 74.0 94.0 91.8 74.3 73.8 92.0 90.1
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 10, 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 : 21,364: 2,705 7,150 640 17,994 13,574 21,339 21,364: 25 0
Old : 21,364: 2,705 7,150 640 17,994 13,574 21,339 21,364: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 86: 165 200 -40 -39 -74 86 86: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 33.5 3.0 84.2 63.5 99.9 100.0: 0.1 0.0
Old : 100.0: 12.7 33.5 3.0 84.2 63.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 8 3 12 10 18 19:
Old : 27: 4 8 3 12 10 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 73.0 87.2 87.0 57.0 71.9 80.1 83.7
Old : 58.6 73.0 87.2 87.0 57.0 71.9 80.1 83.7
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 10, 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: March 3, 2020 :
: 0: 0 0 0 0 0 0 0: 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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 33,339: 2,476 1,077 2,598 28,092 29,619 33,166 33,294: 173 45
Old : 33,339: 2,476 1,077 2,598 28,092 29,619 33,166 33,294: 173 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 2,746: -25 106 554 2,237 2,086 2,766 2,746: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 3.2 7.8 84.3 88.8 99.5 99.9: 0.5 0.1
Old : 100.0: 7.4 3.2 7.8 84.3 88.8 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 3 6 23 26 31 33:
Old : 37: 4 3 6 23 26 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 57.1 81.6 80.9 22.5 24.5 26.7 27.0
Old : 63.3 57.1 81.6 80.9 22.5 24.5 26.7 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 32,200: 801 3,236 1,992 27,820 26,961 30,613 32,189: 1,587 11
Old : 32,200: 801 3,236 1,992 27,820 26,961 30,613 32,189: 1,587 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 1,815: 34 157 461 1,260 1,197 1,755 1,815: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 10.0 6.2 86.4 83.7 95.1 100.0: 4.9 0.0
Old : 100.0: 2.5 10.0 6.2 86.4 83.7 95.1 100.0: 4.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 3 4 20 21 26 26:
Old : 33: 4 3 4 20 21 26 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 : 52.1 57.8 68.1 84.0 20.1 30.4 29.1 39.7
Old : 52.1 57.8 68.1 84.0 20.1 30.4 29.1 39.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,303,782: 357,666 94,540 440,159 4,458,569 4,743,346 5,256,394 5,278,045: 47,388 25,737
Old : 5,303,782: 357,666 94,540 440,159 4,458,569 4,743,346 5,256,394 5,278,045: 47,388 25,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 205,767: 38,078 -9,909 27,033 128,510 185,964 193,621 203,088: 12,146 2,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.8 8.3 84.1 89.4 99.1 99.5: 0.9 0.5
Old : 100.0: 6.7 1.8 8.3 84.1 89.4 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 38 25 47 144 120 200 174:
Old : 223: 38 25 47 144 120 200 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 42.0 40.6 58.9 23.0 40.8 36.5 57.2
Old : 24.6 42.0 40.6 58.9 23.0 40.8 36.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,447,762: 55,919 27,962 554,650 835,283 863,460 1,445,852 1,446,072: 1,911 1,690
Old : 1,447,762: 55,919 27,962 554,650 835,283 863,460 1,445,852 1,446,072: 1,911 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 105,661: 6,895 12,092 52,206 47,183 41,484 106,284 105,782: -623 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.9 38.3 57.7 59.6 99.9 99.9: 0.1 0.1
Old : 100.0: 3.9 1.9 38.3 57.7 59.6 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 18 11 23 50 48 78 72:
Old : 81: 18 11 23 50 48 78 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 : 47.5 47.4 66.8 67.9 5.0 7.5 7.0 9.1
Old : 47.5 47.4 66.8 67.9 5.0 7.5 7.0 9.1
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 10, 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 : 279,467: 5,764 3,575 153 244,180 269,683 250,097 273,411: 29,370 6,056
Old : 279,467: 5,764 3,575 153 244,180 269,683 250,097 273,411: 29,370 6,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,623: -63 -403 61 -5,706 -4,975 -5,708 -5,317: 1,085 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.3 0.1 87.4 96.5 89.5 97.8: 10.5 2.2
Old : 100.0: 2.1 1.3 0.1 87.4 96.5 89.5 97.8: 10.5 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 : 30: 3 1 1 25 17 28 19:
Old : 30: 3 1 1 25 17 28 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 : 60.8 81.1 74.4 92.3 51.8 77.0 65.0 82.6
Old : 60.8 81.1 74.4 92.3 51.8 77.0 65.0 82.6
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 10, 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 : 137,650: 3,583 0 397 130,545 122,174 134,525 122,571: 3,125 15,079
Old : 137,650: 3,583 0 397 130,545 122,174 134,525 122,571: 3,125 15,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -11,396: -1,831 -248 -123 -5,021 -6,649 -6,975 -7,020: -4,421 -4,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.3 94.8 88.8 97.7 89.0: 2.3 11.0
Old : 100.0: 2.6 0.0 0.3 94.8 88.8 97.7 89.0: 2.3 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 19 22 21 23:
Old : 29: 2 0 1 19 22 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 43.9 81.9 67.3 55.9 41.1 75.6 63.6
Old : 60.9 43.9 81.9 67.3 55.9 41.1 75.6 63.6
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 10, 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 : 355,578: 12,046 132 6,066 320,348 343,794 338,460 349,992: 17,118 5,586
Old : 355,578: 12,046 132 6,066 320,348 343,794 338,460 349,992: 17,118 5,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -8,032: -2,339 0 -279 -6,507 -7,479 -9,125 -7,758: 1,093 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 1.7 90.1 96.7 95.2 98.4: 4.8 1.6
Old : 100.0: 3.4 0.0 1.7 90.1 96.7 95.2 98.4: 4.8 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 : 45: 5 1 3 32 28 38 31:
Old : 45: 5 1 3 32 28 38 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 : 54.1 56.5 69.1 79.7 44.9 47.9 55.2 65.5
Old : 54.1 56.5 69.1 79.7 44.9 47.9 55.2 65.5
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 10, 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 : 884,705: 3,204 11,636 1,585 866,672 869,722 871,461 882,943: 13,244 1,762
Old : 884,705: 3,204 11,636 1,585 866,672 869,722 871,461 882,943: 13,244 1,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 24,033: 317 900 -125 23,148 23,355 23,340 24,130: 693 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.3 0.2 98.0 98.3 98.5 99.8: 1.5 0.2
Old : 100.0: 0.4 1.3 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 : 47: 2 4 5 36 29 41 35:
Old : 47: 2 4 5 36 29 41 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 64.0 64.0 88.1 38.6 62.4 62.0 85.7
Old : 38.7 64.0 64.0 88.1 38.6 62.4 62.0 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 379,800: 1,971 4,892 1,889 363,822 356,391 367,682 363,172: 12,118 16,628
Old : 379,800: 1,971 4,892 1,889 363,822 356,391 367,682 363,172: 12,118 16,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -14,994: 405 -1,040 -544 -14,986 -20,637 -15,125 -22,221: 131 7,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.3 0.5 95.8 93.8 96.8 95.6: 3.2 4.4
Old : 100.0: 0.5 1.3 0.5 95.8 93.8 96.8 95.6: 3.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 1 4 3 36 35 39 41:
Old : 52: 1 4 3 36 35 39 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 47.5 62.2 65.7 40.1 42.4 57.0 54.3
Old : 43.7 47.5 62.2 65.7 40.1 42.4 57.0 54.3
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 10, 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 : 552,202: 1,540 384 341 542,342 542,867 544,223 543,592: 7,979 8,610
Old : 552,202: 1,540 384 341 542,342 542,867 544,223 543,592: 7,979 8,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -11,125: 332 136 341 -11,378 -7,196 -10,705 -6,719: -420 -4,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.1 0.1 98.2 98.3 98.6 98.4: 1.4 1.6
Old : 100.0: 0.3 0.1 0.1 98.2 98.3 98.6 98.4: 1.4 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 : 56: 2 1 1 36 40 38 42:
Old : 56: 2 1 1 36 40 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 45.4 74.2 69.9 57.3 42.1 73.2 61.5
Old : 57.3 45.4 74.2 69.9 57.3 42.1 73.2 61.5
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 10, 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 : 431,757: 0 4,856 183 417,779 414,642 417,962 419,681: 13,795 12,076
Old : 431,757: 0 4,856 183 417,779 414,642 417,962 419,681: 13,795 12,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -17,227: -429 -5,973 -214 -18,481 -11,379 -19,124 -17,566: 1,897 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 96.8 96.0 96.8 97.2: 3.2 2.8
Old : 100.0: 0.0 1.1 0.0 96.8 96.0 96.8 97.2: 3.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 0 3 1 35 29 36 32:
Old : 45: 0 3 1 35 29 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 65.0 63.9 82.5 44.5 59.1 60.7 69.9
Old : 45.2 65.0 63.9 82.5 44.5 59.1 60.7 69.9
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,245: 620 5,385 0 102,033 99,111 102,653 104,496: 3,592 1,749
Old : 106,245: 620 5,385 0 102,033 99,111 102,653 104,496: 3,592 1,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -8,802: 124 -764 -459 -7,297 -6,306 -7,632 -7,529: -1,170 -1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.1 0.0 96.0 93.3 96.6 98.4: 3.4 1.6
Old : 100.0: 0.6 5.1 0.0 96.0 93.3 96.6 98.4: 3.4 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 : 30: 1 3 0 18 22 19 25:
Old : 30: 1 3 0 18 22 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 : 76.4 49.8 86.9 73.8 74.0 47.8 81.7 70.7
Old : 76.4 49.8 86.9 73.8 74.0 47.8 81.7 70.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,058: 0 217 0 25,438 25,097 25,438 25,314: 620 744
Old : 26,058: 0 217 0 25,438 25,097 25,438 25,314: 620 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -6,660: 0 58 -58 -1,676 -4,837 -1,734 -4,837: -4,926 -1,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 97.6 96.3 97.6 97.1: 2.4 2.9
Old : 100.0: 0.0 0.8 0.0 97.6 96.3 97.6 97.1: 2.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 14 13 14 14:
Old : 26: 0 1 0 14 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 78.2 87.7 89.8 73.1 78.2 84.8 89.3
Old : 73.1 78.2 87.7 89.8 73.1 78.2 84.8 89.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 291,136: 0 9,381 123 286,383 271,426 286,506 280,930: 4,630 10,206
Old : 291,136: 0 9,381 123 286,383 271,426 286,506 280,930: 4,630 10,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -11,772: 0 -2,507 -154 -8,076 -10,269 -8,230 -12,930: -3,542 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 98.4 93.2 98.4 96.5: 1.6 3.5
Old : 100.0: 0.0 3.2 0.0 98.4 93.2 98.4 96.5: 1.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 3 1 23 22 24 25:
Old : 37: 0 3 1 23 22 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 : 71.9 49.8 83.8 73.5 71.9 48.1 81.2 68.7
Old : 71.9 49.8 83.8 73.5 71.9 48.1 81.2 68.7
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 10, 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 : 195,408: 0 0 0 190,975 189,501 190,975 189,501: 4,433 5,907
Old : 195,408: 0 0 0 190,975 189,501 190,975 189,501: 4,433 5,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -7,463: 0 -279 0 -6,500 -7,627 -6,500 -7,906: -963 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.7 97.0 97.7 97.0: 2.3 3.0
Old : 100.0: 0.0 0.0 0.0 97.7 97.0 97.7 97.0: 2.3 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 : 35: 0 0 0 28 20 28 20:
Old : 35: 0 0 0 28 20 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 : 56.0 54.9 72.8 80.1 56.0 53.3 70.6 73.2
Old : 56.0 54.9 72.8 80.1 56.0 53.3 70.6 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 305,656: 1,498 3,310 0 297,981 299,985 299,479 303,295: 6,177 2,361
Old : 305,656: 1,498 3,310 0 297,981 299,985 299,479 303,295: 6,177 2,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -16,322: 1,498 30 0 -11,364 -15,485 -9,866 -15,455: -6,456 -867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.1 0.0 97.5 98.1 98.0 99.2: 2.0 0.8
Old : 100.0: 0.5 1.1 0.0 97.5 98.1 98.0 99.2: 2.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 0 23 22 24 24:
Old : 36: 1 2 0 23 22 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 : 58.4 76.1 82.9 86.5 55.3 73.2 78.6 81.8
Old : 58.4 76.1 82.9 86.5 55.3 73.2 78.6 81.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 51,928: 6,393 899 0 43,640 50,657 50,033 51,556: 1,895 372
Old : 51,928: 6,393 899 0 43,640 50,657 50,033 51,556: 1,895 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -10,304: -2,378 -116 0 -7,565 -9,177 -9,943 -9,293: -361 -1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 1.7 0.0 84.0 97.6 96.4 99.3: 3.6 0.7
Old : 100.0: 12.3 1.7 0.0 84.0 97.6 96.4 99.3: 3.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 2 0 15 18 19 20:
Old : 34: 4 2 0 15 18 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 : 77.2 52.2 86.7 77.4 77.2 52.2 85.9 74.6
Old : 77.2 52.2 86.7 77.4 77.2 52.2 85.9 74.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 594,749: 14,523 9,460 6,847 560,363 571,829 581,733 588,136: 13,016 6,613
Old : 594,749: 14,523 9,460 6,847 560,363 571,829 581,733 588,136: 13,016 6,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -28,382: -10,347 1,513 -4,413 -9,841 -22,353 -24,601 -25,253: -3,781 -3,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.6 1.2 94.2 96.1 97.8 98.9: 2.2 1.1
Old : 100.0: 2.4 1.6 1.2 94.2 96.1 97.8 98.9: 2.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 2 8 7 47 42 54 54:
Old : 70: 2 8 7 47 42 54 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 51.1 46.2 71.9 27.1 50.9 44.0 69.3
Old : 27.8 51.1 46.2 71.9 27.1 50.9 44.0 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 196,327: 1,081 0 392 190,712 188,366 192,185 188,758: 4,142 7,569
Old : 196,327: 1,081 0 392 190,712 188,366 192,185 188,758: 4,142 7,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -6,472: 642 0 -856 -7,142 -3,374 -7,356 -4,230: 884 -2,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.2 97.1 95.9 97.9 96.1: 2.1 3.9
Old : 100.0: 0.6 0.0 0.2 97.1 95.9 97.9 96.1: 2.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 22 19 23 20:
Old : 25: 1 0 1 22 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 63.7 80.4 85.8 38.4 48.7 50.3 53.3
Old : 60.6 63.7 80.4 85.8 38.4 48.7 50.3 53.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 46,275: 0 217 0 44,746 44,195 44,746 44,412: 1,529 1,863
Old : 46,275: 0 217 0 44,746 44,195 44,746 44,412: 1,529 1,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -6,015: 0 -263 0 -4,971 -5,406 -4,971 -5,669: -1,044 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 96.7 95.5 96.7 96.0: 3.3 4.0
Old : 100.0: 0.0 0.5 0.0 96.7 95.5 96.7 96.0: 3.3 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 : 20: 0 1 0 14 12 14 13:
Old : 20: 0 1 0 14 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 71.7 90.1 90.5 69.8 70.4 83.4 85.0
Old : 73.0 71.7 90.1 90.5 69.8 70.4 83.4 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 237,796: 0 1,498 0 229,843 233,116 229,843 234,614: 7,953 3,182
Old : 237,796: 0 1,498 0 229,843 233,116 229,843 234,614: 7,953 3,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -51,328: -14,539 -8,276 0 -29,655 -40,770 -44,194 -49,046: -7,134 -2,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 96.7 98.0 96.7 98.7: 3.3 1.3
Old : 100.0: 0.0 0.6 0.0 96.7 98.0 96.7 98.7: 3.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 18 15 18 16:
Old : 23: 0 1 0 18 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 79.3 79.5 91.9 54.6 76.8 73.6 81.0
Old : 55.3 79.3 79.5 91.9 54.6 76.8 73.6 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 236,496: 13,981 10,053 0 218,222 225,394 232,203 235,447: 4,293 1,049
Old : 236,496: 13,981 10,053 0 218,222 225,394 232,203 235,447: 4,293 1,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -39,916: -3,885 -3,225 -297 -28,800 -35,287 -32,982 -38,809: -6,934 -1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 4.3 0.0 92.3 95.3 98.2 99.6: 1.8 0.4
Old : 100.0: 5.9 4.3 0.0 92.3 95.3 98.2 99.6: 1.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 3 8 0 30 37 33 45:
Old : 64: 3 8 0 30 37 33 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 67.4 76.0 81.1 55.4 66.1 74.2 77.0
Old : 56.3 67.4 76.0 81.1 55.4 66.1 74.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,644: 0 0 0 113,971 114,013 113,971 114,013: 2,673 2,631
Old : 116,644: 0 0 0 113,971 114,013 113,971 114,013: 2,673 2,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -16,899: -232 -348 0 -15,886 -12,959 -16,118 -13,307: -781 -3,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.7 97.7 97.7 97.7: 2.3 2.3
Old : 100.0: 0.0 0.0 0.0 97.7 97.7 97.7 97.7: 2.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 18 20 18 20:
Old : 31: 0 0 0 18 20 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 : 56.6 63.3 84.4 88.1 47.7 57.0 63.7 65.4
Old : 56.6 63.3 84.4 88.1 47.7 57.0 63.7 65.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 35,359: 217 3,076 0 34,770 31,084 34,987 34,160: 372 1,199
Old : 35,359: 217 3,076 0 34,770 31,084 34,987 34,160: 372 1,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -5,911: 0 0 0 -3,628 -4,893 -3,628 -4,893: -2,283 -1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.7 0.0 98.3 87.9 98.9 96.6: 1.1 3.4
Old : 100.0: 0.6 8.7 0.0 98.3 87.9 98.9 96.6: 1.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 0 16 10 17 12:
Old : 26: 1 2 0 16 10 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 74.3 87.3 90.8 75.3 74.3 84.7 89.8
Old : 75.6 74.3 87.3 90.8 75.3 74.3 84.7 89.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 282,052: 537 3,422 825 270,632 264,836 271,994 269,083: 10,058 12,969
Old : 282,052: 537 3,422 825 270,632 264,836 271,994 269,083: 10,058 12,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -13,335: -555 -3,508 -777 -16,214 -9,624 -17,546 -13,909: 4,211 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.2 0.3 96.0 93.9 96.4 95.4: 3.6 4.6
Old : 100.0: 0.2 1.2 0.3 96.0 93.9 96.4 95.4: 3.6 4.6
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 : 47: 1 2 2 38 34 40 38:
Old : 47: 1 2 2 38 34 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 39.0 66.6 56.9 50.5 34.6 64.9 49.9
Old : 52.0 39.0 66.6 56.9 50.5 34.6 64.9 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 125,260: 0 217 0 124,578 124,981 124,578 125,198: 682 62
Old : 125,260: 0 217 0 124,578 124,981 124,578 125,198: 682 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -12,702: 0 0 0 -12,006 -12,470 -12,006 -12,470: -696 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 99.5 99.8 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 0.2 0.0 99.5 99.8 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 11 13 11 14:
Old : 21: 0 1 0 11 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.0 91.6 98.4 98.3 88.3 83.1 89.8 89.0
Old : 95.0 91.6 98.4 98.3 88.3 83.1 89.8 89.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,607: 0 0 0 89,850 85,262 89,850 85,262: 9,757 14,345
Old : 99,607: 0 0 0 89,850 85,262 89,850 85,262: 9,757 14,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,625: 0 -402 -30 -2,972 885 -3,002 453: 377 -3,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.2 85.6 90.2 85.6: 9.8 14.4
Old : 100.0: 0.0 0.0 0.0 90.2 85.6 90.2 85.6: 9.8 14.4
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 0 0 14 16 14 16:
Old : 22: 0 0 0 14 16 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 53.5 82.3 75.0 56.8 42.6 68.2 60.2
Old : 63.4 53.5 82.3 75.0 56.8 42.6 68.2 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 229,962: 868 0 1,498 224,014 224,829 226,380 226,327: 3,582 3,635
Old : 229,962: 868 0 1,498 224,014 224,829 226,380 226,327: 3,582 3,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,491: -526 0 -185 -3,979 -2,695 -4,690 -2,880: 199 -1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.7 97.4 97.8 98.4 98.4: 1.6 1.6
Old : 100.0: 0.4 0.0 0.7 97.4 97.8 98.4 98.4: 1.6 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 : 37: 1 0 1 23 26 24 27:
Old : 37: 1 0 1 23 26 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 40.0 80.8 67.8 59.2 38.1 73.7 61.5
Old : 59.2 40.0 80.8 67.8 59.2 38.1 73.7 61.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 200,718: 0 256 0 188,559 197,851 188,559 198,107: 12,159 2,611
Old : 200,718: 0 256 0 188,559 197,851 188,559 198,107: 12,159 2,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -7,034: 0 -2,160 0 -6,306 -3,479 -6,306 -5,639: -728 -1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 93.9 98.6 93.9 98.7: 6.1 1.3
Old : 100.0: 0.0 0.1 0.0 93.9 98.6 93.9 98.7: 6.1 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 : 24: 0 1 0 17 16 17 17:
Old : 24: 0 1 0 17 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 66.7 77.3 87.4 51.4 62.4 61.7 70.4
Old : 56.3 66.7 77.3 87.4 51.4 62.4 61.7 70.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,704: 0 459 275 78,698 86,200 78,973 86,934: 11,731 3,770
Old : 90,704: 0 459 275 78,698 86,200 78,973 86,934: 11,731 3,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,513: -65 459 -369 -9,014 -3,074 -9,448 -2,984: 6,935 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.3 86.8 95.0 87.1 95.8: 12.9 4.2
Old : 100.0: 0.0 0.5 0.3 86.8 95.0 87.1 95.8: 12.9 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 1 1 17 12 18 13:
Old : 21: 0 1 1 17 12 18 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 : 43.2 61.7 65.4 84.8 33.6 53.6 53.8 67.5
Old : 43.2 61.7 65.4 84.8 33.6 53.6 53.8 67.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 41,239: 930 0 0 37,801 41,146 38,731 41,146: 2,508 93
Old : 41,239: 930 0 0 37,801 41,146 38,731 41,146: 2,508 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,473: 58 0 -58 -2,570 -617 -2,570 -675: 97 -1,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 91.7 99.8 93.9 99.8: 6.1 0.2
Old : 100.0: 2.3 0.0 0.0 91.7 99.8 93.9 99.8: 6.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 15 13 17 13:
Old : 24: 2 0 0 15 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 82.7 85.0 95.3 64.1 80.8 83.4 93.2
Old : 64.5 82.7 85.0 95.3 64.1 80.8 83.4 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 200,197: 2,903 0 31 189,664 188,336 192,598 188,367: 7,599 11,830
Old : 200,197: 2,903 0 31 189,664 188,336 192,598 188,367: 7,599 11,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -593: -1,396 0 31 3,346 2,399 1,981 2,430: -2,574 -3,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 94.7 94.1 96.2 94.1: 3.8 5.9
Old : 100.0: 1.5 0.0 0.0 94.7 94.1 96.2 94.1: 3.8 5.9
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 : 25: 2 0 1 13 17 15 18:
Old : 25: 2 0 1 13 17 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 69.4 92.2 83.6 71.0 69.1 90.3 83.0
Old : 71.6 69.4 92.2 83.6 71.0 69.1 90.3 83.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 200,179: 2,200 8,928 7,700 175,669 170,701 185,569 187,329: 14,610 12,850
Old : 200,179: 2,200 8,928 7,700 175,669 170,701 185,569 187,329: 14,610 12,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 6,200: 1,921 -1,050 1,147 3,787 7,819 6,855 7,916: -655 -1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.5 3.8 87.8 85.3 92.7 93.6: 7.3 6.4
Old : 100.0: 1.1 4.5 3.8 87.8 85.3 92.7 93.6: 7.3 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 : 38: 1 3 3 25 23 29 26:
Old : 38: 1 3 3 25 23 29 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 : 51.1 50.1 64.3 73.3 40.2 48.9 52.2 62.6
Old : 51.1 50.1 64.3 73.3 40.2 48.9 52.2 62.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,548: 0 1,414 0 71,495 69,852 71,495 71,266: 2,053 2,282
Old : 73,548: 0 1,414 0 71,495 69,852 71,495 71,266: 2,053 2,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -3,164: 0 -412 0 -92 -2,149 -92 -2,561: -3,072 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 97.2 95.0 97.2 96.9: 2.8 3.1
Old : 100.0: 0.0 1.9 0.0 97.2 95.0 97.2 96.9: 2.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 12 16 12 17:
Old : 25: 0 1 0 12 16 12 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 : 88.8 65.2 95.1 83.6 84.9 62.7 88.8 79.3
Old : 88.8 65.2 95.1 83.6 84.9 62.7 88.8 79.3
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 10, 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 : 242,564: 2,361 620 3,641 227,846 230,749 233,848 235,010: 8,716 7,554
Old : 242,564: 2,361 620 3,641 227,846 230,749 233,848 235,010: 8,716 7,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -14,862: -55 -1,837 -632 -11,062 -11,737 -11,749 -14,206: -3,113 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.3 1.5 93.9 95.1 96.4 96.9: 3.6 3.1
Old : 100.0: 1.0 0.3 1.5 93.9 95.1 96.4 96.9: 3.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 1 28 31 30 33:
Old : 41: 2 1 1 28 31 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 41.4 73.3 63.6 48.7 33.3 67.1 54.6
Old : 49.7 41.4 73.3 63.6 48.7 33.3 67.1 54.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 136,133: 0 999 3 129,148 129,355 129,151 130,357: 6,982 5,776
Old : 136,133: 0 999 3 129,148 129,355 129,151 130,357: 6,982 5,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,238: -744 -218 -1,179 67 -1,490 -1,856 -2,887: 618 1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 94.9 95.0 94.9 95.8: 5.1 4.2
Old : 100.0: 0.0 0.7 0.0 94.9 95.0 94.9 95.8: 5.1 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 : 26: 0 1 1 20 21 21 22:
Old : 26: 0 1 1 20 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 55.7 75.3 75.2 39.1 40.6 52.3 56.1
Old : 52.9 55.7 75.3 75.2 39.1 40.6 52.3 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 164,030: 0 0 0 153,740 156,535 153,740 156,535: 10,290 7,495
Old : 164,030: 0 0 0 153,740 156,535 153,740 156,535: 10,290 7,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -806: -310 0 0 -1,639 87 -1,949 87: 1,143 -893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.7 95.4 93.7 95.4: 6.3 4.6
Old : 100.0: 0.0 0.0 0.0 93.7 95.4 93.7 95.4: 6.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 12 17 12 17:
Old : 23: 0 0 0 12 17 12 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 : 80.7 60.9 89.5 81.7 65.5 49.9 70.8 67.7
Old : 80.7 60.9 89.5 81.7 65.5 49.9 70.8 67.7
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 10, 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 : 42,197: 279 0 0 37,943 39,344 38,222 39,344: 3,975 2,853
Old : 42,197: 279 0 0 37,943 39,344 38,222 39,344: 3,975 2,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 1,827: -232 0 0 2,149 2,527 1,917 2,527: -90 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 89.9 93.2 90.6 93.2: 9.4 6.8
Old : 100.0: 0.7 0.0 0.0 89.9 93.2 90.6 93.2: 9.4 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 15 16 16 16:
Old : 28: 1 0 0 15 16 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 : 64.2 46.8 83.3 74.1 64.2 45.2 80.2 71.8
Old : 64.2 46.8 83.3 74.1 64.2 45.2 80.2 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 258,155: 0 0 0 236,549 257,817 236,549 257,817: 21,606 338
Old : 258,155: 0 0 0 236,549 257,817 236,549 257,817: 21,606 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -9,097: 0 -775 0 -14,463 -7,878 -14,463 -8,653: 5,366 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.6 99.9 91.6 99.9: 8.4 0.1
Old : 100.0: 0.0 0.0 0.0 91.6 99.9 91.6 99.9: 8.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 22 17 22 17:
Old : 30: 0 0 0 22 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 70.2 68.6 95.7 52.7 70.2 66.7 93.4
Old : 54.6 70.2 68.6 95.7 52.7 70.2 66.7 93.4
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 10, 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 : 95,523: 4,922 0 0 82,038 92,508 86,960 92,508: 8,563 3,015
Old : 95,523: 4,922 0 0 82,038 92,508 86,960 92,508: 8,563 3,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -12,015: -1,395 -8,774 0 -11,575 -2,807 -12,970 -11,581: 955 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 0.0 85.9 96.8 91.0 96.8: 9.0 3.2
Old : 100.0: 5.2 0.0 0.0 85.9 96.8 91.0 96.8: 9.0 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 : 20: 1 0 0 13 12 14 12:
Old : 20: 1 0 0 13 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 77.3 79.5 90.5 59.2 76.1 76.1 88.9
Old : 61.5 77.3 79.5 90.5 59.2 76.1 76.1 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 206,324: 0 1,208 0 196,667 199,412 196,667 200,620: 9,657 5,704
Old : 206,324: 0 1,208 0 196,667 199,412 196,667 200,620: 9,657 5,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,097: 0 214 -462 -9,102 -4,858 -9,564 -5,106: 5,467 1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 95.3 96.6 95.3 97.2: 4.7 2.8
Old : 100.0: 0.0 0.6 0.0 95.3 96.6 95.3 97.2: 4.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 16 18 16 19:
Old : 24: 0 1 0 16 18 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 64.2 86.7 82.0 59.5 62.9 74.0 74.1
Old : 65.0 64.2 86.7 82.0 59.5 62.9 74.0 74.1
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 10, 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 : 22,363: 2,474 2,145 3,091 16,262 16,880 21,827 22,116: 536 247
Old : 22,363: 2,474 2,145 3,091 16,262 16,880 21,827 22,116: 536 247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,442: -347 -334 90 -1,464 -2,217 -1,721 -2,461: -722 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 9.6 13.8 72.7 75.5 97.6 98.9: 2.4 1.1
Old : 100.0: 11.1 9.6 13.8 72.7 75.5 97.6 98.9: 2.4 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 : 42: 7 12 15 19 21 36 38:
Old : 42: 7 12 15 19 21 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 45.6 66.5 63.3 21.9 24.2 34.1 30.1
Old : 44.3 45.6 66.5 63.3 21.9 24.2 34.1 30.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 41,160: 4,245 1,983 1,842 35,071 37,320 41,158 41,145: 2 15
Old : 41,160: 4,245 1,983 1,842 35,071 37,320 41,158 41,145: 2 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 969: 275 -790 751 -57 993 969 954: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.8 4.5 85.2 90.7 100.0 100.0: 0.0 0.0
Old : 100.0: 10.3 4.8 4.5 85.2 90.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 7 5 24 22 30 32:
Old : 38: 4 7 5 24 22 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 53.2 77.0 79.1 43.2 44.6 62.2 61.6
Old : 48.3 53.2 77.0 79.1 43.2 44.6 62.2 61.6
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 10, 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 : 29,756: 3,125 851 1,178 25,213 27,727 29,516 29,756: 240 0
Old : 29,756: 3,125 851 1,178 25,213 27,727 29,516 29,756: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 550: 150 -175 250 150 475 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 2.9 4.0 84.7 93.2 99.2 100.0: 0.8 0.0
Old : 100.0: 10.5 2.9 4.0 84.7 93.2 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 : 32: 2 4 6 21 20 27 27:
Old : 32: 2 4 6 21 20 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 63.7 77.0 86.3 48.6 58.7 71.1 74.7
Old : 50.1 63.7 77.0 86.3 48.6 58.7 71.1 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 137,604: 3,647 10,772 9,615 124,124 117,141 137,386 137,528: 218 76
Old : 137,604: 3,647 10,772 9,615 124,124 117,141 137,386 137,528: 218 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -5,442: -94 385 -327 -4,657 -2,591 -5,078 -2,533: -364 -2,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 7.8 7.0 90.2 85.1 99.8 99.9: 0.2 0.1
Old : 100.0: 2.7 7.8 7.0 90.2 85.1 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 : 56: 6 14 10 32 34 45 51:
Old : 56: 6 14 10 32 34 45 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 : 53.3 39.4 69.5 60.2 40.2 32.0 47.6 41.0
Old : 53.3 39.4 69.5 60.2 40.2 32.0 47.6 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 71,882: 2,613 3,256 2,552 66,717 66,054 71,882 71,862: 0 20
Old : 71,882: 2,613 3,256 2,552 66,717 66,054 71,882 71,862: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,463: -300 -137 -115 -4,048 -4,211 -4,463 -4,463: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 4.5 3.5 92.8 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.6 4.5 3.5 92.8 91.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 5 4 23 24 30 32:
Old : 39: 6 5 4 23 24 30 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 : 55.6 75.1 77.5 90.5 54.3 63.4 67.6 71.8
Old : 55.6 75.1 77.5 90.5 54.3 63.4 67.6 71.8
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 10, 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 : 33,860: 575 650 525 32,760 32,685 33,860 33,860: 0 0
Old : 33,860: 575 650 525 32,760 32,685 33,860 33,860: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -689: 300 -74 -75 -914 -540 -689 -689: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.9 1.6 96.8 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 1.9 1.6 96.8 96.5 100.0 100.0: 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 : 27: 4 2 2 12 15 16 19:
Old : 27: 4 2 2 12 15 16 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 : 80.6 84.0 92.6 93.6 68.2 70.9 74.4 77.8
Old : 80.6 84.0 92.6 93.6 68.2 70.9 74.4 77.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 59,156: 16,931 1,347 4,855 37,201 52,941 58,987 59,143: 169 13
Old : 59,156: 16,931 1,347 4,855 37,201 52,941 58,987 59,143: 169 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,763: 96 -50 -223 -2,775 -2,103 -2,902 -2,376: 139 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 2.3 8.2 62.9 89.5 99.7 100.0: 0.3 0.0
Old : 100.0: 28.6 2.3 8.2 62.9 89.5 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 3 2 24 22 31 26:
Old : 36: 5 3 2 24 22 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 63.0 73.8 81.7 48.6 52.8 62.1 67.8
Old : 49.9 63.0 73.8 81.7 48.6 52.8 62.1 67.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 80,368: 26,021 3,909 2,909 51,197 73,493 80,127 80,311: 241 57
Old : 80,368: 26,021 3,909 2,909 51,197 73,493 80,127 80,311: 241 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,661: 255 672 -896 -1,777 -2,261 -2,418 -2,485: -243 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.9 3.6 63.7 91.4 99.7 99.9: 0.3 0.1
Old : 100.0: 32.4 4.9 3.6 63.7 91.4 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 : 44: 8 6 5 25 25 35 35:
Old : 44: 8 6 5 25 25 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 67.3 71.9 82.7 51.5 60.3 63.9 70.5
Old : 53.4 67.3 71.9 82.7 51.5 60.3 63.9 70.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 71,078: 2,195 370 2,158 66,010 68,245 70,363 70,773: 715 305
Old : 71,078: 2,195 370 2,158 66,010 68,245 70,363 70,773: 715 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -3,674: -410 -102 0 -2,275 -3,082 -2,685 -3,184: -989 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.5 3.0 92.9 96.0 99.0 99.6: 1.0 0.4
Old : 100.0: 3.1 0.5 3.0 92.9 96.0 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 3 2 26 24 29 28:
Old : 37: 2 3 2 26 24 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 72.5 67.9 86.7 43.0 72.5 65.6 82.3
Old : 45.1 72.5 67.9 86.7 43.0 72.5 65.6 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 87,147: 2,245 484 2,700 81,394 83,726 86,339 86,910: 808 237
Old : 87,147: 2,245 484 2,700 81,394 83,726 86,339 86,910: 808 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -6,975: -513 -172 0 -5,223 -6,117 -5,736 -6,289: -1,239 -686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.6 3.1 93.4 96.1 99.1 99.7: 0.9 0.3
Old : 100.0: 2.6 0.6 3.1 93.4 96.1 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 2 28 27 31 30:
Old : 39: 2 2 2 28 27 31 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 : 42.6 72.2 65.1 86.6 41.9 72.2 64.0 82.0
Old : 42.6 72.2 65.1 86.6 41.9 72.2 64.0 82.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,553: 250 170 230 42,651 42,750 43,131 43,150: 422 403
Old : 43,553: 250 170 230 42,651 42,750 43,131 43,150: 422 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,422: -75 -25 0 -1,355 -1,382 -1,430 -1,407: 8 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.4 0.5 97.9 98.2 99.0 99.1: 1.0 0.9
Old : 100.0: 0.6 0.4 0.5 97.9 98.2 99.0 99.1: 1.0 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 : 73.0 82.5 89.1 93.8 63.5 77.2 72.9 79.1
Old : 73.0 82.5 89.1 93.8 63.5 77.2 72.9 79.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 25,597: 460 941 0 24,612 24,656 25,072 25,597: 525 0
Old : 25,597: 460 941 0 24,612 24,656 25,072 25,597: 525 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,276: 0 35 -35 -1,226 -1,274 -1,261 -1,274: -15 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.7 0.0 96.2 96.3 97.9 100.0: 2.1 0.0
Old : 100.0: 1.8 3.7 0.0 96.2 96.3 97.9 100.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 0 19 18 21 21:
Old : 26: 2 3 0 19 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 71.8 73.4 85.9 41.6 57.3 56.6 63.7
Old : 53.9 71.8 73.4 85.9 41.6 57.3 56.6 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 89,445: 22,209 1,222 2,757 64,070 85,296 89,035 89,275: 410 170
Old : 89,445: 22,209 1,222 2,757 64,070 85,296 89,035 89,275: 410 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -5,099: 246 -922 -1,593 -3,734 -2,594 -5,081 -5,109: -18 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 1.4 3.1 71.6 95.4 99.5 99.8: 0.5 0.2
Old : 100.0: 24.8 1.4 3.1 71.6 95.4 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 : 64: 21 5 12 35 33 57 49:
Old : 64: 21 5 12 35 33 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 45.2 51.0 65.9 16.8 18.9 25.9 29.7
Old : 31.3 45.2 51.0 65.9 16.8 18.9 25.9 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,212: 8,735 499 251 29,946 38,150 38,932 38,900: 280 312
Old : 39,212: 8,735 499 251 29,946 38,150 38,932 38,900: 280 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,989: -231 -301 -24 -1,724 -1,649 -1,979 -1,974: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 1.3 0.6 76.4 97.3 99.3 99.2: 0.7 0.8
Old : 100.0: 22.3 1.3 0.6 76.4 97.3 99.3 99.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 2 2 18 21 25 24:
Old : 33: 6 2 2 18 21 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 : 48.7 51.7 73.7 78.4 43.1 42.5 59.6 58.6
Old : 48.7 51.7 73.7 78.4 43.1 42.5 59.6 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,282: 350 102 273 48,519 48,587 49,142 48,962: 140 320
Old : 49,282: 350 102 273 48,519 48,587 49,142 48,962: 140 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,569: -125 -21 -4 -1,455 -1,534 -1,584 -1,559: 15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.2 0.6 98.5 98.6 99.7 99.4: 0.3 0.6
Old : 100.0: 0.7 0.2 0.6 98.5 98.6 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 2 23 17 27 19:
Old : 30: 2 2 2 23 17 27 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 : 57.7 80.6 82.1 94.5 46.4 75.5 64.1 76.0
Old : 57.7 80.6 82.1 94.5 46.4 75.5 64.1 76.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 37,735: 80 2,130 120 36,242 35,368 36,442 37,618: 1,293 117
Old : 37,735: 80 2,130 120 36,242 35,368 36,442 37,618: 1,293 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -731: 0 -50 0 -711 -661 -711 -711: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.6 0.3 96.0 93.7 96.6 99.7: 3.4 0.3
Old : 100.0: 0.2 5.6 0.3 96.0 93.7 96.6 99.7: 3.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 45.5 81.2 73.6 40.7 28.0 45.2 42.2
Old : 60.1 45.5 81.2 73.6 40.7 28.0 45.2 42.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 62,935: 2,223 250 0 59,994 62,340 62,217 62,590: 718 345
Old : 62,935: 2,223 250 0 59,994 62,340 62,217 62,590: 718 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,197: -74 -550 0 -3,066 -3,647 -3,140 -4,197: -1,057 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.4 0.0 95.3 99.1 98.9 99.5: 1.1 0.5
Old : 100.0: 3.5 0.4 0.0 95.3 99.1 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 0 23 16 26 18:
Old : 32: 3 2 0 23 16 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 90.7 77.7 97.5 59.4 86.5 74.3 89.6
Old : 59.4 90.7 77.7 97.5 59.4 86.5 74.3 89.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 66,769: 2,536 230 60 63,828 66,299 66,424 66,589: 345 180
Old : 66,769: 2,536 230 60 63,828 66,299 66,424 66,589: 345 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,093: -205 -450 0 -2,492 -3,513 -2,697 -3,963: -1,396 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.3 0.1 95.6 99.3 99.5 99.7: 0.5 0.3
Old : 100.0: 3.8 0.3 0.1 95.6 99.3 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 1 24 16 26 19:
Old : 31: 2 2 1 24 16 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 : 56.6 83.1 74.7 95.9 56.3 80.0 71.1 88.8
Old : 56.6 83.1 74.7 95.9 56.3 80.0 71.1 88.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 73,001: 1,225 1,192 668 70,871 71,121 72,764 72,981: 237 20
Old : 73,001: 1,225 1,192 668 70,871 71,121 72,764 72,981: 237 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,957: -282 -319 -9 -4,649 -4,619 -4,940 -4,947: -17 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.6 0.9 97.1 97.4 99.7 100.0: 0.3 0.0
Old : 100.0: 1.7 1.6 0.9 97.1 97.4 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 26 34 33:
Old : 43: 4 4 5 28 26 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 53.6 74.8 81.2 56.9 51.2 73.6 72.7
Old : 57.8 53.6 74.8 81.2 56.9 51.2 73.6 72.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 95,072: 2,546 2,865 2,206 89,990 89,956 94,742 95,027: 330 45
Old : 95,072: 2,546 2,865 2,206 89,990 89,956 94,742 95,027: 330 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -7,054: 123 -303 16 -7,174 -6,729 -7,036 -7,017: -18 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.0 2.3 94.7 94.6 99.7 100.0: 0.3 0.0
Old : 100.0: 2.7 3.0 2.3 94.7 94.6 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 : 52: 6 8 7 29 30 37 43:
Old : 52: 6 8 7 29 30 37 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 50.4 66.7 72.7 49.8 46.7 62.5 65.4
Old : 50.7 50.4 66.7 72.7 49.8 46.7 62.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 55,992: 625 5,706 0 55,347 50,286 55,972 55,992: 20 0
Old : 55,992: 625 5,706 0 55,347 50,286 55,972 55,992: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,100: 200 -160 -225 -2,075 -1,715 -2,100 -2,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 10.2 0.0 98.8 89.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 10.2 0.0 98.8 89.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 5 0 14 13 16 18:
Old : 29: 2 5 0 14 13 16 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 : 74.0 89.6 94.3 96.7 73.9 87.5 91.6 94.0
Old : 74.0 89.6 94.3 96.7 73.9 87.5 91.6 94.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 49,150: 700 775 450 48,000 47,925 49,150 49,150: 0 0
Old : 49,150: 700 775 450 48,000 47,925 49,150 49,150: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,600: 151 125 -275 -1,476 -1,450 -1,600 -1,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.6 0.9 97.7 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 1.6 0.9 97.7 97.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 4 2 12 9 14 14:
Old : 21: 1 4 2 12 9 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 95.3 94.9 98.6 77.5 92.8 92.1 94.2
Old : 78.1 95.3 94.9 98.6 77.5 92.8 92.1 94.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 61,662: 1,436 1,920 560 59,622 59,000 61,618 61,480: 44 182
Old : 61,662: 1,436 1,920 560 59,622 59,000 61,618 61,480: 44 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,048: 80 30 5 -2,073 -1,989 -1,988 -1,954: -60 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.1 0.9 96.7 95.7 99.9 99.7: 0.1 0.3
Old : 100.0: 2.3 3.1 0.9 96.7 95.7 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 4 2 23 22 27 27:
Old : 33: 3 4 2 23 22 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 : 49.9 84.3 75.5 93.4 48.9 80.4 71.7 84.1
Old : 49.9 84.3 75.5 93.4 48.9 80.4 71.7 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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 68,351: 1,547 4,470 2,409 64,202 61,159 68,158 68,038: 193 313
Old : 68,351: 1,547 4,470 2,409 64,202 61,159 68,158 68,038: 193 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,556: 31 134 -451 -2,093 -2,151 -2,513 -2,468: -43 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 6.5 3.5 93.9 89.5 99.7 99.5: 0.3 0.5
Old : 100.0: 2.3 6.5 3.5 93.9 89.5 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 5 3 23 19 29 25:
Old : 33: 4 5 3 23 19 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 : 48.0 77.6 74.6 88.6 47.0 70.5 69.5 77.8
Old : 48.0 77.6 74.6 88.6 47.0 70.5 69.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 24,670: 0 581 0 24,485 23,899 24,485 24,480: 185 190
Old : 24,670: 0 581 0 24,485 23,899 24,485 24,480: 185 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,820: 0 -215 0 -1,675 -1,340 -1,675 -1,555: -145 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 99.3 96.9 99.3 99.2: 0.7 0.8
Old : 100.0: 0.0 2.4 0.0 99.3 96.9 99.3 99.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 63.4 82.4 83.5 95.1 62.9 71.6 78.2 83.9
Old : 63.4 82.4 83.5 95.1 62.9 71.6 78.2 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 24,321: 0 0 0 24,019 24,261 24,019 24,261: 302 60
Old : 24,321: 0 0 0 24,019 24,261 24,019 24,261: 302 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,110: 0 -25 0 -952 -825 -952 -850: -158 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 99.8 98.8 99.8: 1.2 0.2
Old : 100.0: 0.0 0.0 0.0 98.8 99.8 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 12 17 12:
Old : 21: 0 0 0 17 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 86.8 82.9 98.0 63.1 74.5 76.4 84.5
Old : 65.6 86.8 82.9 98.0 63.1 74.5 76.4 84.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 32,031: 345 1,199 1,156 30,494 29,671 31,995 32,026: 36 5
Old : 32,031: 345 1,199 1,156 30,494 29,671 31,995 32,026: 36 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,178: 263 -315 -303 -1,536 -1,543 -1,576 -2,161: -602 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.7 3.6 95.2 92.6 99.9 100.0: 0.1 0.0
Old : 100.0: 1.1 3.7 3.6 95.2 92.6 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 : 33: 3 4 5 21 19 28 24:
Old : 33: 3 4 5 21 19 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 59.0 83.0 78.0 62.9 56.1 73.0 70.9
Old : 71.0 59.0 83.0 78.0 62.9 56.1 73.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 19,872: 671 2,349 155 17,923 17,258 18,749 19,762: 1,123 110
Old : 19,872: 671 2,349 155 17,923 17,258 18,749 19,762: 1,123 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,534: 161 -21 -161 -1,349 -599 -1,349 -781: -185 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 11.8 0.8 90.2 86.8 94.3 99.4: 5.7 0.6
Old : 100.0: 3.4 11.8 0.8 90.2 86.8 94.3 99.4: 5.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 4 2 13 13 16 18:
Old : 22: 2 4 2 13 13 16 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 : 76.6 73.0 91.7 90.1 76.3 69.5 86.9 86.4
Old : 76.6 73.0 91.7 90.1 76.3 69.5 86.9 86.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 59,078: 5,326 4,456 1,302 52,323 53,296 58,951 59,054: 127 24
Old : 59,078: 5,326 4,456 1,302 52,323 53,296 58,951 59,054: 127 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,241: -134 -80 190 -1,874 -1,877 -1,818 -1,767: -423 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.5 2.2 88.6 90.2 99.8 100.0: 0.2 0.0
Old : 100.0: 9.0 7.5 2.2 88.6 90.2 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 2 6 29 27 37 35:
Old : 43: 8 2 6 29 27 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 : 56.8 69.1 72.1 84.9 40.3 56.4 53.8 64.3
Old : 56.8 69.1 72.1 84.9 40.3 56.4 53.8 64.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 36,119: 810 720 1,202 33,951 34,112 35,963 36,034: 156 85
Old : 36,119: 810 720 1,202 33,951 34,112 35,963 36,034: 156 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,067: 62 -192 17 -2,159 -1,881 -2,080 -2,056: 13 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.0 3.3 94.0 94.4 99.6 99.8: 0.4 0.2
Old : 100.0: 2.2 2.0 3.3 94.0 94.4 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 3 6 23 22 30 28:
Old : 36: 4 3 6 23 22 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 71.5 82.7 85.3 61.6 66.2 69.8 74.2
Old : 69.4 71.5 82.7 85.3 61.6 66.2 69.8 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,867: 700 626 251 18,766 18,975 19,717 19,852: 150 15
Old : 19,867: 700 626 251 18,766 18,975 19,717 19,852: 150 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 1,160: -50 0 25 1,185 1,135 1,160 1,160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.2 1.3 94.5 95.5 99.2 99.9: 0.8 0.1
Old : 100.0: 3.5 3.2 1.3 94.5 95.5 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 : 31: 2 4 2 19 17 22 22:
Old : 31: 2 4 2 19 17 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 74.0 84.0 86.6 58.4 69.7 75.9 78.3
Old : 63.8 74.0 84.0 86.6 58.4 69.7 75.9 78.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 20,898: 500 475 0 20,268 20,423 20,768 20,898: 130 0
Old : 20,898: 500 475 0 20,268 20,423 20,768 20,898: 130 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 1,625: 0 0 0 1,625 1,625 1,625 1,625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.3 0.0 97.0 97.7 99.4 100.0: 0.6 0.0
Old : 100.0: 2.4 2.3 0.0 97.0 97.7 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 73.0 92.0 95.9 99.0 63.1 83.1 86.0 87.8
Old : 73.0 92.0 95.9 99.0 63.1 83.1 86.0 87.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,366: 75 1,550 25 9,141 7,791 9,241 9,366: 125 0
Old : 9,366: 75 1,550 25 9,141 7,791 9,241 9,366: 125 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,295: -50 -210 0 -1,170 -905 -1,220 -1,115: -75 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 16.5 0.3 97.6 83.2 98.7 100.0: 1.3 0.0
Old : 100.0: 0.8 16.5 0.3 97.6 83.2 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 1 11 11 13 13:
Old : 20: 1 2 1 11 11 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 : 75.6 65.3 93.5 89.7 67.7 65.1 79.2 81.6
Old : 75.6 65.3 93.5 89.7 67.7 65.1 79.2 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,484: 75 1,900 0 9,299 7,584 9,374 9,484: 110 0
Old : 9,484: 75 1,900 0 9,299 7,584 9,374 9,484: 110 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,410: -50 -275 0 -1,260 -360 -1,310 -635: -100 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 20.0 0.0 98.0 80.0 98.8 100.0: 1.2 0.0
Old : 100.0: 0.8 20.0 0.0 98.0 80.0 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 0 12 11 13 13:
Old : 21: 1 2 0 12 11 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 : 73.4 65.8 92.8 89.8 68.2 65.8 79.6 82.1
Old : 73.4 65.8 92.8 89.8 68.2 65.8 79.6 82.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,370: 865 150 515 10,742 11,705 12,122 12,370: 248 0
Old : 12,370: 865 150 515 10,742 11,705 12,122 12,370: 248 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,352: -160 10 -50 -1,039 -1,062 -1,249 -1,102: -103 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.2 4.2 86.8 94.6 98.0 100.0: 2.0 0.0
Old : 100.0: 7.0 1.2 4.2 86.8 94.6 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 : 23: 2 1 1 13 15 15 17:
Old : 23: 2 1 1 13 15 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 : 55.7 73.0 79.6 90.1 49.9 66.9 72.3 75.8
Old : 55.7 73.0 79.6 90.1 49.9 66.9 72.3 75.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,260: 1,135 150 415 10,462 11,695 12,012 12,260: 248 0
Old : 12,260: 1,135 150 415 10,462 11,695 12,012 12,260: 248 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,354: -160 10 -50 -1,070 -1,064 -1,280 -1,104: -74 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 1.2 3.4 85.3 95.4 98.0 100.0: 2.0 0.0
Old : 100.0: 9.3 1.2 3.4 85.3 95.4 98.0 100.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 13 16 15 18:
Old : 23: 2 1 1 13 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 72.1 80.6 88.5 47.8 63.8 68.1 73.1
Old : 56.2 72.1 80.6 88.5 47.8 63.8 68.1 73.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,820: 1,270 885 2,120 31,285 31,755 34,675 34,760: 145 60
Old : 34,820: 1,270 885 2,120 31,285 31,755 34,675 34,760: 145 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,983: 250 -345 -275 -1,645 -1,171 -1,670 -1,791: -313 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.5 6.1 89.8 91.2 99.6 99.8: 0.4 0.2
Old : 100.0: 3.6 2.5 6.1 89.8 91.2 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 2 21 13 25 16:
Old : 30: 3 2 2 21 13 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 76.5 81.2 95.4 60.5 68.3 70.7 78.3
Old : 68.3 76.5 81.2 95.4 60.5 68.3 70.7 78.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,801: 1,610 700 2,070 30,975 32,011 34,655 34,781: 146 20
Old : 34,801: 1,610 700 2,070 30,975 32,011 34,655 34,781: 146 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,973: 555 0 -580 -1,550 -1,191 -1,575 -1,771: -398 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.0 5.9 89.0 92.0 99.6 99.9: 0.4 0.1
Old : 100.0: 4.6 2.0 5.9 89.0 92.0 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 1 3 21 14 26 18:
Old : 31: 5 1 3 21 14 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 78.2 78.9 96.1 57.8 67.6 67.8 79.3
Old : 66.4 78.2 78.9 96.1 57.8 67.6 67.8 79.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 101,793: 1,900 7,219 538 99,269 93,976 101,707 101,733: 86 60
Old : 101,793: 1,900 7,219 538 99,269 93,976 101,707 101,733: 86 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -7,271: 65 -59 -415 -5,107 -5,788 -5,457 -6,262: -1,814 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 7.1 0.5 97.5 92.3 99.9 99.9: 0.1 0.1
Old : 100.0: 1.9 7.1 0.5 97.5 92.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 2 8 5 37 31 44 39:
Old : 50: 2 8 5 37 31 44 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 : 39.2 54.7 62.7 78.0 33.7 51.2 57.3 70.3
Old : 39.2 54.7 62.7 78.0 33.7 51.2 57.3 70.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 117,026: 2,558 7,392 1,358 113,084 108,271 117,000 117,021: 26 5
Old : 117,026: 2,558 7,392 1,358 113,084 108,271 117,000 117,021: 26 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -7,330: 34 225 -609 -5,415 -5,964 -5,990 -6,348: -1,340 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 6.3 1.2 96.6 92.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 6.3 1.2 96.6 92.5 100.0 100.0: 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 : 59: 5 11 9 41 35 53 48:
Old : 59: 5 11 9 41 35 53 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 57.9 57.0 79.9 28.2 48.3 48.4 64.8
Old : 33.0 57.9 57.0 79.9 28.2 48.3 48.4 64.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 509,976: 32,229 24,642 49,639 427,771 435,672 509,639 509,953: 337 23
Old : 509,976: 32,229 24,642 49,639 427,771 435,672 509,639 509,953: 337 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -8,863: 2,322 -1,920 -1,638 -8,908 -3,294 -8,223 -6,851: -640 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.8 9.7 83.9 85.4 99.9 100.0: 0.1 0.0
Old : 100.0: 6.3 4.8 9.7 83.9 85.4 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 22 22 24 46 36 77 73:
Old : 90: 22 22 24 46 36 77 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 41.5 62.6 64.1 13.2 16.2 18.0 21.8
Old : 44.7 41.5 62.6 64.1 13.2 16.2 18.0 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,844: 5,175 600 0 10,259 15,174 15,434 15,774: 410 70
Old : 15,844: 5,175 600 0 10,259 15,174 15,434 15,774: 410 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,118: -35 0 -75 -1,018 -425 -1,128 -500: 10 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 3.8 0.0 64.8 95.8 97.4 99.6: 2.6 0.4
Old : 100.0: 32.7 3.8 0.0 64.8 95.8 97.4 99.6: 2.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 17 8 19 9:
Old : 23: 2 1 0 17 8 19 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 86.3 78.4 98.5 56.6 80.9 74.9 88.3
Old : 56.6 86.3 78.4 98.5 56.6 80.9 74.9 88.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,844: 4,600 600 0 9,666 14,244 14,266 14,844: 578 0
Old : 14,844: 4,600 600 0 9,666 14,244 14,266 14,844: 578 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,057: 5 0 -15 -898 -368 -908 -383: -149 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 4.0 0.0 65.1 96.0 96.1 100.0: 3.9 0.0
Old : 100.0: 31.0 4.0 0.0 65.1 96.0 96.1 100.0: 3.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 0 16 8 18 9:
Old : 22: 2 1 0 16 8 18 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 88.4 85.7 99.2 64.7 86.7 81.9 94.4
Old : 67.3 88.4 85.7 99.2 64.7 86.7 81.9 94.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,503: 4,300 451 0 4,203 8,050 8,503 8,501: 0 2
Old : 8,503: 4,300 451 0 4,203 8,050 8,503 8,501: 0 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -395: 0 -100 0 -395 -295 -395 -395: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 5.3 0.0 49.4 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 50.6 5.3 0.0 49.4 94.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 0 10 14 14 15:
Old : 25: 4 1 0 10 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 74.1 90.6 88.2 75.3 71.1 90.0 84.7
Old : 75.3 74.1 90.6 88.2 75.3 71.1 90.0 84.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 4,131: 0 163 0 3,236 3,165 3,236 3,328: 895 803
Old : 4,131: 0 163 0 3,236 3,165 3,236 3,328: 895 803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 195: -43 47 -23 127 152 61 176: 134 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 78.3 76.6 78.3 80.6: 21.7 19.4
Old : 100.0: 0.0 3.9 0.0 78.3 76.6 78.3 80.6: 21.7 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 22 24 22 26:
Old : 27: 0 2 0 22 24 22 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 : 40.4 33.8 61.2 50.9 32.8 30.5 46.0 42.9
Old : 40.4 33.8 61.2 50.9 32.8 30.5 46.0 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 33,221: 2,845 126 30 29,970 33,002 32,845 33,158: 376 63
Old : 33,221: 2,845 126 30 29,970 33,002 32,845 33,158: 376 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 1,578: 0 65 0 1,533 1,508 1,533 1,573: 45 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.4 0.1 90.2 99.3 98.9 99.8: 1.1 0.2
Old : 100.0: 8.6 0.4 0.1 90.2 99.3 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 1 1 33 34 35 36:
Old : 43: 2 1 1 33 34 35 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 : 41.2 49.8 65.7 69.0 35.7 30.6 51.7 46.1
Old : 41.2 49.8 65.7 69.0 35.7 30.6 51.7 46.1
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 10, 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 : 16,254: 70 0 24 16,063 15,395 16,157 15,419: 97 835
Old : 16,254: 70 0 24 16,063 15,395 16,157 15,419: 97 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : 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 94.9: 0.6 5.1
Old : 100.0: 0.4 0.0 0.1 98.8 94.7 99.4 94.9: 0.6 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 : 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 : 70.5 54.7 84.6 77.6 52.4 37.4 57.1 48.0
Old : 70.5 54.7 84.6 77.6 52.4 37.4 57.1 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 7,246: 275 108 95 6,018 6,759 6,388 6,962: 858 284
Old : 7,246: 275 108 95 6,018 6,759 6,388 6,962: 858 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 521: 25 0 -35 523 518 513 483: 8 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.5 1.3 83.1 93.3 88.2 96.1: 11.8 3.9
Old : 100.0: 3.8 1.5 1.3 83.1 93.3 88.2 96.1: 11.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 2 24 25 28 27:
Old : 33: 3 1 2 24 25 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 48.2 54.6 67.9 32.1 45.5 45.5 57.8
Old : 38.1 48.2 54.6 67.9 32.1 45.5 45.5 57.8
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 10, 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 : 37,737: 2,444 575 0 34,698 36,862 37,142 37,437: 595 300
Old : 37,737: 2,444 575 0 34,698 36,862 37,142 37,437: 595 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 1,070: 940 0 0 130 1,070 1,070 1,070: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.5 0.0 91.9 97.7 98.4 99.2: 1.6 0.8
Old : 100.0: 6.5 1.5 0.0 91.9 97.7 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 36 26 40:
Old : 57: 3 4 0 23 36 26 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 : 72.7 49.1 85.6 64.1 72.5 48.9 85.4 63.7
Old : 72.7 49.1 85.6 64.1 72.5 48.9 85.4 63.7
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 10, 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 : 54,133: 1,506 1,857 1,696 49,988 49,603 53,190 53,156: 943 977
Old : 54,133: 1,506 1,857 1,696 49,988 49,603 53,190 53,156: 943 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 896: 44 37 242 306 469 592 748: 304 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.4 3.1 92.3 91.6 98.3 98.2: 1.7 1.8
Old : 100.0: 2.8 3.4 3.1 92.3 91.6 98.3 98.2: 1.7 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 : 89: 7 10 11 63 58 75 74:
Old : 89: 7 10 11 63 58 75 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 53.9 46.6 62.7 28.6 48.8 41.5 54.3
Old : 30.8 53.9 46.6 62.7 28.6 48.8 41.5 54.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 29,552: 0 0 0 29,492 29,324 29,492 29,324: 60 228
Old : 29,552: 0 0 0 29,492 29,324 29,492 29,324: 60 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 1,971: 0 0 0 2,165 2,045 2,165 2,045: -194 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.2 99.8 99.2: 0.2 0.8
Old : 100.0: 0.0 0.0 0.0 99.8 99.2 99.8 99.2: 0.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 25 25 25 25:
Old : 37: 0 0 0 25 25 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 : 50.0 56.9 76.0 83.0 45.6 56.6 68.9 76.8
Old : 50.0 56.9 76.0 83.0 45.6 56.6 68.9 76.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 12,047: 0 0 0 12,039 11,879 12,039 11,879: 8 168
Old : 12,047: 0 0 0 12,039 11,879 12,039 11,879: 8 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 60: 0 0 0 52 60 52 60: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.9 98.6 99.9 98.6: 0.1 1.4
Old : 100.0: 0.0 0.0 0.0 99.9 98.6 99.9 98.6: 0.1 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 16 15 16 15:
Old : 25: 0 0 0 16 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 77.0 86.8 94.0 66.8 77.0 86.3 93.5
Old : 66.8 77.0 86.8 94.0 66.8 77.0 86.3 93.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 225,649: 0 2,240 990 209,249 211,232 210,239 214,462: 15,410 11,187
Old : 225,649: 0 2,240 990 209,249 211,232 210,239 214,462: 15,410 11,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -5,021: 0 -4,570 990 -7,526 2,064 -6,536 -1,516: 1,515 -3,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.4 92.7 93.6 93.2 95.0: 6.8 5.0
Old : 100.0: 0.0 1.0 0.4 92.7 93.6 93.2 95.0: 6.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 12 15 13 16:
Old : 23: 0 1 1 12 15 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 58.3 88.6 81.7 75.0 58.3 86.4 78.9
Old : 75.0 58.3 88.6 81.7 75.0 58.3 86.4 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2020