CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 14,172: 5,276 1,562 426 8,470 12,184 14,172 14,172: 0 0
Old : 14,172: 5,276 1,562 426 8,470 12,184 14,172 14,172: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,428: 280 988 30 1,118 410 1,428 1,428: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 11.0 3.0 59.8 86.0 100.0 100.0: 0.0 0.0
Old : 100.0: 37.2 11.0 3.0 59.8 86.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 2 2 10 10 19 12:
Old : 27: 7 2 2 10 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 : 43.7 72.0 73.2 92.8 43.2 71.8 71.0 86.5
Old : 43.7 72.0 73.2 92.8 43.2 71.8 71.0 86.5
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 17, 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 : 56,756: 33,347 17,359 465 22,644 38,648 56,456 56,471: 300 285
Old : 56,756: 33,347 17,359 465 22,644 38,648 56,456 56,471: 300 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -1,375: -2,414 -56 420 544 -1,814 -1,450 -1,450: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 30.6 0.8 39.9 68.1 99.5 99.5: 0.5 0.5
Old : 100.0: 58.8 30.6 0.8 39.9 68.1 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 : 52: 15 11 3 21 18 39 29:
Old : 52: 15 11 3 21 18 39 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 46.1 78.3 73.9 55.4 46.0 75.4 71.4
Old : 56.3 46.1 78.3 73.9 55.4 46.0 75.4 71.4
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 17, 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 : 124,178: 32,991 30,605 13,860 76,703 79,112 123,555 123,578: 623 600
Old : 124,178: 32,991 30,605 13,860 76,703 79,112 123,555 123,578: 623 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 17,397: -5,032 6,239 2,306 20,033 8,734 17,306 17,279: 91 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 24.6 11.2 61.8 63.7 99.5 99.5: 0.5 0.5
Old : 100.0: 26.6 24.6 11.2 61.8 63.7 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 : 71: 26 15 18 29 22 63 47:
Old : 71: 26 15 18 29 22 63 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 38.3 50.8 58.6 30.1 32.4 39.7 48.8
Old : 35.9 38.3 50.8 58.6 30.1 32.4 39.7 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 182,386: 61,632 32,022 2,016 118,738 148,348 182,386 182,386: 0 0
Old : 182,386: 61,632 32,022 2,016 118,738 148,348 182,386 182,386: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,657: 3,911 -188 -161 -93 4,006 3,657 3,657: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 17.6 1.1 65.1 81.3 100.0 100.0: 0.0 0.0
Old : 100.0: 33.8 17.6 1.1 65.1 81.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 8 4 16 15 24 24:
Old : 32: 5 8 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 : 64.4 81.9 88.3 90.6 64.0 80.2 86.8 86.8
Old : 64.4 81.9 88.3 90.6 64.0 80.2 86.8 86.8
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 17, 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 : 167,174: 27,266 17,452 7,219 132,689 142,503 167,174 167,174: 0 0
Old : 167,174: 27,266 17,452 7,219 132,689 142,503 167,174 167,174: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -1,093: -2,684 100 198 1,393 -1,391 -1,093 -1,093: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 10.4 4.3 79.4 85.2 100.0 100.0: 0.0 0.0
Old : 100.0: 16.3 10.4 4.3 79.4 85.2 100.0 100.0: 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 : 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 : 50.2 76.2 75.6 91.8 48.7 69.2 68.5 82.7
Old : 50.2 76.2 75.6 91.8 48.7 69.2 68.5 82.7
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 17, 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 : 35,913: 17,133 3,083 2,630 16,150 30,175 35,913 35,889: 0 24
Old : 35,913: 17,133 3,083 2,630 16,150 30,175 35,913 35,889: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 314: -614 -269 -124 1,051 702 314 308: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 8.6 7.3 45.0 84.0 100.0 99.9: 0.0 0.1
Old : 100.0: 47.7 8.6 7.3 45.0 84.0 100.0 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: 15 3 8 12 17 29 26:
Old : 39: 15 3 8 12 17 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 : 46.3 53.3 67.0 76.5 45.7 47.6 61.6 63.2
Old : 46.3 53.3 67.0 76.5 45.7 47.6 61.6 63.2
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 17, 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 : 33,339: 6,710 900 0 26,629 32,439 33,339 33,339: 0 0
Old : 33,339: 6,710 900 0 26,629 32,439 33,339 33,339: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -725: -1,400 0 0 675 -725 -725 -725: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 2.7 0.0 79.9 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 20.1 2.7 0.0 79.9 97.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 1 0 12 8 19 9:
Old : 25: 7 1 0 12 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 : 63.0 92.4 87.8 99.9 63.0 92.4 87.8 98.3
Old : 63.0 92.4 87.8 99.9 63.0 92.4 87.8 98.3
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 17, 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 : 29,591: 15,412 1,562 1,042 12,887 26,687 29,341 29,291: 250 300
Old : 29,591: 15,412 1,562 1,042 12,887 26,687 29,341 29,291: 250 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 245: 440 810 -225 -220 -590 -5 -5: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 5.3 3.5 43.6 90.2 99.2 99.0: 0.8 1.0
Old : 100.0: 52.1 5.3 3.5 43.6 90.2 99.2 99.0: 0.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 2 3 13 11 32 15:
Old : 38: 17 2 3 13 11 32 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 65.7 64.5 85.8 41.7 63.6 61.8 83.1
Old : 42.1 65.7 64.5 85.8 41.7 63.6 61.8 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 34,554: 30,004 16,400 0 4,550 18,154 34,554 34,554: 0 0
Old : 34,554: 30,004 16,400 0 4,550 18,154 34,554 34,554: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 47.5 0.0 13.2 52.5 100.0 100.0: 0.0 0.0
Old : 100.0: 86.8 47.5 0.0 13.2 52.5 100.0 100.0: 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 : 20: 8 2 0 6 6 14 8:
Old : 20: 8 2 0 6 6 14 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 90.9 93.1 100.0 76.1 90.2 92.9 96.8
Old : 76.1 90.9 93.1 100.0 76.1 90.2 92.9 96.8
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 17, 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 : 26,570: 1,345 2,081 402 22,933 24,088 24,680 26,570: 1,890 0
Old : 26,570: 1,345 2,081 402 22,933 24,088 24,680 26,570: 1,890 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 6,514: -553 1,466 259 5,384 4,789 5,089 6,514: 1,425 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.8 1.5 86.3 90.7 92.9 100.0: 7.1 0.0
Old : 100.0: 5.1 7.8 1.5 86.3 90.7 92.9 100.0: 7.1 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 : 23: 2 3 3 15 12 19 16:
Old : 23: 2 3 3 15 12 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 77.8 77.8 91.3 49.5 69.6 65.8 75.3
Old : 56.6 77.8 77.8 91.3 49.5 69.6 65.8 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 12,248: 1,432 3,505 0 10,816 8,743 12,248 12,248: 0 0
Old : 12,248: 1,432 3,505 0 10,816 8,743 12,248 12,248: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -19: 0 -41 0 -19 22 -19 -19: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 28.6 0.0 88.3 71.4 100.0 100.0: 0.0 0.0
Old : 100.0: 11.7 28.6 0.0 88.3 71.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 5 0 11 8 13 13:
Old : 23: 2 5 0 11 8 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 74.3 94.0 91.8 74.8 74.1 92.4 90.1
Old : 74.8 74.3 94.0 91.8 74.8 74.1 92.4 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 17, 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 : 21,641: 2,879 7,300 491 18,246 13,850 21,616 21,641: 25 0
Old : 21,641: 2,879 7,300 491 18,246 13,850 21,616 21,641: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 277: 174 150 -149 252 276 277 277: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 33.7 2.3 84.3 64.0 99.9 100.0: 0.1 0.0
Old : 100.0: 13.3 33.7 2.3 84.3 64.0 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 2 12 10 17 19:
Old : 27: 4 8 2 12 10 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 72.5 86.3 86.2 56.5 71.4 78.6 83.7
Old : 58.1 72.5 86.3 86.2 56.5 71.4 78.6 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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 30,780: 13,866 9,850 300 16,614 20,630 30,780 30,780: 0 0
Old : 30,780: 13,866 9,850 300 16,614 20,630 30,780 30,780: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -1,200: 100 0 -1,300 0 100 -1,200 -1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 32.0 1.0 54.0 67.0 100.0 100.0: 0.0 0.0
Old : 100.0: 45.0 32.0 1.0 54.0 67.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.2 73.6 86.2 93.4 59.2 70.6 81.8 87.8
Old : 61.2 73.6 86.2 93.4 59.2 70.6 81.8 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 13,632: 298 0 321 12,805 12,976 13,424 13,297: 208 335
Old : 13,632: 298 0 321 12,805 12,976 13,424 13,297: 208 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 2.4 93.9 95.2 98.5 97.5: 1.5 2.5
Old : 100.0: 2.2 0.0 2.4 93.9 95.2 98.5 97.5: 1.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 12 15 13 16:
Old : 20: 1 0 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 : 77.2 69.6 92.9 88.0 59.9 55.8 67.8 66.6
Old : 77.2 69.6 92.9 88.0 59.9 55.8 67.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 34,733: 2,412 1,159 2,738 29,555 30,756 34,705 34,653: 28 80
Old : 34,733: 2,412 1,159 2,738 29,555 30,756 34,705 34,653: 28 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,394: -64 82 140 1,463 1,137 1,539 1,359: -145 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.3 7.9 85.1 88.5 99.9 99.8: 0.1 0.2
Old : 100.0: 6.9 3.3 7.9 85.1 88.5 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 3 6 26 28 34 35:
Old : 40: 4 3 6 26 28 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 53.1 77.1 76.4 21.5 23.9 25.9 26.5
Old : 58.1 53.1 77.1 76.4 21.5 23.9 25.9 26.5
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 33,043: 654 3,658 2,333 28,494 27,042 31,481 33,033: 1,562 10
Old : 33,043: 654 3,658 2,333 28,494 27,042 31,481 33,033: 1,562 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 843: -147 422 341 674 81 868 844: -25 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.1 7.1 86.2 81.8 95.3 100.0: 4.7 0.0
Old : 100.0: 2.0 11.1 7.1 86.2 81.8 95.3 100.0: 4.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 4 4 21 22 27 27:
Old : 34: 2 4 4 21 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 : 50.3 57.5 67.1 83.9 18.2 31.0 26.7 37.9
Old : 50.3 57.5 67.1 83.9 18.2 31.0 26.7 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 7,010: 1,263 123 1,260 4,477 5,597 7,000 6,980: 10 30
Old : 7,010: 1,263 123 1,260 4,477 5,597 7,000 6,980: 10 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 1.8 18.0 63.9 79.8 99.9 99.6: 0.1 0.4
Old : 100.0: 18.0 1.8 18.0 63.9 79.8 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 3 16 14 19 17:
Old : 23: 2 1 3 16 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 58.1 77.0 85.2 41.2 51.2 58.3 61.4
Old : 51.8 58.1 77.0 85.2 41.2 51.2 58.3 61.4
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,428,191: 414,746 68,052 468,418 4,508,578 4,869,967 5,391,742 5,406,437: 36,449 21,754
Old : 5,428,191: 414,746 68,052 468,418 4,508,578 4,869,967 5,391,742 5,406,437: 36,449 21,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 124,409: 57,080 -26,488 28,259 50,009 126,621 135,348 128,392: -10,939 -3,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.3 8.6 83.1 89.7 99.3 99.6: 0.7 0.4
Old : 100.0: 7.6 1.3 8.6 83.1 89.7 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 43 19 48 154 127 213 180:
Old : 231: 43 19 48 154 127 213 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 41.7 41.1 59.2 23.0 41.1 36.8 57.6
Old : 24.4 41.7 41.1 59.2 23.0 41.1 36.8 57.6
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,613,186: 62,766 23,956 636,051 912,289 951,577 1,611,106 1,611,585: 2,080 1,601
Old : 1,613,186: 62,766 23,956 636,051 912,289 951,577 1,611,106 1,611,585: 2,080 1,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 165,424: 6,847 -4,006 81,402 77,006 88,117 165,254 165,513: 170 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.5 39.4 56.6 59.0 99.9 99.9: 0.1 0.1
Old : 100.0: 3.9 1.5 39.4 56.6 59.0 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 20 11 23 49 48 79 72:
Old : 82: 20 11 23 49 48 79 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 : 49.1 47.8 66.8 67.6 3.5 6.5 5.6 7.9
Old : 49.1 47.8 66.8 67.6 3.5 6.5 5.6 7.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 281,789: 6,007 3,575 153 246,443 272,033 252,603 275,761: 29,186 6,028
Old : 281,789: 6,007 3,575 153 246,443 272,033 252,603 275,761: 29,186 6,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 2,322: 243 0 0 2,263 2,350 2,506 2,350: -184 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.3 0.1 87.5 96.5 89.6 97.9: 10.4 2.1
Old : 100.0: 2.1 1.3 0.1 87.5 96.5 89.6 97.9: 10.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 1 24 16 27 18:
Old : 30: 3 1 1 24 16 27 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 : 61.2 80.8 74.8 92.3 52.5 77.3 65.8 83.2
Old : 61.2 80.8 74.8 92.3 52.5 77.3 65.8 83.2
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 17, 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 : 142,099: 2,520 0 274 134,584 133,750 137,378 134,024: 4,721 8,075
Old : 142,099: 2,520 0 274 134,584 133,750 137,378 134,024: 4,721 8,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 4,449: -1,063 0 -123 4,039 11,576 2,853 11,453: 1,596 -7,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.2 94.7 94.1 96.7 94.3: 3.3 5.7
Old : 100.0: 1.8 0.0 0.2 94.7 94.1 96.7 94.3: 3.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 17 22 19 23:
Old : 29: 2 0 1 17 22 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 44.3 84.9 68.6 60.4 41.9 79.5 66.2
Old : 64.0 44.3 84.9 68.6 60.4 41.9 79.5 66.2
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 357,538: 11,879 132 5,858 323,213 347,285 340,950 353,275: 16,588 4,263
Old : 357,538: 11,879 132 5,858 323,213 347,285 340,950 353,275: 16,588 4,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,960: -167 0 -208 2,865 3,491 2,490 3,283: -530 -1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 1.6 90.4 97.1 95.4 98.8: 4.6 1.2
Old : 100.0: 3.3 0.0 1.6 90.4 97.1 95.4 98.8: 4.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 1 3 33 28 39 31:
Old : 46: 5 1 3 33 28 39 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 : 52.8 55.4 68.3 79.4 42.0 45.6 51.7 62.8
Old : 52.8 55.4 68.3 79.4 42.0 45.6 51.7 62.8
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 17, 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 : 904,691: 4,763 11,885 1,642 885,972 888,831 892,377 902,358: 12,314 2,333
Old : 904,691: 4,763 11,885 1,642 885,972 888,831 892,377 902,358: 12,314 2,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 19,986: 1,559 249 57 19,300 19,109 20,916 19,415: -930 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.3 0.2 97.9 98.2 98.6 99.7: 1.4 0.3
Old : 100.0: 0.5 1.3 0.2 97.9 98.2 98.6 99.7: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 3 5 36 29 42 35:
Old : 48: 4 3 5 36 29 42 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 : 38.0 64.2 62.9 88.4 37.9 62.7 60.7 85.7
Old : 38.0 64.2 62.9 88.4 37.9 62.7 60.7 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 17, 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 : 385,563: 2,588 3,893 1,989 368,623 363,902 373,200 369,784: 12,363 15,779
Old : 385,563: 2,588 3,893 1,989 368,623 363,902 373,200 369,784: 12,363 15,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 5,763: 617 -999 100 4,801 7,511 5,518 6,612: 245 -849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.0 0.5 95.6 94.4 96.8 95.9: 3.2 4.1
Old : 100.0: 0.7 1.0 0.5 95.6 94.4 96.8 95.9: 3.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 1 2 3 37 35 40 39:
Old : 50: 1 2 3 37 35 40 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 : 44.4 47.0 63.4 64.9 41.1 42.0 58.0 54.8
Old : 44.4 47.0 63.4 64.9 41.1 42.0 58.0 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 573,065: 1,208 451 523 563,772 562,061 565,503 563,035: 7,562 10,030
Old : 573,065: 1,208 451 523 563,772 562,061 565,503 563,035: 7,562 10,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 20,863: -332 67 182 21,430 19,194 21,280 19,443: -417 1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.1 0.1 98.4 98.1 98.7 98.2: 1.3 1.8
Old : 100.0: 0.2 0.1 0.1 98.4 98.1 98.7 98.2: 1.3 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 : 57: 1 2 1 37 41 39 43:
Old : 57: 1 2 1 37 41 39 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 45.8 75.2 69.1 59.0 42.6 74.3 61.0
Old : 59.0 45.8 75.2 69.1 59.0 42.6 74.3 61.0
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 17, 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 : 438,491: 0 3,806 370 424,005 418,386 424,375 422,562: 14,116 15,929
Old : 438,491: 0 3,806 370 424,005 418,386 424,375 422,562: 14,116 15,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 6,734: 0 -1,050 187 6,226 3,744 6,413 2,881: 321 3,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.1 96.7 95.4 96.8 96.4: 3.2 3.6
Old : 100.0: 0.0 0.9 0.1 96.7 95.4 96.8 96.4: 3.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 0 3 2 36 30 38 33:
Old : 47: 0 3 2 36 30 38 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 : 44.7 64.5 64.2 81.0 44.0 58.8 60.1 70.6
Old : 44.7 64.5 64.2 81.0 44.0 58.8 60.1 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,245: 620 4,749 0 103,341 100,716 103,961 105,465: 3,284 1,780
Old : 107,245: 620 4,749 0 103,341 100,716 103,961 105,465: 3,284 1,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,000: 0 -636 0 1,308 1,605 1,308 969: -308 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.4 0.0 96.4 93.9 96.9 98.3: 3.1 1.7
Old : 100.0: 0.6 4.4 0.0 96.4 93.9 96.9 98.3: 3.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 3 0 19 23 20 26:
Old : 31: 1 3 0 19 23 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 49.8 86.9 73.9 73.5 47.7 81.6 70.9
Old : 76.3 49.8 86.9 73.9 73.5 47.7 81.6 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,318: 0 157 60 26,458 26,177 26,518 26,394: 800 924
Old : 27,318: 0 157 60 26,458 26,177 26,518 26,394: 800 924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,260: 0 -60 60 1,020 1,080 1,080 1,080: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.2 96.9 95.8 97.1 96.6: 2.9 3.4
Old : 100.0: 0.0 0.6 0.2 96.9 95.8 97.1 96.6: 2.9 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: 0 1 1 14 14 15 15:
Old : 26: 0 1 1 14 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 75.5 86.1 88.9 71.8 75.5 83.4 88.9
Old : 71.8 75.5 86.1 88.9 71.8 75.5 83.4 88.9
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 304,751: 0 9,352 91 298,913 283,826 299,004 293,269: 5,747 11,482
Old : 304,751: 0 9,352 91 298,913 283,826 299,004 293,269: 5,747 11,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 13,615: 0 -29 -32 12,530 12,400 12,498 12,339: 1,117 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 98.1 93.1 98.1 96.2: 1.9 3.8
Old : 100.0: 0.0 3.1 0.0 98.1 93.1 98.1 96.2: 1.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 3 1 22 21 23 24:
Old : 35: 0 3 1 22 21 23 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 : 73.2 50.9 84.3 74.0 72.6 48.8 82.3 70.1
Old : 73.2 50.9 84.3 74.0 72.6 48.8 82.3 70.1
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 17, 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 : 200,644: 0 0 0 196,058 194,573 196,058 194,573: 4,586 6,071
Old : 200,644: 0 0 0 196,058 194,573 196,058 194,573: 4,586 6,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 5,236: 0 0 0 5,083 5,072 5,083 5,072: 153 164
: : :
: : 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 : 36: 0 0 0 29 21 29 21:
Old : 36: 0 0 0 29 21 29 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 : 56.0 53.5 72.6 79.6 56.0 51.9 70.4 72.3
Old : 56.0 53.5 72.6 79.6 56.0 51.9 70.4 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 314,150: 1,712 3,280 0 305,690 308,451 307,402 311,731: 6,748 2,419
Old : 314,150: 1,712 3,280 0 305,690 308,451 307,402 311,731: 6,748 2,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 8,494: 214 -30 0 7,709 8,466 7,923 8,436: 571 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.0 0.0 97.3 98.2 97.9 99.2: 2.1 0.8
Old : 100.0: 0.5 1.0 0.0 97.3 98.2 97.9 99.2: 2.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 2 0 24 22 25 24:
Old : 37: 1 2 0 24 22 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 : 57.4 76.4 80.9 86.3 54.5 73.5 76.3 81.8
Old : 57.4 76.4 80.9 86.3 54.5 73.5 76.3 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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,646: 6,393 899 0 45,786 52,375 52,179 53,274: 1,467 372
Old : 53,646: 6,393 899 0 45,786 52,375 52,179 53,274: 1,467 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,718: 0 0 0 2,146 1,718 2,146 1,718: -428 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.7 0.0 85.3 97.6 97.3 99.3: 2.7 0.7
Old : 100.0: 11.9 1.7 0.0 85.3 97.6 97.3 99.3: 2.7 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 : 35: 4 2 0 16 18 20 20:
Old : 35: 4 2 0 16 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 49.5 86.6 76.6 75.2 49.3 86.1 73.8
Old : 75.2 49.5 86.6 76.6 75.2 49.3 86.1 73.8
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 601,665: 14,788 6,185 7,806 565,664 580,983 588,258 594,974: 13,407 6,691
Old : 601,665: 14,788 6,185 7,806 565,664 580,983 588,258 594,974: 13,407 6,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 6,916: 265 -3,275 959 5,301 9,154 6,525 6,838: 391 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.0 1.3 94.0 96.6 97.8 98.9: 2.2 1.1
Old : 100.0: 2.5 1.0 1.3 94.0 96.6 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 : 72: 3 7 6 50 48 56 59:
Old : 72: 3 7 6 50 48 56 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 49.4 46.1 71.5 27.0 49.2 44.0 69.0
Old : 27.7 49.4 46.1 71.5 27.0 49.2 44.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 202,685: 1,153 0 1,776 195,420 193,608 198,349 195,384: 4,336 7,301
Old : 202,685: 1,153 0 1,776 195,420 193,608 198,349 195,384: 4,336 7,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 6,358: 72 0 1,384 4,708 5,242 6,164 6,626: 194 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.9 96.4 95.5 97.9 96.4: 2.1 3.6
Old : 100.0: 0.6 0.0 0.9 96.4 95.5 97.9 96.4: 2.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 2 22 18 24 20:
Old : 25: 2 0 2 22 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 64.9 79.7 87.0 38.0 48.4 50.6 55.0
Old : 57.7 64.9 79.7 87.0 38.0 48.4 50.6 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 10, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 234,893: 0 1,138 150 226,820 231,527 226,970 232,815: 7,923 2,078
Old : 234,893: 0 1,138 150 226,820 231,527 226,970 232,815: 7,923 2,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -2,903: 0 -360 150 -3,023 -1,589 -2,873 -1,799: -30 -1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.1 96.6 98.6 96.6 99.1: 3.4 0.9
Old : 100.0: 0.0 0.5 0.1 96.6 98.6 96.6 99.1: 3.4 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 : 27: 0 1 1 21 17 22 18:
Old : 27: 0 1 1 21 17 22 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 : 55.1 73.5 76.1 91.2 54.3 69.0 72.1 77.5
Old : 55.1 73.5 76.1 91.2 54.3 69.0 72.1 77.5
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 242,750: 13,981 9,693 150 224,326 232,013 238,457 241,856: 4,293 894
Old : 242,750: 13,981 9,693 150 224,326 232,013 238,457 241,856: 4,293 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 6,254: 0 -360 150 6,104 6,619 6,254 6,409: 0 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.0 0.1 92.4 95.6 98.2 99.6: 1.8 0.4
Old : 100.0: 5.8 4.0 0.1 92.4 95.6 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 : 65: 3 8 1 32 37 36 45:
Old : 65: 3 8 1 32 37 36 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 : 54.0 67.9 73.2 81.4 53.0 64.8 71.3 75.4
Old : 54.0 67.9 73.2 81.4 53.0 64.8 71.3 75.4
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 122,658: 0 0 0 119,985 121,133 119,985 121,133: 2,673 1,525
Old : 122,658: 0 0 0 119,985 121,133 119,985 121,133: 2,673 1,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 6,014: 0 0 0 6,014 7,120 6,014 7,120: 0 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.8 98.8 97.8 98.8: 2.2 1.2
Old : 100.0: 0.0 0.0 0.0 97.8 98.8 97.8 98.8: 2.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 18 23 18 23:
Old : 34: 0 0 0 18 23 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 60.7 82.4 85.5 45.9 55.4 63.5 64.3
Old : 54.4 60.7 82.4 85.5 45.9 55.4 63.5 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 37,459: 217 3,076 0 36,870 33,246 37,087 36,322: 372 1,137
Old : 37,459: 217 3,076 0 36,870 33,246 37,087 36,322: 372 1,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 2,100: 0 0 0 2,100 2,162 2,100 2,162: 0 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.2 0.0 98.4 88.8 99.0 97.0: 1.0 3.0
Old : 100.0: 0.6 8.2 0.0 98.4 88.8 99.0 97.0: 1.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 0 18 13 19 15:
Old : 27: 1 2 0 18 13 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 71.2 83.5 88.4 69.2 71.2 79.8 87.6
Old : 69.5 71.2 83.5 88.4 69.2 71.2 79.8 87.6
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 282,585: 537 2,040 825 270,660 266,928 272,022 269,793: 10,563 12,792
Old : 282,585: 537 2,040 825 270,660 266,928 272,022 269,793: 10,563 12,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 533: 0 -1,382 0 28 2,092 28 710: 505 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.7 0.3 95.8 94.5 96.3 95.5: 3.7 4.5
Old : 100.0: 0.2 0.7 0.3 95.8 94.5 96.3 95.5: 3.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 52.2 38.9 67.2 57.1 50.7 35.2 65.5 50.6
Old : 52.2 38.9 67.2 57.1 50.7 35.2 65.5 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 128,754: 0 217 0 127,952 128,047 127,952 128,264: 802 490
Old : 128,754: 0 217 0 127,952 128,047 127,952 128,264: 802 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,494: 0 0 0 3,374 3,066 3,374 3,066: 120 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 99.4 99.5 99.4 99.6: 0.6 0.4
Old : 100.0: 0.0 0.2 0.0 99.4 99.5 99.4 99.6: 0.6 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 : 21: 0 1 0 12 13 12 14:
Old : 21: 0 1 0 12 13 12 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 : 91.8 91.8 97.5 98.1 87.7 83.8 89.6 88.6
Old : 91.8 91.8 97.5 98.1 87.7 83.8 89.6 88.6
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,166: 0 0 0 96,944 92,985 96,944 92,985: 9,222 13,181
Old : 106,166: 0 0 0 96,944 92,985 96,944 92,985: 9,222 13,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 6,559: 0 0 0 7,094 7,723 7,094 7,723: -535 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.3 87.6 91.3 87.6: 8.7 12.4
Old : 100.0: 0.0 0.0 0.0 91.3 87.6 91.3 87.6: 8.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 16 17 16 17:
Old : 23: 0 0 0 16 17 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 52.8 83.2 76.2 59.6 44.7 70.4 61.4
Old : 65.6 52.8 83.2 76.2 59.6 44.7 70.4 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 232,553: 862 0 1,504 226,898 226,087 229,264 227,591: 3,289 4,962
Old : 232,553: 862 0 1,504 226,898 226,087 229,264 227,591: 3,289 4,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 2,591: -6 0 6 2,884 1,258 2,884 1,264: -293 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.6 97.6 97.2 98.6 97.9: 1.4 2.1
Old : 100.0: 0.4 0.0 0.6 97.6 97.2 98.6 97.9: 1.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 0 1 23 28 24 29:
Old : 37: 1 0 1 23 28 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 39.2 79.1 66.8 56.7 37.3 71.7 60.2
Old : 57.3 39.2 79.1 66.8 56.7 37.3 71.7 60.2
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 201,139: 0 352 0 191,149 197,781 191,149 198,133: 9,990 3,006
Old : 201,139: 0 352 0 191,149 197,781 191,149 198,133: 9,990 3,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 421: 0 96 0 2,590 -70 2,590 26: -2,169 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 95.0 98.3 95.0 98.5: 5.0 1.5
Old : 100.0: 0.0 0.2 0.0 95.0 98.3 95.0 98.5: 5.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 19 17 19 18:
Old : 26: 0 1 0 19 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 66.2 76.4 87.0 50.5 62.5 60.9 70.0
Old : 55.4 66.2 76.4 87.0 50.5 62.5 60.9 70.0
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 91,309: 0 850 124 78,417 84,580 78,541 85,554: 12,768 5,755
Old : 91,309: 0 850 124 78,417 84,580 78,541 85,554: 12,768 5,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 605: 0 391 -151 -281 -1,620 -432 -1,380: 1,037 1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.1 85.9 92.6 86.0 93.7: 14.0 6.3
Old : 100.0: 0.0 0.9 0.1 85.9 92.6 86.0 93.7: 14.0 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 15 11 16 12:
Old : 20: 0 1 1 15 11 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 60.7 65.0 84.4 32.6 52.7 52.6 66.9
Old : 42.3 60.7 65.0 84.4 32.6 52.7 52.6 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 42,229: 1,020 0 0 38,731 42,136 39,751 42,136: 2,478 93
Old : 42,229: 1,020 0 0 38,731 42,136 39,751 42,136: 2,478 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 990: 90 0 0 930 990 1,020 990: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 91.7 99.8 94.1 99.8: 5.9 0.2
Old : 100.0: 2.4 0.0 0.0 91.7 99.8 94.1 99.8: 5.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 16 14 18 14:
Old : 26: 2 0 0 16 14 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 : 62.4 80.5 83.1 94.2 62.0 78.1 81.5 91.6
Old : 62.4 80.5 83.1 94.2 62.0 78.1 81.5 91.6
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 201,668: 3,610 0 60 190,349 189,882 194,019 189,942: 7,649 11,726
Old : 201,668: 3,610 0 60 190,349 189,882 194,019 189,942: 7,649 11,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,471: 707 0 29 685 1,546 1,421 1,575: 50 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 94.4 94.2 96.2 94.2: 3.8 5.8
Old : 100.0: 1.8 0.0 0.0 94.4 94.2 96.2 94.2: 3.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 12 17 14 18:
Old : 24: 2 0 1 12 17 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 69.4 92.1 83.4 70.5 69.0 89.7 82.8
Old : 71.3 69.4 92.1 83.4 70.5 69.0 89.7 82.8
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 204,692: 3,788 8,845 7,869 180,792 175,959 192,449 192,673: 12,243 12,019
Old : 204,692: 3,788 8,845 7,869 180,792 175,959 192,449 192,673: 12,243 12,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 4,513: 1,588 -83 169 5,123 5,258 6,880 5,344: -2,367 -831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.3 3.8 88.3 86.0 94.0 94.1: 6.0 5.9
Old : 100.0: 1.9 4.3 3.8 88.3 86.0 94.0 94.1: 6.0 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 : 39: 1 3 3 27 22 31 25:
Old : 39: 1 3 3 27 22 31 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 : 49.1 53.2 61.2 74.4 40.5 52.2 51.8 65.6
Old : 49.1 53.2 61.2 74.4 40.5 52.2 51.8 65.6
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,578: 0 1,414 0 75,465 73,762 75,465 75,176: 2,113 2,402
Old : 77,578: 0 1,414 0 75,465 73,762 75,465 75,176: 2,113 2,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 4,030: 0 0 0 3,970 3,910 3,970 3,910: 60 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.0 97.3 95.1 97.3 96.9: 2.7 3.1
Old : 100.0: 0.0 1.8 0.0 97.3 95.1 97.3 96.9: 2.7 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 17 12 18:
Old : 25: 0 1 0 12 17 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.3 65.4 95.3 82.8 85.6 63.0 89.2 78.8
Old : 89.3 65.4 95.3 82.8 85.6 63.0 89.2 78.8
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 17, 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 : 250,191: 2,371 620 3,611 234,565 238,335 240,547 242,566: 9,644 7,625
Old : 250,191: 2,371 620 3,611 234,565 238,335 240,547 242,566: 9,644 7,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 7,627: 10 0 -30 6,719 7,586 6,699 7,556: 928 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.2 1.4 93.8 95.3 96.1 97.0: 3.9 3.0
Old : 100.0: 0.9 0.2 1.4 93.8 95.3 96.1 97.0: 3.9 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 : 41: 2 1 1 28 32 30 34:
Old : 41: 2 1 1 28 32 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 41.9 73.4 64.1 49.8 33.6 66.9 55.0
Old : 50.9 41.9 73.4 64.1 49.8 33.6 66.9 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 136,620: 0 999 3 129,604 129,691 129,607 130,693: 7,013 5,927
Old : 136,620: 0 999 3 129,604 129,691 129,607 130,693: 7,013 5,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 487: 0 0 0 456 336 456 336: 31 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 94.9 94.9 94.9 95.7: 5.1 4.3
Old : 100.0: 0.0 0.7 0.0 94.9 94.9 94.9 95.7: 5.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 52.7 55.7 75.5 75.1 38.7 40.3 52.4 55.8
Old : 52.7 55.7 75.5 75.1 38.7 40.3 52.4 55.8
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 17, 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 : 170,197: 0 0 0 160,549 165,912 160,549 165,912: 9,648 4,285
Old : 170,197: 0 0 0 160,549 165,912 160,549 165,912: 9,648 4,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 6,167: 0 0 0 6,809 9,377 6,809 9,377: -642 -3,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.3 97.5 94.3 97.5: 5.7 2.5
Old : 100.0: 0.0 0.0 0.0 94.3 97.5 94.3 97.5: 5.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 13 20 13 20:
Old : 26: 0 0 0 13 20 13 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 : 79.6 59.7 88.6 79.9 65.1 49.2 70.8 66.4
Old : 79.6 59.7 88.6 79.9 65.1 49.2 70.8 66.4
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 17, 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 : 44,641: 279 0 0 39,407 41,758 39,686 41,758: 4,955 2,883
Old : 44,641: 279 0 0 39,407 41,758 39,686 41,758: 4,955 2,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 2,444: 0 0 0 1,464 2,414 1,464 2,414: 980 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 88.3 93.5 88.9 93.5: 11.1 6.5
Old : 100.0: 0.6 0.0 0.0 88.3 93.5 88.9 93.5: 11.1 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 14 16 15 16:
Old : 27: 1 0 0 14 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 47.3 83.4 73.0 68.8 45.7 80.3 70.8
Old : 68.8 47.3 83.4 73.0 68.8 45.7 80.3 70.8
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 17, 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 : 263,417: 0 0 0 242,453 263,079 242,453 263,079: 20,964 338
Old : 263,417: 0 0 0 242,453 263,079 242,453 263,079: 20,964 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 5,262: 0 0 0 5,904 5,262 5,904 5,262: -642 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.0 99.9 92.0 99.9: 8.0 0.1
Old : 100.0: 0.0 0.0 0.0 92.0 99.9 92.0 99.9: 8.0 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 : 31: 0 0 0 23 17 23 17:
Old : 31: 0 0 0 23 17 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 69.1 68.2 94.9 52.3 69.1 66.1 91.9
Old : 54.2 69.1 68.2 94.9 52.3 69.1 66.1 91.9
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 17, 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 : 96,034: 4,922 0 0 82,549 92,415 87,471 92,415: 8,563 3,619
Old : 96,034: 4,922 0 0 82,549 92,415 87,471 92,415: 8,563 3,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 511: 0 0 0 511 -93 511 -93: 0 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.0 86.0 96.2 91.1 96.2: 8.9 3.8
Old : 100.0: 5.1 0.0 0.0 86.0 96.2 91.1 96.2: 8.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.2 76.8 78.6 89.9 58.8 75.9 75.2 87.9
Old : 61.2 76.8 78.6 89.9 58.8 75.9 75.2 87.9
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 206,942: 0 1,208 0 198,569 200,516 198,569 201,724: 8,373 5,218
Old : 206,942: 0 1,208 0 198,569 200,516 198,569 201,724: 8,373 5,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 618: 0 0 0 1,902 1,104 1,902 1,104: -1,284 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 96.0 96.9 96.0 97.5: 4.0 2.5
Old : 100.0: 0.0 0.6 0.0 96.0 96.9 96.0 97.5: 4.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 17 18 17 19:
Old : 25: 0 1 0 17 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 64.2 87.3 82.0 59.7 63.0 74.8 74.3
Old : 65.2 64.2 87.3 82.0 59.7 63.0 74.8 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 23,208: 2,369 2,283 3,224 17,074 17,432 22,667 22,940: 541 268
Old : 23,208: 2,369 2,283 3,224 17,074 17,432 22,667 22,940: 541 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 845: -105 138 133 812 553 840 824: 5 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.8 13.9 73.6 75.1 97.7 98.8: 2.3 1.2
Old : 100.0: 10.2 9.8 13.9 73.6 75.1 97.7 98.8: 2.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 11 15 19 20 36 37:
Old : 41: 8 11 15 19 20 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 45.5 67.4 63.6 22.9 24.5 33.7 30.7
Old : 44.3 45.5 67.4 63.6 22.9 24.5 33.7 30.7
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 17, 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 : 42,550: 4,195 1,858 2,117 36,236 38,560 42,548 42,535: 2 15
Old : 42,550: 4,195 1,858 2,117 36,236 38,560 42,548 42,535: 2 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,390: -50 -125 275 1,165 1,240 1,390 1,390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.4 5.0 85.2 90.6 100.0 100.0: 0.0 0.0
Old : 100.0: 9.9 4.4 5.0 85.2 90.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 8 5 24 23 30 34:
Old : 39: 4 8 5 24 23 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 53.3 76.5 78.8 42.8 47.5 63.4 63.7
Old : 48.2 53.3 76.5 78.8 42.8 47.5 63.4 63.7
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 31,306: 3,050 651 1,428 26,588 29,227 31,066 31,306: 240 0
Old : 31,306: 3,050 651 1,428 26,588 29,227 31,066 31,306: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,550: -75 -200 250 1,375 1,500 1,550 1,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.1 4.6 84.9 93.4 99.2 100.0: 0.8 0.0
Old : 100.0: 9.7 2.1 4.6 84.9 93.4 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: 3 4 6 21 20 27 27:
Old : 32: 3 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 : 52.6 64.3 77.0 86.7 51.0 59.6 72.1 75.4
Old : 52.6 64.3 77.0 86.7 51.0 59.6 72.1 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 140,969: 3,415 10,362 9,615 127,681 120,936 140,711 140,913: 258 56
Old : 140,969: 3,415 10,362 9,615 127,681 120,936 140,711 140,913: 258 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,365: -232 -410 0 3,557 3,795 3,325 3,385: 40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 7.4 6.8 90.6 85.8 99.8 100.0: 0.2 0.0
Old : 100.0: 2.4 7.4 6.8 90.6 85.8 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 7 13 11 32 35 46 52:
Old : 57: 7 13 11 32 35 46 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 40.8 69.8 61.1 39.6 33.3 47.8 41.8
Old : 53.1 40.8 69.8 61.1 39.6 33.3 47.8 41.8
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 17, 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 : 72,420: 2,313 3,206 2,600 67,508 66,595 72,420 72,400: 0 20
Old : 72,420: 2,313 3,206 2,600 67,508 66,595 72,420 72,400: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 539: -300 -50 48 790 541 539 539: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.4 3.6 93.2 92.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 4.4 3.6 93.2 92.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.0 75.0 78.7 90.5 54.6 63.1 68.5 72.0
Old : 56.0 75.0 78.7 90.5 54.6 63.1 68.5 72.0
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 34,940: 575 650 525 33,840 33,765 34,940 34,940: 0 0
Old : 34,940: 575 650 525 33,840 33,765 34,940 34,940: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,080: 0 0 0 1,080 1,080 1,080 1,080: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.9 1.5 96.9 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 1.9 1.5 96.9 96.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 81.2 85.2 92.7 94.7 69.6 72.2 75.8 78.9
Old : 81.2 85.2 92.7 94.7 69.6 72.2 75.8 78.9
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 59,111: 16,927 1,342 4,855 37,160 52,901 58,942 59,098: 169 13
Old : 59,111: 16,927 1,342 4,855 37,160 52,901 58,942 59,098: 169 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -45: -4 -5 0 -41 -40 -45 -45: 0 0
: : :
: : 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 23 31 27:
Old : 36: 5 3 2 24 23 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 63.2 73.3 81.7 48.9 52.4 61.7 67.5
Old : 49.9 63.2 73.3 81.7 48.9 52.4 61.7 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 81,050: 26,068 3,844 2,902 51,491 74,211 80,461 80,957: 589 93
Old : 81,050: 26,068 3,844 2,902 51,491 74,211 80,461 80,957: 589 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 682: 47 -65 -7 294 718 334 646: 348 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 4.7 3.6 63.5 91.6 99.3 99.9: 0.7 0.1
Old : 100.0: 32.2 4.7 3.6 63.5 91.6 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 5 3 25 24 35 31:
Old : 42: 8 5 3 25 24 35 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 : 52.6 66.8 71.0 82.5 51.0 60.3 63.0 70.4
Old : 52.6 66.8 71.0 82.5 51.0 60.3 63.0 70.4
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 71,326: 2,195 370 2,158 66,254 68,494 70,607 71,022: 719 304
Old : 71,326: 2,195 370 2,158 66,254 68,494 70,607 71,022: 719 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 248: 0 0 0 244 249 244 249: 4 -1
: : :
: : 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 : 45.2 72.2 68.0 86.8 43.2 72.2 65.7 82.4
Old : 45.2 72.2 68.0 86.8 43.2 72.2 65.7 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 87,949: 2,245 539 2,700 82,191 84,473 87,136 87,712: 813 237
Old : 87,949: 2,245 539 2,700 82,191 84,473 87,136 87,712: 813 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 802: 0 55 0 797 747 797 802: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.6 3.1 93.5 96.0 99.1 99.7: 0.9 0.3
Old : 100.0: 2.6 0.6 3.1 93.5 96.0 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 2 2 28 29 31 32:
Old : 41: 2 2 2 28 29 31 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 : 43.2 71.7 65.6 86.4 42.5 71.6 64.5 81.4
Old : 43.2 71.7 65.6 86.4 42.5 71.6 64.5 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,973: 250 170 230 43,071 43,155 43,551 43,555: 422 418
Old : 43,973: 250 170 230 43,071 43,155 43,551 43,555: 422 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 420: 0 0 0 420 405 420 405: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.4 0.5 97.9 98.1 99.0 99.0: 1.0 1.0
Old : 100.0: 0.6 0.4 0.5 97.9 98.1 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 82.6 88.9 93.9 63.6 77.3 72.9 79.3
Old : 73.0 82.6 88.9 93.9 63.6 77.3 72.9 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 26,131: 460 961 0 25,131 25,170 25,591 26,131: 540 0
Old : 26,131: 460 961 0 25,131 25,170 25,591 26,131: 540 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 534: 0 20 0 519 514 519 534: 15 0
: : :
: : 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 : 55.1 71.2 73.6 86.3 44.6 57.7 58.6 65.0
Old : 55.1 71.2 73.6 86.3 44.6 57.7 58.6 65.0
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 89,162: 21,948 1,128 2,681 64,068 85,167 88,698 88,976: 464 186
Old : 89,162: 21,948 1,128 2,681 64,068 85,167 88,698 88,976: 464 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -283: -260 -94 -76 -2 -130 -337 -299: 54 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 1.3 3.0 71.9 95.5 99.5 99.8: 0.5 0.2
Old : 100.0: 24.6 1.3 3.0 71.9 95.5 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 : 60: 19 3 13 35 34 55 49:
Old : 60: 19 3 13 35 34 55 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 : 31.6 44.2 51.3 64.9 17.1 18.6 27.1 29.4
Old : 31.6 44.2 51.3 64.9 17.1 18.6 27.1 29.4
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,634: 10,135 499 251 28,968 38,572 39,354 39,322: 280 312
Old : 39,634: 10,135 499 251 28,968 38,572 39,354 39,322: 280 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 422: 1,400 0 0 -978 422 422 422: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 1.3 0.6 73.1 97.3 99.3 99.2: 0.7 0.8
Old : 100.0: 25.6 1.3 0.6 73.1 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 : 51.7 51.2 75.6 77.9 46.2 42.0 61.4 59.1
Old : 51.7 51.2 75.6 77.9 46.2 42.0 61.4 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,891: 350 102 273 49,123 49,196 49,746 49,571: 145 320
Old : 49,891: 350 102 273 49,123 49,196 49,746 49,571: 145 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 609: 0 0 0 604 609 604 609: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.2 0.5 98.5 98.6 99.7 99.4: 0.3 0.6
Old : 100.0: 0.7 0.2 0.5 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 : 31: 2 2 2 24 19 28 21:
Old : 31: 2 2 2 24 19 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 80.6 81.8 94.3 46.3 75.4 64.0 75.8
Old : 57.1 80.6 81.8 94.3 46.3 75.4 64.0 75.8
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 37,576: 130 2,140 120 36,033 35,199 36,283 37,459: 1,293 117
Old : 37,576: 130 2,140 120 36,033 35,199 36,283 37,459: 1,293 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -159: 50 10 0 -209 -169 -159 -159: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.7 0.3 95.9 93.7 96.6 99.7: 3.4 0.3
Old : 100.0: 0.3 5.7 0.3 95.9 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 : 34: 2 8 1 21 23 23 32:
Old : 34: 2 8 1 21 23 23 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 : 60.9 46.9 80.7 73.0 42.1 27.7 45.8 42.4
Old : 60.9 46.9 80.7 73.0 42.1 27.7 45.8 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 63,530: 2,223 250 0 60,559 63,040 62,782 63,290: 748 240
Old : 63,530: 2,223 250 0 60,559 63,040 62,782 63,290: 748 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 595: 0 0 0 565 700 565 700: 30 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.4 0.0 95.3 99.2 98.8 99.6: 1.2 0.4
Old : 100.0: 3.5 0.4 0.0 95.3 99.2 98.8 99.6: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 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 : 59.0 91.5 77.2 97.7 59.0 88.1 73.8 91.2
Old : 59.0 91.5 77.2 97.7 59.0 88.1 73.8 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 67,691: 2,536 230 60 64,740 67,221 67,336 67,511: 355 180
Old : 67,691: 2,536 230 60 64,740 67,221 67,336 67,511: 355 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 922: 0 0 0 912 922 912 922: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.3 0.1 95.6 99.3 99.5 99.7: 0.5 0.3
Old : 100.0: 3.7 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 : 32: 2 2 1 24 17 26 20:
Old : 32: 2 2 1 24 17 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 83.3 74.5 95.8 56.3 80.2 70.9 88.8
Old : 56.6 83.3 74.5 95.8 56.3 80.2 70.9 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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 74,058: 1,225 671 862 71,734 72,505 73,821 74,038: 237 20
Old : 74,058: 1,225 671 862 71,734 72,505 73,821 74,038: 237 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,057: 0 -521 194 863 1,384 1,057 1,057: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.9 1.2 96.9 97.9 99.7 100.0: 0.3 0.0
Old : 100.0: 1.7 0.9 1.2 96.9 97.9 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 : 58.0 54.0 74.8 82.0 57.1 51.6 73.5 73.6
Old : 58.0 54.0 74.8 82.0 57.1 51.6 73.5 73.6
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 95,449: 2,585 3,281 2,077 90,452 90,060 95,114 95,418: 335 31
Old : 95,449: 2,585 3,281 2,077 90,452 90,060 95,114 95,418: 335 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 376: 38 415 -128 461 104 371 390: 5 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.4 2.2 94.8 94.4 99.6 100.0: 0.4 0.0
Old : 100.0: 2.7 3.4 2.2 94.8 94.4 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 9 7 27 30 35 43:
Old : 52: 5 9 7 27 30 35 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 50.6 67.0 72.6 49.7 46.7 62.0 65.8
Old : 50.6 50.6 67.0 72.6 49.7 46.7 62.0 65.8
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 60,843: 625 5,934 0 60,198 54,909 60,823 60,843: 20 0
Old : 60,843: 625 5,934 0 60,198 54,909 60,823 60,843: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 4,851: 0 228 0 4,851 4,623 4,851 4,851: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 9.8 0.0 98.9 90.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 9.8 0.0 98.9 90.2 100.0 100.0: 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 : 29: 2 5 0 15 13 17 18:
Old : 29: 2 5 0 15 13 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 87.9 94.0 96.9 74.2 85.8 90.5 91.8
Old : 74.3 87.9 94.0 96.9 74.2 85.8 90.5 91.8
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 52,900: 700 775 450 51,750 51,675 52,900 52,900: 0 0
Old : 52,900: 700 775 450 51,750 51,675 52,900 52,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,750: 0 0 0 3,750 3,750 3,750 3,750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.5 0.9 97.8 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 1.5 0.9 97.8 97.7 100.0 100.0: 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 : 21: 1 4 2 12 10 14 15:
Old : 21: 1 4 2 12 10 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 : 81.1 94.5 95.3 98.1 80.6 92.2 92.5 94.1
Old : 81.1 94.5 95.3 98.1 80.6 92.2 92.5 94.1
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 62,001: 1,436 1,915 560 59,961 59,344 61,957 61,819: 44 182
Old : 62,001: 1,436 1,915 560 59,961 59,344 61,957 61,819: 44 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 339: 0 -5 0 339 344 339 339: 0 0
: : :
: : 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 : 50.0 84.0 75.9 93.0 49.1 80.1 71.8 83.9
Old : 50.0 84.0 75.9 93.0 49.1 80.1 71.8 83.9
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 68,629: 1,547 4,475 2,409 64,561 61,368 68,517 68,252: 112 377
Old : 68,629: 1,547 4,475 2,409 64,561 61,368 68,517 68,252: 112 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 278: 0 5 0 359 209 359 214: -81 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 6.5 3.5 94.1 89.4 99.8 99.5: 0.2 0.5
Old : 100.0: 2.3 6.5 3.5 94.1 89.4 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 48.6 77.3 74.0 88.2 47.5 70.1 68.5 76.9
Old : 48.6 77.3 74.0 88.2 47.5 70.1 68.5 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 25,410: 0 506 75 25,130 24,549 25,205 25,130: 205 280
Old : 25,410: 0 506 75 25,130 24,549 25,205 25,130: 205 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 740: 0 -75 75 645 650 720 650: 20 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.3 98.9 96.6 99.2 98.9: 0.8 1.1
Old : 100.0: 0.0 2.0 0.3 98.9 96.6 99.2 98.9: 0.8 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 : 23: 0 2 1 18 12 19 14:
Old : 23: 0 2 1 18 12 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 82.0 83.5 94.9 62.8 71.1 78.0 83.3
Old : 63.4 82.0 83.5 94.9 62.8 71.1 78.0 83.3
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 24,871: 75 0 0 24,454 24,871 24,529 24,871: 342 0
Old : 24,871: 75 0 0 24,454 24,871 24,529 24,871: 342 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 550: 75 0 0 435 610 510 610: 40 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 98.3 100.0 98.6 100.0: 1.4 0.0
Old : 100.0: 0.3 0.0 0.0 98.3 100.0 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 17 13 18 13:
Old : 23: 1 0 0 17 13 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 : 64.6 85.9 82.4 97.9 62.2 73.1 75.7 84.3
Old : 64.6 85.9 82.4 97.9 62.2 73.1 75.7 84.3
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 32,851: 295 1,039 1,350 31,170 30,457 32,815 32,846: 36 5
Old : 32,851: 295 1,039 1,350 31,170 30,457 32,815 32,846: 36 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 820: -50 -160 194 676 786 820 820: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.2 4.1 94.9 92.7 99.9 100.0: 0.1 0.0
Old : 100.0: 0.9 3.2 4.1 94.9 92.7 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 4 5 21 20 28 25:
Old : 33: 3 4 5 21 20 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 58.0 83.6 77.9 61.7 55.2 74.1 71.5
Old : 69.4 58.0 83.6 77.9 61.7 55.2 74.1 71.5
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 21,029: 671 2,199 305 18,930 18,235 19,906 20,739: 1,123 290
Old : 21,029: 671 2,199 305 18,930 18,235 19,906 20,739: 1,123 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,157: 0 -150 150 1,007 977 1,157 977: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 10.5 1.5 90.0 86.7 94.7 98.6: 5.3 1.4
Old : 100.0: 3.2 10.5 1.5 90.0 86.7 94.7 98.6: 5.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 4 2 13 12 16 17:
Old : 22: 2 4 2 13 12 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 73.4 91.4 90.1 74.4 70.1 87.3 86.7
Old : 74.4 73.4 91.4 90.1 74.4 70.1 87.3 86.7
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 59,820: 4,646 4,921 1,769 53,344 53,130 59,759 59,820: 61 0
Old : 59,820: 4,646 4,921 1,769 53,344 53,130 59,759 59,820: 61 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 743: -680 465 467 1,021 -165 808 767: -66 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.2 3.0 89.2 88.8 99.9 100.0: 0.1 0.0
Old : 100.0: 7.8 8.2 3.0 89.2 88.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 2 6 30 28 38 36:
Old : 44: 8 2 6 30 28 38 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 : 56.7 67.8 72.5 83.3 39.9 54.7 53.3 62.0
Old : 56.7 67.8 72.5 83.3 39.9 54.7 53.3 62.0
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 36,670: 790 1,020 1,202 34,522 34,363 36,514 36,585: 156 85
Old : 36,670: 790 1,020 1,202 34,522 34,363 36,514 36,585: 156 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 551: -20 300 0 571 251 551 551: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.8 3.3 94.1 93.7 99.6 99.8: 0.4 0.2
Old : 100.0: 2.2 2.8 3.3 94.1 93.7 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 68.4 71.5 81.5 84.8 59.2 65.2 68.0 72.4
Old : 68.4 71.5 81.5 84.8 59.2 65.2 68.0 72.4
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,942: 700 626 251 18,841 19,050 19,792 19,927: 150 15
Old : 19,942: 700 626 251 18,841 19,050 19,792 19,927: 150 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 75: 0 0 0 75 75 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.1 1.3 94.5 95.5 99.2 99.9: 0.8 0.1
Old : 100.0: 3.5 3.1 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 : 64.2 73.7 84.1 86.6 58.8 69.7 76.0 78.4
Old : 64.2 73.7 84.1 86.6 58.8 69.7 76.0 78.4
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 21,823: 500 475 0 21,193 21,348 21,693 21,823: 130 0
Old : 21,823: 500 475 0 21,193 21,348 21,693 21,823: 130 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 925: 0 0 0 925 925 925 925: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.2 0.0 97.1 97.8 99.4 100.0: 0.6 0.0
Old : 100.0: 2.3 2.2 0.0 97.1 97.8 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 : 21: 1 2 0 13 9 14 11:
Old : 21: 1 2 0 13 9 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 92.3 93.8 99.1 60.3 83.8 84.3 88.3
Old : 69.8 92.3 93.8 99.1 60.3 83.8 84.3 88.3
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,406: 75 1,550 25 9,141 7,831 9,241 9,406: 165 0
Old : 9,406: 75 1,550 25 9,141 7,831 9,241 9,406: 165 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 40: 0 0 0 0 40 0 40: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 16.5 0.3 97.2 83.3 98.2 100.0: 1.8 0.0
Old : 100.0: 0.8 16.5 0.3 97.2 83.3 98.2 100.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 75.3 65.1 93.1 89.3 67.4 64.8 78.9 81.2
Old : 75.3 65.1 93.1 89.3 67.4 64.8 78.9 81.2
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 17, 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 10, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,217: 865 150 515 10,589 11,552 11,969 12,217: 248 0
Old : 12,217: 865 150 515 10,589 11,552 11,969 12,217: 248 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -153: 0 0 0 -153 -153 -153 -153: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.2 4.2 86.7 94.6 98.0 100.0: 2.0 0.0
Old : 100.0: 7.1 1.2 4.2 86.7 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 14 15 16:
Old : 23: 2 1 1 13 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 73.5 79.0 90.8 48.9 67.4 70.2 76.5
Old : 54.8 73.5 79.0 90.8 48.9 67.4 70.2 76.5
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,133: 1,135 150 415 10,335 11,568 11,885 12,133: 248 0
Old : 12,133: 1,135 150 415 10,335 11,568 11,885 12,133: 248 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -127: 0 0 0 -127 -127 -127 -127: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.2 3.4 85.2 95.3 98.0 100.0: 2.0 0.0
Old : 100.0: 9.4 1.2 3.4 85.2 95.3 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 : 55.1 72.4 79.8 89.1 46.7 64.0 66.0 73.8
Old : 55.1 72.4 79.8 89.1 46.7 64.0 66.0 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,075: 1,270 935 2,070 31,695 32,030 35,035 35,035: 40 40
Old : 35,075: 1,270 935 2,070 31,695 32,030 35,035 35,035: 40 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 255: 0 50 -50 410 275 360 275: -105 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.7 5.9 90.4 91.3 99.9 99.9: 0.1 0.1
Old : 100.0: 3.6 2.7 5.9 90.4 91.3 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 : 31: 3 2 2 22 15 26 18:
Old : 31: 3 2 2 22 15 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 : 67.9 76.5 80.8 95.2 59.9 68.4 70.7 78.2
Old : 67.9 76.5 80.8 95.2 59.9 68.4 70.7 78.2
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,006: 1,560 700 2,070 31,230 32,216 34,860 34,986: 146 20
Old : 35,006: 1,560 700 2,070 31,230 32,216 34,860 34,986: 146 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 205: -50 0 0 255 205 205 205: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.0 5.9 89.2 92.0 99.6 99.9: 0.4 0.1
Old : 100.0: 4.5 2.0 5.9 89.2 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 15 26 19:
Old : 31: 5 1 3 21 15 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 : 66.2 78.1 79.0 95.9 57.5 67.6 67.9 79.1
Old : 66.2 78.1 79.0 95.9 57.5 67.6 67.9 79.1
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 103,703: 1,980 6,924 763 100,871 95,956 103,614 103,643: 89 60
Old : 103,703: 1,980 6,924 763 100,871 95,956 103,614 103,643: 89 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,910: 80 -295 225 1,602 1,980 1,907 1,910: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.7 0.7 97.3 92.5 99.9 99.9: 0.1 0.1
Old : 100.0: 1.9 6.7 0.7 97.3 92.5 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 7 7 37 31 46 39:
Old : 50: 3 7 7 37 31 46 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 : 39.1 54.8 62.1 77.6 33.8 50.9 56.8 69.0
Old : 39.1 54.8 62.1 77.6 33.8 50.9 56.8 69.0
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 120,865: 2,480 7,515 1,651 116,696 111,694 120,827 120,860: 38 5
Old : 120,865: 2,480 7,515 1,651 116,696 111,694 120,827 120,860: 38 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,839: -78 123 293 3,612 3,423 3,827 3,839: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 6.2 1.4 96.6 92.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 6.2 1.4 96.6 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 : 60: 4 12 10 41 35 54 48:
Old : 60: 4 12 10 41 35 54 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 : 32.4 57.7 56.7 79.9 28.4 48.5 48.8 64.6
Old : 32.4 57.7 56.7 79.9 28.4 48.5 48.8 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 513,952: 31,451 25,149 49,395 432,088 439,368 512,934 513,912: 1,018 40
Old : 513,952: 31,451 25,149 49,395 432,088 439,368 512,934 513,912: 1,018 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,976: -778 508 -244 4,317 3,696 3,295 3,959: 681 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.9 9.6 84.1 85.5 99.8 100.0: 0.2 0.0
Old : 100.0: 6.1 4.9 9.6 84.1 85.5 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 : 90: 23 20 27 47 39 80 76:
Old : 90: 23 20 27 47 39 80 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 41.4 62.5 64.0 13.0 15.8 17.9 21.4
Old : 44.6 41.4 62.5 64.0 13.0 15.8 17.9 21.4
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,834: 5,100 600 55 10,244 15,109 15,399 15,764: 435 70
Old : 15,834: 5,100 600 55 10,244 15,109 15,399 15,764: 435 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -10: -75 0 55 -15 -65 -35 -10: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 3.8 0.3 64.7 95.4 97.3 99.6: 2.7 0.4
Old : 100.0: 32.2 3.8 0.3 64.7 95.4 97.3 99.6: 2.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 17 8 19 10:
Old : 23: 2 1 1 17 8 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 85.4 78.2 98.1 56.2 80.0 74.4 87.6
Old : 56.6 85.4 78.2 98.1 56.2 80.0 74.4 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,824: 4,525 600 55 9,641 14,169 14,221 14,824: 603 0
Old : 14,824: 4,525 600 55 9,641 14,169 14,221 14,824: 603 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -20: -75 0 55 -25 -75 -45 -20: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 4.0 0.4 65.0 95.6 95.9 100.0: 4.1 0.0
Old : 100.0: 30.5 4.0 0.4 65.0 95.6 95.9 100.0: 4.1 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 : 22: 2 1 1 16 8 18 10:
Old : 22: 2 1 1 16 8 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 87.5 85.6 98.7 64.3 85.8 81.5 93.7
Old : 67.2 87.5 85.6 98.7 64.3 85.8 81.5 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,873: 5,450 951 0 5,423 9,922 10,873 10,873: 0 0
Old : 10,873: 5,450 951 0 5,423 9,922 10,873 10,873: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 2,370: 1,150 500 0 1,220 1,872 2,370 2,372: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 8.7 0.0 49.9 91.3 100.0 100.0: 0.0 0.0
Old : 100.0: 50.1 8.7 0.0 49.9 91.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 0 12 17 16 18:
Old : 27: 4 1 0 12 17 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 : 79.1 76.4 89.7 89.3 77.3 74.1 87.4 87.0
Old : 79.1 76.4 89.7 89.3 77.3 74.1 87.4 87.0
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 17, 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 : 4,551: 104 163 60 3,696 3,579 3,860 3,802: 691 749
Old : 4,551: 104 163 60 3,696 3,579 3,860 3,802: 691 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 420: 104 0 60 460 414 624 474: -204 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.6 1.3 81.2 78.6 84.8 83.5: 15.2 16.5
Old : 100.0: 2.3 3.6 1.3 81.2 78.6 84.8 83.5: 15.2 16.5
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 3 26 26 29 31:
Old : 32: 3 2 3 26 26 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 32.6 59.5 50.3 31.1 30.4 44.1 42.1
Old : 39.9 32.6 59.5 50.3 31.1 30.4 44.1 42.1
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 17, 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 : 34,345: 2,845 0 30 31,140 34,253 34,015 34,283: 330 62
Old : 34,345: 2,845 0 30 31,140 34,253 34,015 34,283: 330 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,125: 0 -126 0 1,171 1,252 1,171 1,126: -46 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 0.1 90.7 99.7 99.0 99.8: 1.0 0.2
Old : 100.0: 8.3 0.0 0.1 90.7 99.7 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 0 1 34 35 36 36:
Old : 43: 2 0 1 34 35 36 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 : 38.9 50.1 63.6 68.9 34.3 29.4 50.1 44.6
Old : 38.9 50.1 63.6 68.9 34.3 29.4 50.1 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 16,244: 70 0 24 16,053 15,385 16,147 15,409: 97 835
Old : 16,244: 70 0 24 16,053 15,385 16,147 15,409: 97 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -10: 0 0 0 -10 -10 -10 -10: 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 : 70.2 54.7 84.4 77.6 52.2 37.4 56.9 48.0
Old : 70.2 54.7 84.4 77.6 52.2 37.4 56.9 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 17, 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 : 7,414: 258 108 81 6,261 6,944 6,600 7,133: 814 281
Old : 7,414: 258 108 81 6,261 6,944 6,600 7,133: 814 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 168: -17 0 -14 243 185 212 171: -44 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.5 1.1 84.4 93.7 89.0 96.2: 11.0 3.8
Old : 100.0: 3.5 1.5 1.1 84.4 93.7 89.0 96.2: 11.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 1 2 25 28 29 30:
Old : 36: 3 1 2 25 28 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 47.9 54.1 68.7 31.5 44.8 44.7 57.5
Old : 37.3 47.9 54.1 68.7 31.5 44.8 44.7 57.5
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 39,789: 2,476 637 0 36,718 38,852 39,194 39,489: 595 300
Old : 39,789: 2,476 637 0 36,718 38,852 39,194 39,489: 595 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 2,052: 32 62 0 2,020 1,990 2,052 2,052: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.6 0.0 92.3 97.6 98.5 99.2: 1.5 0.8
Old : 100.0: 6.2 1.6 0.0 92.3 97.6 98.5 99.2: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 4 0 23 38 26 42:
Old : 57: 3 4 0 23 38 26 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 : 72.3 46.7 85.0 61.7 72.3 46.5 84.5 61.0
Old : 72.3 46.7 85.0 61.7 72.3 46.5 84.5 61.0
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 17, 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 : 55,155: 1,573 2,000 1,680 50,958 50,552 54,211 54,232: 944 923
Old : 55,155: 1,573 2,000 1,680 50,958 50,552 54,211 54,232: 944 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,022: 67 143 -16 970 949 1,021 1,076: 1 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.6 3.0 92.4 91.7 98.3 98.3: 1.7 1.7
Old : 100.0: 2.9 3.6 3.0 92.4 91.7 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 6 11 10 65 62 76 78:
Old : 91: 6 11 10 65 62 76 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 54.0 45.4 62.3 27.2 48.9 38.6 54.2
Old : 30.8 54.0 45.4 62.3 27.2 48.9 38.6 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 29,627: 0 0 0 28,122 28,891 28,122 28,891: 1,505 736
Old : 29,627: 0 0 0 28,122 28,891 28,122 28,891: 1,505 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 75: 0 0 0 -1,370 -433 -1,370 -433: 1,445 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 97.5 94.9 97.5: 5.1 2.5
Old : 100.0: 0.0 0.0 0.0 94.9 97.5 94.9 97.5: 5.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 26 24 26 24:
Old : 35: 0 0 0 26 24 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 59.9 67.6 81.8 42.2 59.3 57.2 72.9
Old : 44.2 59.9 67.6 81.8 42.2 59.3 57.2 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 12,109: 0 0 0 11,881 11,549 11,881 11,549: 228 560
Old : 12,109: 0 0 0 11,881 11,549 11,881 11,549: 228 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 62: 0 0 0 -158 -330 -158 -330: 220 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 95.4 98.1 95.4: 1.9 4.6
Old : 100.0: 0.0 0.0 0.0 98.1 95.4 98.1 95.4: 1.9 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 : 25: 0 0 0 17 14 17 14:
Old : 25: 0 0 0 17 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 74.5 85.4 91.4 66.2 74.5 85.4 90.9
Old : 66.2 74.5 85.4 91.4 66.2 74.5 85.4 90.9
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 233,688: 0 510 1,170 216,123 218,753 217,293 220,433: 16,395 13,255
Old : 233,688: 0 510 1,170 216,123 218,753 217,293 220,433: 16,395 13,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 8,039: 0 -1,730 180 6,874 7,521 7,054 5,971: 985 2,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.5 92.5 93.6 93.0 94.3: 7.0 5.7
Old : 100.0: 0.0 0.2 0.5 92.5 93.6 93.0 94.3: 7.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 15 19 16 20:
Old : 25: 0 1 1 15 19 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 56.9 87.9 79.5 72.5 56.9 82.4 76.2
Old : 72.9 56.9 87.9 79.5 72.5 56.9 82.4 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2020