CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 36,319: 9,162 9,297 1,025 26,109 25,997 36,296 36,319: 23 0 Old : 36,319: 9,162 9,297 1,025 26,109 25,997 36,296 36,319: 23 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 26: -110 -10 0 141 36 31 26: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 25.6 2.8 71.9 71.6 99.9 100.0: 0.1 0.0 Old : 100.0: 25.2 25.6 2.8 71.9 71.6 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 11 3 2 18 10 30 15: Old : 39: 11 3 2 18 10 30 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 73.5 64.0 92.5 41.6 73.5 63.6 92.1 Old : 41.7 73.5 64.0 92.5 41.6 73.5 63.6 92.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 109,053: 47,653 25,736 22,979 38,384 60,325 109,016 109,040: 37 13 Old : 109,053: 47,653 25,736 22,979 38,384 60,325 109,016 109,040: 37 13 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -538: -857 1,291 -32 329 -1,798 -560 -538: 22 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.7 23.6 21.1 35.2 55.3 100.0 100.0: 0.0 0.0 Old : 100.0: 43.7 23.6 21.1 35.2 55.3 100.0 100.0: 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 : 67: 25 13 18 28 21 62 43: Old : 67: 25 13 18 28 21 62 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 : 34.1 29.5 48.8 47.4 27.9 23.9 38.8 35.0 Old : 34.1 29.5 48.8 47.4 27.9 23.9 38.8 35.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 43,467: 15,973 5,604 4,407 23,016 33,456 43,397 43,467: 70 0 Old : 43,467: 15,973 5,604 4,407 23,016 33,456 43,397 43,467: 70 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 230: 181 287 26 24 -83 231 230: -1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.7 12.9 10.1 53.0 77.0 99.8 100.0: 0.2 0.0 Old : 100.0: 36.7 12.9 10.1 53.0 77.0 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 : 46: 15 9 10 15 17 36 30: Old : 46: 15 9 10 15 17 36 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 : 33.9 43.1 56.8 67.0 23.8 36.1 38.2 49.1 Old : 33.9 43.1 56.8 67.0 23.8 36.1 38.2 49.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 147,512: 40,742 98,942 4,075 102,695 44,495 147,512 147,512: 0 0 Old : 147,512: 40,742 98,942 4,075 102,695 44,495 147,512 147,512: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -244: -400 -667 0 156 423 -244 -244: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 67.1 2.8 69.6 30.2 100.0 100.0: 0.0 0.0 Old : 100.0: 27.6 67.1 2.8 69.6 30.2 100.0 100.0: 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: 3 9 4 15 12 21 22: Old : 29: 3 9 4 15 12 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 : 66.6 78.8 89.3 90.5 66.5 74.0 82.8 82.1 Old : 66.6 78.8 89.3 90.5 66.5 74.0 82.8 82.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 36,953: 4,240 421 0 32,713 36,532 36,953 36,953: 0 0 Old : 36,953: 4,240 421 0 32,713 36,532 36,953 36,953: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 223: 0 0 0 223 223 223 223: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 1.1 0.0 88.5 98.9 100.0 100.0: 0.0 0.0 Old : 100.0: 11.5 1.1 0.0 88.5 98.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 2 0 13 8 16 10: Old : 20: 3 2 0 13 8 16 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.6 97.7 88.9 99.7 62.3 92.4 83.3 92.4 Old : 67.6 97.7 88.9 99.7 62.3 92.4 83.3 92.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 91,121: 18,501 22,050 3,387 69,232 65,684 91,121 91,121: 0 0 Old : 91,121: 18,501 22,050 3,387 69,232 65,684 91,121 91,121: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 718: 1,972 500 -1,250 -4 1,468 718 718: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 24.2 3.7 76.0 72.1 100.0 100.0: 0.0 0.0 Old : 100.0: 20.3 24.2 3.7 76.0 72.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 7 3 2 15 10 22 15: Old : 28: 7 3 2 15 10 22 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 83.5 80.4 94.3 59.0 82.5 77.8 92.3 Old : 59.2 83.5 80.4 94.3 59.0 82.5 77.8 92.3 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 16,047: 7,236 2,150 4,725 4,086 9,172 16,047 16,047: 0 0 Old : 16,047: 7,236 2,150 4,725 4,086 9,172 16,047 16,047: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -7: -7 0 0 0 -7 -7 -7: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.1 13.4 29.4 25.5 57.2 100.0 100.0: 0.0 0.0 Old : 100.0: 45.1 13.4 29.4 25.5 57.2 100.0 100.0: 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 : 21: 6 1 4 4 8 14 13: Old : 21: 6 1 4 4 8 14 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 56.7 84.6 89.7 51.2 51.1 63.2 64.3 Old : 60.8 56.7 84.6 89.7 51.2 51.1 63.2 64.3 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 31,787: 6,645 2,185 1,525 23,617 28,077 31,787 31,787: 0 0 Old : 31,787: 6,645 2,185 1,525 23,617 28,077 31,787 31,787: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 620: 165 110 -150 605 660 620 620: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 6.9 4.8 74.3 88.3 100.0 100.0: 0.0 0.0 Old : 100.0: 20.9 6.9 4.8 74.3 88.3 100.0 100.0: 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: 9 3 2 18 15 28 19: Old : 32: 9 3 2 18 15 28 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 65.6 70.1 85.8 43.0 49.7 57.7 65.3 Old : 49.0 65.6 70.1 85.8 43.0 49.7 57.7 65.3 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 14,695: 2,867 3,300 650 11,178 10,745 14,695 14,695: 0 0 Old : 14,695: 2,867 3,300 650 11,178 10,745 14,695 14,695: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -145: 0 100 0 -145 -245 -145 -145: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 22.5 4.4 76.1 73.1 100.0 100.0: 0.0 0.0 Old : 100.0: 19.5 22.5 4.4 76.1 73.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 5 5 2 12 10 18 16: Old : 24: 5 5 2 12 10 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 75.5 88.3 88.2 59.1 75.5 83.6 86.0 Old : 62.8 75.5 88.3 88.2 59.1 75.5 83.6 86.0 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 40,595: 22,671 6,250 1,137 16,787 33,208 40,595 40,595: 0 0 Old : 40,595: 22,671 6,250 1,137 16,787 33,208 40,595 40,595: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 300: 300 0 0 0 300 300 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 15.4 2.8 41.4 81.8 100.0 100.0: 0.0 0.0 Old : 100.0: 55.8 15.4 2.8 41.4 81.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 6 2 3 15 10 22 14: Old : 23: 6 2 3 15 10 22 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.6 74.9 92.1 96.1 66.4 71.7 78.2 80.6 Old : 73.6 74.9 92.1 96.1 66.4 71.7 78.2 80.6 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 barrels : : : : All : 38,910: 3,315 2,941 3,233 32,275 32,711 38,823 38,885: 87 25 Old : 38,910: 3,315 2,941 3,233 32,275 32,711 38,823 38,885: 87 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,558: 282 -3 -259 1,519 1,820 1,542 1,558: 16 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 7.6 8.3 82.9 84.1 99.8 99.9: 0.2 0.1 Old : 100.0: 8.5 7.6 8.3 82.9 84.1 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 4 6 9 29 28 39 37: Old : 42: 4 6 9 29 28 39 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 : 50.8 50.6 74.7 76.0 21.5 18.6 25.5 26.3 Old : 50.8 50.6 74.7 76.0 21.5 18.6 25.5 26.3 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 barrels : : : : All : 41,351: 4,648 2,981 3,392 32,586 34,868 40,626 41,241: 725 110 Old : 41,351: 4,648 2,981 3,392 32,586 34,868 40,626 41,241: 725 110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 2,451: 3 112 59 2,384 2,290 2,446 2,461: 5 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 7.2 8.2 78.8 84.3 98.2 99.7: 1.8 0.3 Old : 100.0: 11.2 7.2 8.2 78.8 84.3 98.2 99.7: 1.8 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 : 42: 7 3 5 27 23 35 30: Old : 42: 7 3 5 27 23 35 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 : 44.8 58.3 70.6 82.8 33.6 33.2 44.8 47.8 Old : 44.8 58.3 70.6 82.8 33.6 33.2 44.8 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : BBL : : : : All : 5,932: 90 1,503 497 5,298 3,713 5,885 5,713: 47 219 Old : 5,932: 90 1,503 497 5,298 3,713 5,885 5,713: 47 219 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 25.3 8.4 89.3 62.6 99.2 96.3: 0.8 3.7 Old : 100.0: 1.5 25.3 8.4 89.3 62.6 99.2 96.3: 0.8 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 2 2 12 11 16 13: Old : 20: 2 2 2 12 11 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.2 79.7 88.5 92.6 68.5 66.5 73.2 70.9 Old : 77.2 79.7 88.5 92.6 68.5 66.5 73.2 70.9 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 5,044,642: 141,471 156,790 453,874 4,423,751 4,409,424 5,019,096 5,020,088: 25,546 24,554 Old : 5,044,642: 141,471 156,790 453,874 4,423,751 4,409,424 5,019,096 5,020,088: 25,546 24,554 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 101,056: 11,299 -53,327 52,904 36,895 103,495 101,098 103,072: -42 -2,016 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 3.1 9.0 87.7 87.4 99.5 99.5: 0.5 0.5 Old : 100.0: 2.8 3.1 9.0 87.7 87.4 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 : 235: 34 35 54 153 120 216 181: Old : 235: 34 35 54 153 120 216 181: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.4 41.9 42.7 58.6 24.8 40.8 37.7 54.7 Old : 27.4 41.9 42.7 58.6 24.8 40.8 37.7 54.7 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 1,006,336: 52,080 39,403 297,786 653,179 666,528 1,003,045 1,003,717: 3,292 2,619 Old : 1,006,336: 52,080 39,403 297,786 653,179 666,528 1,003,045 1,003,717: 3,292 2,619 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 15,472: 8,620 7,066 2,455 4,335 5,961 15,410 15,483: 62 -11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 3.9 29.6 64.9 66.2 99.7 99.7: 0.3 0.3 Old : 100.0: 5.2 3.9 29.6 64.9 66.2 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 82: 13 15 25 50 47 75 75: Old : 82: 13 15 25 50 47 75 75: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 51.9 67.9 67.2 7.9 10.8 11.2 12.6 Old : 52.3 51.9 67.9 67.2 7.9 10.8 11.2 12.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 261,330: 0 6,337 0 244,244 252,189 244,244 258,526: 17,086 2,804 Old : 261,330: 0 6,337 0 244,244 252,189 244,244 258,526: 17,086 2,804 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 2,632: 0 270 0 2,794 1,823 2,794 2,093: -162 539 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.4 0.0 93.5 96.5 93.5 98.9: 6.5 1.1 Old : 100.0: 0.0 2.4 0.0 93.5 96.5 93.5 98.9: 6.5 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 : 36: 0 3 0 29 24 29 27: Old : 36: 0 3 0 29 24 29 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 : 64.9 73.6 78.5 83.8 59.0 70.5 71.9 78.2 Old : 64.9 73.6 78.5 83.8 59.0 70.5 71.9 78.2 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 152,492: 831 6,694 1,672 147,580 139,279 150,083 147,645: 2,409 4,847 Old : 152,492: 831 6,694 1,672 147,580 139,279 150,083 147,645: 2,409 4,847 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 2,400: 0 -2,198 1,002 1,233 3,340 2,235 2,144: 165 256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 4.4 1.1 96.8 91.3 98.4 96.8: 1.6 3.2 Old : 100.0: 0.5 4.4 1.1 96.8 91.3 98.4 96.8: 1.6 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 2 3 5 30 27 35 32: Old : 40: 2 3 5 30 27 35 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 : 69.3 44.0 85.7 64.5 65.8 41.4 80.0 60.6 Old : 69.3 44.0 85.7 64.5 65.8 41.4 80.0 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 331,805: 1,312 2,977 2,755 318,372 318,303 322,439 324,035: 9,366 7,770 Old : 331,805: 1,312 2,977 2,755 318,372 318,303 322,439 324,035: 9,366 7,770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 948: 320 1,342 999 1,193 2,553 2,512 4,894: -1,564 -3,946 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.9 0.8 96.0 95.9 97.2 97.7: 2.8 2.3 Old : 100.0: 0.4 0.9 0.8 96.0 95.9 97.2 97.7: 2.8 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 4 3 4 32 28 38 33: Old : 46: 4 3 4 32 28 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 : 65.8 50.7 79.1 74.4 58.8 47.8 65.5 67.0 Old : 65.8 50.7 79.1 74.4 58.8 47.8 65.5 67.0 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 788,979: 2,440 9,933 2,512 774,696 774,829 779,648 787,274: 9,331 1,705 Old : 788,979: 2,440 9,933 2,512 774,696 774,829 779,648 787,274: 9,331 1,705 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 10,875: 0 365 -245 10,243 10,945 9,998 11,065: 877 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 1.3 0.3 98.2 98.2 98.8 99.8: 1.2 0.2 Old : 100.0: 0.3 1.3 0.3 98.2 98.2 98.8 99.8: 1.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 1 2 2 40 27 43 29: Old : 46: 1 2 2 40 27 43 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 : 39.3 62.5 63.4 89.9 37.8 61.4 61.2 87.7 Old : 39.3 62.5 63.4 89.9 37.8 61.4 61.2 87.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 378,683: 526 7,085 300 360,708 364,534 361,534 371,919: 17,149 6,764 Old : 378,683: 526 7,085 300 360,708 364,534 361,534 371,919: 17,149 6,764 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,161: 276 428 0 1,075 -26 1,351 402: -190 759 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 1.9 0.1 95.3 96.3 95.5 98.2: 4.5 1.8 Old : 100.0: 0.1 1.9 0.1 95.3 96.3 95.5 98.2: 4.5 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 : 63: 2 3 1 45 41 47 45: Old : 63: 2 3 1 45 41 47 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 : 46.0 40.8 65.9 63.1 43.1 33.8 59.1 52.3 Old : 46.0 40.8 65.9 63.1 43.1 33.8 59.1 52.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 481,035: 22,248 2,323 573 450,373 474,730 473,194 477,626: 7,841 3,409 Old : 481,035: 22,248 2,323 573 450,373 474,730 473,194 477,626: 7,841 3,409 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -1,473: 3,831 1,206 147 -5,440 -2,671 -1,462 -1,318: -11 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 0.5 0.1 93.6 98.7 98.4 99.3: 1.6 0.7 Old : 100.0: 4.6 0.5 0.1 93.6 98.7 98.4 99.3: 1.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 2 4 2 39 40 43 44: Old : 58: 2 4 2 39 40 43 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 39.7 69.6 64.5 51.1 36.6 64.3 56.8 Old : 52.0 39.7 69.6 64.5 51.1 36.6 64.3 56.8 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 354,374: 45 1,745 1,212 347,783 343,383 349,040 346,340: 5,334 8,034 Old : 354,374: 45 1,745 1,212 347,783 343,383 349,040 346,340: 5,334 8,034 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 18,079: 45 30 245 17,926 17,898 18,216 18,173: -137 -94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.5 0.3 98.1 96.9 98.5 97.7: 1.5 2.3 Old : 100.0: 0.0 0.5 0.3 98.1 96.9 98.5 97.7: 1.5 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 1 2 2 37 29 39 32: Old : 49: 1 2 2 37 29 39 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 56.2 68.3 78.2 43.7 53.6 59.5 71.4 Old : 47.6 56.2 68.3 78.2 43.7 53.6 59.5 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 98,333: 1,710 591 941 92,911 94,158 95,562 95,690: 2,771 2,643 Old : 98,333: 1,710 591 941 92,911 94,158 95,562 95,690: 2,771 2,643 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 3,020: 2 0 62 2,986 3,597 3,050 3,659: -30 -639 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.6 1.0 94.5 95.8 97.2 97.3: 2.8 2.7 Old : 100.0: 1.7 0.6 1.0 94.5 95.8 97.2 97.3: 2.8 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 1 3 22 22 26 25: Old : 34: 3 1 3 22 22 26 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.1 56.9 84.1 77.5 69.4 56.9 74.2 74.6 Old : 76.1 56.9 84.1 77.5 69.4 56.9 74.2 74.6 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 20,730: 0 430 0 20,207 20,300 20,207 20,730: 523 0 Old : 20,730: 0 430 0 20,207 20,300 20,207 20,730: 523 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,800: 0 120 0 1,800 1,742 1,800 1,862: 0 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.1 0.0 97.5 97.9 97.5 100.0: 2.5 0.0 Old : 100.0: 0.0 2.1 0.0 97.5 97.9 97.5 100.0: 2.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 1 0 18 18 18 19: Old : 32: 0 1 0 18 18 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 45.9 72.0 73.5 42.4 45.3 62.9 71.3 Old : 50.1 45.9 72.0 73.5 42.4 45.3 62.9 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 255,706: 0 0 0 250,360 249,202 250,360 249,202: 5,346 6,504 Old : 255,706: 0 0 0 250,360 249,202 250,360 249,202: 5,346 6,504 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 3,774: -1,491 0 -426 4,289 4,140 2,372 3,714: 1,402 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.9 97.5 97.9 97.5: 2.1 2.5 Old : 100.0: 0.0 0.0 0.0 97.9 97.5 97.9 97.5: 2.1 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 : 37: 0 0 0 24 27 24 27: Old : 37: 0 0 0 24 27 24 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.5 45.7 85.5 75.8 75.5 45.2 84.1 72.5 Old : 75.5 45.7 85.5 75.8 75.5 45.2 84.1 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 174,198: 0 0 0 167,121 171,325 167,121 171,325: 7,077 2,873 Old : 174,198: 0 0 0 167,121 171,325 167,121 171,325: 7,077 2,873 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 7,758: 0 0 0 8,759 7,972 8,759 7,972: -1,001 -214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.9 98.4 95.9 98.4: 4.1 1.6 Old : 100.0: 0.0 0.0 0.0 95.9 98.4 95.9 98.4: 4.1 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 0 0 0 32 22 32 22: Old : 38: 0 0 0 32 22 32 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 : 52.8 57.6 70.6 84.2 52.8 55.4 68.8 78.3 Old : 52.8 57.6 70.6 84.2 52.8 55.4 68.8 78.3 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 291,211: 0 0 0 289,261 288,527 289,261 288,527: 1,950 2,684 Old : 291,211: 0 0 0 289,261 288,527 289,261 288,527: 1,950 2,684 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 3,838: 0 0 0 3,808 3,624 3,808 3,624: 30 214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.3 99.1 99.3 99.1: 0.7 0.9 Old : 100.0: 0.0 0.0 0.0 99.3 99.1 99.3 99.1: 0.7 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 : 35: 0 0 0 24 23 24 23: Old : 35: 0 0 0 24 23 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 54.4 84.4 75.6 59.0 52.0 77.8 68.1 Old : 60.8 54.4 84.4 75.6 59.0 52.0 77.8 68.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 35,791: 3,627 1,140 0 30,784 34,038 34,411 35,178: 1,380 613 Old : 35,791: 3,627 1,140 0 30,784 34,038 34,411 35,178: 1,380 613 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,920: 480 0 0 1,440 2,835 1,920 2,835: 0 -915 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 3.2 0.0 86.0 95.1 96.1 98.3: 3.9 1.7 Old : 100.0: 10.1 3.2 0.0 86.0 95.1 96.1 98.3: 3.9 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 3 1 0 20 19 23 20: Old : 35: 3 1 0 20 19 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 62.9 70.7 78.7 53.3 59.1 67.8 71.4 Old : 55.7 62.9 70.7 78.7 53.3 59.1 67.8 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 575,915: 21,281 11,327 3,657 540,378 555,413 565,316 570,397: 10,599 5,518 Old : 575,915: 21,281 11,327 3,657 540,378 555,413 565,316 570,397: 10,599 5,518 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 9,512: 520 1,794 -217 6,346 7,822 6,649 9,399: 2,863 113 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 2.0 0.6 93.8 96.4 98.2 99.0: 1.8 1.0 Old : 100.0: 3.7 2.0 0.6 93.8 96.4 98.2 99.0: 1.8 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 : 71: 3 5 4 54 46 60 52: Old : 71: 3 5 4 54 46 60 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 : 25.7 52.9 45.8 74.9 24.9 51.3 44.5 70.0 Old : 25.7 52.9 45.8 74.9 24.9 51.3 44.5 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 212,398: 0 355 2,622 204,025 203,550 206,647 206,527: 5,751 5,871 Old : 212,398: 0 355 2,622 204,025 203,550 206,647 206,527: 5,751 5,871 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 10,580: -1,645 -2 602 12,807 9,813 11,764 10,413: -1,184 167 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 1.2 96.1 95.8 97.3 97.2: 2.7 2.8 Old : 100.0: 0.0 0.2 1.2 96.1 95.8 97.3 97.2: 2.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 1 1 27 26 28 27: Old : 32: 0 1 1 27 26 28 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 58.2 79.7 75.5 45.2 43.7 57.5 54.5 Old : 55.7 58.2 79.7 75.5 45.2 43.7 57.5 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 84,084: 0 0 0 81,490 77,917 81,490 77,917: 2,594 6,167 Old : 84,084: 0 0 0 81,490 77,917 81,490 77,917: 2,594 6,167 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,707: 0 -1,221 0 1,677 2,717 1,677 1,496: 30 211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.9 92.7 96.9 92.7: 3.1 7.3 Old : 100.0: 0.0 0.0 0.0 96.9 92.7 96.9 92.7: 3.1 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 0 0 25 22 25 22: Old : 33: 0 0 0 25 22 25 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.5 55.2 70.9 75.9 48.5 52.3 65.8 65.8 Old : 50.5 55.2 70.9 75.9 48.5 52.3 65.8 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 194,130: 0 1,500 0 191,087 191,656 191,087 193,156: 3,043 974 Old : 194,130: 0 1,500 0 191,087 191,656 191,087 193,156: 3,043 974 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 8,631: 0 1,500 0 7,291 6,950 7,291 8,450: 1,340 181 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.0 98.4 98.7 98.4 99.5: 1.6 0.5 Old : 100.0: 0.0 0.8 0.0 98.4 98.7 98.4 99.5: 1.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 1 0 21 21 21 22: Old : 31: 0 1 0 21 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 : 57.8 71.9 80.6 89.7 49.2 71.2 66.6 77.2 Old : 57.8 71.9 80.6 89.7 49.2 71.2 66.6 77.2 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 204,375: 589 7,948 0 197,944 195,655 198,533 203,603: 5,842 772 Old : 204,375: 589 7,948 0 197,944 195,655 198,533 203,603: 5,842 772 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 7,820: 0 1,500 0 7,760 6,320 7,760 7,820: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 3.9 0.0 96.9 95.7 97.1 99.6: 2.9 0.4 Old : 100.0: 0.3 3.9 0.0 96.9 95.7 97.1 99.6: 2.9 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 : 59: 2 4 0 31 34 33 38: Old : 59: 2 4 0 31 34 33 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 58.1 75.1 73.3 44.6 51.5 56.7 63.1 Old : 59.4 58.1 75.1 73.3 44.6 51.5 56.7 63.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 154,016: 0 984 0 153,099 152,321 153,099 153,305: 917 711 Old : 154,016: 0 984 0 153,099 152,321 153,099 153,305: 917 711 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 7,558: 0 240 0 7,558 7,318 7,558 7,558: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 0.0 99.4 98.9 99.4 99.5: 0.6 0.5 Old : 100.0: 0.0 0.6 0.0 99.4 98.9 99.4 99.5: 0.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 2 0 20 21 20 23: Old : 36: 0 2 0 20 21 20 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 : 75.2 66.1 89.3 88.0 68.7 56.0 80.0 77.2 Old : 75.2 66.1 89.3 88.0 68.7 56.0 80.0 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 265,208: 1,771 2,667 14,049 245,555 244,448 261,375 261,164: 3,833 4,044 Old : 265,208: 1,771 2,667 14,049 245,555 244,448 261,375 261,164: 3,833 4,044 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 3,101: 707 127 -396 2,700 3,430 3,011 3,161: 90 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 1.0 5.3 92.6 92.2 98.6 98.5: 1.4 1.5 Old : 100.0: 0.7 1.0 5.3 92.6 92.2 98.6 98.5: 1.4 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 2 3 3 36 38 40 42: Old : 51: 2 3 3 36 38 40 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 : 46.6 36.0 66.6 56.3 43.5 29.4 55.3 41.3 Old : 46.6 36.0 66.6 56.3 43.5 29.4 55.3 41.3 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 112,850: 0 0 0 105,891 103,505 105,891 103,505: 6,959 9,345 Old : 112,850: 0 0 0 105,891 103,505 105,891 103,505: 6,959 9,345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 727: 0 0 0 393 1,022 393 1,022: 334 -295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.8 91.7 93.8 91.7: 6.2 8.3 Old : 100.0: 0.0 0.0 0.0 93.8 91.7 93.8 91.7: 6.2 8.3 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 : 27: 0 0 0 22 20 22 20: Old : 27: 0 0 0 22 20 22 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 : 61.6 50.3 78.2 71.3 52.2 43.4 60.0 56.1 Old : 61.6 50.3 78.2 71.3 52.2 43.4 60.0 56.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 208,505: 0 2,962 0 205,892 200,238 205,892 203,200: 2,613 5,305 Old : 208,505: 0 2,962 0 205,892 200,238 205,892 203,200: 2,613 5,305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 13,395: 0 0 0 13,141 10,271 13,141 10,271: 254 3,124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.4 0.0 98.7 96.0 98.7 97.5: 1.3 2.5 Old : 100.0: 0.0 1.4 0.0 98.7 96.0 98.7 97.5: 1.3 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 : 41: 0 2 0 27 28 27 30: Old : 41: 0 2 0 27 28 27 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.3 47.7 81.6 66.9 56.8 44.1 65.0 57.0 Old : 63.3 47.7 81.6 66.9 56.8 44.1 65.0 57.0 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 179,371: 0 547 0 172,204 175,292 172,204 175,839: 7,167 3,532 Old : 179,371: 0 547 0 172,204 175,292 172,204 175,839: 7,167 3,532 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -377: 0 89 0 -197 -436 -197 -347: -180 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.0 96.0 97.7 96.0 98.0: 4.0 2.0 Old : 100.0: 0.0 0.3 0.0 96.0 97.7 96.0 98.0: 4.0 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 1 0 22 19 22 20: Old : 29: 0 1 0 22 19 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 70.0 79.7 84.5 55.9 64.3 74.3 76.7 Old : 60.9 70.0 79.7 84.5 55.9 64.3 74.3 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 85,592: 0 0 0 81,944 82,465 81,944 82,465: 3,648 3,127 Old : 85,592: 0 0 0 81,944 82,465 81,944 82,465: 3,648 3,127 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,670: 0 0 0 1,580 1,670 1,580 1,670: 90 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.7 96.3 95.7 96.3: 4.3 3.7 Old : 100.0: 0.0 0.0 0.0 95.7 96.3 95.7 96.3: 4.3 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 0 0 20 17 20 17: Old : 25: 0 0 0 20 17 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 67.3 78.2 84.2 49.3 66.1 73.2 78.3 Old : 54.1 67.3 78.2 84.2 49.3 66.1 73.2 78.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 18,085: 496 240 0 16,451 17,477 16,947 17,717: 1,138 368 Old : 18,085: 496 240 0 16,451 17,477 16,947 17,717: 1,138 368 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,868: 0 240 0 1,868 2,180 1,868 2,420: 0 -552 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 1.3 0.0 91.0 96.6 93.7 98.0: 6.3 2.0 Old : 100.0: 2.7 1.3 0.0 91.0 96.6 93.7 98.0: 6.3 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 0 12 11 13 12: Old : 23: 1 1 0 12 11 13 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 67.3 83.3 87.1 68.3 67.3 81.9 86.1 Old : 68.3 67.3 83.3 87.1 68.3 67.3 81.9 86.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 201,625: 3,976 0 521 193,622 196,879 198,119 197,400: 3,506 4,225 Old : 201,625: 3,976 0 521 193,622 196,879 198,119 197,400: 3,506 4,225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 2,079: 346 -272 -184 1,917 2,158 2,079 1,702: 0 377 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.0 0.3 96.0 97.6 98.3 97.9: 1.7 2.1 Old : 100.0: 2.0 0.0 0.3 96.0 97.6 98.3 97.9: 1.7 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 : 28: 2 0 1 19 20 21 21: Old : 28: 2 0 1 19 20 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 : 71.6 64.5 89.5 84.1 69.4 63.4 84.7 78.6 Old : 71.6 64.5 89.5 84.1 69.4 63.4 84.7 78.6 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 169,129: 122 306 7,503 150,088 145,849 157,713 153,658: 11,416 15,471 Old : 169,129: 122 306 7,503 150,088 145,849 157,713 153,658: 11,416 15,471 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 4,650: -1,114 298 -342 9,483 8,450 8,027 8,406: -3,377 -3,756 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.2 4.4 88.7 86.2 93.3 90.9: 6.7 9.1 Old : 100.0: 0.1 0.2 4.4 88.7 86.2 93.3 90.9: 6.7 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 1 2 3 27 30 30 34: Old : 41: 1 2 3 27 30 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 : 41.6 44.3 59.1 62.3 36.9 42.4 51.2 53.5 Old : 41.6 44.3 59.1 62.3 36.9 42.4 51.2 53.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : MMBtu : : : : All : 45,895: 0 0 0 42,063 44,616 42,063 44,616: 3,832 1,279 Old : 45,895: 0 0 0 42,063 44,616 42,063 44,616: 3,832 1,279 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 92: 0 0 0 151 122 151 122: -59 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 91.7 97.2 91.7 97.2: 8.3 2.8 Old : 100.0: 0.0 0.0 0.0 91.7 97.2 91.7 97.2: 8.3 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 18 13 18 13: Old : 20: 0 0 0 18 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 : 50.6 82.2 73.5 91.9 46.5 72.1 64.9 77.5 Old : 50.6 82.2 73.5 91.9 46.5 72.1 64.9 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 46,030: 0 900 0 45,627 43,865 45,627 44,765: 403 1,265 Old : 46,030: 0 900 0 45,627 43,865 45,627 44,765: 403 1,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,620: 0 900 0 1,620 720 1,620 1,620: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.0 99.1 95.3 99.1 97.3: 0.9 2.7 Old : 100.0: 0.0 2.0 0.0 99.1 95.3 99.1 97.3: 0.9 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 13 14 13 15: Old : 24: 0 1 0 13 14 13 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.5 68.9 95.6 86.0 88.5 68.2 93.5 85.3 Old : 88.5 68.9 95.6 86.0 88.5 68.2 93.5 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 238,935: 0 8,350 584 233,426 224,267 234,010 233,201: 4,925 5,734 Old : 238,935: 0 8,350 584 233,426 224,267 234,010 233,201: 4,925 5,734 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 2,698: 0 1,761 -664 3,970 2,284 3,306 3,381: -608 -683 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.5 0.2 97.7 93.9 97.9 97.6: 2.1 2.4 Old : 100.0: 0.0 3.5 0.2 97.7 93.9 97.9 97.6: 2.1 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 0 2 1 39 38 40 40: Old : 50: 0 2 1 39 38 40 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 41.6 75.4 63.3 54.9 40.0 69.2 59.1 Old : 57.7 41.6 75.4 63.3 54.9 40.0 69.2 59.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 127,173: 1,975 0 592 121,492 123,727 124,059 124,319: 3,114 2,854 Old : 127,173: 1,975 0 592 121,492 123,727 124,059 124,319: 3,114 2,854 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 2,697: 89 0 -174 2,638 2,698 2,553 2,524: 144 173 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.0 0.5 95.5 97.3 97.6 97.8: 2.4 2.2 Old : 100.0: 1.6 0.0 0.5 95.5 97.3 97.6 97.8: 2.4 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 0 2 22 29 24 31: Old : 35: 2 0 2 22 29 24 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 : 59.1 51.5 78.3 76.7 56.9 49.6 67.0 69.1 Old : 59.1 51.5 78.3 76.7 56.9 49.6 67.0 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 142,267: 0 0 0 137,000 139,763 137,000 139,763: 5,267 2,504 Old : 142,267: 0 0 0 137,000 139,763 137,000 139,763: 5,267 2,504 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 248: 0 0 0 1,252 248 1,252 248: -1,004 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.3 98.2 96.3 98.2: 3.7 1.8 Old : 100.0: 0.0 0.0 0.0 96.3 98.2 96.3 98.2: 3.7 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 0 0 20 22 20 22: Old : 31: 0 0 0 20 22 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.8 64.5 87.0 84.9 73.9 58.0 82.0 75.7 Old : 75.8 64.5 87.0 84.9 73.9 58.0 82.0 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 54,355: 0 0 0 48,878 52,583 48,878 52,583: 5,477 1,772 Old : 54,355: 0 0 0 48,878 52,583 48,878 52,583: 5,477 1,772 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 236: 0 0 0 788 328 788 328: -552 -92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 89.9 96.7 89.9 96.7: 10.1 3.3 Old : 100.0: 0.0 0.0 0.0 89.9 96.7 89.9 96.7: 10.1 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 16 14 16 14: Old : 21: 0 0 0 16 14 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 69.0 79.3 88.2 62.5 67.5 74.0 81.6 Old : 64.1 69.0 79.3 88.2 62.5 67.5 74.0 81.6 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 41,418: 0 961 0 40,683 38,280 40,683 39,241: 735 2,177 Old : 41,418: 0 961 0 40,683 38,280 40,683 39,241: 735 2,177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 5,007: 0 0 0 5,069 5,007 5,069 5,007: -62 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.0 98.2 92.4 98.2 94.7: 1.8 5.3 Old : 100.0: 0.0 2.3 0.0 98.2 92.4 98.2 94.7: 1.8 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 2 0 13 12 13 14: Old : 25: 0 2 0 13 12 13 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.2 71.0 90.1 87.5 69.4 71.0 83.3 81.8 Old : 76.2 71.0 90.1 87.5 69.4 71.0 83.3 81.8 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MM Btus : : : : All : 259,971: 571 0 0 242,086 258,984 242,657 258,984: 17,314 987 Old : 259,971: 571 0 0 242,086 258,984 242,657 258,984: 17,314 987 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 2,800: 0 0 0 2,678 2,770 2,678 2,770: 122 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.0 93.1 99.6 93.3 99.6: 6.7 0.4 Old : 100.0: 0.2 0.0 0.0 93.1 99.6 93.3 99.6: 6.7 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 : 37: 1 0 0 26 21 27 21: Old : 37: 1 0 0 26 21 27 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 : 42.6 74.6 65.2 95.1 42.2 74.6 63.3 94.5 Old : 42.6 74.6 65.2 95.1 42.2 74.6 63.3 94.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 104,952: 14,541 8,774 121 82,532 94,192 97,194 103,087: 7,758 1,865 Old : 104,952: 14,541 8,774 121 82,532 94,192 97,194 103,087: 7,758 1,865 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 10,238: 29 0 0 9,352 10,238 9,381 10,238: 857 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 8.4 0.1 78.6 89.7 92.6 98.2: 7.4 1.8 Old : 100.0: 13.9 8.4 0.1 78.6 89.7 92.6 98.2: 7.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 1 1 17 18 19 20: Old : 28: 2 1 1 17 18 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.5 63.7 80.5 84.1 57.2 63.7 77.3 83.8 Old : 58.5 63.7 80.5 84.1 57.2 63.7 77.3 83.8 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 199,685: 1,672 0 0 194,513 197,856 196,185 197,856: 3,500 1,829 Old : 199,685: 1,672 0 0 194,513 197,856 196,185 197,856: 3,500 1,829 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 4,876: 0 0 0 6,038 4,632 6,038 4,632: -1,162 244 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.0 97.4 99.1 98.2 99.1: 1.8 0.9 Old : 100.0: 0.8 0.0 0.0 97.4 99.1 98.2 99.1: 1.8 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 0 0 22 21 23 21: Old : 30: 1 0 0 22 21 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 54.8 89.5 76.1 60.9 49.1 73.8 68.0 Old : 65.6 54.8 89.5 76.1 60.9 49.1 73.8 68.0 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 34,215: 4,334 889 4,959 24,537 28,262 33,830 34,109: 385 106 Old : 34,215: 4,334 889 4,959 24,537 28,262 33,830 34,109: 385 106 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 552: -1 -64 156 397 460 552 552: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 2.6 14.5 71.7 82.6 98.9 99.7: 1.1 0.3 Old : 100.0: 12.7 2.6 14.5 71.7 82.6 98.9 99.7: 1.1 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 : 46: 9 6 15 29 28 44 43: Old : 46: 9 6 15 29 28 44 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 : 46.6 45.7 68.5 67.3 26.9 24.0 32.0 29.4 Old : 46.6 45.7 68.5 67.3 26.9 24.0 32.0 29.4 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 39,000: 5,958 1,269 370 32,647 37,361 38,975 39,000: 25 0 Old : 39,000: 5,958 1,269 370 32,647 37,361 38,975 39,000: 25 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 611: 50 69 0 561 542 611 611: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 3.3 0.9 83.7 95.8 99.9 100.0: 0.1 0.0 Old : 100.0: 15.3 3.3 0.9 83.7 95.8 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 : 39: 5 7 4 23 23 30 33: Old : 39: 5 7 4 23 23 30 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 65.1 85.8 83.4 54.3 59.7 65.2 65.9 Old : 61.9 65.1 85.8 83.4 54.3 59.7 65.2 65.9 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 MWh) : : : : All : 29,496: 2,150 475 1,075 26,161 27,926 29,386 29,476: 110 20 Old : 29,496: 2,150 475 1,075 26,161 27,926 29,386 29,476: 110 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 577: 100 -525 400 77 702 577 577: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 1.6 3.6 88.7 94.7 99.6 99.9: 0.4 0.1 Old : 100.0: 7.3 1.6 3.6 88.7 94.7 99.6 99.9: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 4 4 15 16 20 21: Old : 26: 2 4 4 15 16 20 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 : 66.1 75.3 84.5 88.7 64.6 71.0 77.7 79.1 Old : 66.1 75.3 84.5 88.7 64.6 71.0 77.7 79.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 141,758: 9,374 8,926 6,626 125,319 126,198 141,319 141,750: 439 8 Old : 141,758: 9,374 8,926 6,626 125,319 126,198 141,319 141,750: 439 8 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,411: -535 988 -765 2,726 1,188 1,426 1,411: -15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 6.3 4.7 88.4 89.0 99.7 100.0: 0.3 0.0 Old : 100.0: 6.6 6.3 4.7 88.4 89.0 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 : 53: 7 9 7 32 36 43 48: Old : 53: 7 9 7 32 36 43 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 : 45.3 46.8 66.4 63.8 31.1 30.1 40.5 43.5 Old : 45.3 46.8 66.4 63.8 31.1 30.1 40.5 43.5 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 65,374: 451 5,335 2,514 62,402 57,519 65,367 65,368: 7 6 Old : 65,374: 451 5,335 2,514 62,402 57,519 65,367 65,368: 7 6 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 826: -25 -317 337 514 806 826 826: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 8.2 3.8 95.5 88.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.7 8.2 3.8 95.5 88.0 100.0 100.0: 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 : 43: 3 11 6 23 25 29 39: Old : 43: 3 11 6 23 25 29 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 : 68.0 67.4 84.5 82.9 64.8 54.8 72.9 65.8 Old : 68.0 67.4 84.5 82.9 64.8 54.8 72.9 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 Megawatt Hours) : : : : All : 32,943: 0 475 175 32,768 32,263 32,943 32,913: 0 30 Old : 32,943: 0 475 175 32,768 32,263 32,943 32,913: 0 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 478: 0 25 -25 503 478 478 478: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.4 0.5 99.5 97.9 100.0 99.9: 0.0 0.1 Old : 100.0: 0.0 1.4 0.5 99.5 97.9 100.0 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 : 27: 0 5 3 13 15 16 21: Old : 27: 0 5 3 13 15 16 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 87.1 80.6 98.1 93.2 78.7 69.1 84.4 80.6 Old : 87.1 80.6 98.1 93.2 78.7 69.1 84.4 80.6 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 67,595: 16,540 5,895 1,740 49,098 59,819 67,378 67,454: 217 141 Old : 67,595: 16,540 5,895 1,740 49,098 59,819 67,378 67,454: 217 141 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 113: 0 300 0 113 -187 113 113: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 8.7 2.6 72.6 88.5 99.7 99.8: 0.3 0.2 Old : 100.0: 24.5 8.7 2.6 72.6 88.5 99.7 99.8: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 5 2 3 25 24 31 28: Old : 35: 5 2 3 25 24 31 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 56.1 74.2 74.9 50.5 46.0 59.3 58.2 Old : 54.3 56.1 74.2 74.9 50.5 46.0 59.3 58.2 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 85,904: 26,924 9,463 1,675 56,954 74,658 85,553 85,796: 351 108 Old : 85,904: 26,924 9,463 1,675 56,954 74,658 85,553 85,796: 351 108 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 891: 777 985 -15 182 -89 944 881: -53 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 11.0 1.9 66.3 86.9 99.6 99.9: 0.4 0.1 Old : 100.0: 31.3 11.0 1.9 66.3 86.9 99.6 99.9: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 5 7 4 28 26 35 35: Old : 42: 5 7 4 28 26 35 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 58.2 72.7 77.2 51.9 51.5 65.5 66.4 Old : 55.4 58.2 72.7 77.2 51.9 51.5 65.5 66.4 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 71,663: 3,551 175 1,328 66,197 69,984 71,076 71,487: 587 176 Old : 71,663: 3,551 175 1,328 66,197 69,984 71,076 71,487: 587 176 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 585: 0 0 0 585 585 585 585: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 0.2 1.9 92.4 97.7 99.2 99.8: 0.8 0.2 Old : 100.0: 5.0 0.2 1.9 92.4 97.7 99.2 99.8: 0.8 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 : 39: 3 2 2 25 25 28 29: Old : 39: 3 2 2 25 25 28 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 69.9 69.9 81.0 45.7 69.9 64.9 77.8 Old : 47.5 69.9 69.9 81.0 45.7 69.9 64.9 77.8 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 97,534: 4,262 250 1,672 90,963 95,471 96,897 97,393: 637 141 Old : 97,534: 4,262 250 1,672 90,963 95,471 96,897 97,393: 637 141 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 228: -60 0 60 228 168 228 228: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 0.3 1.7 93.3 97.9 99.3 99.9: 0.7 0.1 Old : 100.0: 4.4 0.3 1.7 93.3 97.9 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: 3 3 2 28 27 31 32: Old : 42: 3 3 2 28 27 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 : 47.8 65.1 69.3 80.6 47.4 65.1 67.0 78.0 Old : 47.8 65.1 69.3 80.6 47.4 65.1 67.0 78.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 45,315: 0 420 0 45,180 44,595 45,180 45,015: 135 300 Old : 45,315: 0 420 0 45,180 44,595 45,180 45,015: 135 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -1,770: 0 0 0 -1,755 -1,755 -1,755 -1,755: -15 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.9 0.0 99.7 98.4 99.7 99.3: 0.3 0.7 Old : 100.0: 0.0 0.9 0.0 99.7 98.4 99.7 99.3: 0.3 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 : 28: 0 1 0 21 19 21 20: Old : 28: 0 1 0 21 19 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.9 91.1 89.1 95.7 66.2 88.6 83.1 90.7 Old : 68.9 91.1 89.1 95.7 66.2 88.6 83.1 90.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 25,023: 0 600 0 24,422 24,268 24,422 24,868: 601 155 Old : 25,023: 0 600 0 24,422 24,268 24,422 24,868: 601 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -1,399: -82 0 0 -1,128 -1,389 -1,210 -1,389: -189 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.4 0.0 97.6 97.0 97.6 99.4: 2.4 0.6 Old : 100.0: 0.0 2.4 0.0 97.6 97.0 97.6 99.4: 2.4 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 : 23: 0 1 0 18 20 18 21: Old : 23: 0 1 0 18 20 18 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 : 58.6 61.2 83.5 83.7 40.1 53.8 57.4 63.7 Old : 58.6 61.2 83.5 83.7 40.1 53.8 57.4 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 14,860: 775 3,950 0 13,995 10,910 14,770 14,860: 90 0 Old : 14,860: 775 3,950 0 13,995 10,910 14,770 14,860: 90 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -555: -75 250 0 -480 -805 -555 -555: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 26.6 0.0 94.2 73.4 99.4 100.0: 0.6 0.0 Old : 100.0: 5.2 26.6 0.0 94.2 73.4 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 : 23: 4 1 0 17 8 21 9: Old : 23: 4 1 0 17 8 21 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 : 58.3 82.2 78.2 98.7 55.9 76.4 70.5 80.8 Old : 58.3 82.2 78.2 98.7 55.9 76.4 70.5 80.8 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 74,453: 16,061 569 4,726 53,347 68,854 74,134 74,149: 319 304 Old : 74,453: 16,061 569 4,726 53,347 68,854 74,134 74,149: 319 304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -6,217: 1,709 -2,223 -1,655 -6,306 -2,341 -6,252 -6,219: 35 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 0.8 6.3 71.7 92.5 99.6 99.6: 0.4 0.4 Old : 100.0: 21.6 0.8 6.3 71.7 92.5 99.6 99.6: 0.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 15 4 10 31 32 47 45: Old : 54: 15 4 10 31 32 47 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 : 30.5 47.1 52.8 68.0 17.0 30.0 23.7 34.2 Old : 30.5 47.1 52.8 68.0 17.0 30.0 23.7 34.2 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 28,218: 6,865 325 2,150 18,901 25,401 27,916 27,876: 302 342 Old : 28,218: 6,865 325 2,150 18,901 25,401 27,916 27,876: 302 342 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -1,327: 750 -105 -450 -1,620 -772 -1,320 -1,327: -7 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 1.2 7.6 67.0 90.0 98.9 98.8: 1.1 1.2 Old : 100.0: 24.3 1.2 7.6 67.0 90.0 98.9 98.8: 1.1 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 2 4 18 20 23 24: Old : 29: 3 2 4 18 20 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 : 57.5 46.9 80.9 69.3 48.6 39.3 58.4 53.4 Old : 57.5 46.9 80.9 69.3 48.6 39.3 58.4 53.4 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 55,210: 225 280 140 54,700 54,575 55,065 54,995: 145 215 Old : 55,210: 225 280 140 54,700 54,575 55,065 54,995: 145 215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -2,038: -225 40 -40 -1,753 -2,027 -2,018 -2,027: -20 -11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.5 0.3 99.1 98.8 99.7 99.6: 0.3 0.4 Old : 100.0: 0.4 0.5 0.3 99.1 98.8 99.7 99.6: 0.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 1 1 20 23 22 24: Old : 32: 1 1 1 20 23 22 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 84.5 86.8 92.9 59.2 83.3 78.5 87.1 Old : 62.4 84.5 86.8 92.9 59.2 83.3 78.5 87.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 39,063: 975 1,950 185 37,333 36,876 38,493 39,011: 570 52 Old : 39,063: 975 1,950 185 37,333 36,876 38,493 39,011: 570 52 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -829: -110 -165 -15 -674 -637 -799 -817: -30 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 5.0 0.5 95.6 94.4 98.5 99.9: 1.5 0.1 Old : 100.0: 2.5 5.0 0.5 95.6 94.4 98.5 99.9: 1.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 5 3 2 22 23 27 28: Old : 32: 5 3 2 22 23 27 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 47.1 77.2 69.1 36.7 27.6 46.5 41.8 Old : 54.1 47.1 77.2 69.1 36.7 27.6 46.5 41.8 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 64,327: 3,487 200 0 60,422 63,962 63,909 64,162: 418 165 Old : 64,327: 3,487 200 0 60,422 63,962 63,909 64,162: 418 165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,675: 0 0 0 1,675 1,675 1,675 1,675: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 0.3 0.0 93.9 99.4 99.4 99.7: 0.6 0.3 Old : 100.0: 5.4 0.3 0.0 93.9 99.4 99.4 99.7: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 4 1 0 24 18 28 19: Old : 32: 4 1 0 24 18 28 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 89.5 75.6 96.3 53.3 84.6 71.5 87.7 Old : 55.9 89.5 75.6 96.3 53.3 84.6 71.5 87.7 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 71,048: 4,144 4,150 60 66,712 66,838 70,916 71,048: 132 0 Old : 71,048: 4,144 4,150 60 66,712 66,838 70,916 71,048: 132 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 2,230: 125 0 0 2,165 2,230 2,290 2,230: -60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 5.8 0.1 93.9 94.1 99.8 100.0: 0.2 0.0 Old : 100.0: 5.8 5.8 0.1 93.9 94.1 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 : 37: 6 1 1 27 20 33 22: Old : 37: 6 1 1 27 20 33 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 : 54.3 80.1 76.4 95.3 50.2 76.9 69.7 85.9 Old : 54.3 80.1 76.4 95.3 50.2 76.9 69.7 85.9 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 86,187: 4,200 1,772 413 81,480 84,002 86,093 86,187: 94 0 Old : 86,187: 4,200 1,772 413 81,480 84,002 86,093 86,187: 94 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -507: -10 175 -50 -449 -632 -509 -507: 2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 2.1 0.5 94.5 97.5 99.9 100.0: 0.1 0.0 Old : 100.0: 4.9 2.1 0.5 94.5 97.5 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 3 4 3 24 30 29 35: Old : 40: 3 4 3 24 30 29 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 : 61.7 55.4 77.2 79.9 60.3 51.8 74.0 70.3 Old : 61.7 55.4 77.2 79.9 60.3 51.8 74.0 70.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 110,066: 6,124 7,001 1,785 101,991 101,265 109,900 110,051: 166 15 Old : 110,066: 6,124 7,001 1,785 101,991 101,265 109,900 110,051: 166 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -311: 115 440 -221 -210 -536 -315 -316: 4 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 6.4 1.6 92.7 92.0 99.8 100.0: 0.2 0.0 Old : 100.0: 5.6 6.4 1.6 92.7 92.0 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 : 54: 3 14 7 27 34 36 49: Old : 54: 3 14 7 27 34 36 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 : 55.5 51.6 74.6 74.1 53.9 45.5 67.2 60.5 Old : 55.5 51.6 74.6 74.1 53.9 45.5 67.2 60.5 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 52,035: 125 3,115 375 51,515 48,515 52,015 52,005: 20 30 Old : 52,035: 125 3,115 375 51,515 48,515 52,015 52,005: 20 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 100: -25 75 25 100 0 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 6.0 0.7 99.0 93.2 100.0 99.9: 0.0 0.1 Old : 100.0: 0.2 6.0 0.7 99.0 93.2 100.0 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 : 28: 1 4 3 16 14 19 19: Old : 28: 1 4 3 16 14 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.5 84.7 95.2 93.6 77.9 81.2 91.1 88.9 Old : 78.5 84.7 95.2 93.6 77.9 81.2 91.1 88.9 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25MWh : : : : All : 47,385: 25 1,680 0 47,360 45,705 47,385 47,385: 0 0 Old : 47,385: 25 1,680 0 47,360 45,705 47,385 47,385: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -375: 0 0 0 -375 -375 -375 -375: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 3.5 0.0 99.9 96.5 100.0 100.0: 0.0 0.0 Old : 100.0: 0.1 3.5 0.0 99.9 96.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 4 0 12 9 13 13: Old : 23: 1 4 0 12 9 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 : 79.5 94.9 97.8 98.0 79.5 93.1 95.9 95.9 Old : 79.5 94.9 97.8 98.0 79.5 93.1 95.9 95.9 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 62,533: 3,281 150 476 58,476 61,684 62,233 62,310: 300 223 Old : 62,533: 3,281 150 476 58,476 61,684 62,233 62,310: 300 223 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,718: 813 0 25 880 1,693 1,718 1,718: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 0.2 0.8 93.5 98.6 99.5 99.6: 0.5 0.4 Old : 100.0: 5.2 0.2 0.8 93.5 98.6 99.5 99.6: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 4 1 3 21 20 25 24: Old : 29: 4 1 3 21 20 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 : 50.8 85.2 73.9 92.5 45.4 82.6 67.4 83.9 Old : 50.8 85.2 73.9 92.5 45.4 82.6 67.4 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 61,007: 4,394 75 3,992 52,241 56,740 60,627 60,807: 380 200 Old : 61,007: 4,394 75 3,992 52,241 56,740 60,627 60,807: 380 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,500: -515 0 210 1,770 1,330 1,465 1,540: 35 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 0.1 6.5 85.6 93.0 99.4 99.7: 0.6 0.3 Old : 100.0: 7.2 0.1 6.5 85.6 93.0 99.4 99.7: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 6 2 4 22 25 28 31: Old : 35: 6 2 4 22 25 28 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 73.2 75.3 84.2 49.3 67.8 65.1 73.6 Old : 53.6 73.2 75.3 84.2 49.3 67.8 65.1 73.6 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 30,323: 425 258 80 29,662 29,919 30,167 30,257: 156 66 Old : 30,323: 425 258 80 29,662 29,919 30,167 30,257: 156 66 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 0: 220 0 0 -220 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.9 0.3 97.8 98.7 99.5 99.8: 0.5 0.2 Old : 100.0: 1.4 0.9 0.3 97.8 98.7 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 : 22: 1 1 1 16 13 18 14: Old : 22: 1 1 1 16 13 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 : 62.2 88.5 79.2 98.3 62.0 84.5 77.7 89.0 Old : 62.2 88.5 79.2 98.3 62.0 84.5 77.7 89.0 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 28,627: 250 245 0 28,116 28,382 28,366 28,627: 261 0 Old : 28,627: 250 245 0 28,116 28,382 28,366 28,627: 261 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 0: 220 0 0 -280 0 -60 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.9 0.0 98.2 99.1 99.1 100.0: 0.9 0.0 Old : 100.0: 0.9 0.9 0.0 98.2 99.1 99.1 100.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 0 16 12 17 14: Old : 23: 1 2 0 16 12 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 88.2 80.1 98.0 61.0 84.0 78.3 88.8 Old : 61.9 88.2 80.1 98.0 61.0 84.0 78.3 88.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 32,705: 209 4,606 1,664 30,756 26,410 32,629 32,680: 76 25 Old : 32,705: 209 4,606 1,664 30,756 26,410 32,629 32,680: 76 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -9: 0 30 5 -15 -45 -10 -10: 1 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 14.1 5.1 94.0 80.8 99.8 99.9: 0.2 0.1 Old : 100.0: 0.6 14.1 5.1 94.0 80.8 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 6 4 24 20 30 26: Old : 37: 2 6 4 24 20 30 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 54.2 83.0 72.9 58.5 50.5 73.9 65.5 Old : 65.5 54.2 83.0 72.9 58.5 50.5 73.9 65.5 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 21,363: 253 1,340 1,087 19,652 18,708 20,992 21,135: 371 228 Old : 21,363: 253 1,340 1,087 19,652 18,708 20,992 21,135: 371 228 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 15: 40 -60 60 -75 0 25 0: -10 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 6.3 5.1 92.0 87.6 98.3 98.9: 1.7 1.1 Old : 100.0: 1.2 6.3 5.1 92.0 87.6 98.3 98.9: 1.7 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 : 26: 3 2 2 14 16 17 20: Old : 26: 3 2 2 14 16 17 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.3 70.4 90.7 83.4 76.5 69.6 85.0 81.9 Old : 77.3 70.4 90.7 83.4 76.5 69.6 85.0 81.9 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 54,224: 5,606 4,641 1,671 46,853 47,897 54,130 54,209: 94 15 Old : 54,224: 5,606 4,641 1,671 46,853 47,897 54,130 54,209: 94 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 723: 70 55 -5 647 673 712 723: 11 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 8.6 3.1 86.4 88.3 99.8 100.0: 0.2 0.0 Old : 100.0: 10.3 8.6 3.1 86.4 88.3 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 4 5 5 26 27 33 34: Old : 41: 4 5 5 26 27 33 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 : 60.8 53.3 75.1 75.2 46.1 49.3 57.4 61.9 Old : 60.8 53.3 75.1 75.2 46.1 49.3 57.4 61.9 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 36,291: 45 1,812 698 35,261 33,651 36,004 36,161: 287 130 Old : 36,291: 45 1,812 698 35,261 33,651 36,004 36,161: 287 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 125: 0 95 -95 219 125 124 125: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 5.0 1.9 97.2 92.7 99.2 99.6: 0.8 0.4 Old : 100.0: 0.1 5.0 1.9 97.2 92.7 99.2 99.6: 0.8 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 : 32: 1 5 5 22 19 28 24: Old : 32: 1 5 5 22 19 28 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 63.3 80.7 80.5 52.3 59.1 62.7 67.1 Old : 64.1 63.3 80.7 80.5 52.3 59.1 62.7 67.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 20,122: 975 225 125 18,827 19,757 19,927 20,107: 195 15 Old : 20,122: 975 225 125 18,827 19,757 19,927 20,107: 195 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 130: 50 0 25 55 105 130 130: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 1.1 0.6 93.6 98.2 99.0 99.9: 1.0 0.1 Old : 100.0: 4.8 1.1 0.6 93.6 98.2 99.0 99.9: 1.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 3 1 2 15 16 18 19: Old : 25: 3 1 2 15 16 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.7 81.8 87.2 91.7 55.5 74.2 71.5 78.9 Old : 68.7 81.8 87.2 91.7 55.5 74.2 71.5 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 13,502: 720 250 425 12,297 12,827 13,442 13,502: 60 0 Old : 13,502: 720 250 425 12,297 12,827 13,442 13,502: 60 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 290: -50 100 0 340 190 290 290: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 1.9 3.1 91.1 95.0 99.6 100.0: 0.4 0.0 Old : 100.0: 5.3 1.9 3.1 91.1 95.0 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 : 23: 2 3 2 14 11 17 15: Old : 23: 2 3 2 14 11 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 82.7 83.7 94.0 47.9 80.7 69.8 84.0 Old : 58.6 82.7 83.7 94.0 47.9 80.7 69.8 84.0 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,727: 220 1,100 750 13,697 12,877 14,667 14,727: 60 0 Old : 14,727: 220 1,100 750 13,697 12,877 14,667 14,727: 60 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 290: -50 100 0 340 190 290 290: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 7.5 5.1 93.0 87.4 99.6 100.0: 0.4 0.0 Old : 100.0: 1.5 7.5 5.1 93.0 87.4 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 : 25: 2 4 2 15 12 18 17: Old : 25: 2 4 2 15 12 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 77.9 81.3 92.0 48.5 77.7 69.6 82.6 Old : 56.5 77.9 81.3 92.0 48.5 77.7 69.6 82.6 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,730: 1,780 1,100 305 17,620 18,300 19,705 19,705: 25 25 Old : 19,730: 1,780 1,100 305 17,620 18,300 19,705 19,705: 25 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -265: -25 0 0 -240 -265 -265 -265: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 5.6 1.5 89.3 92.8 99.9 99.9: 0.1 0.1 Old : 100.0: 9.0 5.6 1.5 89.3 92.8 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 : 29: 3 1 1 16 16 19 18: Old : 29: 3 1 1 16 16 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 60.0 88.0 82.9 66.1 53.9 80.6 75.6 Old : 68.3 60.0 88.0 82.9 66.1 53.9 80.6 75.6 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,941: 1,825 1,100 220 16,873 17,596 18,918 18,916: 23 25 Old : 18,941: 1,825 1,100 220 16,873 17,596 18,918 18,916: 23 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -265: -25 0 0 -240 -265 -265 -265: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 5.8 1.2 89.1 92.9 99.9 99.9: 0.1 0.1 Old : 100.0: 9.6 5.8 1.2 89.1 92.9 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 1 1 15 16 18 18: Old : 28: 3 1 1 15 16 18 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 : 70.1 59.7 88.2 82.8 67.4 52.7 80.9 75.1 Old : 70.1 59.7 88.2 82.8 67.4 52.7 80.9 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 47,356: 2,625 425 2,335 42,205 44,596 47,165 47,356: 191 0 Old : 47,356: 2,625 425 2,335 42,205 44,596 47,165 47,356: 191 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 595: 50 0 0 545 595 595 595: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 0.9 4.9 89.1 94.2 99.6 100.0: 0.4 0.0 Old : 100.0: 5.5 0.9 4.9 89.1 94.2 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 : 34: 6 2 2 21 16 27 20: Old : 34: 6 2 2 21 16 27 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 76.3 82.2 93.2 57.6 69.7 70.7 80.7 Old : 62.4 76.3 82.2 93.2 57.6 69.7 70.7 80.7 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 47,074: 2,800 500 2,125 41,948 44,449 46,873 47,074: 201 0 Old : 47,074: 2,800 500 2,125 41,948 44,449 46,873 47,074: 201 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 595: 50 0 0 545 595 595 595: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 1.1 4.5 89.1 94.4 99.6 100.0: 0.4 0.0 Old : 100.0: 5.9 1.1 4.5 89.1 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 : 35: 6 3 3 21 16 28 21: Old : 35: 6 3 3 21 16 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 : 62.8 77.6 81.6 92.3 58.4 70.9 71.4 80.8 Old : 62.8 77.6 81.6 92.3 58.4 70.9 71.4 80.8 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 125,461: 2,002 12,675 1,025 122,312 111,761 125,339 125,461: 122 0 Old : 125,461: 2,002 12,675 1,025 122,312 111,761 125,339 125,461: 122 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 201: -974 110 10 1,165 81 201 201: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 10.1 0.8 97.5 89.1 99.9 100.0: 0.1 0.0 Old : 100.0: 1.6 10.1 0.8 97.5 89.1 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 6 8 7 35 28 45 39: Old : 52: 6 8 7 35 28 45 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 : 39.9 50.6 66.0 76.9 36.2 46.9 53.1 63.6 Old : 39.9 50.6 66.0 76.9 36.2 46.9 53.1 63.6 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 352 MWh : : : : All : 134,813: 2,600 12,281 1,612 130,476 120,845 134,688 134,738: 125 75 Old : 134,813: 2,600 12,281 1,612 130,476 120,845 134,688 134,738: 125 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 350: 25 -700 0 325 1,030 350 330: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 9.1 1.2 96.8 89.6 99.9 99.9: 0.1 0.1 Old : 100.0: 1.9 9.1 1.2 96.8 89.6 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 4 11 7 37 30 46 43: Old : 57: 4 11 7 37 30 46 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 : 38.3 49.8 63.1 77.5 35.9 46.9 53.7 64.0 Old : 38.3 49.8 63.1 77.5 35.9 46.9 53.7 64.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 477,204: 17,555 21,941 61,194 397,645 393,461 476,395 476,596: 809 607 Old : 477,204: 17,555 21,941 61,194 397,645 393,461 476,395 476,596: 809 607 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 9,578: -1,306 -759 1,810 9,073 8,528 9,577 9,579: 1 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 4.6 12.8 83.3 82.5 99.8 99.9: 0.2 0.1 Old : 100.0: 3.7 4.6 12.8 83.3 82.5 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 19 21 18 43 40 69 73: Old : 88: 19 21 18 43 40 69 73: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.9 37.9 60.7 62.2 15.7 15.7 20.4 21.1 Old : 40.9 37.9 60.7 62.2 15.7 15.7 20.4 21.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,279: 3,830 25 75 14,273 18,174 18,178 18,274: 101 5 Old : 18,279: 3,830 25 75 14,273 18,174 18,178 18,274: 101 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 98: 100 0 0 -3 103 97 103: 1 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 0.1 0.4 78.1 99.4 99.4 100.0: 0.6 0.0 Old : 100.0: 21.0 0.1 0.4 78.1 99.4 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 : 26: 3 1 2 19 8 22 11: Old : 26: 3 1 2 19 8 22 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.7 92.9 76.2 99.6 53.4 88.9 75.9 93.2 Old : 53.7 92.9 76.2 99.6 53.4 88.9 75.9 93.2 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,244: 3,490 515 45 13,569 16,684 17,104 17,244: 140 0 Old : 17,244: 3,490 515 45 13,569 16,684 17,104 17,244: 140 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 100: 100 0 0 0 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 3.0 0.3 78.7 96.8 99.2 100.0: 0.8 0.0 Old : 100.0: 20.2 3.0 0.3 78.7 96.8 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 : 24: 2 2 3 17 7 20 11: Old : 24: 2 2 3 17 7 20 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 93.2 79.3 99.7 55.9 89.8 77.1 92.0 Old : 56.0 93.2 79.3 99.7 55.9 89.8 77.1 92.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 16 MWh : : : : All : 7,845: 575 1,575 305 5,925 5,820 6,805 7,700: 1,040 145 Old : 7,845: 575 1,575 305 5,925 5,820 6,805 7,700: 1,040 145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 810: 290 415 135 185 625 610 1,175: 200 -365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 20.1 3.9 75.5 74.2 86.7 98.2: 13.3 1.8 Old : 100.0: 7.3 20.1 3.9 75.5 74.2 86.7 98.2: 13.3 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 : 41: 3 6 6 27 28 34 37: Old : 41: 3 6 6 27 28 34 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.4 32.5 51.4 52.3 26.8 29.1 45.6 45.4 Old : 31.4 32.5 51.4 52.3 26.8 29.1 45.6 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 metric tonnes : : : : All : 2,093: 140 63 220 1,317 1,328 1,677 1,611: 416 482 Old : 2,093: 140 63 220 1,317 1,328 1,677 1,611: 416 482 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 3.0 10.5 62.9 63.4 80.1 77.0: 19.9 23.0 Old : 100.0: 6.7 3.0 10.5 62.9 63.4 80.1 77.0: 19.9 23.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 2 4 14 15 18 20: Old : 20: 3 2 4 14 15 18 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 31.0 60.5 47.5 19.4 9.6 23.2 16.7 Old : 38.5 31.0 60.5 47.5 19.4 9.6 23.2 16.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 metric tonnes : : : : All : 4,178: 169 323 282 3,151 2,696 3,602 3,301: 576 877 Old : 4,178: 169 323 282 3,151 2,696 3,602 3,301: 576 877 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 6: -5 -26 -8 20 -22 7 -56: -1 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 7.7 6.7 75.4 64.5 86.2 79.0: 13.8 21.0 Old : 100.0: 4.0 7.7 6.7 75.4 64.5 86.2 79.0: 13.8 21.0 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: 2 6 4 18 17 23 24: Old : 27: 2 6 4 18 17 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 : 35.9 28.8 54.5 47.0 19.6 14.1 31.5 22.7 Old : 35.9 28.8 54.5 47.0 19.6 14.1 31.5 22.7 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 42000 gallons(1000 barrels) : : : : All : 36,623: 5,380 2,280 109 31,089 34,167 36,578 36,556: 45 67 Old : 36,623: 5,380 2,280 109 31,089 34,167 36,578 36,556: 45 67 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 337: 30 60 22 285 255 337 337: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 6.2 0.3 84.9 93.3 99.9 99.8: 0.1 0.2 Old : 100.0: 14.7 6.2 0.3 84.9 93.3 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 : 47: 4 4 2 37 33 41 39: Old : 47: 4 4 2 37 33 41 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 : 46.1 47.7 68.0 65.9 44.3 41.1 58.0 54.8 Old : 46.1 47.7 68.0 65.9 44.3 41.1 58.0 54.8 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 14,764: 220 70 123 14,279 14,117 14,622 14,310: 142 454 Old : 14,764: 220 70 123 14,279 14,117 14,622 14,310: 142 454 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 783: 10 -10 0 773 773 783 763: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.5 0.8 96.7 95.6 99.0 96.9: 1.0 3.1 Old : 100.0: 1.5 0.5 0.8 96.7 95.6 99.0 96.9: 1.0 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 : 37: 2 2 3 23 29 27 32: Old : 37: 2 2 3 23 29 27 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 : 72.4 51.0 88.1 68.1 42.5 26.2 48.0 39.7 Old : 72.4 51.0 88.1 68.1 42.5 26.2 48.0 39.7 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 9,328: 248 137 458 8,066 8,237 8,772 8,832: 556 496 Old : 9,328: 248 137 458 8,066 8,237 8,772 8,832: 556 496 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 349: 0 31 65 557 375 622 471: -273 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 1.5 4.9 86.5 88.3 94.0 94.7: 6.0 5.3 Old : 100.0: 2.7 1.5 4.9 86.5 88.3 94.0 94.7: 6.0 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 4 3 3 27 28 32 33: Old : 41: 4 3 3 27 28 32 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 : 39.5 37.6 59.7 55.8 22.6 22.9 34.4 34.6 Old : 39.5 37.6 59.7 55.8 22.6 22.9 34.4 34.6 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 34,147: 587 1,939 767 32,482 31,086 33,836 33,792: 311 355 Old : 34,147: 587 1,939 767 32,482 31,086 33,836 33,792: 311 355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 404: 0 -200 257 -39 367 218 424: 186 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 5.7 2.2 95.1 91.0 99.1 99.0: 0.9 1.0 Old : 100.0: 1.7 5.7 2.2 95.1 91.0 99.1 99.0: 0.9 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 1 5 3 16 27 20 33: Old : 41: 1 5 3 16 27 20 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 : 84.0 47.1 92.7 66.2 79.2 42.9 84.3 59.1 Old : 84.0 47.1 92.7 66.2 79.2 42.9 84.3 59.1 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 62,487: 2,790 2,787 2,767 56,378 55,864 61,935 61,418: 552 1,069 Old : 62,487: 2,790 2,787 2,767 56,378 55,864 61,935 61,418: 552 1,069 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 799: 372 -144 40 659 1,013 1,071 909: -272 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 4.5 4.4 90.2 89.4 99.1 98.3: 0.9 1.7 Old : 100.0: 4.5 4.5 4.4 90.2 89.4 99.1 98.3: 0.9 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 89: 12 9 15 59 59 77 78: Old : 89: 12 9 15 59 59 77 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 : 31.8 50.9 46.5 62.0 24.8 46.7 36.0 51.5 Old : 31.8 50.9 46.5 62.0 24.8 46.7 36.0 51.5 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 BARRELS : : : : All : 28,637: 1,370 0 0 27,182 28,572 28,552 28,572: 85 65 Old : 28,637: 1,370 0 0 27,182 28,572 28,552 28,572: 85 65 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : -61: -2,900 0 0 2,839 -101 -61 -101: 0 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 0.0 0.0 94.9 99.8 99.7 99.8: 0.3 0.2 Old : 100.0: 4.8 0.0 0.0 94.9 99.8 99.7 99.8: 0.3 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 : 34: 1 0 0 24 17 25 17: Old : 34: 1 0 0 24 17 25 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 68.8 77.7 91.7 52.6 68.8 71.7 85.6 Old : 53.2 68.8 77.7 91.7 52.6 68.8 71.7 85.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 barrels : : : : All : 8,330: 370 150 465 7,425 7,630 8,260 8,245: 70 85 Old : 8,330: 370 150 465 7,425 7,630 8,260 8,245: 70 85 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 60: 0 45 -15 75 30 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 1.8 5.6 89.1 91.6 99.2 99.0: 0.8 1.0 Old : 100.0: 4.4 1.8 5.6 89.1 91.6 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 : 24: 2 1 2 16 12 19 14: Old : 24: 2 1 2 16 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 : 57.0 73.8 77.7 90.6 46.8 53.8 61.2 62.2 Old : 57.0 73.8 77.7 90.6 46.8 53.8 61.2 62.2 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, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 BARRELS : : : : All : 10,672: 105 0 45 10,467 10,627 10,617 10,672: 55 0 Old : 10,672: 105 0 45 10,467 10,627 10,617 10,672: 55 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 375: 0 -1,848 0 375 2,223 375 375: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.0 0.4 98.1 99.6 99.5 100.0: 0.5 0.0 Old : 100.0: 1.0 0.0 0.4 98.1 99.6 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 1 14 9 15 10: Old : 22: 1 0 1 14 9 15 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 : 78.8 82.1 95.2 98.5 78.8 82.1 92.0 94.2 Old : 78.8 82.1 95.2 98.5 78.8 82.1 92.0 94.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 barrels : : : : All : 224,774: 0 0 0 214,326 213,273 214,326 213,273: 10,448 11,501 Old : 224,774: 0 0 0 214,326 213,273 214,326 213,273: 10,448 11,501 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 4,833: 0 0 0 5,068 4,003 5,068 4,003: -235 830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.4 94.9 95.4 94.9: 4.6 5.1 Old : 100.0: 0.0 0.0 0.0 95.4 94.9 95.4 94.9: 4.6 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 : 23: 0 0 0 15 19 15 19: Old : 23: 0 0 0 15 19 15 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 : 77.4 63.2 89.9 83.6 75.5 63.2 85.4 83.6 Old : 77.4 63.2 89.9 83.6 75.5 63.2 85.4 83.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 Barrels : : : : All : 30,937: 15,503 425 1,113 9,741 27,710 26,357 29,248: 4,580 1,689 Old : 30,937: 15,503 425 1,113 9,741 27,710 26,357 29,248: 4,580 1,689 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2019 : : 1,136: -1,418 0 35 1,842 531 459 566: 677 570 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.1 1.4 3.6 31.5 89.6 85.2 94.5: 14.8 5.5 Old : 100.0: 50.1 1.4 3.6 31.5 89.6 85.2 94.5: 14.8 5.5 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 : 21: 5 1 4 13 13 18 18: Old : 21: 5 1 4 13 13 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 75.5 72.7 85.2 53.0 72.6 64.9 76.1 Old : 56.8 75.5 72.7 85.2 53.0 72.6 64.9 76.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 16, 2019