CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,563: 12,862 11,477 2,614 50,056 51,464 65,532 65,555: 31 8
Old : 65,563: 12,862 11,477 2,614 50,056 51,464 65,532 65,555: 31 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,270: 471 1,672 43 746 -445 1,260 1,270: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.5 4.0 76.3 78.5 100.0 100.0: 0.0 0.0
Old : 100.0: 19.6 17.5 4.0 76.3 78.5 100.0 100.0: 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 : 47: 18 6 7 19 14 40 24:
Old : 47: 18 6 7 19 14 40 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 : 45.2 49.0 66.2 74.5 39.3 40.1 50.1 58.5
Old : 45.2 49.0 66.2 74.5 39.3 40.1 50.1 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 42,945: 5,343 24,174 800 36,802 17,971 42,945 42,945: 0 0
Old : 42,945: 5,343 24,174 800 36,802 17,971 42,945 42,945: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 800: 200 301 0 600 499 800 800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 56.3 1.9 85.7 41.8 100.0 100.0: 0.0 0.0
Old : 100.0: 12.4 56.3 1.9 85.7 41.8 100.0 100.0: 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 : 27: 5 8 1 10 7 16 15:
Old : 27: 5 8 1 10 7 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 81.1 94.8 94.6 73.1 80.2 94.8 92.7
Old : 73.1 81.1 94.8 94.6 73.1 80.2 94.8 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 45,816: 7,611 35,541 25 38,180 10,250 45,816 45,816: 0 0
Old : 45,816: 7,611 35,541 25 38,180 10,250 45,816 45,816: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,150: 125 1,825 25 2,000 300 2,150 2,150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 77.6 0.1 83.3 22.4 100.0 100.0: 0.0 0.0
Old : 100.0: 16.6 77.6 0.1 83.3 22.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 9 1 12 7 15 16:
Old : 25: 2 9 1 12 7 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 72.6 93.9 90.6 77.1 72.6 93.3 88.5
Old : 77.1 72.6 93.9 90.6 77.1 72.6 93.3 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,031: 3,570 16,538 200 26,261 13,293 30,031 30,031: 0 0
Old : 30,031: 3,570 16,538 200 26,261 13,293 30,031 30,031: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 371: 0 15 100 271 256 371 371: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 55.1 0.7 87.4 44.3 100.0 100.0: 0.0 0.0
Old : 100.0: 11.9 55.1 0.7 87.4 44.3 100.0 100.0: 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 : 26: 5 6 2 7 10 14 16:
Old : 26: 5 6 2 7 10 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 66.4 96.0 87.8 68.0 66.4 93.0 87.1
Old : 71.0 66.4 96.0 87.8 68.0 66.4 93.0 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,245: 6,720 6,622 0 26,525 26,623 33,245 33,245: 0 0
Old : 33,245: 6,720 6,622 0 26,525 26,623 33,245 33,245: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 0: -300 -750 0 300 750 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.9 0.0 79.8 80.1 100.0 100.0: 0.0 0.0
Old : 100.0: 20.2 19.9 0.0 79.8 80.1 100.0 100.0: 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 : 22: 5 3 0 11 3 16 6:
Old : 22: 5 3 0 11 3 16 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 96.4 82.3 100.0 51.6 96.4 82.3 100.0
Old : 51.6 96.4 82.3 100.0 51.6 96.4 82.3 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,235: 5,222 3,438 500 25,513 27,297 31,235 31,235: 0 0
Old : 31,235: 5,222 3,438 500 25,513 27,297 31,235 31,235: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -125: 0 -50 0 -125 -75 -125 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.0 1.6 81.7 87.4 100.0 100.0: 0.0 0.0
Old : 100.0: 16.7 11.0 1.6 81.7 87.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 2 1 13 6 19 8:
Old : 24: 5 2 1 13 6 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 95.6 92.9 100.0 68.9 81.9 80.4 84.5
Old : 70.7 95.6 92.9 100.0 68.9 81.9 80.4 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,908: 5,880 2,935 930 15,098 18,043 21,908 21,908: 0 0
Old : 21,908: 5,880 2,935 930 15,098 18,043 21,908 21,908: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 319: 64 -7 335 127 162 526 490: -207 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 13.4 4.2 68.9 82.4 100.0 100.0: 0.0 0.0
Old : 100.0: 26.8 13.4 4.2 68.9 82.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 6 3 11 13 19 21:
Old : 29: 7 6 3 11 13 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 64.8 80.4 85.7 52.6 56.9 67.5 67.2
Old : 57.8 64.8 80.4 85.7 52.6 56.9 67.5 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,920: 13,859 5,263 0 20,061 28,657 33,920 33,920: 0 0
Old : 33,920: 13,859 5,263 0 20,061 28,657 33,920 33,920: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 3,328: 0 175 0 3,328 3,153 3,328 3,328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 15.5 0.0 59.1 84.5 100.0 100.0: 0.0 0.0
Old : 100.0: 40.9 15.5 0.0 59.1 84.5 100.0 100.0: 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: 6 3 0 12 2 18 5:
Old : 23: 6 3 0 12 2 18 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 97.2 87.0 100.0 66.4 97.2 87.0 100.0
Old : 66.4 97.2 87.0 100.0 66.4 97.2 87.0 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 30,570: 8,930 19,500 0 21,640 11,070 30,570 30,570: 0 0
Old : 30,570: 8,930 19,500 0 21,640 11,070 30,570 30,570: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,200: 600 800 0 600 400 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 63.8 0.0 70.8 36.2 100.0 100.0: 0.0 0.0
Old : 100.0: 29.2 63.8 0.0 70.8 36.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 0 7 6 12 12:
Old : 23: 5 6 0 7 6 12 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 : 76.6 83.9 96.0 97.6 76.6 83.9 96.0 97.6
Old : 76.6 83.9 96.0 97.6 76.6 83.9 96.0 97.6
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,602: 3,333 3,042 692 39,577 39,869 43,602 43,602: 0 0
Old : 43,602: 3,333 3,042 692 39,577 39,869 43,602 43,602: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 69: 0 51 0 69 18 69 69: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.0 1.6 90.8 91.4 100.0 100.0: 0.0 0.0
Old : 100.0: 7.6 7.0 1.6 90.8 91.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 4 2 16 16 21 22:
Old : 32: 5 4 2 16 16 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 : 69.3 71.3 90.0 91.5 29.6 34.2 39.3 41.5
Old : 69.3 71.3 90.0 91.5 29.6 34.2 39.3 41.5
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 31,609: 4,725 200 3,939 22,871 27,370 31,535 31,509: 74 100
Old : 31,609: 4,725 200 3,939 22,871 27,370 31,535 31,509: 74 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,663: 595 -20 -562 2,640 3,255 2,673 2,673: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.6 12.5 72.4 86.6 99.8 99.7: 0.2 0.3
Old : 100.0: 14.9 0.6 12.5 72.4 86.6 99.8 99.7: 0.2 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 : 36: 6 1 5 26 26 32 32:
Old : 36: 6 1 5 26 26 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 63.0 77.6 82.9 17.9 19.6 24.2 24.3
Old : 55.8 63.0 77.6 82.9 17.9 19.6 24.2 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES ENERGY Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 24,767: 280 9,389 710 23,285 14,489 24,275 24,588: 492 179
Old : 24,767: 280 9,389 710 23,285 14,489 24,275 24,588: 492 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 822: -10 514 10 822 268 822 792: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 37.9 2.9 94.0 58.5 98.0 99.3: 2.0 0.7
Old : 100.0: 1.1 37.9 2.9 94.0 58.5 98.0 99.3: 2.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 3 3 25 15 30 19:
Old : 34: 3 3 3 25 15 30 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 65.2 74.8 89.3 43.6 56.3 59.0 70.0
Old : 58.3 65.2 74.8 89.3 43.6 56.3 59.0 70.0
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,388,089: 352,592 64,423 517,534 4,475,535 4,790,352 5,345,661 5,372,309: 42,428 15,780
Old : 5,388,089: 352,592 64,423 517,534 4,475,535 4,790,352 5,345,661 5,372,309: 42,428 15,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -16,514: -80,168 -8,647 -56,458 114,127 42,534 -22,499 -22,571: 5,985 6,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.2 9.6 83.1 88.9 99.2 99.7: 0.8 0.3
Old : 100.0: 6.5 1.2 9.6 83.1 88.9 99.2 99.7: 0.8 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 : 230: 48 21 63 144 117 215 183:
Old : 230: 48 21 63 144 117 215 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 42.2 40.6 57.8 21.8 41.1 36.0 55.3
Old : 24.8 42.2 40.6 57.8 21.8 41.1 36.0 55.3
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,527,830: 85,157 146,734 730,205 707,847 646,812 1,523,208 1,523,750: 4,622 4,080
Old : 1,527,830: 85,157 146,734 730,205 707,847 646,812 1,523,208 1,523,750: 4,622 4,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 330,216: 24,245 25,993 168,938 136,442 134,172 329,626 329,104: 590 1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.6 47.8 46.3 42.3 99.7 99.7: 0.3 0.3
Old : 100.0: 5.6 9.6 47.8 46.3 42.3 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 : 94: 18 13 24 59 57 87 84:
Old : 94: 18 13 24 59 57 87 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 44.8 63.0 63.9 5.9 11.4 8.9 12.9
Old : 42.4 44.8 63.0 63.9 5.9 11.4 8.9 12.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 269,861: 519 5,831 30 258,931 258,780 259,480 264,641: 10,381 5,220
Old : 269,861: 519 5,831 30 258,931 258,780 259,480 264,641: 10,381 5,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 365: 56 0 30 1,370 307 1,456 337: -1,091 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.2 0.0 95.9 95.9 96.2 98.1: 3.8 1.9
Old : 100.0: 0.2 2.2 0.0 95.9 95.9 96.2 98.1: 3.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 1 28 26 29 29:
Old : 35: 1 2 1 28 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 71.3 74.9 85.0 49.8 64.9 64.3 73.9
Old : 60.3 71.3 74.9 85.0 49.8 64.9 64.3 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 133,986: 8,151 0 0 121,238 124,474 129,389 124,474: 4,597 9,512
Old : 133,986: 8,151 0 0 121,238 124,474 129,389 124,474: 4,597 9,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,845: -131 0 0 2,625 8,362 2,494 8,362: -649 -6,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 90.5 92.9 96.6 92.9: 3.4 7.1
Old : 100.0: 6.1 0.0 0.0 90.5 92.9 96.6 92.9: 3.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 0 0 30 26 34 26:
Old : 37: 4 0 0 30 26 34 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 : 59.4 43.2 75.1 71.0 50.2 35.8 61.2 54.6
Old : 59.4 43.2 75.1 71.0 50.2 35.8 61.2 54.6
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 308,906: 1,879 0 885 294,061 301,516 296,825 302,401: 12,081 6,505
Old : 308,906: 1,879 0 885 294,061 301,516 296,825 302,401: 12,081 6,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,193: 75 -656 -9 2,399 4,184 2,465 3,519: -272 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.3 95.2 97.6 96.1 97.9: 3.9 2.1
Old : 100.0: 0.6 0.0 0.3 95.2 97.6 96.1 97.9: 3.9 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 : 42: 3 0 2 29 32 32 34:
Old : 42: 3 0 2 29 32 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 64.5 81.4 80.8 64.4 64.5 75.0 78.9
Old : 67.0 64.5 81.4 80.8 64.4 64.5 75.0 78.9
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 821,375: 5,500 7,232 9,722 795,324 800,336 810,546 817,290: 10,829 4,085
Old : 821,375: 5,500 7,232 9,722 795,324 800,336 810,546 817,290: 10,829 4,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -8,337: 2,394 337 385 -10,784 -8,562 -8,005 -7,840: -332 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.9 1.2 96.8 97.4 98.7 99.5: 1.3 0.5
Old : 100.0: 0.7 0.9 1.2 96.8 97.4 98.7 99.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 3 4 40 24 45 28:
Old : 46: 2 3 4 40 24 45 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 : 38.5 69.0 62.6 92.4 37.0 68.6 61.0 89.9
Old : 38.5 69.0 62.6 92.4 37.0 68.6 61.0 89.9
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 419,313: 279 1,923 0 405,910 410,596 406,189 412,519: 13,124 6,794
Old : 419,313: 279 1,923 0 405,910 410,596 406,189 412,519: 13,124 6,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 5,308: -211 0 0 6,218 4,334 6,007 4,334: -699 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.5 0.0 96.8 97.9 96.9 98.4: 3.1 1.6
Old : 100.0: 0.1 0.5 0.0 96.8 97.9 96.9 98.4: 3.1 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 : 61: 1 2 0 43 43 44 45:
Old : 61: 1 2 0 43 43 44 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 : 45.9 41.7 64.0 61.2 44.6 35.5 57.3 49.6
Old : 45.9 41.7 64.0 61.2 44.6 35.5 57.3 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 544,489: 3,108 930 549 529,623 538,456 533,280 539,935: 11,209 4,554
Old : 544,489: 3,108 930 549 529,623 538,456 533,280 539,935: 11,209 4,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 5,054: -2,105 -123 7 8,311 4,984 6,213 4,868: -1,159 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.2 0.1 97.3 98.9 97.9 99.2: 2.1 0.8
Old : 100.0: 0.6 0.2 0.1 97.3 98.9 97.9 99.2: 2.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 3 1 2 38 43 42 45:
Old : 60: 3 1 2 38 43 42 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 : 58.2 51.3 76.1 72.7 56.1 48.6 70.5 68.4
Old : 58.2 51.3 76.1 72.7 56.1 48.6 70.5 68.4
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 295,898: 0 749 63 288,147 287,022 288,210 287,834: 7,688 8,064
Old : 295,898: 0 749 63 288,147 287,022 288,210 287,834: 7,688 8,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -2,812: 0 366 -558 -2,807 -4,335 -3,365 -4,527: 553 1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 97.4 97.0 97.4 97.3: 2.6 2.7
Old : 100.0: 0.0 0.3 0.0 97.4 97.0 97.4 97.3: 2.6 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 : 49: 0 2 2 39 34 41 36:
Old : 49: 0 2 2 39 34 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 50.3 65.2 66.9 40.7 45.0 60.5 60.5
Old : 43.5 50.3 65.2 66.9 40.7 45.0 60.5 60.5
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,303: 498 0 592 102,831 104,876 103,921 105,468: 5,382 3,835
Old : 109,303: 498 0 592 102,831 104,876 103,921 105,468: 5,382 3,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,929: 203 0 -98 2,097 2,229 2,202 2,131: -273 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.5 94.1 95.9 95.1 96.5: 4.9 3.5
Old : 100.0: 0.5 0.0 0.5 94.1 95.9 95.1 96.5: 4.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 1 25 24 26 25:
Old : 33: 1 0 1 25 24 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 : 59.3 62.4 77.4 78.7 56.2 61.6 73.6 77.5
Old : 59.3 62.4 77.4 78.7 56.2 61.6 73.6 77.5
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 45,006: 0 390 0 43,227 43,160 43,227 43,550: 1,779 1,456
Old : 45,006: 0 390 0 43,227 43,160 43,227 43,550: 1,779 1,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,857: 0 0 0 2,793 2,609 2,793 2,609: 64 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 96.0 95.9 96.0 96.8: 4.0 3.2
Old : 100.0: 0.0 0.9 0.0 96.0 95.9 96.0 96.8: 4.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 19 15 19 16:
Old : 29: 0 1 0 19 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 75.8 80.5 89.4 58.3 65.9 72.6 77.1
Old : 62.5 75.8 80.5 89.4 58.3 65.9 72.6 77.1
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 249,000: 212 0 839 241,187 242,901 242,238 243,740: 6,762 5,260
Old : 249,000: 212 0 839 241,187 242,901 242,238 243,740: 6,762 5,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 943: -866 0 365 4,168 2,701 3,667 3,066: -2,724 -2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.3 96.9 97.6 97.3 97.9: 2.7 2.1
Old : 100.0: 0.1 0.0 0.3 96.9 97.6 97.3 97.9: 2.7 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 : 35: 1 0 1 20 24 21 25:
Old : 35: 1 0 1 20 24 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 55.6 88.5 82.1 72.2 55.6 82.3 81.5
Old : 75.6 55.6 88.5 82.1 72.2 55.6 82.3 81.5
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 156,309: 0 1,712 0 149,057 147,998 149,057 149,710: 7,252 6,599
Old : 156,309: 0 1,712 0 149,057 147,998 149,057 149,710: 7,252 6,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 783: -1,047 -1,579 -429 2,969 2,030 1,493 22: -710 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 95.4 94.7 95.4 95.8: 4.6 4.2
Old : 100.0: 0.0 1.1 0.0 95.4 94.7 95.4 95.8: 4.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 0 27 20 27 21:
Old : 34: 0 1 0 27 20 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 : 48.9 62.4 69.4 80.6 48.8 62.1 69.3 77.2
Old : 48.9 62.4 69.4 80.6 48.8 62.1 69.3 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 241,713: 0 0 0 238,884 239,303 238,884 239,303: 2,829 2,410
Old : 241,713: 0 0 0 238,884 239,303 238,884 239,303: 2,829 2,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -676: 0 0 0 -800 -1,532 -800 -1,532: 124 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 99.0 98.8 99.0: 1.2 1.0
Old : 100.0: 0.0 0.0 0.0 98.8 99.0 98.8 99.0: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 18 16 18 16:
Old : 26: 0 0 0 18 16 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 : 72.7 73.4 87.2 91.6 69.7 70.1 80.8 84.8
Old : 72.7 73.4 87.2 91.6 69.7 70.1 80.8 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 22,039: 2,070 372 0 17,923 19,528 19,993 19,900: 2,046 2,139
Old : 22,039: 2,070 372 0 17,923 19,528 19,993 19,900: 2,046 2,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 5,259: 0 372 0 4,297 3,892 4,297 4,264: 962 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.7 0.0 81.3 88.6 90.7 90.3: 9.3 9.7
Old : 100.0: 9.4 1.7 0.0 81.3 88.6 90.7 90.3: 9.3 9.7
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 : 36: 2 1 0 19 23 21 24:
Old : 36: 2 1 0 19 23 21 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 : 41.1 35.3 64.0 57.5 40.0 34.2 59.3 55.8
Old : 41.1 35.3 64.0 57.5 40.0 34.2 59.3 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 567,398: 15,579 8,398 1,250 539,872 549,777 556,701 559,425: 10,697 7,973
Old : 567,398: 15,579 8,398 1,250 539,872 549,777 556,701 559,425: 10,697 7,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 12,152: 1,642 -176 -131 10,820 10,964 12,331 10,657: -179 1,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.5 0.2 95.1 96.9 98.1 98.6: 1.9 1.4
Old : 100.0: 2.7 1.5 0.2 95.1 96.9 98.1 98.6: 1.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 4 1 2 57 51 62 53:
Old : 71: 4 1 2 57 51 62 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 59.7 51.0 71.6 31.5 58.2 48.5 67.1
Old : 32.0 59.7 51.0 71.6 31.5 58.2 48.5 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 219,915: 0 2,702 1,075 212,297 208,581 213,372 212,358: 6,543 7,557
Old : 219,915: 0 2,702 1,075 212,297 208,581 213,372 212,358: 6,543 7,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 3,067: -235 -870 -39 2,919 2,296 2,645 1,387: 422 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.5 96.5 94.8 97.0 96.6: 3.0 3.4
Old : 100.0: 0.0 1.2 0.5 96.5 94.8 97.0 96.6: 3.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 4 3 28 28 31 32:
Old : 38: 0 4 3 28 28 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 : 38.4 49.8 64.5 75.6 34.0 35.3 51.3 47.4
Old : 38.4 49.8 64.5 75.6 34.0 35.3 51.3 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,472: 0 395 0 30,553 31,560 30,553 31,955: 1,919 517
Old : 32,472: 0 395 0 30,553 31,560 30,553 31,955: 1,919 517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 94.1 97.2 94.1 98.4: 5.9 1.6
Old : 100.0: 0.0 1.2 0.0 94.1 97.2 94.1 98.4: 5.9 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 : 20: 0 1 0 11 13 11 14:
Old : 20: 0 1 0 11 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 83.5 91.0 94.2 79.5 82.7 88.0 90.3
Old : 80.0 83.5 91.0 94.2 79.5 82.7 88.0 90.3
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 72,999: 0 0 0 69,933 68,148 69,933 68,148: 3,066 4,851
Old : 72,999: 0 0 0 69,933 68,148 69,933 68,148: 3,066 4,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,870: 0 0 0 2,897 3,022 2,897 3,022: -27 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.8 93.4 95.8 93.4: 4.2 6.6
Old : 100.0: 0.0 0.0 0.0 95.8 93.4 95.8 93.4: 4.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 23 20 23 20:
Old : 31: 0 0 0 23 20 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 : 46.4 58.5 69.8 80.1 36.3 56.4 54.9 70.2
Old : 46.4 58.5 69.8 80.1 36.3 56.4 54.9 70.2
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 198,743: 4,222 968 0 190,645 194,611 194,867 195,579: 3,876 3,164
Old : 198,743: 4,222 968 0 190,645 194,611 194,867 195,579: 3,876 3,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 6,637: 961 0 0 5,760 6,569 6,721 6,569: -84 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.5 0.0 95.9 97.9 98.0 98.4: 2.0 1.6
Old : 100.0: 2.1 0.5 0.0 95.9 97.9 98.0 98.4: 2.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 1 0 27 26 30 27:
Old : 44: 3 1 0 27 26 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 65.5 74.9 83.3 51.6 55.2 63.7 68.1
Old : 56.2 65.5 74.9 83.3 51.6 55.2 63.7 68.1
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 204,894: 11,362 25,958 60 189,851 176,762 201,273 202,780: 3,621 2,114
Old : 204,894: 11,362 25,958 60 189,851 176,762 201,273 202,780: 3,621 2,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 5,800: 901 0 60 4,772 6,154 5,733 6,214: 67 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.7 0.0 92.7 86.3 98.2 99.0: 1.8 1.0
Old : 100.0: 5.5 12.7 0.0 92.7 86.3 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 : 65: 5 8 1 36 31 41 40:
Old : 65: 5 8 1 36 31 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 64.0 62.0 77.0 38.5 55.7 53.7 67.5
Old : 43.5 64.0 62.0 77.0 38.5 55.7 53.7 67.5
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 202,295: 510 248 0 200,062 200,747 200,572 200,995: 1,723 1,300
Old : 202,295: 510 248 0 200,062 200,747 200,572 200,995: 1,723 1,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 775: 0 248 0 1,439 403 1,439 651: -664 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.1 0.0 98.9 99.2 99.1 99.4: 0.9 0.6
Old : 100.0: 0.3 0.1 0.0 98.9 99.2 99.1 99.4: 0.9 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 : 38: 1 1 0 24 20 25 21:
Old : 38: 1 1 0 24 20 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 74.4 89.8 88.7 79.5 74.2 86.2 88.2
Old : 80.7 74.4 89.8 88.7 79.5 74.2 86.2 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 27,991: 0 0 0 26,657 27,841 26,657 27,841: 1,334 150
Old : 27,991: 0 0 0 26,657 27,841 26,657 27,841: 1,334 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,542: 0 0 0 2,232 2,542 2,232 2,542: 310 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.2 99.5 95.2 99.5: 4.8 0.5
Old : 100.0: 0.0 0.0 0.0 95.2 99.5 95.2 99.5: 4.8 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 : 23: 0 0 0 11 14 11 14:
Old : 23: 0 0 0 11 14 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 83.8 90.1 92.6 76.2 83.8 89.9 92.6
Old : 76.2 83.8 90.1 92.6 76.2 83.8 89.9 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 279,936: 928 0 642 271,915 266,752 273,485 267,394: 6,451 12,542
Old : 279,936: 928 0 642 271,915 266,752 273,485 267,394: 6,451 12,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 10,806: 928 0 642 9,190 10,068 10,760 10,710: 46 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.2 97.1 95.3 97.7 95.5: 2.3 4.5
Old : 100.0: 0.3 0.0 0.2 97.1 95.3 97.7 95.5: 2.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 0 1 34 38 35 39:
Old : 46: 1 0 1 34 38 35 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 : 48.1 38.7 67.0 61.3 42.5 28.7 56.0 45.5
Old : 48.1 38.7 67.0 61.3 42.5 28.7 56.0 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 96,624: 0 0 0 95,837 95,832 95,837 95,832: 787 792
Old : 96,624: 0 0 0 95,837 95,832 95,837 95,832: 787 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.2 99.2 99.2: 0.8 0.8
Old : 100.0: 0.0 0.0 0.0 99.2 99.2 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 12 17 12 17:
Old : 23: 0 0 0 12 17 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.7 76.8 97.5 94.2 88.0 69.2 89.5 86.7
Old : 93.7 76.8 97.5 94.2 88.0 69.2 89.5 86.7
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 118,676: 324 0 600 104,414 105,391 105,338 105,991: 13,338 12,685
Old : 118,676: 324 0 600 104,414 105,391 105,338 105,991: 13,338 12,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 736: -474 0 -25 1,663 32 1,164 7: -428 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.5 88.0 88.8 88.8 89.3: 11.2 10.7
Old : 100.0: 0.3 0.0 0.5 88.0 88.8 88.8 89.3: 11.2 10.7
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 : 26: 1 0 1 19 18 20 19:
Old : 26: 1 0 1 19 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 44.2 79.2 71.5 56.3 41.2 67.9 63.0
Old : 63.4 44.2 79.2 71.5 56.3 41.2 67.9 63.0
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 212,645: 912 0 222 205,853 208,094 206,987 208,316: 5,658 4,329
Old : 212,645: 912 0 222 205,853 208,094 206,987 208,316: 5,658 4,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 8,530: -184 0 95 7,837 8,485 7,748 8,580: 782 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.1 96.8 97.9 97.3 98.0: 2.7 2.0
Old : 100.0: 0.4 0.0 0.1 96.8 97.9 97.3 98.0: 2.7 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 : 33: 1 0 1 21 27 22 28:
Old : 33: 1 0 1 21 27 22 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 : 64.3 55.1 82.3 72.8 54.9 47.1 66.5 61.9
Old : 64.3 55.1 82.3 72.8 54.9 47.1 66.5 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 205,583: 0 0 0 191,461 199,392 191,461 199,392: 14,122 6,191
Old : 205,583: 0 0 0 191,461 199,392 191,461 199,392: 14,122 6,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 3,720: 0 0 0 4,015 5,324 4,015 5,324: -295 -1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.1 97.0 93.1 97.0: 6.9 3.0
Old : 100.0: 0.0 0.0 0.0 93.1 97.0 93.1 97.0: 6.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 24 18 24 18:
Old : 30: 0 0 0 24 18 24 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 : 60.9 71.9 78.7 85.1 57.8 68.4 75.6 80.2
Old : 60.9 71.9 78.7 85.1 57.8 68.4 75.6 80.2
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,125: 0 0 0 75,265 82,099 75,265 82,099: 7,860 1,026
Old : 83,125: 0 0 0 75,265 82,099 75,265 82,099: 7,860 1,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,340: 0 0 0 2,117 1,534 2,117 1,534: -777 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.5 98.8 90.5 98.8: 9.5 1.2
Old : 100.0: 0.0 0.0 0.0 90.5 98.8 90.5 98.8: 9.5 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 : 25: 0 0 0 22 22 22 22:
Old : 25: 0 0 0 22 22 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 67.0 72.5 79.9 56.3 63.9 65.5 73.0
Old : 59.9 67.0 72.5 79.9 56.3 63.9 65.5 73.0
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,025: 750 0 0 38,772 40,025 39,522 40,025: 503 0
Old : 40,025: 750 0 0 38,772 40,025 39,522 40,025: 503 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 5,917: 434 0 0 5,264 5,917 5,698 5,917: 219 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 96.9 100.0 98.7 100.0: 1.3 0.0
Old : 100.0: 1.9 0.0 0.0 96.9 100.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 10 16 12 16:
Old : 22: 2 0 0 10 16 12 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 : 82.4 63.6 96.2 87.0 79.2 56.1 84.5 76.4
Old : 82.4 63.6 96.2 87.0 79.2 56.1 84.5 76.4
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 180,841: 4,505 0 0 172,493 174,769 176,998 174,769: 3,843 6,072
Old : 180,841: 4,505 0 0 172,493 174,769 176,998 174,769: 3,843 6,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 964: -525 -25 -834 1,985 1,814 626 955: 338 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 95.4 96.6 97.9 96.6: 2.1 3.4
Old : 100.0: 2.5 0.0 0.0 95.4 96.6 97.9 96.6: 2.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 20 18 21 18:
Old : 27: 1 0 0 20 18 21 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 : 73.7 52.2 88.2 76.3 63.1 49.2 73.2 68.9
Old : 73.7 52.2 88.2 76.3 63.1 49.2 73.2 68.9
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 165,377: 501 0 963 154,031 156,736 155,495 157,699: 9,882 7,678
Old : 165,377: 501 0 963 154,031 156,736 155,495 157,699: 9,882 7,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 6,047: 501 -1,061 963 6,556 6,925 8,020 6,827: -1,973 -780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.6 93.1 94.8 94.0 95.4: 6.0 4.6
Old : 100.0: 0.3 0.0 0.6 93.1 94.8 94.0 95.4: 6.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 0 1 32 30 34 31:
Old : 40: 2 0 1 32 30 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 42.6 59.8 58.7 39.7 36.3 53.6 48.7
Old : 43.3 42.6 59.8 58.7 39.7 36.3 53.6 48.7
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 44,880: 0 0 0 43,766 44,576 43,766 44,576: 1,114 304
Old : 44,880: 0 0 0 43,766 44,576 43,766 44,576: 1,114 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,364: 0 0 0 1,364 1,240 1,364 1,240: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.5 99.3 97.5 99.3: 2.5 0.7
Old : 100.0: 0.0 0.0 0.0 97.5 99.3 97.5 99.3: 2.5 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 : 26: 0 0 0 14 17 14 17:
Old : 26: 0 0 0 14 17 14 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 : 78.9 76.3 91.5 88.6 78.9 75.7 89.3 86.4
Old : 78.9 76.3 91.5 88.6 78.9 75.7 89.3 86.4
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 235,969: 0 1,809 593 225,839 230,791 226,432 233,193: 9,537 2,776
Old : 235,969: 0 1,809 593 225,839 230,791 226,432 233,193: 9,537 2,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,731: -363 -122 -64 690 3,782 263 3,596: 1,468 -1,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.3 95.7 97.8 96.0 98.8: 4.0 1.2
Old : 100.0: 0.0 0.8 0.3 95.7 97.8 96.0 98.8: 4.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 1 1 33 33 34 34:
Old : 44: 0 1 1 33 33 34 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 : 55.4 55.1 73.9 72.4 55.0 53.6 73.4 69.1
Old : 55.4 55.1 73.9 72.4 55.0 53.6 73.4 69.1
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 154,845: 0 829 1,431 150,487 149,916 151,918 152,176: 2,927 2,669
Old : 154,845: 0 829 1,431 150,487 149,916 151,918 152,176: 2,927 2,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,145: -217 634 343 881 -305 1,007 672: 138 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.9 97.2 96.8 98.1 98.3: 1.9 1.7
Old : 100.0: 0.0 0.5 0.9 97.2 96.8 98.1 98.3: 1.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 2 2 25 29 27 31:
Old : 36: 0 2 2 25 29 27 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 : 63.3 46.5 80.5 70.6 59.8 44.7 71.3 65.7
Old : 63.3 46.5 80.5 70.6 59.8 44.7 71.3 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 27,579: 0 0 0 26,455 24,939 26,455 24,939: 1,124 2,640
Old : 27,579: 0 0 0 26,455 24,939 26,455 24,939: 1,124 2,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.9 90.4 95.9 90.4: 4.1 9.6
Old : 100.0: 0.0 0.0 0.0 95.9 90.4 95.9 90.4: 4.1 9.6
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 : 20: 0 0 0 14 10 14 10:
Old : 20: 0 0 0 14 10 14 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 : 74.6 81.5 87.4 89.4 70.7 81.5 83.0 84.3
Old : 74.6 81.5 87.4 89.4 70.7 81.5 83.0 84.3
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 132,593: 0 0 0 127,296 128,113 127,296 128,113: 5,297 4,480
Old : 132,593: 0 0 0 127,296 128,113 127,296 128,113: 5,297 4,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,287: 0 0 0 1,349 1,011 1,349 1,011: -62 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.0 96.6 96.0 96.6: 4.0 3.4
Old : 100.0: 0.0 0.0 0.0 96.0 96.6 96.0 96.6: 4.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 27 20 27 20:
Old : 33: 0 0 0 27 20 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 : 60.8 59.4 74.4 80.2 57.8 53.5 69.3 68.9
Old : 60.8 59.4 74.4 80.2 57.8 53.5 69.3 68.9
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 63,451: 404 0 258 57,952 59,240 58,614 59,498: 4,837 3,953
Old : 63,451: 404 0 258 57,952 59,240 58,614 59,498: 4,837 3,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 954: -114 0 58 1,134 709 1,078 767: -124 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.4 91.3 93.4 92.4 93.8: 7.6 6.2
Old : 100.0: 0.6 0.0 0.4 91.3 93.4 92.4 93.8: 7.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 15 14 16 15:
Old : 21: 1 0 1 15 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 63.5 79.4 82.3 52.6 63.2 71.1 77.4
Old : 55.9 63.5 79.4 82.3 52.6 63.2 71.1 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 50,954: 1,395 0 0 46,649 50,498 48,044 50,498: 2,910 456
Old : 50,954: 1,395 0 0 46,649 50,498 48,044 50,498: 2,910 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,573: 434 0 0 2,445 2,449 2,879 2,449: -306 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 91.6 99.1 94.3 99.1: 5.7 0.9
Old : 100.0: 2.7 0.0 0.0 91.6 99.1 94.3 99.1: 5.7 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 : 28: 3 0 0 13 16 16 16:
Old : 28: 3 0 0 13 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 65.2 82.8 83.9 62.5 54.6 75.5 71.3
Old : 68.1 65.2 82.8 83.9 62.5 54.6 75.5 71.3
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 213,811: 0 0 0 193,462 212,416 193,462 212,416: 20,349 1,395
Old : 213,811: 0 0 0 193,462 212,416 193,462 212,416: 20,349 1,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,545: 0 0 0 1,856 2,545 1,856 2,545: 689 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.5 99.3 90.5 99.3: 9.5 0.7
Old : 100.0: 0.0 0.0 0.0 90.5 99.3 90.5 99.3: 9.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 27 18 27 18:
Old : 34: 0 0 0 27 18 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 62.7 60.3 91.9 41.1 61.6 59.0 86.9
Old : 42.0 62.7 60.3 91.9 41.1 61.6 59.0 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 114,371: 8,159 8,774 1,032 97,845 102,568 107,036 112,374: 7,335 1,997
Old : 114,371: 8,159 8,774 1,032 97,845 102,568 107,036 112,374: 7,335 1,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,896: 239 0 0 1,688 1,896 1,927 1,896: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.7 0.9 85.6 89.7 93.6 98.3: 6.4 1.7
Old : 100.0: 7.1 7.7 0.9 85.6 89.7 93.6 98.3: 6.4 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 : 28: 1 1 1 19 18 20 20:
Old : 28: 1 1 1 19 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 55.1 78.1 78.0 40.1 53.0 65.6 71.1
Old : 49.1 55.1 78.1 78.0 40.1 53.0 65.6 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 191,061: 0 0 0 187,088 188,787 187,088 188,787: 3,973 2,274
Old : 191,061: 0 0 0 187,088 188,787 187,088 188,787: 3,973 2,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,321: 0 0 0 674 1,319 674 1,319: 1,647 1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 98.8 97.9 98.8: 2.1 1.2
Old : 100.0: 0.0 0.0 0.0 97.9 98.8 97.9 98.8: 2.1 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 : 27: 0 0 0 19 17 19 17:
Old : 27: 0 0 0 19 17 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 70.0 89.8 89.5 74.0 70.0 82.1 80.8
Old : 74.0 70.0 89.8 89.5 74.0 70.0 82.1 80.8
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,178: 8,721 1,527 8,791 36,688 44,388 54,200 54,706: 978 472
Old : 55,178: 8,721 1,527 8,791 36,688 44,388 54,200 54,706: 978 472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,298: 462 140 839 1,015 1,276 2,317 2,256: -18 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 2.8 15.9 66.5 80.4 98.2 99.1: 1.8 0.9
Old : 100.0: 15.8 2.8 15.9 66.5 80.4 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 : 51: 9 9 15 30 32 46 49:
Old : 51: 9 9 15 30 32 46 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 46.7 61.8 63.2 23.7 24.8 30.7 31.9
Old : 40.9 46.7 61.8 63.2 23.7 24.8 30.7 31.9
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,594: 6,945 1,075 527 38,053 43,991 45,524 45,593: 70 1
Old : 45,594: 6,945 1,075 527 38,053 43,991 45,524 45,593: 70 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,943: -216 -200 131 2,025 2,012 1,940 1,943: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 2.4 1.2 83.5 96.5 99.8 100.0: 0.2 0.0
Old : 100.0: 15.2 2.4 1.2 83.5 96.5 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 3 3 21 26 27 32:
Old : 39: 6 3 3 21 26 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 : 62.2 72.6 85.3 86.1 57.3 68.8 73.4 76.6
Old : 62.2 72.6 85.3 86.1 57.3 68.8 73.4 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,393: 5,150 200 125 18,989 24,028 24,264 24,353: 129 40
Old : 24,393: 5,150 200 125 18,989 24,028 24,264 24,353: 129 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 933: 450 50 0 483 883 933 933: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 0.8 0.5 77.8 98.5 99.5 99.8: 0.5 0.2
Old : 100.0: 21.1 0.8 0.5 77.8 98.5 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 1 1 16 17 23 19:
Old : 31: 7 1 1 16 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 73.4 86.9 91.4 70.6 69.5 79.9 80.4
Old : 71.4 73.4 86.9 91.4 70.6 69.5 79.9 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 153,670: 5,107 4,572 5,053 143,269 143,763 153,429 153,388: 241 282
Old : 153,670: 5,107 4,572 5,053 143,269 143,763 153,429 153,388: 241 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -1,167: 795 -34 53 -2,015 -1,066 -1,167 -1,047: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.0 3.3 93.2 93.6 99.8 99.8: 0.2 0.2
Old : 100.0: 3.3 3.0 3.3 93.2 93.6 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 8 5 5 38 36 49 43:
Old : 55: 8 5 5 38 36 49 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 : 41.1 60.9 59.3 74.4 37.3 50.7 49.5 59.7
Old : 41.1 60.9 59.3 74.4 37.3 50.7 49.5 59.7
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,888: 477 5,084 1,193 43,158 38,566 44,828 44,843: 60 45
Old : 44,888: 477 5,084 1,193 43,158 38,566 44,828 44,843: 60 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 3,311: 177 -300 290 2,856 3,306 3,323 3,296: -12 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 11.3 2.7 96.1 85.9 99.9 99.9: 0.1 0.1
Old : 100.0: 1.1 11.3 2.7 96.1 85.9 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 : 34: 7 4 5 16 19 26 25:
Old : 34: 7 4 5 16 19 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 64.4 92.0 85.9 71.6 52.3 75.8 72.3
Old : 76.9 64.4 92.0 85.9 71.6 52.3 75.8 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,415: 150 250 0 27,225 27,165 27,375 27,415: 40 0
Old : 27,415: 150 250 0 27,225 27,165 27,375 27,415: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -85: 0 0 0 -85 -85 -85 -85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.9 0.0 99.3 99.1 99.9 100.0: 0.1 0.0
Old : 100.0: 0.5 0.9 0.0 99.3 99.1 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 : 22: 1 2 0 11 12 12 14:
Old : 22: 1 2 0 11 12 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.6 93.7 98.2 98.0 85.6 82.6 88.1 87.0
Old : 85.6 93.7 98.2 98.0 85.6 82.6 88.1 87.0
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 46,446: 2,035 700 280 43,956 45,366 46,271 46,346: 175 100
Old : 46,446: 2,035 700 280 43,956 45,366 46,271 46,346: 175 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 160: 45 0 -20 70 175 95 155: 65 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.5 0.6 94.6 97.7 99.6 99.8: 0.4 0.2
Old : 100.0: 4.4 1.5 0.6 94.6 97.7 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 1 1 28 28 32 30:
Old : 35: 4 1 1 28 28 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 50.1 71.3 71.8 43.4 46.7 56.5 64.6
Old : 49.0 50.1 71.3 71.8 43.4 46.7 56.5 64.6
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 71,797: 13,305 1,330 530 57,530 69,932 71,365 71,792: 432 5
Old : 71,797: 13,305 1,330 530 57,530 69,932 71,365 71,792: 432 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 405: 280 100 -50 175 350 405 400: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 1.9 0.7 80.1 97.4 99.4 100.0: 0.6 0.0
Old : 100.0: 18.5 1.9 0.7 80.1 97.4 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 : 42: 7 3 4 31 29 38 36:
Old : 42: 7 3 4 31 29 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 57.0 60.7 73.2 34.3 54.6 50.6 62.2
Old : 39.2 57.0 60.7 73.2 34.3 54.6 50.6 62.2
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 79,039: 5,147 120 1,340 72,270 77,033 78,757 78,493: 282 546
Old : 79,039: 5,147 120 1,340 72,270 77,033 78,757 78,493: 282 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 315: 0 0 0 315 300 315 300: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.2 1.7 91.4 97.5 99.6 99.3: 0.4 0.7
Old : 100.0: 6.5 0.2 1.7 91.4 97.5 99.6 99.3: 0.4 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 : 39: 6 1 2 24 26 30 29:
Old : 39: 6 1 2 24 26 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 62.2 71.2 78.8 49.7 62.2 70.2 75.8
Old : 50.5 62.2 71.2 78.8 49.7 62.2 70.2 75.8
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 112,039: 7,021 120 800 103,884 110,553 111,705 111,473: 334 566
Old : 112,039: 7,021 120 800 103,884 110,553 111,705 111,473: 334 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 255: 0 0 0 255 255 255 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.1 0.7 92.7 98.7 99.7 99.5: 0.3 0.5
Old : 100.0: 6.3 0.1 0.7 92.7 98.7 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 1 1 30 29 38 31:
Old : 46: 8 1 1 30 29 38 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 58.9 68.5 80.2 47.4 58.0 66.8 78.3
Old : 47.7 58.9 68.5 80.2 47.4 58.0 66.8 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,795: 395 30 100 40,180 40,535 40,675 40,665: 120 130
Old : 40,795: 395 30 100 40,180 40,535 40,675 40,665: 120 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 170: 0 0 0 170 170 170 170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.1 0.2 98.5 99.4 99.7 99.7: 0.3 0.3
Old : 100.0: 1.0 0.1 0.2 98.5 99.4 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 : 32: 3 1 1 24 18 28 19:
Old : 32: 3 1 1 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 : 61.0 85.3 86.6 94.2 56.2 83.1 79.0 86.9
Old : 61.0 85.3 86.6 94.2 56.2 83.1 79.0 86.9
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 27,246: 532 0 170 26,504 27,038 27,206 27,208: 40 38
Old : 27,246: 532 0 170 26,504 27,038 27,206 27,208: 40 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 867: -108 0 120 855 709 867 829: 0 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.6 97.3 99.2 99.9 99.9: 0.1 0.1
Old : 100.0: 2.0 0.0 0.6 97.3 99.2 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 21 23 23 25:
Old : 28: 2 0 2 21 23 23 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 : 47.7 56.9 74.2 78.8 38.7 45.4 50.6 55.1
Old : 47.7 56.9 74.2 78.8 38.7 45.4 50.6 55.1
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,100: 1,000 200 0 7,100 7,900 8,100 8,100: 0 0
Old : 8,100: 1,000 200 0 7,100 7,900 8,100 8,100: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.5 0.0 87.7 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 12.3 2.5 0.0 87.7 97.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 0 14 9 17 10:
Old : 20: 3 1 0 14 9 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 73.0 80.4 95.8 45.8 54.9 59.9 64.2
Old : 56.3 73.0 80.4 95.8 45.8 54.9 59.9 64.2
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 55,670: 5,056 2,519 3,035 47,270 50,044 55,362 55,598: 308 72
Old : 55,670: 5,056 2,519 3,035 47,270 50,044 55,362 55,598: 308 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 901: -1,236 62 55 2,063 731 883 848: 18 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 4.5 5.5 84.9 89.9 99.4 99.9: 0.6 0.1
Old : 100.0: 9.1 4.5 5.5 84.9 89.9 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 3 9 31 29 44 38:
Old : 47: 10 3 9 31 29 44 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 : 43.7 46.6 66.2 65.2 22.2 24.7 32.2 33.4
Old : 43.7 46.6 66.2 65.2 22.2 24.7 32.2 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,317: 950 900 1,150 7,904 7,943 10,004 9,993: 313 324
Old : 10,317: 950 900 1,150 7,904 7,943 10,004 9,993: 313 324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -347: 0 0 0 -344 -347 -344 -347: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.7 11.1 76.6 77.0 97.0 96.9: 3.0 3.1
Old : 100.0: 9.2 8.7 11.1 76.6 77.0 97.0 96.9: 3.0 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 : 23: 2 2 3 14 17 18 20:
Old : 23: 2 2 3 14 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 42.9 79.2 69.2 36.6 38.4 55.7 56.3
Old : 56.0 42.9 79.2 69.2 36.6 38.4 55.7 56.3
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,153: 655 0 120 52,353 52,843 53,128 52,963: 25 190
Old : 53,153: 655 0 120 52,353 52,843 53,128 52,963: 25 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 265: 55 0 0 230 265 285 265: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.2 98.5 99.4 100.0 99.6: 0.0 0.4
Old : 100.0: 1.2 0.0 0.2 98.5 99.4 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 0 1 23 20 27 21:
Old : 34: 4 0 1 23 20 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 : 56.3 76.9 84.3 91.5 49.8 74.1 71.6 79.3
Old : 56.3 76.9 84.3 91.5 49.8 74.1 71.6 79.3
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 43,704: 2,100 270 340 40,784 43,089 43,224 43,699: 480 5
Old : 43,704: 2,100 270 340 40,784 43,089 43,224 43,699: 480 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 931: 5 120 5 931 806 941 931: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.6 0.8 93.3 98.6 98.9 100.0: 1.1 0.0
Old : 100.0: 4.8 0.6 0.8 93.3 98.6 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 3 21 25 25 29:
Old : 33: 2 2 3 21 25 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 56.8 76.6 80.5 42.2 53.4 60.7 71.0
Old : 55.1 56.8 76.6 80.5 42.2 53.4 60.7 71.0
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 68,545: 4,573 300 175 63,104 67,392 67,852 67,867: 693 678
Old : 68,545: 4,573 300 175 63,104 67,392 67,852 67,867: 693 678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 885: 250 -100 0 635 985 885 885: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.4 0.3 92.1 98.3 99.0 99.0: 1.0 1.0
Old : 100.0: 6.7 0.4 0.3 92.1 98.3 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 1 24 19 28 21:
Old : 32: 4 1 1 24 19 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 86.7 70.0 96.3 45.0 81.6 63.5 82.1
Old : 50.3 86.7 70.0 96.3 45.0 81.6 63.5 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 74,122: 5,346 1,800 225 67,758 71,757 73,329 73,782: 793 340
Old : 74,122: 5,346 1,800 225 67,758 71,757 73,329 73,782: 793 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 680: 260 -100 0 420 780 680 680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.4 0.3 91.4 96.8 98.9 99.5: 1.1 0.5
Old : 100.0: 7.2 2.4 0.3 91.4 96.8 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 1 25 18 28 20:
Old : 32: 3 1 1 25 18 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 82.4 72.2 94.4 47.6 77.9 62.5 82.6
Old : 52.4 82.4 72.2 94.4 47.6 77.9 62.5 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 91,486: 45 2,820 5 91,297 88,651 91,347 91,476: 139 10
Old : 91,486: 45 2,820 5 91,297 88,651 91,347 91,476: 139 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 945: 0 454 -111 1,036 602 925 945: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 99.8 96.9 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 3.1 0.0 99.8 96.9 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 : 36: 1 2 1 27 27 28 30:
Old : 36: 1 2 1 27 27 28 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 : 61.4 60.3 81.0 84.2 57.2 56.3 74.1 74.1
Old : 61.4 60.3 81.0 84.2 57.2 56.3 74.1 74.1
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 120,575: 1,289 3,092 1,128 117,763 116,231 120,180 120,451: 395 124
Old : 120,575: 1,289 3,092 1,128 117,763 116,231 120,180 120,451: 395 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,673: -20 -364 -386 2,079 2,338 1,673 1,589: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.6 0.9 97.7 96.4 99.7 99.9: 0.3 0.1
Old : 100.0: 1.1 2.6 0.9 97.7 96.4 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 6 7 25 30 35 39:
Old : 48: 6 6 7 25 30 35 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 : 58.7 53.0 78.1 75.6 53.5 52.9 66.8 65.2
Old : 58.7 53.0 78.1 75.6 53.5 52.9 66.8 65.2
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 51,515: 25 675 250 51,240 50,590 51,515 51,515: 0 0
Old : 51,515: 25 675 250 51,240 50,590 51,515 51,515: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,805: -150 250 125 2,830 2,430 2,805 2,805: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.5 99.5 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.3 0.5 99.5 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 5 3 16 17 19 23:
Old : 31: 1 5 3 16 17 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.7 85.0 97.4 95.7 83.6 84.3 90.0 88.5
Old : 87.7 85.0 97.4 95.7 83.6 84.3 90.0 88.5
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 39,921: 0 450 0 39,921 39,471 39,921 39,921: 0 0
Old : 39,921: 0 450 0 39,921 39,471 39,921 39,921: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 100.0 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.1 0.0 100.0 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 : 21: 0 2 0 11 11 11 13:
Old : 21: 0 2 0 11 11 11 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 : 89.0 95.1 98.2 98.6 88.2 90.1 94.1 93.4
Old : 89.0 95.1 98.2 98.6 88.2 90.1 94.1 93.4
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 50,676: 1,050 1,170 905 47,811 48,445 49,766 50,520: 910 156
Old : 50,676: 1,050 1,170 905 47,811 48,445 49,766 50,520: 910 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -82: 0 -15 15 -82 -143 -67 -143: -15 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.3 1.8 94.3 95.6 98.2 99.7: 1.8 0.3
Old : 100.0: 2.1 2.3 1.8 94.3 95.6 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 : 27: 2 3 2 20 19 24 22:
Old : 27: 2 3 2 20 19 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 68.0 78.8 81.5 42.3 56.7 61.1 63.7
Old : 49.2 68.0 78.8 81.5 42.3 56.7 61.1 63.7
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 57,664: 21,755 1,656 455 34,797 55,427 57,007 57,538: 657 126
Old : 57,664: 21,755 1,656 455 34,797 55,427 57,007 57,538: 657 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -54: 50 -10 5 -106 -148 -51 -153: -3 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 2.9 0.8 60.3 96.1 98.9 99.8: 1.1 0.2
Old : 100.0: 37.7 2.9 0.8 60.3 96.1 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 2 2 23 24 29 27:
Old : 32: 5 2 2 23 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 : 63.6 54.9 78.5 73.5 58.7 48.1 64.4 60.5
Old : 63.6 54.9 78.5 73.5 58.7 48.1 64.4 60.5
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 35,708: 180 0 300 35,002 35,340 35,482 35,640: 226 68
Old : 35,708: 180 0 300 35,002 35,340 35,482 35,640: 226 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 135: 0 0 0 130 155 130 155: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.8 98.0 99.0 99.4 99.8: 0.6 0.2
Old : 100.0: 0.5 0.0 0.8 98.0 99.0 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 16 15 17 16:
Old : 21: 1 0 1 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 87.7 84.2 94.9 60.0 80.5 78.8 86.4
Old : 60.6 87.7 84.2 94.9 60.0 80.5 78.8 86.4
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 32,589: 0 410 0 32,314 32,144 32,314 32,554: 275 35
Old : 32,589: 0 410 0 32,314 32,144 32,314 32,554: 275 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 305: 0 0 0 300 325 300 325: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 99.2 98.6 99.2 99.9: 0.8 0.1
Old : 100.0: 0.0 1.3 0.0 99.2 98.6 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 18 13 18 14:
Old : 22: 0 1 0 18 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 : 62.5 86.0 85.2 95.7 62.3 79.6 81.5 87.7
Old : 62.5 86.0 85.2 95.7 62.3 79.6 81.5 87.7
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,342: 142 810 450 33,570 32,942 34,162 34,202: 180 140
Old : 34,342: 142 810 450 33,570 32,942 34,162 34,202: 180 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 236: 0 -100 100 146 235 246 235: -10 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.4 1.3 97.8 95.9 99.5 99.6: 0.5 0.4
Old : 100.0: 0.4 2.4 1.3 97.8 95.9 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 : 32: 1 2 2 24 21 27 23:
Old : 32: 1 2 2 24 21 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 55.9 85.9 76.7 72.1 55.1 80.9 74.9
Old : 73.2 55.9 85.9 76.7 72.1 55.1 80.9 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 23,646: 310 0 465 22,524 22,985 23,299 23,450: 347 196
Old : 23,646: 310 0 465 22,524 22,985 23,299 23,450: 347 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -140: 5 0 0 -145 -140 -140 -140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 2.0 95.3 97.2 98.5 99.2: 1.5 0.8
Old : 100.0: 1.3 0.0 2.0 95.3 97.2 98.5 99.2: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 2 18 19 21 21:
Old : 27: 3 0 2 18 19 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 : 66.9 67.2 82.4 85.8 62.5 66.7 76.1 81.3
Old : 66.9 67.2 82.4 85.8 62.5 66.7 76.1 81.3
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 45,661: 415 1,307 1,026 44,175 43,312 45,615 45,644: 46 17
Old : 45,661: 415 1,307 1,026 44,175 43,312 45,615 45,644: 46 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 523: -125 42 109 538 441 523 592: 0 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.9 2.2 96.7 94.9 99.9 100.0: 0.1 0.0
Old : 100.0: 0.9 2.9 2.2 96.7 94.9 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 : 38: 3 4 4 27 26 34 31:
Old : 38: 3 4 4 27 26 34 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 : 56.5 54.3 77.3 74.2 43.2 51.7 61.0 63.0
Old : 56.5 54.3 77.3 74.2 43.2 51.7 61.0 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 39,368: 1,290 285 130 37,768 38,943 39,188 39,358: 180 10
Old : 39,368: 1,290 285 130 37,768 38,943 39,188 39,358: 180 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 16: -60 0 40 36 -24 16 16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.7 0.3 95.9 98.9 99.5 100.0: 0.5 0.0
Old : 100.0: 3.3 0.7 0.3 95.9 98.9 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 : 31: 2 2 1 24 21 26 24:
Old : 31: 2 2 1 24 21 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 64.3 79.3 84.9 46.5 59.3 60.0 69.6
Old : 60.6 64.3 79.3 84.9 46.5 59.3 60.0 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,165: 2,370 0 0 16,585 19,159 18,955 19,159: 210 6
Old : 19,165: 2,370 0 0 16,585 19,159 18,955 19,159: 210 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -2,186: -50 0 0 -2,136 -2,186 -2,186 -2,186: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 0.0 86.5 100.0 98.9 100.0: 1.1 0.0
Old : 100.0: 12.4 0.0 0.0 86.5 100.0 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 0 14 12 17 12:
Old : 22: 3 0 0 14 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 68.6 88.0 94.8 47.7 54.3 66.5 68.3
Old : 55.1 68.6 88.0 94.8 47.7 54.3 66.5 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,280: 4,201 550 530 15,534 19,200 20,265 20,280: 15 0
Old : 20,280: 4,201 550 530 15,534 19,200 20,265 20,280: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 625: 300 0 0 325 625 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 2.7 2.6 76.6 94.7 99.9 100.0: 0.1 0.0
Old : 100.0: 20.7 2.7 2.6 76.6 94.7 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 1 1 15 9 20 11:
Old : 24: 5 1 1 15 9 20 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 83.1 80.3 98.3 44.9 76.9 67.8 80.4
Old : 55.7 83.1 80.3 98.3 44.9 76.9 67.8 80.4
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,640: 3,554 1,275 580 16,436 18,785 20,570 20,640: 70 0
Old : 20,640: 3,554 1,275 580 16,436 18,785 20,570 20,640: 70 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 625: 300 0 0 325 625 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 6.2 2.8 79.6 91.0 99.7 100.0: 0.3 0.0
Old : 100.0: 17.2 6.2 2.8 79.6 91.0 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 : 23: 3 2 2 15 11 19 14:
Old : 23: 3 2 2 15 11 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 : 51.6 81.2 79.4 96.9 41.6 79.5 67.8 81.8
Old : 51.6 81.2 79.4 96.9 41.6 79.5 67.8 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any Multiple of 800 800MWhs :
: : :
All : 395,650: 561 26,390 43,684 351,364 325,576 395,609 395,650: 41 0
Old : 395,650: 561 26,390 43,684 351,364 325,576 395,609 395,650: 41 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 13,517: 393 2,443 4,274 8,849 6,799 13,517 13,517: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.7 11.0 88.8 82.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 6.7 11.0 88.8 82.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 3 4 16 16 21 21:
Old : 25: 3 3 4 16 16 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 : 74.6 52.8 91.7 79.3 45.5 37.5 46.7 45.8
Old : 74.6 52.8 91.7 79.3 45.5 37.5 46.7 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,880: 930 100 0 14,290 15,780 15,220 15,880: 660 0
Old : 15,880: 930 100 0 14,290 15,780 15,220 15,880: 660 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.6 0.0 90.0 99.4 95.8 100.0: 4.2 0.0
Old : 100.0: 5.9 0.6 0.0 90.0 99.4 95.8 100.0: 4.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 14 13 15 14:
Old : 21: 1 1 0 14 13 15 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 : 74.5 83.0 88.6 93.9 72.2 77.1 83.1 86.6
Old : 74.5 83.0 88.6 93.9 72.2 77.1 83.1 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,330: 930 100 0 19,260 20,230 20,190 20,330: 140 0
Old : 20,330: 930 100 0 19,260 20,230 20,190 20,330: 140 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.5 0.0 94.7 99.5 99.3 100.0: 0.7 0.0
Old : 100.0: 4.6 0.5 0.0 94.7 99.5 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 14 15 15 16:
Old : 22: 1 1 0 14 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 80.5 92.4 91.5 73.3 74.3 83.5 81.9
Old : 78.7 80.5 92.4 91.5 73.3 74.3 83.5 81.9
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,164: 3,005 3,655 1,155 21,719 21,345 25,879 26,155: 285 9
Old : 26,164: 3,005 3,655 1,155 21,719 21,345 25,879 26,155: 285 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -80: -225 -225 255 -110 -110 -80 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.0 4.4 83.0 81.6 98.9 100.0: 1.1 0.0
Old : 100.0: 11.5 14.0 4.4 83.0 81.6 98.9 100.0: 1.1 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 : 29: 4 3 3 13 15 17 21:
Old : 29: 4 3 3 13 15 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 59.2 90.7 83.1 65.5 57.7 86.0 79.2
Old : 69.3 59.2 90.7 83.1 65.5 57.7 86.0 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,504: 2,360 3,680 1,210 19,675 18,610 23,245 23,500: 259 4
Old : 23,504: 2,360 3,680 1,210 19,675 18,610 23,245 23,500: 259 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -120: -225 -225 255 -150 -150 -120 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 15.7 5.1 83.7 79.2 98.9 100.0: 1.1 0.0
Old : 100.0: 10.0 15.7 5.1 83.7 79.2 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 3 3 13 13 17 19:
Old : 27: 4 3 3 13 13 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 63.6 88.9 88.4 64.5 61.1 83.6 81.3
Old : 69.0 63.6 88.9 88.4 64.5 61.1 83.6 81.3
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,286: 325 165 2,600 48,888 49,511 51,813 52,276: 473 10
Old : 52,286: 325 165 2,600 48,888 49,511 51,813 52,276: 473 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 297: 0 -355 80 220 570 300 295: -3 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.3 5.0 93.5 94.7 99.1 100.0: 0.9 0.0
Old : 100.0: 0.6 0.3 5.0 93.5 94.7 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 : 31: 2 2 3 20 16 24 19:
Old : 31: 2 2 3 20 16 24 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 : 59.1 84.5 79.8 94.1 53.7 80.4 72.2 82.8
Old : 59.1 84.5 79.8 94.1 53.7 80.4 72.2 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,891: 1,075 895 2,435 48,143 48,561 51,653 51,891: 238 0
Old : 51,891: 1,075 895 2,435 48,143 48,561 51,653 51,891: 238 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 375: 475 20 -220 120 575 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.7 4.7 92.8 93.6 99.5 100.0: 0.5 0.0
Old : 100.0: 2.1 1.7 4.7 92.8 93.6 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 : 34: 3 1 3 22 18 26 21:
Old : 34: 3 1 3 22 18 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 82.5 80.1 92.8 54.5 80.0 72.0 83.1
Old : 58.7 82.5 80.1 92.8 54.5 80.0 72.0 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 113,191: 9,409 10,781 3,127 100,380 99,203 112,916 113,111: 275 80
Old : 113,191: 9,409 10,781 3,127 100,380 99,203 112,916 113,111: 275 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 850: -205 849 -144 1,200 145 851 850: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 9.5 2.8 88.7 87.6 99.8 99.9: 0.2 0.1
Old : 100.0: 8.3 9.5 2.8 88.7 87.6 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 : 55: 8 5 9 35 31 47 42:
Old : 55: 8 5 9 35 31 47 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 : 41.2 49.5 62.5 78.5 40.6 47.5 59.6 67.2
Old : 41.2 49.5 62.5 78.5 40.6 47.5 59.6 67.2
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 128,134: 11,229 15,243 2,447 114,121 110,364 127,797 128,054: 337 80
Old : 128,134: 11,229 15,243 2,447 114,121 110,364 127,797 128,054: 337 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 875: -205 925 -175 1,255 125 875 875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.9 1.9 89.1 86.1 99.7 99.9: 0.3 0.1
Old : 100.0: 8.8 11.9 1.9 89.1 86.1 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 7 7 7 40 36 49 48:
Old : 60: 7 7 7 40 36 49 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 : 40.0 47.5 58.1 75.6 38.4 44.9 53.7 66.9
Old : 40.0 47.5 58.1 75.6 38.4 44.9 53.7 66.9
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 301,441: 20,795 25,954 34,443 245,482 241,015 300,720 301,412: 721 29
Old : 301,441: 20,795 25,954 34,443 245,482 241,015 300,720 301,412: 721 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,225: -1,522 -1,360 1,308 1,417 1,383 1,203 1,330: 22 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.6 11.4 81.4 80.0 99.8 100.0: 0.2 0.0
Old : 100.0: 6.9 8.6 11.4 81.4 80.0 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 : 83: 22 13 25 43 43 77 70:
Old : 83: 22 13 25 43 43 77 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 43.3 54.8 59.5 29.6 31.0 41.7 41.4
Old : 36.6 43.3 54.8 59.5 29.6 31.0 41.7 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,517: 6,164 255 650 24,570 30,612 31,384 31,517: 133 0
Old : 31,517: 6,164 255 650 24,570 30,612 31,384 31,517: 133 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -70: -250 -25 155 25 -200 -70 -70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 0.8 2.1 78.0 97.1 99.6 100.0: 0.4 0.0
Old : 100.0: 19.6 0.8 2.1 78.0 97.1 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 : 28: 4 2 2 21 10 25 14:
Old : 28: 4 2 2 21 10 25 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 : 54.6 94.4 79.9 98.9 52.6 91.9 77.5 92.9
Old : 54.6 94.4 79.9 98.9 52.6 91.9 77.5 92.9
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,377: 5,680 1,535 765 23,777 28,077 30,222 30,377: 155 0
Old : 30,377: 5,680 1,535 765 23,777 28,077 30,222 30,377: 155 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -50: -250 -25 175 25 -200 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 5.1 2.5 78.3 92.4 99.5 100.0: 0.5 0.0
Old : 100.0: 18.7 5.1 2.5 78.3 92.4 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 : 27: 3 3 3 20 9 25 13:
Old : 27: 3 3 3 20 9 25 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 : 58.4 92.1 83.8 98.7 56.4 89.9 81.6 93.1
Old : 58.4 92.1 83.8 98.7 56.4 89.9 81.6 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 3,661: 53 74 215 2,650 2,598 2,918 2,887: 743 774
Old : 3,661: 53 74 215 2,650 2,598 2,918 2,887: 743 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 209: -15 20 36 129 123 150 179: 59 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.0 5.9 72.4 71.0 79.7 78.9: 20.3 21.1
Old : 100.0: 1.4 2.0 5.9 72.4 71.0 79.7 78.9: 20.3 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 2 18 18 21 21:
Old : 23: 2 2 2 18 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 30.5 50.5 54.4 22.1 14.2 28.3 23.2
Old : 28.5 30.5 50.5 54.4 22.1 14.2 28.3 23.2
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,757: 3,870 2,458 755 31,852 33,365 36,477 36,578: 280 179
Old : 36,757: 3,870 2,458 755 31,852 33,365 36,477 36,578: 280 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 252: 240 145 -98 50 205 192 252: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 6.7 2.1 86.7 90.8 99.2 99.5: 0.8 0.5
Old : 100.0: 10.5 6.7 2.1 86.7 90.8 99.2 99.5: 0.8 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 : 46: 5 4 4 33 33 40 39:
Old : 46: 5 4 4 33 33 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 49.3 68.9 65.0 44.5 43.9 55.5 56.5
Old : 54.7 49.3 68.9 65.0 44.5 43.9 55.5 56.5
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,855: 1,208 225 121 14,308 14,951 15,637 15,297: 218 558
Old : 15,855: 1,208 225 121 14,308 14,951 15,637 15,297: 218 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 370: -30 225 40 360 105 370 370: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.4 0.8 90.2 94.3 98.6 96.5: 1.4 3.5
Old : 100.0: 7.6 1.4 0.8 90.2 94.3 98.6 96.5: 1.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 2 21 25 26 27:
Old : 32: 4 1 2 21 25 26 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 : 61.5 45.5 81.7 65.4 26.5 20.0 37.3 31.6
Old : 61.5 45.5 81.7 65.4 26.5 20.0 37.3 31.6
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,650: 281 129 278 9,335 10,000 9,894 10,407: 756 243
Old : 10,650: 281 129 278 9,335 10,000 9,894 10,407: 756 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 345: -43 -25 53 335 315 345 343: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.2 2.6 87.7 93.9 92.9 97.7: 7.1 2.3
Old : 100.0: 2.6 1.2 2.6 87.7 93.9 92.9 97.7: 7.1 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 : 47: 4 2 5 31 35 37 40:
Old : 47: 4 2 5 31 35 37 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 : 55.4 30.8 70.1 50.7 40.7 27.7 47.7 41.3
Old : 55.4 30.8 70.1 50.7 40.7 27.7 47.7 41.3
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,467: 348 937 327 19,739 18,987 20,414 20,251: 53 216
Old : 20,467: 348 937 327 19,739 18,987 20,414 20,251: 53 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,177: 57 0 3 1,112 1,154 1,172 1,157: 5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 4.6 1.6 96.4 92.8 99.7 98.9: 0.3 1.1
Old : 100.0: 1.7 4.6 1.6 96.4 92.8 99.7 98.9: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 5 2 24 30 28 37:
Old : 48: 4 5 2 24 30 28 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 : 66.3 53.1 78.7 69.9 60.4 52.2 70.7 65.9
Old : 66.3 53.1 78.7 69.9 60.4 52.2 70.7 65.9
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 66,112: 2,917 4,611 3,710 58,988 57,286 65,615 65,607: 497 505
Old : 66,112: 2,917 4,611 3,710 58,988 57,286 65,615 65,607: 497 505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,123: 122 58 53 1,052 1,104 1,227 1,215: -104 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 7.0 5.6 89.2 86.6 99.2 99.2: 0.8 0.8
Old : 100.0: 4.4 7.0 5.6 89.2 86.6 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 16 17 23 54 57 82 88:
Old : 100: 16 17 23 54 57 82 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 29.9 51.0 42.9 30.3 27.5 38.9 37.1
Old : 35.7 29.9 51.0 42.9 30.3 27.5 38.9 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Metric Tonnes :
: : :
All : 1,898: 140 44 134 1,063 1,309 1,337 1,487: 561 411
Old : 1,898: 140 44 134 1,063 1,309 1,337 1,487: 561 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.3 7.1 56.0 69.0 70.4 78.3: 29.6 21.7
Old : 100.0: 7.4 2.3 7.1 56.0 69.0 70.4 78.3: 29.6 21.7
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: 3 1 4 11 14 15 18:
Old : 20: 3 1 4 11 14 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 42.1 59.4 58.7 30.6 27.9 37.3 41.1
Old : 41.9 42.1 59.4 58.7 30.6 27.9 37.3 41.1
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 28,833: 3,335 0 0 25,363 28,782 28,698 28,782: 135 51
Old : 28,833: 3,335 0 0 25,363 28,782 28,698 28,782: 135 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -4,820: -250 0 0 -4,705 -4,860 -4,955 -4,860: 135 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 0.0 88.0 99.8 99.5 99.8: 0.5 0.2
Old : 100.0: 11.6 0.0 0.0 88.0 99.8 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 : 31: 1 0 0 23 20 24 20:
Old : 31: 1 0 0 23 20 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 51.1 77.8 84.0 43.2 49.9 64.6 69.4
Old : 45.6 51.1 77.8 84.0 43.2 49.9 64.6 69.4
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 11,900: 1,920 255 865 9,115 10,780 11,900 11,900: 0 0
Old : 11,900: 1,920 255 865 9,115 10,780 11,900 11,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 945: -150 120 -5 1,100 830 945 945: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 2.1 7.3 76.6 90.6 100.0 100.0: 0.0 0.0
Old : 100.0: 16.1 2.1 7.3 76.6 90.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 3 18 23 21 26:
Old : 31: 2 1 3 18 23 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 65.1 80.0 83.2 49.4 53.9 63.4 63.9
Old : 55.5 65.1 80.0 83.2 49.4 53.9 63.4 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 214,283: 0 0 0 200,100 200,272 200,100 200,272: 14,183 14,011
Old : 214,283: 0 0 0 200,100 200,272 200,100 200,272: 14,183 14,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 629: 0 0 0 1,054 689 1,054 689: -425 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.4 93.5 93.4 93.5: 6.6 6.5
Old : 100.0: 0.0 0.0 0.0 93.4 93.5 93.4 93.5: 6.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 16 15 16 15:
Old : 22: 0 0 0 16 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 61.7 87.5 84.6 59.9 61.5 75.8 79.6
Old : 67.1 61.7 87.5 84.6 59.9 61.5 75.8 79.6
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 17,208: 3,025 1,537 2,949 7,193 11,786 13,167 16,272: 4,041 936
Old : 17,208: 3,025 1,537 2,949 7,193 11,786 13,167 16,272: 4,041 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -366: -1,040 873 773 -1,001 -1,207 -1,268 439: 902 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 8.9 17.1 41.8 68.5 76.5 94.6: 23.5 5.4
Old : 100.0: 17.6 8.9 17.1 41.8 68.5 76.5 94.6: 23.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 3 7 9 13 17 20:
Old : 22: 5 3 7 9 13 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 : 41.2 52.5 60.3 71.1 31.5 42.2 42.9 56.8
Old : 41.2 52.5 60.3 71.1 31.5 42.2 42.9 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 23, 2018