CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 35,674: 8,804 8,531 1,275 25,567 25,868 35,646 35,674: 28 0
Old : 35,674: 8,804 8,531 1,275 25,567 25,868 35,646 35,674: 28 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 49: 0 0 0 49 49 49 49: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 23.9 3.6 71.7 72.5 99.9 100.0: 0.1 0.0
Old : 100.0: 24.7 23.9 3.6 71.7 72.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 3 3 17 12 31 17:
Old : 39: 12 3 3 17 12 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 74.9 64.9 94.2 42.6 74.9 64.6 91.6
Old : 42.9 74.9 64.9 94.2 42.6 74.9 64.6 91.6
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 111,597: 51,711 28,563 19,071 40,607 63,949 111,389 111,584: 208 13
Old : 111,597: 51,711 28,563 19,071 40,607 63,949 111,389 111,584: 208 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,554: -329 2 1,995 2,234 1,557 3,900 3,554: -346 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 25.6 17.1 36.4 57.3 99.8 100.0: 0.2 0.0
Old : 100.0: 46.3 25.6 17.1 36.4 57.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 31 10 20 26 21 64 44:
Old : 68: 31 10 20 26 21 64 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 32.8 47.2 51.4 28.4 26.2 38.6 38.5
Old : 31.9 32.8 47.2 51.4 28.4 26.2 38.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 47,018: 15,844 7,385 6,052 25,025 33,581 46,921 47,018: 97 0
Old : 47,018: 15,844 7,385 6,052 25,025 33,581 46,921 47,018: 97 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 506: 127 1,365 -582 961 -277 506 506: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 15.7 12.9 53.2 71.4 99.8 100.0: 0.2 0.0
Old : 100.0: 33.7 15.7 12.9 53.2 71.4 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 : 47: 16 9 11 17 17 38 32:
Old : 47: 16 9 11 17 17 38 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 : 30.8 41.4 53.7 64.4 22.3 35.8 37.7 48.9
Old : 30.8 41.4 53.7 64.4 22.3 35.8 37.7 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 149,147: 40,677 100,328 4,066 104,404 44,753 149,147 149,147: 0 0
Old : 149,147: 40,677 100,328 4,066 104,404 44,753 149,147 149,147: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,125: 0 125 0 3,125 3,000 3,125 3,125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 67.3 2.7 70.0 30.0 100.0 100.0: 0.0 0.0
Old : 100.0: 27.3 67.3 2.7 70.0 30.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 8 4 17 13 23 23:
Old : 31: 4 8 4 17 13 23 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 : 66.3 77.2 88.3 88.2 66.3 72.8 81.7 80.3
Old : 66.3 77.2 88.3 88.2 66.3 72.8 81.7 80.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 36,477: 4,240 421 0 32,237 36,056 36,477 36,477: 0 0
Old : 36,477: 4,240 421 0 32,237 36,056 36,477 36,477: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -5: 0 0 0 -5 -5 -5 -5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 1.2 0.0 88.4 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 11.6 1.2 0.0 88.4 98.8 100.0 100.0: 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 : 20: 3 2 0 13 7 16 9:
Old : 20: 3 2 0 13 7 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 97.9 89.0 99.9 63.1 92.5 83.4 92.5
Old : 68.5 97.9 89.0 99.9 63.1 92.5 83.4 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 96,087: 17,733 23,700 2,337 76,002 70,050 96,072 96,087: 15 0
Old : 96,087: 17,733 23,700 2,337 76,002 70,050 96,072 96,087: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -1,233: -659 0 -100 -489 -1,133 -1,248 -1,233: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 24.7 2.4 79.1 72.9 100.0 100.0: 0.0 0.0
Old : 100.0: 18.5 24.7 2.4 79.1 72.9 100.0 100.0: 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 : 27: 7 3 3 14 10 22 15:
Old : 27: 7 3 3 14 10 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 83.8 79.6 94.5 60.9 82.3 77.7 91.8
Old : 61.7 83.8 79.6 94.5 60.9 82.3 77.7 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 22,556: 8,428 2,350 6,525 7,603 13,681 22,556 22,556: 0 0
Old : 22,556: 8,428 2,350 6,525 7,603 13,681 22,556 22,556: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,449: -1 0 0 1,450 1,449 1,449 1,449: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 10.4 28.9 33.7 60.7 100.0 100.0: 0.0 0.0
Old : 100.0: 37.4 10.4 28.9 33.7 60.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 1 4 8 9 20 14:
Old : 27: 8 1 4 8 9 20 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 : 48.0 52.6 73.7 81.6 39.1 39.4 51.3 58.9
Old : 48.0 52.6 73.7 81.6 39.1 39.4 51.3 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 47,327: 5,795 2,010 2,890 38,642 42,427 47,327 47,327: 0 0
Old : 47,327: 5,795 2,010 2,890 38,642 42,427 47,327 47,327: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,983: 0 0 0 1,983 1,983 1,983 1,983: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.2 6.1 81.6 89.6 100.0 100.0: 0.0 0.0
Old : 100.0: 12.2 4.2 6.1 81.6 89.6 100.0 100.0: 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 : 32: 8 3 3 19 17 29 21:
Old : 32: 8 3 3 19 17 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 59.0 74.2 80.5 33.2 33.3 43.1 43.7
Old : 54.9 59.0 74.2 80.5 33.2 33.3 43.1 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 9,886: 6,336 2,209 800 2,750 6,877 9,886 9,886: 0 0
Old : 9,886: 6,336 2,209 800 2,750 6,877 9,886 9,886: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,350: 1,000 -100 -650 1,000 2,100 1,350 1,350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 22.3 8.1 27.8 69.6 100.0 100.0: 0.0 0.0
Old : 100.0: 64.1 22.3 8.1 27.8 69.6 100.0 100.0: 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 : 21: 7 3 2 3 11 11 15:
Old : 21: 7 3 2 3 11 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 58.6 97.0 84.1 60.0 57.6 76.2 76.0
Old : 68.1 58.6 97.0 84.1 60.0 57.6 76.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of Class 1 Renewable Energy Cert :
: : :
All : 18,348: 3,093 4,300 725 14,505 13,323 18,323 18,348: 25 0
Old : 18,348: 3,093 4,300 725 14,505 13,323 18,323 18,348: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,775: 101 450 -50 1,724 1,375 1,775 1,775: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 23.4 4.0 79.1 72.6 99.9 100.0: 0.1 0.0
Old : 100.0: 16.9 23.4 4.0 79.1 72.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 5 2 12 8 18 14:
Old : 24: 5 5 2 12 8 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 : 61.0 83.7 83.4 94.6 61.0 83.4 82.5 91.3
Old : 61.0 83.7 83.4 94.6 61.0 83.4 82.5 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 41,195: 23,271 6,950 1,037 16,887 33,208 41,195 41,195: 0 0
Old : 41,195: 23,271 6,950 1,037 16,887 33,208 41,195 41,195: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 600: 600 700 -100 100 0 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 16.9 2.5 41.0 80.6 100.0 100.0: 0.0 0.0
Old : 100.0: 56.5 16.9 2.5 41.0 80.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 2 3 15 10 22 14:
Old : 23: 6 2 3 15 10 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 75.5 92.2 96.1 67.3 72.1 78.5 80.9
Old : 74.2 75.5 92.2 96.1 67.3 72.1 78.5 80.9
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 36,947: 5,106 3,184 2,202 29,518 31,497 36,826 36,883: 121 64
Old : 36,947: 5,106 3,184 2,202 29,518 31,497 36,826 36,883: 121 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 533: -107 -105 344 296 274 533 513: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.6 6.0 79.9 85.2 99.7 99.8: 0.3 0.2
Old : 100.0: 13.8 8.6 6.0 79.9 85.2 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 7 3 6 29 25 37 33:
Old : 43: 7 3 6 29 25 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 43.5 67.4 75.2 22.2 22.8 29.2 33.1
Old : 49.9 43.5 67.4 75.2 22.2 22.8 29.2 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 37,051: 4,636 3,823 2,447 29,257 30,656 36,340 36,926: 711 125
Old : 37,051: 4,636 3,823 2,447 29,257 30,656 36,340 36,926: 711 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 589: -270 205 -145 1,014 507 599 567: -10 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 10.3 6.6 79.0 82.7 98.1 99.7: 1.9 0.3
Old : 100.0: 12.5 10.3 6.6 79.0 82.7 98.1 99.7: 1.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 4 5 28 20 36 26:
Old : 40: 5 4 5 28 20 36 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 : 47.9 59.2 71.2 82.2 37.0 33.5 45.8 48.3
Old : 47.9 59.2 71.2 82.2 37.0 33.5 45.8 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 6,281: 250 2,192 343 5,664 3,537 6,257 6,072: 24 209
Old : 6,281: 250 2,192 343 5,664 3,537 6,257 6,072: 24 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 34.9 5.5 90.2 56.3 99.6 96.7: 0.4 3.3
Old : 100.0: 4.0 34.9 5.5 90.2 56.3 99.6 96.7: 0.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 3 14 10 18 13:
Old : 20: 1 3 3 14 10 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 73.3 90.0 90.2 59.4 61.6 67.7 65.6
Old : 69.4 73.3 90.0 90.2 59.4 61.6 67.7 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,335,067: 354,757 108,007 419,280 4,527,035 4,779,321 5,301,072 5,306,608: 33,995 28,459
Old : 5,335,067: 354,757 108,007 419,280 4,527,035 4,779,321 5,301,072 5,306,608: 33,995 28,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 178,989: 21,217 23,319 32,612 120,708 121,698 174,537 177,629: 4,452 1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.0 7.9 84.9 89.6 99.4 99.5: 0.6 0.5
Old : 100.0: 6.6 2.0 7.9 84.9 89.6 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 45 20 50 154 127 213 183:
Old : 234: 45 20 50 154 127 213 183:
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 : 26.7 41.5 45.1 57.5 23.8 40.2 36.0 54.3
Old : 26.7 41.5 45.1 57.5 23.8 40.2 36.0 54.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 955,740: 48,299 36,128 241,081 662,552 675,588 951,933 952,798: 3,808 2,942
Old : 955,740: 48,299 36,128 241,081 662,552 675,588 951,933 952,798: 3,808 2,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 31,405: 15,445 6,291 17,926 -1,997 7,188 31,374 31,405: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.8 25.2 69.3 70.7 99.6 99.7: 0.4 0.3
Old : 100.0: 5.1 3.8 25.2 69.3 70.7 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 19 9 23 49 47 75 72:
Old : 80: 19 9 23 49 47 75 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 55.1 67.8 72.4 6.8 11.7 9.4 13.3
Old : 50.2 55.1 67.8 72.4 6.8 11.7 9.4 13.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 252,007: 1,061 5,006 217 229,616 240,830 230,894 246,053: 21,113 5,954
Old : 252,007: 1,061 5,006 217 229,616 240,830 230,894 246,053: 21,113 5,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 6,435: 790 -332 -62 5,256 6,269 5,984 5,875: 451 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.0 0.1 91.1 95.6 91.6 97.6: 8.4 2.4
Old : 100.0: 0.4 2.0 0.1 91.1 95.6 91.6 97.6: 8.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 1 28 22 31 24:
Old : 35: 3 1 1 28 22 31 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 : 60.9 74.0 74.1 84.4 54.1 70.4 67.0 77.0
Old : 60.9 74.0 74.1 84.4 54.1 70.4 67.0 77.0
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 147,980: 2,726 5,136 721 141,835 136,988 145,282 142,845: 2,698 5,135
Old : 147,980: 2,726 5,136 721 141,835 136,988 145,282 142,845: 2,698 5,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,029: 590 0 -282 1,871 2,284 2,179 2,002: -150 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.5 0.5 95.8 92.6 98.2 96.5: 1.8 3.5
Old : 100.0: 1.8 3.5 0.5 95.8 92.6 98.2 96.5: 1.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 1 3 27 27 31 30:
Old : 37: 3 1 3 27 27 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 45.8 86.9 67.7 67.5 42.9 81.6 64.1
Old : 69.1 45.8 86.9 67.7 67.5 42.9 81.6 64.1
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 329,515: 2,309 1,438 733 317,022 321,500 320,064 323,671: 9,451 5,844
Old : 329,515: 2,309 1,438 733 317,022 321,500 320,064 323,671: 9,451 5,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 8,310: -338 -482 91 9,512 10,915 9,265 10,524: -955 -2,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.4 0.2 96.2 97.6 97.1 98.2: 2.9 1.8
Old : 100.0: 0.7 0.4 0.2 96.2 97.6 97.1 98.2: 2.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 1 2 31 30 34 33:
Old : 45: 3 1 2 31 30 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 51.4 79.2 76.5 63.1 46.2 69.4 67.6
Old : 67.4 51.4 79.2 76.5 63.1 46.2 69.4 67.6
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 846,447: 3,090 11,197 1,142 832,907 832,731 837,139 845,070: 9,308 1,377
Old : 846,447: 3,090 11,197 1,142 832,907 832,731 837,139 845,070: 9,308 1,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 5,159: 890 186 -186 4,508 5,258 5,212 5,258: -53 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.3 0.1 98.4 98.4 98.9 99.8: 1.1 0.2
Old : 100.0: 0.4 1.3 0.1 98.4 98.4 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 : 48: 3 2 2 40 29 45 31:
Old : 48: 3 2 2 40 29 45 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 : 37.2 62.4 61.6 90.4 35.4 61.1 59.4 87.9
Old : 37.2 62.4 61.6 90.4 35.4 61.1 59.4 87.9
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 393,928: 4,070 7,304 300 371,457 378,651 375,827 386,255: 18,101 7,673
Old : 393,928: 4,070 7,304 300 371,457 378,651 375,827 386,255: 18,101 7,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 12,068: 741 0 0 10,765 11,473 11,506 11,473: 562 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.9 0.1 94.3 96.1 95.4 98.1: 4.6 1.9
Old : 100.0: 1.0 1.9 0.1 94.3 96.1 95.4 98.1: 4.6 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 : 61: 4 3 1 43 38 47 42:
Old : 61: 4 3 1 43 38 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 : 42.8 43.5 62.8 64.0 40.4 38.7 57.1 54.8
Old : 42.8 43.5 62.8 64.0 40.4 38.7 57.1 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 527,071: 1,216 895 565 517,940 520,849 519,721 522,309: 7,350 4,762
Old : 527,071: 1,216 895 565 517,940 520,849 519,721 522,309: 7,350 4,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 12,200: -21,726 -176 -348 33,611 12,693 11,537 12,169: 663 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 0.1 98.3 98.8 98.6 99.1: 1.4 0.9
Old : 100.0: 0.2 0.2 0.1 98.3 98.8 98.6 99.1: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 1 3 2 38 41 41 44:
Old : 57: 1 3 2 38 41 41 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 38.6 71.4 62.6 55.0 36.2 67.8 55.0
Old : 55.5 38.6 71.4 62.6 55.0 36.2 67.8 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 418,206: 0 2,911 1,193 410,672 407,959 411,865 412,063: 6,341 6,143
Old : 418,206: 0 2,911 1,193 410,672 407,959 411,865 412,063: 6,341 6,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 33,621: 0 643 29 33,095 33,541 33,124 34,213: 497 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.3 98.2 97.5 98.5 98.5: 1.5 1.5
Old : 100.0: 0.0 0.7 0.3 98.2 97.5 98.5 98.5: 1.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 0 4 2 36 30 38 34:
Old : 49: 0 4 2 36 30 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 65.8 71.2 82.0 45.0 63.7 63.3 76.9
Old : 49.2 65.8 71.2 82.0 45.0 63.7 63.3 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 110,273: 2,453 365 1,896 100,538 106,215 104,887 108,476: 5,386 1,797
Old : 110,273: 2,453 365 1,896 100,538 106,215 104,887 108,476: 5,386 1,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 5,243: 1,130 214 637 3,002 3,221 4,769 4,072: 474 1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.3 1.7 91.2 96.3 95.1 98.4: 4.9 1.6
Old : 100.0: 2.2 0.3 1.7 91.2 96.3 95.1 98.4: 4.9 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 : 31: 4 1 5 16 20 21 25:
Old : 31: 4 1 5 16 20 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 : 75.0 53.0 84.4 75.0 72.8 52.8 78.5 72.5
Old : 75.0 53.0 84.4 75.0 72.8 52.8 78.5 72.5
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 19,024: 0 0 0 18,267 18,296 18,267 18,296: 757 728
Old : 19,024: 0 0 0 18,267 18,296 18,267 18,296: 757 728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,286: 0 0 0 3,282 3,374 3,282 3,374: 4 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.0 96.2 96.0 96.2: 4.0 3.8
Old : 100.0: 0.0 0.0 0.0 96.0 96.2 96.0 96.2: 4.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 19 15 19 15:
Old : 29: 0 0 0 19 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 60.1 75.0 78.6 55.2 59.2 70.3 75.3
Old : 55.2 60.1 75.0 78.6 55.2 59.2 70.3 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 241,895: 0 724 465 238,545 235,756 239,010 236,945: 2,885 4,950
Old : 241,895: 0 724 465 238,545 235,756 239,010 236,945: 2,885 4,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,811: 0 -394 2 2,683 3,234 2,685 2,842: 126 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.2 98.6 97.5 98.8 98.0: 1.2 2.0
Old : 100.0: 0.0 0.3 0.2 98.6 97.5 98.8 98.0: 1.2 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 : 39: 0 2 1 24 27 25 29:
Old : 39: 0 2 1 24 27 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 : 72.7 47.0 84.1 80.4 72.5 46.6 83.0 76.8
Old : 72.7 47.0 84.1 80.4 72.5 46.6 83.0 76.8
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 183,807: 725 0 167 175,212 181,255 176,104 181,422: 7,703 2,385
Old : 183,807: 725 0 167 175,212 181,255 176,104 181,422: 7,703 2,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,205: -112 0 55 928 1,145 871 1,200: 334 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.1 95.3 98.6 95.8 98.7: 4.2 1.3
Old : 100.0: 0.4 0.0 0.1 95.3 98.6 95.8 98.7: 4.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 0 1 34 25 35 26:
Old : 41: 1 0 1 34 25 35 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 57.2 70.2 86.0 52.6 56.7 68.1 80.4
Old : 52.6 57.2 70.2 86.0 52.6 56.7 68.1 80.4
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 304,320: 0 0 0 301,509 300,541 301,509 300,541: 2,811 3,779
Old : 304,320: 0 0 0 301,509 300,541 301,509 300,541: 2,811 3,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,033: 0 0 0 1,033 1,033 1,033 1,033: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 98.8 99.1 98.8: 0.9 1.2
Old : 100.0: 0.0 0.0 0.0 99.1 98.8 99.1 98.8: 0.9 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 : 36: 0 0 0 24 23 24 23:
Old : 36: 0 0 0 24 23 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 57.9 86.2 77.5 61.0 54.5 78.3 70.1
Old : 62.3 57.9 86.2 77.5 61.0 54.5 78.3 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 37,664: 4,036 1,791 0 31,654 33,960 35,690 35,751: 1,974 1,913
Old : 37,664: 4,036 1,791 0 31,654 33,960 35,690 35,751: 1,974 1,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,829: 465 155 0 1,271 1,488 1,736 1,643: 93 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 4.8 0.0 84.0 90.2 94.8 94.9: 5.2 5.1
Old : 100.0: 10.7 4.8 0.0 84.0 90.2 94.8 94.9: 5.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 0 18 14 20 16:
Old : 33: 2 2 0 18 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 73.4 74.3 86.2 55.9 73.4 71.6 86.2
Old : 56.4 73.4 74.3 86.2 55.9 73.4 71.6 86.2
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 585,420: 18,782 9,324 3,307 555,201 567,009 577,290 579,640: 8,130 5,780
Old : 585,420: 18,782 9,324 3,307 555,201 567,009 577,290 579,640: 8,130 5,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 408: 633 3,651 -533 1,831 -2,444 1,931 674: -1,523 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.6 0.6 94.8 96.9 98.6 99.0: 1.4 1.0
Old : 100.0: 3.2 1.6 0.6 94.8 96.9 98.6 99.0: 1.4 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 : 76: 4 5 5 58 51 66 57:
Old : 76: 4 5 5 58 51 66 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 54.3 46.8 75.4 26.8 53.8 45.7 70.4
Old : 27.6 54.3 46.8 75.4 26.8 53.8 45.7 70.4
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 250,486: 341 847 3,982 240,141 239,761 244,464 244,590: 6,022 5,896
Old : 250,486: 341 847 3,982 240,141 239,761 244,464 244,590: 6,022 5,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -1,119: -54 617 -184 -944 -1,731 -1,182 -1,298: 63 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.3 1.6 95.9 95.7 97.6 97.6: 2.4 2.4
Old : 100.0: 0.1 0.3 1.6 95.9 95.7 97.6 97.6: 2.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 2 24 25 27 27:
Old : 31: 1 2 2 24 25 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 57.5 82.2 77.1 45.7 38.3 53.2 50.1
Old : 59.6 57.5 82.2 77.1 45.7 38.3 53.2 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,688: 434 1,216 0 39,159 39,352 39,593 40,568: 1,095 120
Old : 40,688: 434 1,216 0 39,159 39,352 39,593 40,568: 1,095 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,466: 434 1,216 0 2,758 2,370 3,192 3,586: 274 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.0 0.0 96.2 96.7 97.3 99.7: 2.7 0.3
Old : 100.0: 1.1 3.0 0.0 96.2 96.7 97.3 99.7: 2.7 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 : 24: 1 1 0 17 12 18 13:
Old : 24: 1 1 0 17 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 77.3 80.7 95.3 57.8 67.4 73.7 78.7
Old : 61.7 77.3 80.7 95.3 57.8 67.4 73.7 78.7
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,459: 0 0 0 77,417 74,633 77,417 74,633: 4,042 6,826
Old : 81,459: 0 0 0 77,417 74,633 77,417 74,633: 4,042 6,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,019: 0 0 0 1,867 349 1,867 349: -848 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.0 91.6 95.0 91.6: 5.0 8.4
Old : 100.0: 0.0 0.0 0.0 95.0 91.6 95.0 91.6: 5.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 21 17 21 17:
Old : 26: 0 0 0 21 17 21 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 : 49.1 60.8 74.7 82.5 46.9 59.9 71.0 72.5
Old : 49.1 60.8 74.7 82.5 46.9 59.9 71.0 72.5
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 227,202: 2,976 4,433 0 220,783 222,033 223,759 226,466: 3,443 736
Old : 227,202: 2,976 4,433 0 220,783 222,033 223,759 226,466: 3,443 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 17,830: 2,976 4,433 0 14,304 13,397 17,280 17,830: 550 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.0 0.0 97.2 97.7 98.5 99.7: 1.5 0.3
Old : 100.0: 1.3 2.0 0.0 97.2 97.7 98.5 99.7: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 2 0 25 23 26 25:
Old : 40: 1 2 0 25 23 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 : 57.8 73.3 80.7 88.4 51.6 72.9 69.5 82.5
Old : 57.8 73.3 80.7 88.4 51.6 72.9 69.5 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 212,164: 4,626 13,115 0 201,095 198,749 205,721 211,864: 6,443 300
Old : 212,164: 4,626 13,115 0 201,095 198,749 205,721 211,864: 6,443 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 16,709: 2,976 4,805 0 11,756 11,904 14,732 16,709: 1,977 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 6.2 0.0 94.8 93.7 97.0 99.9: 3.0 0.1
Old : 100.0: 2.2 6.2 0.0 94.8 93.7 97.0 99.9: 3.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 4 5 0 30 40 34 45:
Old : 64: 4 5 0 30 40 34 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 : 59.7 62.9 77.4 76.1 57.6 58.3 72.9 70.8
Old : 59.7 62.9 77.4 76.1 57.6 58.3 72.9 70.8
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 144,715: 0 856 0 143,014 142,897 143,014 143,753: 1,701 962
Old : 144,715: 0 856 0 143,014 142,897 143,014 143,753: 1,701 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 4,142: 0 0 0 4,142 4,232 4,142 4,232: 0 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 98.8 98.7 98.8 99.3: 1.2 0.7
Old : 100.0: 0.0 0.6 0.0 98.8 98.7 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 0 19 23 19 25:
Old : 35: 0 2 0 19 23 19 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 66.1 90.0 86.0 71.5 56.0 81.3 75.2
Old : 77.0 66.1 90.0 86.0 71.5 56.0 81.3 75.2
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 27,406: 310 403 0 26,884 26,792 27,194 27,195: 212 211
Old : 27,406: 310 403 0 26,884 26,792 27,194 27,195: 212 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,486: 310 403 0 3,114 3,083 3,424 3,486: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.5 0.0 98.1 97.8 99.2 99.2: 0.8 0.8
Old : 100.0: 1.1 1.5 0.0 98.1 97.8 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 : 27: 1 1 0 16 14 17 15:
Old : 27: 1 1 0 16 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 54.5 85.7 84.3 60.9 54.0 82.1 83.4
Old : 63.3 54.5 85.7 84.3 60.9 54.0 82.1 83.4
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 264,517: 1,659 3,469 13,897 244,850 240,271 260,406 257,637: 4,111 6,880
Old : 264,517: 1,659 3,469 13,897 244,850 240,271 260,406 257,637: 4,111 6,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 5,883: 460 354 291 4,789 2,792 5,540 3,437: 343 2,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.3 5.3 92.6 90.8 98.4 97.4: 1.6 2.6
Old : 100.0: 0.6 1.3 5.3 92.6 90.8 98.4 97.4: 1.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 2 2 38 40 41 43:
Old : 53: 2 2 2 38 40 41 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 : 47.2 39.1 67.3 58.9 43.5 33.8 54.9 42.1
Old : 47.2 39.1 67.3 58.9 43.5 33.8 54.9 42.1
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 114,985: 0 0 0 108,539 106,421 108,539 106,421: 6,446 8,564
Old : 114,985: 0 0 0 108,539 106,421 108,539 106,421: 6,446 8,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,886: 0 0 0 2,167 3,111 2,167 3,111: 719 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 92.6 94.4 92.6: 5.6 7.4
Old : 100.0: 0.0 0.0 0.0 94.4 92.6 94.4 92.6: 5.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 22 20 22 20:
Old : 29: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 58.4 77.1 75.0 57.6 48.9 67.3 63.7
Old : 61.8 58.4 77.1 75.0 57.6 48.9 67.3 63.7
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 221,215: 0 2,128 0 218,512 213,302 218,512 215,430: 2,703 5,785
Old : 221,215: 0 2,128 0 218,512 213,302 218,512 215,430: 2,703 5,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,211: 0 0 0 2,415 2,936 2,415 2,936: 796 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 98.8 96.4 98.8 97.4: 1.2 2.6
Old : 100.0: 0.0 1.0 0.0 98.8 96.4 98.8 97.4: 1.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 1 0 26 30 26 31:
Old : 41: 0 1 0 26 30 26 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 : 64.9 43.4 83.4 62.0 60.4 42.2 74.2 55.2
Old : 64.9 43.4 83.4 62.0 60.4 42.2 74.2 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 51,276: 0 310 0 47,887 47,983 47,887 48,293: 3,389 2,983
Old : 51,276: 0 310 0 47,887 47,983 47,887 48,293: 3,389 2,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 93.4 93.6 93.4 94.2: 6.6 5.8
Old : 100.0: 0.0 0.6 0.0 93.4 93.6 93.4 94.2: 6.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 12 16 12 17:
Old : 20: 0 1 0 12 16 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 62.8 91.7 82.4 73.4 62.8 85.0 81.0
Old : 77.1 62.8 91.7 82.4 73.4 62.8 85.0 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 185,173: 0 0 0 178,914 181,487 178,914 181,487: 6,259 3,686
Old : 185,173: 0 0 0 178,914 181,487 178,914 181,487: 6,259 3,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 814: 0 0 0 1,374 1,817 1,374 1,817: -560 -1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.6 98.0 96.6 98.0: 3.4 2.0
Old : 100.0: 0.0 0.0 0.0 96.6 98.0 96.6 98.0: 3.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 23 20 23 20:
Old : 29: 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 : 60.1 67.7 78.5 83.7 54.3 62.4 72.1 75.9
Old : 60.1 67.7 78.5 83.7 54.3 62.4 72.1 75.9
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,921: 0 0 0 78,894 79,165 78,894 79,165: 4,027 3,756
Old : 82,921: 0 0 0 78,894 79,165 78,894 79,165: 4,027 3,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -51: 0 0 0 -514 -1,339 -514 -1,339: 463 1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.1 95.5 95.1 95.5: 4.9 4.5
Old : 100.0: 0.0 0.0 0.0 95.1 95.5 95.1 95.5: 4.9 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 : 24: 0 0 0 20 16 20 16:
Old : 24: 0 0 0 20 16 20 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 : 50.7 65.3 77.8 84.0 45.0 63.4 68.9 75.2
Old : 50.7 65.3 77.8 84.0 45.0 63.4 68.9 75.2
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 34,956: 1,511 990 0 31,494 33,786 33,005 34,776: 1,951 180
Old : 34,956: 1,511 990 0 31,494 33,786 33,005 34,776: 1,951 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 10,554: 124 0 0 10,273 11,012 10,397 11,012: 157 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.8 0.0 90.1 96.7 94.4 99.5: 5.6 0.5
Old : 100.0: 4.3 2.8 0.0 90.1 96.7 94.4 99.5: 5.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 0 18 14 21 16:
Old : 31: 3 2 0 18 14 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 86.5 77.4 93.1 61.5 82.4 73.4 88.1
Old : 63.0 86.5 77.4 93.1 61.5 82.4 73.4 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 201,573: 3,586 0 411 190,928 195,322 194,925 195,733: 6,648 5,840
Old : 201,573: 3,586 0 411 190,928 195,322 194,925 195,733: 6,648 5,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -332: 74 -509 -346 494 400 222 -455: -554 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.2 94.7 96.9 96.7 97.1: 3.3 2.9
Old : 100.0: 1.8 0.0 0.2 94.7 96.9 96.7 97.1: 3.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 17 18 19 19:
Old : 25: 2 0 1 17 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 65.7 90.8 84.7 71.6 64.7 85.4 78.8
Old : 73.0 65.7 90.8 84.7 71.6 64.7 85.4 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 173,569: 252 2,308 7,175 155,102 153,299 162,529 162,782: 11,040 10,787
Old : 173,569: 252 2,308 7,175 155,102 153,299 162,529 162,782: 11,040 10,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 5,670: -580 2,300 -76 3,930 8,138 3,274 10,362: 2,396 -4,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.3 4.1 89.4 88.3 93.6 93.8: 6.4 6.2
Old : 100.0: 0.1 1.3 4.1 89.4 88.3 93.6 93.8: 6.4 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 : 44: 1 4 2 26 34 28 39:
Old : 44: 1 4 2 26 34 28 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 : 43.8 40.4 60.8 60.9 38.0 36.6 50.3 50.2
Old : 43.8 40.4 60.8 60.9 38.0 36.6 50.3 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBtu :
: : :
All : 43,613: 0 0 0 38,379 42,088 38,379 42,088: 5,234 1,525
Old : 43,613: 0 0 0 38,379 42,088 38,379 42,088: 5,234 1,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -6: -302 0 -92 -12 -154 -406 -246: 400 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.0 96.5 88.0 96.5: 12.0 3.5
Old : 100.0: 0.0 0.0 0.0 88.0 96.5 88.0 96.5: 12.0 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 : 20: 0 0 0 17 14 17 14:
Old : 20: 0 0 0 17 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 78.4 70.6 90.0 44.1 70.0 63.9 77.7
Old : 48.8 78.4 70.6 90.0 44.1 70.0 63.9 77.7
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 52,018: 0 0 0 50,680 51,532 50,680 51,532: 1,338 486
Old : 52,018: 0 0 0 50,680 51,532 50,680 51,532: 1,338 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 4,121: 0 0 0 3,265 4,121 3,265 4,121: 856 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 99.1 97.4 99.1: 2.6 0.9
Old : 100.0: 0.0 0.0 0.0 97.4 99.1 97.4 99.1: 2.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 13 18 13 18:
Old : 27: 0 0 0 13 18 13 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 : 81.6 66.5 92.5 85.3 80.8 66.5 91.5 85.0
Old : 81.6 66.5 92.5 85.3 80.8 66.5 91.5 85.0
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 240,478: 576 7,217 1,891 232,507 224,520 234,974 233,628: 5,504 6,850
Old : 240,478: 576 7,217 1,891 232,507 224,520 234,974 233,628: 5,504 6,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,407: -389 555 424 2,616 685 2,651 1,664: -244 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.0 0.8 96.7 93.4 97.7 97.2: 2.3 2.8
Old : 100.0: 0.2 3.0 0.8 96.7 93.4 97.7 97.2: 2.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 3 2 35 35 38 38:
Old : 51: 1 3 2 35 35 38 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 : 49.4 37.7 69.1 60.7 49.2 36.0 64.4 52.3
Old : 49.4 37.7 69.1 60.7 49.2 36.0 64.4 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 133,521: 1,470 0 921 127,180 128,694 129,571 129,615: 3,950 3,906
Old : 133,521: 1,470 0 921 127,180 128,694 129,571 129,615: 3,950 3,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 5,874: -27 0 59 5,597 5,355 5,629 5,414: 245 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.7 95.3 96.4 97.0 97.1: 3.0 2.9
Old : 100.0: 1.1 0.0 0.7 95.3 96.4 97.0 97.1: 3.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 0 1 26 27 28 28:
Old : 37: 2 0 1 26 27 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 49.1 75.4 75.6 48.7 45.3 59.6 65.4
Old : 54.9 49.1 75.4 75.6 48.7 45.3 59.6 65.4
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 152,987: 0 0 0 148,504 147,292 148,504 147,292: 4,483 5,695
Old : 152,987: 0 0 0 148,504 147,292 148,504 147,292: 4,483 5,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 4,464: 0 0 0 5,075 4,278 5,075 4,278: -611 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.1 96.3 97.1 96.3: 2.9 3.7
Old : 100.0: 0.0 0.0 0.0 97.1 96.3 97.1 96.3: 2.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 21 21 21 21:
Old : 31: 0 0 0 21 21 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 : 77.1 69.1 87.6 87.7 67.8 57.0 75.9 73.3
Old : 77.1 69.1 87.6 87.7 67.8 57.0 75.9 73.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 56,585: 0 567 512 51,175 53,885 51,687 54,964: 4,898 1,621
Old : 56,585: 0 567 512 51,175 53,885 51,687 54,964: 4,898 1,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,667: 0 0 0 2,422 2,394 2,422 2,394: 245 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.9 90.4 95.2 91.3 97.1: 8.7 2.9
Old : 100.0: 0.0 1.0 0.9 90.4 95.2 91.3 97.1: 8.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 16 12 17 13:
Old : 22: 0 1 1 16 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 72.8 81.6 90.6 59.9 72.6 77.5 83.9
Old : 61.4 72.8 81.6 90.6 59.9 72.6 77.5 83.9
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 37,733: 791 0 0 34,604 36,797 35,395 36,797: 2,338 936
Old : 37,733: 791 0 0 34,604 36,797 35,395 36,797: 2,338 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 837: 341 0 0 403 837 744 837: 93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 91.7 97.5 93.8 97.5: 6.2 2.5
Old : 100.0: 2.1 0.0 0.0 91.7 97.5 93.8 97.5: 6.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 0 15 19 18 19:
Old : 33: 3 0 0 15 19 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 65.1 84.5 83.9 70.5 64.6 80.2 81.3
Old : 74.8 65.1 84.5 83.9 70.5 64.6 80.2 81.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 261,745: 0 527 0 249,501 260,276 249,501 260,803: 12,244 942
Old : 261,745: 0 527 0 249,501 260,276 249,501 260,803: 12,244 942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,879: 0 -279 0 2,818 3,099 2,818 2,820: 61 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 95.3 99.4 95.3 99.6: 4.7 0.4
Old : 100.0: 0.0 0.2 0.0 95.3 99.4 95.3 99.6: 4.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 1 0 28 20 28 21:
Old : 38: 0 1 0 28 20 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 74.8 63.5 95.7 42.5 74.8 61.5 95.2
Old : 42.8 74.8 63.5 95.7 42.5 74.8 61.5 95.2
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 116,079: 13,063 8,774 92 96,508 105,835 109,663 114,701: 6,416 1,378
Old : 116,079: 13,063 8,774 92 96,508 105,835 109,663 114,701: 6,416 1,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 580: 0 0 0 397 428 397 428: 183 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.6 0.1 83.1 91.2 94.5 98.8: 5.5 1.2
Old : 100.0: 11.3 7.6 0.1 83.1 91.2 94.5 98.8: 5.5 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 : 30: 2 1 1 18 19 20 21:
Old : 30: 2 1 1 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 64.9 81.3 84.6 61.5 64.9 78.5 84.3
Old : 61.5 64.9 81.3 84.6 61.5 64.9 78.5 84.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 217,244: 0 392 0 212,758 215,458 212,758 215,850: 4,486 1,394
Old : 217,244: 0 392 0 212,758 215,458 212,758 215,850: 4,486 1,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 7,739: 0 392 0 8,837 6,964 8,837 7,356: -1,098 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 97.9 99.2 97.9 99.4: 2.1 0.6
Old : 100.0: 0.0 0.2 0.0 97.9 99.2 97.9 99.4: 2.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 22 24 22 25:
Old : 31: 0 1 0 22 24 22 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 : 62.5 50.9 89.3 73.9 54.0 40.4 65.3 57.3
Old : 62.5 50.9 89.3 73.9 54.0 40.4 65.3 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 33,193: 4,996 290 5,091 22,502 27,370 32,590 32,751: 603 441
Old : 33,193: 4,996 290 5,091 22,502 27,370 32,590 32,751: 603 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,351: 7 174 327 1,016 850 1,350 1,351: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.9 15.3 67.8 82.5 98.2 98.7: 1.8 1.3
Old : 100.0: 15.1 0.9 15.3 67.8 82.5 98.2 98.7: 1.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 5 16 25 26 41 43:
Old : 45: 12 5 16 25 26 41 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 : 47.4 47.7 69.5 68.0 22.1 22.4 26.1 27.7
Old : 47.4 47.7 69.5 68.0 22.1 22.4 26.1 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 40,372: 6,729 690 925 32,708 38,615 40,362 40,230: 10 142
Old : 40,372: 6,729 690 925 32,708 38,615 40,362 40,230: 10 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 619: 39 -45 195 385 452 619 602: 0 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 1.7 2.3 81.0 95.6 100.0 99.6: 0.0 0.4
Old : 100.0: 16.7 1.7 2.3 81.0 95.6 100.0 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 : 38: 6 6 7 23 22 32 32:
Old : 38: 6 6 7 23 22 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 : 54.0 61.0 79.6 83.8 47.5 54.1 58.9 63.2
Old : 54.0 61.0 79.6 83.8 47.5 54.1 58.9 63.2
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 29,166: 2,650 700 925 25,503 27,531 29,078 29,156: 88 10
Old : 29,166: 2,650 700 925 25,503 27,531 29,078 29,156: 88 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 125: 0 150 0 125 -25 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.4 3.2 87.4 94.4 99.7 100.0: 0.3 0.0
Old : 100.0: 9.1 2.4 3.2 87.4 94.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 2 4 17 18 24 22:
Old : 29: 5 2 4 17 18 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 : 63.5 73.9 83.5 88.8 62.8 69.9 78.0 78.9
Old : 63.5 73.9 83.5 88.8 62.8 69.9 78.0 78.9
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 138,825: 6,733 8,321 8,883 122,670 121,505 138,286 138,709: 539 116
Old : 138,825: 6,733 8,321 8,883 122,670 121,505 138,286 138,709: 539 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 688: -293 -544 554 413 654 674 664: 14 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.0 6.4 88.4 87.5 99.6 99.9: 0.4 0.1
Old : 100.0: 4.8 6.0 6.4 88.4 87.5 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 8 8 33 35 45 48:
Old : 54: 9 8 8 33 35 45 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 : 47.9 44.2 65.7 62.8 34.0 30.3 41.9 39.7
Old : 47.9 44.2 65.7 62.8 34.0 30.3 41.9 39.7
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 70,744: 1,225 2,777 3,192 66,327 64,773 70,743 70,742: 1 2
Old : 70,744: 1,225 2,777 3,192 66,327 64,773 70,743 70,742: 1 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,605: 450 236 -149 2,305 2,518 2,605 2,605: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.9 4.5 93.8 91.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 3.9 4.5 93.8 91.6 100.0 100.0: 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 : 42: 5 10 6 21 23 30 35:
Old : 42: 5 10 6 21 23 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 69.9 84.8 84.8 66.6 57.9 73.9 69.5
Old : 68.2 69.9 84.8 84.8 66.6 57.9 73.9 69.5
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 32,148: 375 375 50 31,723 31,708 32,148 32,133: 0 15
Old : 32,148: 375 375 50 31,723 31,708 32,148 32,133: 0 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 575: 100 25 0 475 550 575 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.2 0.2 98.7 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 1.2 0.2 98.7 98.6 100.0 100.0: 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 : 26: 2 2 2 11 17 14 20:
Old : 26: 2 2 2 11 17 14 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 : 86.9 80.0 97.6 93.1 78.3 66.9 82.9 79.2
Old : 86.9 80.0 97.6 93.1 78.3 66.9 82.9 79.2
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 68,320: 15,985 1,292 4,853 47,107 62,167 67,945 68,312: 375 8
Old : 68,320: 15,985 1,292 4,853 47,107 62,167 67,945 68,312: 375 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 90: 100 -200 150 -165 140 85 90: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 1.9 7.1 69.0 91.0 99.5 100.0: 0.5 0.0
Old : 100.0: 23.4 1.9 7.1 69.0 91.0 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 : 36: 5 2 3 26 27 32 31:
Old : 36: 5 2 3 26 27 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 53.4 73.9 71.3 45.2 42.2 52.4 52.6
Old : 51.1 53.4 73.9 71.3 45.2 42.2 52.4 52.6
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 87,945: 25,872 3,907 4,780 56,326 79,014 86,978 87,701: 967 244
Old : 87,945: 25,872 3,907 4,780 56,326 79,014 86,978 87,701: 967 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 54: -2 -475 202 -164 327 36 54: 18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 4.4 5.4 64.0 89.8 98.9 99.7: 1.1 0.3
Old : 100.0: 29.4 4.4 5.4 64.0 89.8 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 7 3 24 26 30 34:
Old : 38: 4 7 3 24 26 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 57.4 70.4 75.5 49.1 49.2 60.1 59.6
Old : 52.5 57.4 70.4 75.5 49.1 49.2 60.1 59.6
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 71,711: 3,212 50 1,347 66,625 70,177 71,184 71,574: 527 137
Old : 71,711: 3,212 50 1,347 66,625 70,177 71,184 71,574: 527 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 974: 125 0 0 833 978 958 978: 16 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.1 1.9 92.9 97.9 99.3 99.8: 0.7 0.2
Old : 100.0: 4.5 0.1 1.9 92.9 97.9 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 1 2 26 26 29 29:
Old : 39: 3 1 2 26 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 : 48.6 71.3 70.3 81.6 46.9 71.3 65.2 79.0
Old : 48.6 71.3 70.3 81.6 46.9 71.3 65.2 79.0
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 95,953: 3,786 125 1,848 89,677 93,898 95,311 95,871: 642 82
Old : 95,953: 3,786 125 1,848 89,677 93,898 95,311 95,871: 642 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 945: 125 0 0 820 945 945 945: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.1 1.9 93.5 97.9 99.3 99.9: 0.7 0.1
Old : 100.0: 3.9 0.1 1.9 93.5 97.9 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 1 2 29 29 32 32:
Old : 42: 3 1 2 29 29 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 : 48.2 65.9 67.9 80.0 47.7 65.8 66.2 78.1
Old : 48.2 65.9 67.9 80.0 47.7 65.8 66.2 78.1
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,435: 400 420 0 42,915 42,725 43,315 43,145: 120 290
Old : 43,435: 400 420 0 42,915 42,725 43,315 43,145: 120 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 315: 0 0 0 315 315 315 315: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.0 0.0 98.8 98.4 99.7 99.3: 0.3 0.7
Old : 100.0: 0.9 1.0 0.0 98.8 98.4 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 19 18 20 19:
Old : 26: 1 1 0 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 : 68.6 88.4 87.5 95.6 64.8 85.2 78.1 87.2
Old : 68.6 88.4 87.5 95.6 64.8 85.2 78.1 87.2
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 26,435: 340 600 20 25,875 25,690 26,235 26,310: 200 125
Old : 26,435: 340 600 20 25,875 25,690 26,235 26,310: 200 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 489: 0 0 0 489 489 489 489: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.3 0.1 97.9 97.2 99.2 99.5: 0.8 0.5
Old : 100.0: 1.3 2.3 0.1 97.9 97.2 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 : 25: 1 1 1 19 20 20 22:
Old : 25: 1 1 1 19 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 66.5 78.6 86.1 51.1 53.9 64.9 65.3
Old : 55.1 66.5 78.6 86.1 51.1 53.9 64.9 65.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 14,090: 525 3,900 125 13,350 10,065 14,000 14,090: 90 0
Old : 14,090: 525 3,900 125 13,350 10,065 14,000 14,090: 90 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 27.7 0.9 94.7 71.4 99.4 100.0: 0.6 0.0
Old : 100.0: 3.7 27.7 0.9 94.7 71.4 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 : 22: 3 1 1 17 8 20 10:
Old : 22: 3 1 1 17 8 20 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 82.2 79.3 98.3 55.8 76.1 70.0 79.8
Old : 58.3 82.2 79.3 98.3 55.8 76.1 70.0 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 72,585: 18,799 207 2,807 50,433 69,448 72,038 72,461: 547 124
Old : 72,585: 18,799 207 2,807 50,433 69,448 72,038 72,461: 547 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,020: 8 122 228 1,737 1,600 1,973 1,950: 47 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 0.3 3.9 69.5 95.7 99.2 99.8: 0.8 0.2
Old : 100.0: 25.9 0.3 3.9 69.5 95.7 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 1 10 30 32 46 42:
Old : 50: 15 1 10 30 32 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 50.4 56.2 71.5 22.3 29.0 30.8 38.4
Old : 32.9 50.4 56.2 71.5 22.3 29.0 30.8 38.4
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,314: 7,140 220 975 17,903 24,777 26,018 25,972: 296 342
Old : 26,314: 7,140 220 975 17,903 24,777 26,018 25,972: 296 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 155: -500 0 0 655 155 155 155: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 0.8 3.7 68.0 94.2 98.9 98.7: 1.1 1.3
Old : 100.0: 27.1 0.8 3.7 68.0 94.2 98.9 98.7: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 4 18 21 24 25:
Old : 30: 4 1 4 18 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 51.1 79.7 73.3 49.2 40.5 62.3 56.2
Old : 55.9 51.1 79.7 73.3 49.2 40.5 62.3 56.2
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,810: 525 320 100 52,050 52,170 52,675 52,590: 135 220
Old : 52,810: 525 320 100 52,050 52,170 52,675 52,590: 135 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 500: 0 0 0 615 605 615 605: -115 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.6 0.2 98.6 98.8 99.7 99.6: 0.3 0.4
Old : 100.0: 1.0 0.6 0.2 98.6 98.8 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 1 19 21 21 22:
Old : 29: 1 1 1 19 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 82.7 85.8 93.1 58.3 79.6 75.6 83.2
Old : 62.8 82.7 85.8 93.1 58.3 79.6 75.6 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 42,664: 920 1,520 230 40,616 40,825 41,766 42,575: 898 89
Old : 42,664: 920 1,520 230 40,616 40,825 41,766 42,575: 898 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -301: -600 -130 0 -121 -171 -721 -301: 420 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.6 0.5 95.2 95.7 97.9 99.8: 2.1 0.2
Old : 100.0: 2.2 3.6 0.5 95.2 95.7 97.9 99.8: 2.1 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 : 30: 4 3 3 22 22 26 28:
Old : 30: 4 3 3 22 22 26 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 : 51.1 45.2 72.4 71.4 39.9 27.3 47.0 40.4
Old : 51.1 45.2 72.4 71.4 39.9 27.3 47.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 62,574: 3,165 200 0 58,976 62,199 62,141 62,399: 433 175
Old : 62,574: 3,165 200 0 58,976 62,199 62,141 62,399: 433 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 495: 50 0 0 445 495 495 495: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.3 0.0 94.3 99.4 99.3 99.7: 0.7 0.3
Old : 100.0: 5.1 0.3 0.0 94.3 99.4 99.3 99.7: 0.7 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 : 29: 2 1 0 24 18 26 19:
Old : 29: 2 1 0 24 18 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 91.9 75.7 97.1 54.1 88.1 73.4 90.6
Old : 55.5 91.9 75.7 97.1 54.1 88.1 73.4 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 68,572: 3,855 3,700 60 64,537 64,802 68,452 68,562: 120 10
Old : 68,572: 3,855 3,700 60 64,537 64,802 68,452 68,562: 120 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 675: 55 0 0 620 675 675 675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 5.4 0.1 94.1 94.5 99.8 100.0: 0.2 0.0
Old : 100.0: 5.6 5.4 0.1 94.1 94.5 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 : 32: 2 1 1 26 19 28 21:
Old : 32: 2 1 1 26 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 : 55.3 82.7 76.5 95.7 52.6 78.9 71.2 87.9
Old : 55.3 82.7 76.5 95.7 52.6 78.9 71.2 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 82,968: 856 1,022 104 81,875 81,842 82,835 82,968: 133 0
Old : 82,968: 856 1,022 104 81,875 81,842 82,835 82,968: 133 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 649: -3,272 -57 -28 3,901 744 601 659: 48 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.2 0.1 98.7 98.6 99.8 100.0: 0.2 0.0
Old : 100.0: 1.0 1.2 0.1 98.7 98.6 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: 2 3 3 26 30 30 34:
Old : 39: 2 3 3 26 30 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 55.0 76.3 77.5 59.5 52.3 72.6 69.4
Old : 60.5 55.0 76.3 77.5 59.5 52.3 72.6 69.4
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 105,713: 1,656 6,047 1,088 102,735 98,483 105,479 105,618: 234 95
Old : 105,713: 1,656 6,047 1,088 102,735 98,483 105,479 105,618: 234 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 889: -4,915 139 -29 5,785 769 841 879: 48 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 5.7 1.0 97.2 93.2 99.8 99.9: 0.2 0.1
Old : 100.0: 1.6 5.7 1.0 97.2 93.2 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 13 7 28 33 36 48:
Old : 54: 2 13 7 28 33 36 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 : 54.5 52.0 71.9 73.0 52.7 44.4 66.0 60.9
Old : 54.5 52.0 71.9 73.0 52.7 44.4 66.0 60.9
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 51,422: 100 4,700 350 50,952 46,357 51,402 51,407: 20 15
Old : 51,422: 100 4,700 350 50,952 46,357 51,402 51,407: 20 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,862: 50 550 -50 1,862 1,362 1,862 1,862: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 9.1 0.7 99.1 90.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 9.1 0.7 99.1 90.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 5 3 16 15 19 21:
Old : 29: 1 5 3 16 15 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 : 77.6 85.4 95.0 93.2 77.0 83.8 91.3 90.0
Old : 77.6 85.4 95.0 93.2 77.0 83.8 91.3 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 48,025: 0 1,430 15 48,010 46,580 48,025 48,025: 0 0
Old : 48,025: 0 1,430 15 48,010 46,580 48,025 48,025: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 490: 0 -125 15 475 600 490 490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 100.0 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.0 0.0 100.0 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 4 1 12 9 13 13:
Old : 22: 0 4 1 12 9 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 95.7 97.9 98.3 80.8 92.8 94.5 94.7
Old : 80.8 95.7 97.9 98.3 80.8 92.8 94.5 94.7
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 63,317: 1,081 1,698 1,525 60,596 59,955 63,202 63,178: 115 139
Old : 63,317: 1,081 1,698 1,525 60,596 59,955 63,202 63,178: 115 139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -73: -50 -30 320 -345 -335 -75 -45: 2 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.7 2.4 95.7 94.7 99.8 99.8: 0.2 0.2
Old : 100.0: 1.7 2.7 2.4 95.7 94.7 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 : 31: 3 2 3 23 23 27 27:
Old : 31: 3 2 3 23 23 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 84.3 75.6 91.9 48.2 80.7 67.6 83.7
Old : 51.7 84.3 75.6 91.9 48.2 80.7 67.6 83.7
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 67,604: 1,752 1,230 5,719 59,764 60,508 67,235 67,457: 369 147
Old : 67,604: 1,752 1,230 5,719 59,764 60,508 67,235 67,457: 369 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,818: -54 -795 896 968 1,729 1,810 1,830: 8 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.8 8.5 88.4 89.5 99.5 99.8: 0.5 0.2
Old : 100.0: 2.6 1.8 8.5 88.4 89.5 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 : 35: 6 2 3 23 24 30 28:
Old : 35: 6 2 3 23 24 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 72.6 73.5 85.8 50.1 68.0 67.2 74.3
Old : 51.4 72.6 73.5 85.8 50.1 68.0 67.2 74.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 28,629: 820 333 80 27,632 28,119 28,532 28,532: 97 97
Old : 28,629: 820 333 80 27,632 28,119 28,532 28,532: 97 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 83: 120 0 0 -37 38 83 38: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.2 0.3 96.5 98.2 99.7 99.7: 0.3 0.3
Old : 100.0: 2.9 1.2 0.3 96.5 98.2 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 18 13 20 14:
Old : 24: 1 1 1 18 13 20 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 : 60.8 86.4 78.5 97.5 60.5 82.2 75.0 86.8
Old : 60.8 86.4 78.5 97.5 60.5 82.2 75.0 86.8
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 27,328: 665 140 0 26,464 27,108 27,129 27,248: 199 80
Old : 27,328: 665 140 0 26,464 27,108 27,129 27,248: 199 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 75: 120 0 0 -45 15 75 15: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.5 0.0 96.8 99.2 99.3 99.7: 0.7 0.3
Old : 100.0: 2.4 0.5 0.0 96.8 99.2 99.3 99.7: 0.7 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 : 24: 1 1 0 18 11 19 12:
Old : 24: 1 1 0 18 11 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 87.3 76.6 98.3 59.3 82.9 73.0 87.4
Old : 59.5 87.3 76.6 98.3 59.3 82.9 73.0 87.4
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,851: 0 2,669 3,061 31,758 29,118 34,819 34,848: 32 3
Old : 34,851: 0 2,669 3,061 31,758 29,118 34,819 34,848: 32 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,457: -61 734 48 1,454 675 1,441 1,457: 16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.7 8.8 91.1 83.5 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 7.7 8.8 91.1 83.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 7 7 23 23 30 30:
Old : 35: 0 7 7 23 23 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 52.1 82.5 71.6 55.6 46.2 68.2 58.1
Old : 64.5 52.1 82.5 71.6 55.6 46.2 68.2 58.1
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,731: 534 1,678 1,160 20,530 19,763 22,224 22,601: 507 130
Old : 22,731: 534 1,678 1,160 20,530 19,763 22,224 22,601: 507 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 855: -420 410 10 1,255 440 845 860: 10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 7.4 5.1 90.3 86.9 97.8 99.4: 2.2 0.6
Old : 100.0: 2.3 7.4 5.1 90.3 86.9 97.8 99.4: 2.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 3 2 14 19 17 24:
Old : 27: 3 3 2 14 19 17 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 : 76.7 68.8 91.5 83.0 76.2 67.8 84.7 80.1
Old : 76.7 68.8 91.5 83.0 76.2 67.8 84.7 80.1
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 55,309: 3,658 3,725 1,650 49,907 49,919 55,215 55,294: 94 15
Old : 55,309: 3,658 3,725 1,650 49,907 49,919 55,215 55,294: 94 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 710: 114 6 145 406 559 665 710: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 6.7 3.0 90.2 90.3 99.8 100.0: 0.2 0.0
Old : 100.0: 6.6 6.7 3.0 90.2 90.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 3 5 27 27 34 34:
Old : 41: 6 3 5 27 27 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 : 60.0 56.6 76.1 77.3 49.2 55.2 62.1 67.8
Old : 60.0 56.6 76.1 77.3 49.2 55.2 62.1 67.8
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 36,053: 0 1,798 739 34,896 33,342 35,635 35,879: 418 174
Old : 36,053: 0 1,798 739 34,896 33,342 35,635 35,879: 418 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 807: 0 262 65 742 480 807 807: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 2.0 96.8 92.5 98.8 99.5: 1.2 0.5
Old : 100.0: 0.0 5.0 2.0 96.8 92.5 98.8 99.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 4 3 23 21 26 25:
Old : 32: 0 4 3 23 21 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 : 65.9 66.5 82.4 82.8 55.7 64.7 66.8 72.3
Old : 65.9 66.5 82.4 82.8 55.7 64.7 66.8 72.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,191: 1,355 225 325 19,331 20,626 21,011 21,176: 180 15
Old : 21,191: 1,355 225 325 19,331 20,626 21,011 21,176: 180 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 177: 205 0 125 -153 52 177 177: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.1 1.5 91.2 97.3 99.2 99.9: 0.8 0.1
Old : 100.0: 6.4 1.1 1.5 91.2 97.3 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 : 26: 3 1 3 16 16 20 20:
Old : 26: 3 1 3 16 16 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 : 63.5 78.9 86.6 88.6 50.1 69.9 68.9 75.1
Old : 63.5 78.9 86.6 88.6 50.1 69.9 68.9 75.1
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,359: 50 505 395 12,794 12,459 13,239 13,359: 120 0
Old : 13,359: 50 505 395 12,794 12,459 13,239 13,359: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 432: -120 230 -5 557 207 432 432: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.8 3.0 95.8 93.3 99.1 100.0: 0.9 0.0
Old : 100.0: 0.4 3.8 3.0 95.8 93.3 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 1 13 13 15 17:
Old : 23: 1 4 1 13 13 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 79.7 87.8 91.7 55.6 75.4 74.7 79.8
Old : 64.6 79.7 87.8 91.7 55.6 75.4 74.7 79.8
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,181: 50 1,330 320 13,691 12,531 14,061 14,181: 120 0
Old : 14,181: 50 1,330 320 13,691 12,531 14,061 14,181: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 432: 0 350 -125 557 207 432 432: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 9.4 2.3 96.5 88.4 99.2 100.0: 0.8 0.0
Old : 100.0: 0.4 9.4 2.3 96.5 88.4 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 5 1 14 14 16 19:
Old : 25: 1 5 1 14 14 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 75.5 86.2 89.5 53.0 73.2 74.2 80.3
Old : 62.4 75.5 86.2 89.5 53.0 73.2 74.2 80.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,852: 1,880 850 355 16,338 17,586 18,573 18,791: 279 61
Old : 18,852: 1,880 850 355 16,338 17,586 18,573 18,791: 279 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 271: 385 -50 -50 -50 350 285 250: -14 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 4.5 1.9 86.7 93.3 98.5 99.7: 1.5 0.3
Old : 100.0: 10.0 4.5 1.9 86.7 93.3 98.5 99.7: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 1 1 15 15 19 17:
Old : 29: 4 1 1 15 15 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 : 66.8 65.0 87.9 83.6 64.4 58.3 79.6 73.9
Old : 66.8 65.0 87.9 83.6 64.4 58.3 79.6 73.9
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,299: 1,965 850 270 15,793 17,136 18,028 18,256: 271 43
Old : 18,299: 1,965 850 270 15,793 17,136 18,028 18,256: 271 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 275: 385 -50 -50 -315 372 20 272: 255 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 4.6 1.5 86.3 93.6 98.5 99.8: 1.5 0.2
Old : 100.0: 10.7 4.6 1.5 86.3 93.6 98.5 99.8: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 1 14 15 18 17:
Old : 28: 4 1 1 14 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 64.4 88.3 83.6 66.9 55.6 80.2 74.1
Old : 68.9 64.4 88.3 83.6 66.9 55.6 80.2 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,230: 1,365 500 2,505 41,196 42,225 45,066 45,230: 164 0
Old : 45,230: 1,365 500 2,505 41,196 42,225 45,066 45,230: 164 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 145: -145 0 145 145 0 145 145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.1 5.5 91.1 93.4 99.6 100.0: 0.4 0.0
Old : 100.0: 3.0 1.1 5.5 91.1 93.4 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 1 5 21 15 27 21:
Old : 32: 5 1 5 21 15 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 : 63.2 77.5 82.2 92.8 59.2 69.9 71.5 79.7
Old : 63.2 77.5 82.2 92.8 59.2 69.9 71.5 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,053: 2,060 640 2,225 40,597 42,188 44,882 45,053: 171 0
Old : 45,053: 2,060 640 2,225 40,597 42,188 44,882 45,053: 171 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 145: -145 0 145 145 0 145 145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.4 4.9 90.1 93.6 99.6 100.0: 0.4 0.0
Old : 100.0: 4.6 1.4 4.9 90.1 93.6 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 : 33: 5 2 5 20 16 27 22:
Old : 33: 5 2 5 20 16 27 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 79.0 81.9 91.8 59.8 72.0 71.8 80.5
Old : 63.6 79.0 81.9 91.8 59.8 72.0 71.8 80.5
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 119,415: 1,728 10,963 1,350 116,268 107,102 119,346 119,415: 69 0
Old : 119,415: 1,728 10,963 1,350 116,268 107,102 119,346 119,415: 69 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 631: -40 40 295 654 296 909 631: -278 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 9.2 1.1 97.4 89.7 99.9 100.0: 0.1 0.0
Old : 100.0: 1.4 9.2 1.1 97.4 89.7 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 : 56: 5 9 8 37 28 47 40:
Old : 56: 5 9 8 37 28 47 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 : 37.6 50.6 63.7 76.5 31.3 48.9 51.3 66.3
Old : 37.6 50.6 63.7 76.5 31.3 48.9 51.3 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 130,358: 2,375 10,149 1,865 126,043 118,344 130,283 130,358: 75 0
Old : 130,358: 2,375 10,149 1,865 126,043 118,344 130,283 130,358: 75 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,403: -50 35 250 1,203 1,118 1,403 1,403: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 7.8 1.4 96.7 90.8 99.9 100.0: 0.1 0.0
Old : 100.0: 1.8 7.8 1.4 96.7 90.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 8 8 7 37 33 49 44:
Old : 60: 8 8 7 37 33 49 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 51.2 61.3 76.3 33.5 49.0 51.0 64.4
Old : 35.0 51.2 61.3 76.3 33.5 49.0 51.0 64.4
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 487,250: 24,270 26,033 61,158 401,362 399,162 486,790 486,353: 460 897
Old : 487,250: 24,270 26,033 61,158 401,362 399,162 486,790 486,353: 460 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -3,235: -2,191 -2,854 529 -930 -658 -2,591 -2,983: -644 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.3 12.6 82.4 81.9 99.9 99.8: 0.1 0.2
Old : 100.0: 5.0 5.3 12.6 82.4 81.9 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 23 16 20 44 41 74 71:
Old : 87: 23 16 20 44 41 74 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 38.0 60.6 62.5 12.6 14.8 17.5 20.4
Old : 40.5 38.0 60.6 62.5 12.6 14.8 17.5 20.4
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,964: 3,925 25 75 13,730 17,859 17,730 17,959: 234 5
Old : 17,964: 3,925 25 75 13,730 17,859 17,730 17,959: 234 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 275: 0 25 0 275 250 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 0.1 0.4 76.4 99.4 98.7 100.0: 1.3 0.0
Old : 100.0: 21.8 0.1 0.4 76.4 99.4 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 : 25: 4 1 2 18 8 22 11:
Old : 25: 4 1 2 18 8 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 92.8 75.4 99.4 53.3 89.6 74.2 94.0
Old : 54.5 92.8 75.4 99.4 53.3 89.6 74.2 94.0
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,122: 3,505 390 35 13,260 16,697 16,800 17,122: 322 0
Old : 17,122: 3,505 390 35 13,260 16,697 16,800 17,122: 322 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 2.3 0.2 77.4 97.5 98.1 100.0: 1.9 0.0
Old : 100.0: 20.5 2.3 0.2 77.4 97.5 98.1 100.0: 1.9 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 : 24: 3 1 2 17 7 21 9:
Old : 24: 3 1 2 17 7 21 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 93.8 79.1 99.9 56.5 89.8 76.0 92.3
Old : 57.5 93.8 79.1 99.9 56.5 89.8 76.0 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 4,565: 175 1,370 415 3,320 2,470 3,910 4,255: 655 310
Old : 4,565: 175 1,370 415 3,320 2,470 3,910 4,255: 655 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -4,645: -330 -1,745 -460 -4,045 -2,630 -4,835 -4,835: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 30.0 9.1 72.7 54.1 85.7 93.2: 14.3 6.8
Old : 100.0: 3.8 30.0 9.1 72.7 54.1 85.7 93.2: 14.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 3 2 15 10 18 15:
Old : 25: 3 3 2 15 10 18 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 : 36.9 55.3 62.9 77.7 34.5 55.3 57.0 74.5
Old : 36.9 55.3 62.9 77.7 34.5 55.3 57.0 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 2,353: 221 0 263 1,503 1,439 1,987 1,702: 366 651
Old : 2,353: 221 0 263 1,503 1,439 1,987 1,702: 366 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 197: 69 0 85 108 40 262 125: -65 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 11.2 63.9 61.2 84.4 72.3: 15.6 27.7
Old : 100.0: 9.4 0.0 11.2 63.9 61.2 84.4 72.3: 15.6 27.7
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: 4 0 4 15 16 19 20:
Old : 20: 4 0 4 15 16 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 27.4 62.1 44.7 25.0 12.1 30.9 18.6
Old : 37.3 27.4 62.1 44.7 25.0 12.1 30.9 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 4,678: 266 300 261 3,300 3,215 3,827 3,776: 851 902
Old : 4,678: 266 300 261 3,300 3,215 3,827 3,776: 851 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 289: 59 48 -46 240 241 253 243: 36 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.4 5.6 70.5 68.7 81.8 80.7: 18.2 19.3
Old : 100.0: 5.7 6.4 5.6 70.5 68.7 81.8 80.7: 18.2 19.3
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 : 30: 4 3 5 20 21 26 27:
Old : 30: 4 3 5 20 21 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 : 33.0 32.4 49.4 46.7 23.2 21.3 33.6 29.8
Old : 33.0 32.4 49.4 46.7 23.2 21.3 33.6 29.8
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 36,189: 5,911 2,034 116 29,920 33,970 35,947 36,120: 242 69
Old : 36,189: 5,911 2,034 116 29,920 33,970 35,947 36,120: 242 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,112: 300 95 0 752 986 1,052 1,081: 60 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 5.6 0.3 82.7 93.9 99.3 99.8: 0.7 0.2
Old : 100.0: 16.3 5.6 0.3 82.7 93.9 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 3 3 35 34 40 40:
Old : 48: 5 3 3 35 34 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 42.4 65.8 62.3 42.3 34.9 58.2 52.4
Old : 44.2 42.4 65.8 62.3 42.3 34.9 58.2 52.4
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 15,480: 217 68 91 15,063 14,856 15,371 15,015: 109 465
Old : 15,480: 217 68 91 15,063 14,856 15,371 15,015: 109 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 664: 12 0 -12 664 649 664 637: 0 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.4 0.6 97.3 96.0 99.3 97.0: 0.7 3.0
Old : 100.0: 1.4 0.4 0.6 97.3 96.0 99.3 97.0: 0.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 3 23 26 27 29:
Old : 35: 2 2 3 23 26 27 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 : 73.3 45.9 89.4 67.4 44.8 26.1 50.0 38.6
Old : 73.3 45.9 89.4 67.4 44.8 26.1 50.0 38.6
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 10,073: 313 322 411 8,888 8,985 9,612 9,718: 461 355
Old : 10,073: 313 322 411 8,888 8,985 9,612 9,718: 461 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 528: 5 35 16 530 445 551 496: -23 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.2 4.1 88.2 89.2 95.4 96.5: 4.6 3.5
Old : 100.0: 3.1 3.2 4.1 88.2 89.2 95.4 96.5: 4.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 2 4 32 27 37 32:
Old : 45: 4 2 4 32 27 37 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 : 31.6 42.7 56.3 61.6 24.0 26.8 37.5 39.2
Old : 31.6 42.7 56.3 61.6 24.0 26.8 37.5 39.2
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 38,560: 274 1,715 753 37,187 35,867 38,214 38,335: 346 225
Old : 38,560: 274 1,715 753 37,187 35,867 38,214 38,335: 346 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,482: 0 446 -149 1,631 1,285 1,482 1,582: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.4 2.0 96.4 93.0 99.1 99.4: 0.9 0.6
Old : 100.0: 0.7 4.4 2.0 96.4 93.0 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 : 43: 2 4 3 18 29 22 34:
Old : 43: 2 4 3 18 29 22 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 : 82.3 51.0 91.2 69.7 79.3 46.8 83.6 62.5
Old : 82.3 51.0 91.2 69.7 79.3 46.8 83.6 62.5
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 65,584: 5,766 2,000 2,751 56,791 59,918 65,308 64,669: 276 915
Old : 65,584: 5,766 2,000 2,751 56,791 59,918 65,308 64,669: 276 915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,958: 1,199 -604 112 662 2,396 1,973 1,904: -15 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 3.0 4.2 86.6 91.4 99.6 98.6: 0.4 1.4
Old : 100.0: 8.8 3.0 4.2 86.6 91.4 99.6 98.6: 0.4 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 : 92: 14 9 17 62 62 83 81:
Old : 92: 14 9 17 62 62 83 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 52.9 44.9 62.0 26.3 48.6 37.2 52.8
Old : 31.6 52.9 44.9 62.0 26.3 48.6 37.2 52.8
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 26,710: 0 0 0 26,490 26,710 26,490 26,710: 220 0
Old : 26,710: 0 0 0 26,490 26,710 26,490 26,710: 220 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -2,342: 0 0 0 -2,322 -2,327 -2,322 -2,327: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 100.0 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 0.0 0.0 99.2 100.0 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 23 22 23 22:
Old : 32: 0 0 0 23 22 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 63.1 76.2 84.5 50.8 63.0 70.5 80.3
Old : 54.9 63.1 76.2 84.5 50.8 63.0 70.5 80.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : 1000 barrels :
: : :
All : 9,460: 270 465 140 8,930 8,725 9,340 9,330: 120 130
Old : 9,460: 270 465 140 8,930 8,725 9,340 9,330: 120 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,815: 0 -30 15 1,860 1,830 1,875 1,815: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.9 1.5 94.4 92.2 98.7 98.6: 1.3 1.4
Old : 100.0: 2.9 4.9 1.5 94.4 92.2 98.7 98.6: 1.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 14 13 17 15:
Old : 21: 1 2 2 14 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 75.7 84.9 88.4 57.9 53.1 66.8 62.3
Old : 67.5 75.7 84.9 88.4 57.9 53.1 66.8 62.3
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 220,668: 0 0 0 211,160 210,813 211,160 210,813: 9,508 9,855
Old : 220,668: 0 0 0 211,160 210,813 211,160 210,813: 9,508 9,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,699: 0 0 0 849 2,429 849 2,429: 850 -730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.7 95.5 95.7 95.5: 4.3 4.5
Old : 100.0: 0.0 0.0 0.0 95.7 95.5 95.7 95.5: 4.3 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 : 22: 0 0 0 14 19 14 19:
Old : 22: 0 0 0 14 19 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 61.6 89.6 83.5 76.2 61.6 83.9 83.5
Old : 77.6 61.6 89.6 83.5 76.2 61.6 83.9 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2019