CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 32,922: 6,479 6,932 975 25,465 25,015 32,919 32,922: 3 0
Old : 32,922: 6,479 6,932 975 25,465 25,015 32,919 32,922: 3 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 254: 195 -135 130 -74 259 251 254: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 21.1 3.0 77.3 76.0 100.0 100.0: 0.0 0.0
Old : 100.0: 19.7 21.1 3.0 77.3 76.0 100.0 100.0: 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 : 40: 12 2 2 19 12 31 16:
Old : 40: 12 2 2 19 12 31 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 : 49.4 71.5 69.9 91.1 45.0 70.5 65.5 87.9
Old : 49.4 71.5 69.9 91.1 45.0 70.5 65.5 87.9
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, December 03, 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 : 116,136: 48,425 24,980 14,135 53,361 76,801 115,921 115,916: 215 220
Old : 116,136: 48,425 24,980 14,135 53,361 76,801 115,921 115,916: 215 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -733: -101 245 692 -919 885 -328 1,822: -405 -2,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 21.5 12.2 45.9 66.1 99.8 99.8: 0.2 0.2
Old : 100.0: 41.7 21.5 12.2 45.9 66.1 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 : 64: 24 10 17 28 23 56 46:
Old : 64: 24 10 17 28 23 56 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 30.0 50.7 50.6 29.0 24.6 42.4 39.3
Old : 33.6 30.0 50.7 50.6 29.0 24.6 42.4 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 63,053: 25,418 12,533 7,786 29,600 42,563 62,803 62,881: 250 172
Old : 63,053: 25,418 12,533 7,786 29,600 42,563 62,803 62,881: 250 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 444: 1,251 367 -65 -768 64 418 366: 26 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 19.9 12.3 46.9 67.5 99.6 99.7: 0.4 0.3
Old : 100.0: 40.3 19.9 12.3 46.9 67.5 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 : 50: 19 8 14 18 18 41 36:
Old : 50: 19 8 14 18 18 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 42.1 47.1 62.2 24.2 34.8 39.5 49.9
Old : 26.5 42.1 47.1 62.2 24.2 34.8 39.5 49.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 153,608: 40,528 25,735 4,743 108,337 123,130 153,608 153,608: 0 0
Old : 153,608: 40,528 25,735 4,743 108,337 123,130 153,608 153,608: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.8 3.1 70.5 80.2 100.0 100.0: 0.0 0.0
Old : 100.0: 26.4 16.8 3.1 70.5 80.2 100.0 100.0: 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 : 30: 4 7 4 16 15 22 24:
Old : 30: 4 7 4 16 15 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 76.1 85.7 86.4 64.4 73.5 79.7 79.6
Old : 64.6 76.1 85.7 86.4 64.4 73.5 79.7 79.6
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, December 03, 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 : 118,840: 18,111 51,498 3,337 97,392 64,005 118,840 118,840: 0 0
Old : 118,840: 18,111 51,498 3,337 97,392 64,005 118,840 118,840: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 46: -15 0 0 61 46 46 46: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 43.3 2.8 82.0 53.9 100.0 100.0: 0.0 0.0
Old : 100.0: 15.2 43.3 2.8 82.0 53.9 100.0 100.0: 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 : 29: 7 3 3 18 10 26 15:
Old : 29: 7 3 3 18 10 26 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 : 61.9 82.3 79.9 94.9 61.9 79.7 79.2 90.8
Old : 61.9 82.3 79.9 94.9 61.9 79.7 79.2 90.8
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, December 03, 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 : 32,382: 9,805 5,823 4,304 18,273 22,255 32,382 32,382: 0 0
Old : 32,382: 9,805 5,823 4,304 18,273 22,255 32,382 32,382: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2: -2 0 50 -50 -52 -2 -2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 18.0 13.3 56.4 68.7 100.0 100.0: 0.0 0.0
Old : 100.0: 30.3 18.0 13.3 56.4 68.7 100.0 100.0: 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 : 29: 8 3 4 11 12 23 17:
Old : 29: 8 3 4 11 12 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 54.0 67.3 78.7 37.2 36.9 53.1 54.6
Old : 41.9 54.0 67.3 78.7 37.2 36.9 53.1 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 61,013: 6,355 2,985 1,790 52,868 56,238 61,013 61,013: 0 0
Old : 61,013: 6,355 2,985 1,790 52,868 56,238 61,013 61,013: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -404: 265 -10 -265 -404 -129 -404 -404: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.9 2.9 86.7 92.2 100.0 100.0: 0.0 0.0
Old : 100.0: 10.4 4.9 2.9 86.7 92.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 2 3 19 17 27 22:
Old : 31: 8 2 3 19 17 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 : 52.4 62.9 80.1 84.0 32.3 33.3 42.6 45.1
Old : 52.4 62.9 80.1 84.0 32.3 33.3 42.6 45.1
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, December 03, 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 : 13,752: 6,494 1,801 1,058 6,200 10,893 13,752 13,752: 0 0
Old : 13,752: 6,494 1,801 1,058 6,200 10,893 13,752 13,752: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 3,400: 900 500 0 2,850 3,250 3,750 3,750: -350 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 13.1 7.7 45.1 79.2 100.0 100.0: 0.0 0.0
Old : 100.0: 47.2 13.1 7.7 45.1 79.2 100.0 100.0: 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 : 25: 7 3 2 6 11 15 15:
Old : 25: 7 3 2 6 11 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 66.9 86.9 89.9 61.0 63.5 81.0 83.4
Old : 64.7 66.9 86.9 89.9 61.0 63.5 81.0 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 11,947: 1,146 2,550 115 10,686 9,282 11,947 11,947: 0 0
Old : 11,947: 1,146 2,550 115 10,686 9,282 11,947 11,947: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 26: 100 0 -99 25 125 26 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 21.3 1.0 89.4 77.7 100.0 100.0: 0.0 0.0
Old : 100.0: 9.6 21.3 1.0 89.4 77.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 4 2 11 7 14 13:
Old : 21: 3 4 2 11 7 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 82.3 93.5 98.2 74.3 81.4 89.6 92.1
Old : 74.3 82.3 93.5 98.2 74.3 81.4 89.6 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 19,453: 2,398 6,000 850 16,180 12,603 19,428 19,453: 25 0
Old : 19,453: 2,398 6,000 850 16,180 12,603 19,428 19,453: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 100: -100 100 0 200 0 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 30.8 4.4 83.2 64.8 99.9 100.0: 0.1 0.0
Old : 100.0: 12.3 30.8 4.4 83.2 64.8 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 : 25: 4 6 4 12 9 18 18:
Old : 25: 4 6 4 12 9 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 82.8 85.2 93.1 59.3 81.8 82.9 91.0
Old : 59.8 82.8 85.2 93.1 59.3 81.8 82.9 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 45,194: 22,444 10,200 2,487 20,263 32,507 45,194 45,194: 0 0
Old : 45,194: 22,444 10,200 2,487 20,263 32,507 45,194 45,194: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 500: 0 500 0 500 0 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 22.6 5.5 44.8 71.9 100.0 100.0: 0.0 0.0
Old : 100.0: 49.7 22.6 5.5 44.8 71.9 100.0 100.0: 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 : 25: 7 3 4 15 10 23 16:
Old : 25: 7 3 4 15 10 23 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 : 66.6 66.9 87.6 88.8 59.5 64.4 74.1 78.8
Old : 66.6 66.9 87.6 88.8 59.5 64.4 74.1 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 14,435: 550 7,450 1,450 12,435 5,535 14,435 14,435: 0 0
Old : 14,435: 550 7,450 1,450 12,435 5,535 14,435 14,435: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 51.6 10.0 86.1 38.3 100.0 100.0: 0.0 0.0
Old : 100.0: 3.8 51.6 10.0 86.1 38.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 4 2 11 6 14 11:
Old : 20: 2 4 2 11 6 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 78.3 89.8 96.9 63.2 72.7 77.8 82.0
Old : 70.0 78.3 89.8 96.9 63.2 72.7 77.8 82.0
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 31,179: 3,462 518 3,265 24,301 27,374 31,028 31,157: 151 22
Old : 31,179: 3,462 518 3,265 24,301 27,374 31,028 31,157: 151 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -7,275: -646 -1,128 -261 -6,347 -5,898 -7,254 -7,287: -21 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.7 10.5 77.9 87.8 99.5 99.9: 0.5 0.1
Old : 100.0: 11.1 1.7 10.5 77.9 87.8 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 1 4 23 24 30 28:
Old : 37: 6 1 4 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 : 53.2 60.2 78.9 80.7 23.6 19.2 28.5 26.9
Old : 53.2 60.2 78.9 80.7 23.6 19.2 28.5 26.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 33,742: 1,794 1,447 4,140 26,844 28,103 32,778 33,690: 964 52
Old : 33,742: 1,794 1,447 4,140 26,844 28,103 32,778 33,690: 964 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -4,360: -1,171 -754 -130 -3,235 -3,312 -4,536 -4,196: 176 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.3 12.3 79.6 83.3 97.1 99.8: 2.9 0.2
Old : 100.0: 5.3 4.3 12.3 79.6 83.3 97.1 99.8: 2.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 5 3 23 22 28 28:
Old : 39: 3 5 3 23 22 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 : 47.5 50.4 65.6 75.1 37.5 35.1 50.2 51.7
Old : 47.5 50.4 65.6 75.1 37.5 35.1 50.2 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,943,402: 291,427 146,724 320,125 4,301,527 4,452,211 4,913,079 4,919,060: 30,323 24,342
Old : 4,943,402: 291,427 146,724 320,125 4,301,527 4,452,211 4,913,079 4,919,060: 30,323 24,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -233,101: -77,128 4,922 -9,748 -136,088 -222,571 -222,964 -227,397: -10,137 -5,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.0 6.5 87.0 90.1 99.4 99.5: 0.6 0.5
Old : 100.0: 5.9 3.0 6.5 87.0 90.1 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 : 224: 42 21 41 147 117 201 167:
Old : 224: 42 21 41 147 117 201 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 42.7 44.0 58.6 26.1 41.6 39.1 56.7
Old : 28.1 42.7 44.0 58.6 26.1 41.6 39.1 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,202,161: 26,057 41,685 393,468 781,082 765,251 1,200,607 1,200,404: 1,554 1,756
Old : 1,202,161: 26,057 41,685 393,468 781,082 765,251 1,200,607 1,200,404: 1,554 1,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 146,084: 4,919 8,970 94,338 46,698 41,569 145,955 144,878: 129 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.5 32.7 65.0 63.7 99.9 99.9: 0.1 0.1
Old : 100.0: 2.2 3.5 32.7 65.0 63.7 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 16 12 25 44 46 72 71:
Old : 76: 16 12 25 44 46 72 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 : 54.8 52.3 69.2 71.8 8.6 9.9 10.7 12.1
Old : 54.8 52.3 69.2 71.8 8.6 9.9 10.7 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 267,241: 815 5,776 244 241,007 253,597 242,066 259,617: 25,175 7,624
Old : 267,241: 815 5,776 244 241,007 253,597 242,066 259,617: 25,175 7,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 3,829: 431 0 -31 2,817 766 3,217 735: 612 3,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.2 0.1 90.2 94.9 90.6 97.1: 9.4 2.9
Old : 100.0: 0.3 2.2 0.1 90.2 94.9 90.6 97.1: 9.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 2 2 29 25 31 28:
Old : 37: 1 2 2 29 25 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 76.4 75.7 86.3 54.6 72.1 69.3 78.5
Old : 60.6 76.4 75.7 86.3 54.6 72.1 69.3 78.5
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, December 03, 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 : 148,885: 3,404 5,194 1,504 139,903 126,452 144,811 133,150: 4,074 15,735
Old : 148,885: 3,404 5,194 1,504 139,903 126,452 144,811 133,150: 4,074 15,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,171: -62 58 62 1,258 -1,383 1,258 -1,263: -87 2,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.5 1.0 94.0 84.9 97.3 89.4: 2.7 10.6
Old : 100.0: 2.3 3.5 1.0 94.0 84.9 97.3 89.4: 2.7 10.6
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 : 35: 4 2 5 20 21 25 27:
Old : 35: 4 2 5 20 21 25 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 : 70.0 45.0 84.2 67.6 69.9 42.2 82.5 64.8
Old : 70.0 45.0 84.2 67.6 69.9 42.2 82.5 64.8
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, December 03, 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 : 320,079: 3,791 3,912 6,520 296,439 303,397 306,750 313,829: 13,329 6,250
Old : 320,079: 3,791 3,912 6,520 296,439 303,397 306,750 313,829: 13,329 6,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,848: -222 -299 1,834 -252 1,855 1,360 3,390: 1,488 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.2 2.0 92.6 94.8 95.8 98.0: 4.2 2.0
Old : 100.0: 1.2 1.2 2.0 92.6 94.8 95.8 98.0: 4.2 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 : 47: 5 2 4 31 31 38 35:
Old : 47: 5 2 4 31 31 38 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 : 59.8 46.5 74.8 69.8 53.6 42.1 63.2 60.5
Old : 59.8 46.5 74.8 69.8 53.6 42.1 63.2 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 842,225: 3,318 11,266 3,297 825,834 826,581 832,449 841,144: 9,776 1,081
Old : 842,225: 3,318 11,266 3,297 825,834 826,581 832,449 841,144: 9,776 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -21,295: -2,464 -775 156 -20,953 -20,579 -23,261 -21,198: 1,966 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.3 0.4 98.1 98.1 98.8 99.9: 1.2 0.1
Old : 100.0: 0.4 1.3 0.4 98.1 98.1 98.8 99.9: 1.2 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 : 48: 3 2 4 39 28 43 33:
Old : 48: 3 2 4 39 28 43 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 : 36.2 64.1 60.9 88.3 36.0 62.7 59.2 86.0
Old : 36.2 64.1 60.9 88.3 36.0 62.7 59.2 86.0
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, December 03, 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 : 393,611: 4,077 5,396 1,457 373,316 377,098 378,850 383,951: 14,761 9,660
Old : 393,611: 4,077 5,396 1,457 373,316 377,098 378,850 383,951: 14,761 9,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 3,604: -996 819 -31 2,616 2,441 1,589 3,229: 2,015 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.4 0.4 94.8 95.8 96.2 97.5: 3.8 2.5
Old : 100.0: 1.0 1.4 0.4 94.8 95.8 96.2 97.5: 3.8 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 : 63: 4 5 3 42 41 47 48:
Old : 63: 4 5 3 42 41 47 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 : 42.1 43.4 62.2 63.1 40.2 37.7 56.9 52.8
Old : 42.1 43.4 62.2 63.1 40.2 37.7 56.9 52.8
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, December 03, 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 : 536,969: 1,801 906 182 520,292 530,494 522,275 531,582: 14,694 5,387
Old : 536,969: 1,801 906 182 520,292 530,494 522,275 531,582: 14,694 5,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 4,875: -1,240 0 0 1,735 5,302 495 5,302: 4,380 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.2 0.0 96.9 98.8 97.3 99.0: 2.7 1.0
Old : 100.0: 0.3 0.2 0.0 96.9 98.8 97.3 99.0: 2.7 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 : 60: 2 2 1 44 40 47 42:
Old : 60: 2 2 1 44 40 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 : 58.2 43.2 73.9 69.8 58.1 41.3 72.2 64.5
Old : 58.2 43.2 73.9 69.8 58.1 41.3 72.2 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 397,284: 0 4,411 1,922 382,150 383,049 384,072 389,382: 13,212 7,902
Old : 397,284: 0 4,411 1,922 382,150 383,049 384,072 389,382: 13,212 7,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,071: 0 0 0 -4,916 294 -4,916 294: 5,987 777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.5 96.2 96.4 96.7 98.0: 3.3 2.0
Old : 100.0: 0.0 1.1 0.5 96.2 96.4 96.7 98.0: 3.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 0 5 3 39 29 42 34:
Old : 49: 0 5 3 39 29 42 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 : 44.3 66.0 63.6 83.1 44.2 62.4 62.0 76.3
Old : 44.3 66.0 63.6 83.1 44.2 62.4 62.0 76.3
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,106: 0 4,146 434 108,766 105,994 109,200 110,574: 5,906 4,532
Old : 115,106: 0 4,146 434 108,766 105,994 109,200 110,574: 5,906 4,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,501: 0 89 31 894 1,073 925 1,193: 576 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.4 94.5 92.1 94.9 96.1: 5.1 3.9
Old : 100.0: 0.0 3.6 0.4 94.5 92.1 94.9 96.1: 5.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 16 19 18 21:
Old : 25: 0 2 2 16 19 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 50.7 89.0 72.7 72.6 46.5 81.9 68.1
Old : 73.9 50.7 89.0 72.7 72.6 46.5 81.9 68.1
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 34,085: 300 1,466 300 30,607 31,133 31,207 32,899: 2,878 1,186
Old : 34,085: 300 1,466 300 30,607 31,133 31,207 32,899: 2,878 1,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 -900 0 -900 0: 900 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.3 0.9 89.8 91.3 91.6 96.5: 8.4 3.5
Old : 100.0: 0.9 4.3 0.9 89.8 91.3 91.6 96.5: 8.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 4 2 16 17 19 21:
Old : 34: 1 4 2 16 17 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 : 60.4 60.0 76.4 76.5 60.4 60.0 74.0 75.9
Old : 60.4 60.0 76.4 76.5 60.4 60.0 74.0 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 256,467: 0 2,218 246 246,784 244,485 247,030 246,949: 9,437 9,518
Old : 256,467: 0 2,218 246 246,784 244,485 247,030 246,949: 9,437 9,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,032: 0 137 -108 -3,456 -1,603 -3,564 -1,574: 4,596 2,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.1 96.2 95.3 96.3 96.3: 3.7 3.7
Old : 100.0: 0.0 0.9 0.1 96.2 95.3 96.3 96.3: 3.7 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 : 39: 0 2 1 26 24 27 26:
Old : 39: 0 2 1 26 24 27 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 : 61.8 46.2 76.8 74.1 61.8 45.8 74.7 72.9
Old : 61.8 46.2 76.8 74.1 61.8 45.8 74.7 72.9
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, December 03, 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 : 188,540: 0 0 0 180,285 185,531 180,285 185,531: 8,255 3,009
Old : 188,540: 0 0 0 180,285 185,531 180,285 185,531: 8,255 3,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -332: 0 0 0 -1,289 -1,384 -1,289 -1,384: 957 1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.6 98.4 95.6 98.4: 4.4 1.6
Old : 100.0: 0.0 0.0 0.0 95.6 98.4 95.6 98.4: 4.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 25 22 25 22:
Old : 32: 0 0 0 25 22 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 56.1 72.5 83.9 57.4 54.6 70.9 79.3
Old : 57.4 56.1 72.5 83.9 57.4 54.6 70.9 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 286,571: 0 2,736 0 275,083 281,506 275,083 284,242: 11,488 2,329
Old : 286,571: 0 2,736 0 275,083 281,506 275,083 284,242: 11,488 2,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 403: 0 0 0 -5,022 403 -5,022 403: 5,425 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 96.0 98.2 96.0 99.2: 4.0 0.8
Old : 100.0: 0.0 1.0 0.0 96.0 98.2 96.0 99.2: 4.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 0 22 23 22 24:
Old : 35: 0 1 0 22 23 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 60.3 81.0 77.4 52.1 57.7 73.0 71.7
Old : 53.9 60.3 81.0 77.4 52.1 57.7 73.0 71.7
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,394: 9,783 0 0 31,290 41,282 41,073 41,282: 2,321 2,112
Old : 43,394: 9,783 0 0 31,290 41,282 41,073 41,282: 2,321 2,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 31: 0 0 0 -186 0 -186 0: 217 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 0.0 0.0 72.1 95.1 94.7 95.1: 5.3 4.9
Old : 100.0: 22.5 0.0 0.0 72.1 95.1 94.7 95.1: 5.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 0 0 16 17 24 17:
Old : 35: 8 0 0 16 17 24 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 : 61.5 65.5 76.8 84.6 56.2 62.3 71.5 76.8
Old : 61.5 65.5 76.8 84.6 56.2 62.3 71.5 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 612,093: 21,234 5,214 6,428 573,535 588,213 601,197 599,855: 10,896 12,238
Old : 612,093: 21,234 5,214 6,428 573,535 588,213 601,197 599,855: 10,896 12,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -686: 857 -34 -711 -2,122 36 -1,976 -709: 1,290 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.9 1.1 93.7 96.1 98.2 98.0: 1.8 2.0
Old : 100.0: 3.5 0.9 1.1 93.7 96.1 98.2 98.0: 1.8 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 : 62: 6 3 6 45 36 53 43:
Old : 62: 6 3 6 45 36 53 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 : 28.9 58.8 48.3 78.9 28.5 58.6 46.1 73.5
Old : 28.9 58.8 48.3 78.9 28.5 58.6 46.1 73.5
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 212,948: 962 2,758 3,423 204,296 198,710 208,681 204,891: 4,267 8,057
Old : 212,948: 962 2,758 3,423 204,296 198,710 208,681 204,891: 4,267 8,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,781: 31 558 62 424 1,378 517 1,998: 1,264 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.3 1.6 95.9 93.3 98.0 96.2: 2.0 3.8
Old : 100.0: 0.5 1.3 1.6 95.9 93.3 98.0 96.2: 2.0 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: 2 2 4 24 21 28 25:
Old : 29: 2 2 4 24 21 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 58.3 79.7 78.4 46.2 44.0 54.8 51.7
Old : 65.2 58.3 79.7 78.4 46.2 44.0 54.8 51.7
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 47,293: 497 249 1,031 44,643 43,997 46,171 45,277: 1,122 2,016
Old : 47,293: 497 249 1,031 44,643 43,997 46,171 45,277: 1,122 2,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 -240 -330 -240 -330: 240 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.5 2.2 94.4 93.0 97.6 95.7: 2.4 4.3
Old : 100.0: 1.1 0.5 2.2 94.4 93.0 97.6 95.7: 2.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 15 8 17 10:
Old : 22: 1 1 2 15 8 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 79.3 82.8 94.5 64.8 72.3 79.6 85.6
Old : 64.8 79.3 82.8 94.5 64.8 72.3 79.6 85.6
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,744: 0 0 0 74,828 71,221 74,828 71,221: 3,916 7,523
Old : 78,744: 0 0 0 74,828 71,221 74,828 71,221: 3,916 7,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 3,949: 0 0 0 2,974 3,991 2,974 3,991: 975 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.0 90.4 95.0 90.4: 5.0 9.6
Old : 100.0: 0.0 0.0 0.0 95.0 90.4 95.0 90.4: 5.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 18 15 18 15:
Old : 22: 0 0 0 18 15 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 : 47.2 68.6 74.2 84.0 46.1 68.0 65.5 70.4
Old : 47.2 68.6 74.2 84.0 46.1 68.0 65.5 70.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 279,861: 18,959 5,983 0 252,094 267,058 271,053 273,041: 8,808 6,820
Old : 279,861: 18,959 5,983 0 252,094 267,058 271,053 273,041: 8,808 6,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 13,792: -1,519 -2,604 0 10,229 10,847 8,710 8,243: 5,082 5,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.1 0.0 90.1 95.4 96.9 97.6: 3.1 2.4
Old : 100.0: 6.8 2.1 0.0 90.1 95.4 96.9 97.6: 3.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 7 2 0 32 30 39 32:
Old : 57: 7 2 0 32 30 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 72.9 70.3 85.1 45.0 71.0 62.3 79.0
Old : 51.0 72.9 70.3 85.1 45.0 71.0 62.3 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 274,572: 36,030 10,045 6,708 227,363 252,007 270,101 268,760: 4,471 5,812
Old : 274,572: 36,030 10,045 6,708 227,363 252,007 270,101 268,760: 4,471 5,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 13,699: 30 -1,860 -30 10,845 11,059 10,845 9,169: 2,854 4,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 3.7 2.4 82.8 91.8 98.4 97.9: 1.6 2.1
Old : 100.0: 13.1 3.7 2.4 82.8 91.8 98.4 97.9: 1.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 10 7 4 38 43 49 53:
Old : 75: 10 7 4 38 43 49 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 62.7 67.0 75.8 46.3 61.7 62.0 73.4
Old : 49.5 62.7 67.0 75.8 46.3 61.7 62.0 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 147,188: 2,255 248 0 142,621 143,551 144,876 143,799: 2,312 3,389
Old : 147,188: 2,255 248 0 142,621 143,551 144,876 143,799: 2,312 3,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 -600 -1,410 -600 -1,410: 600 1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.2 0.0 96.9 97.5 98.4 97.7: 1.6 2.3
Old : 100.0: 1.5 0.2 0.0 96.9 97.5 98.4 97.7: 1.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 0 25 22 27 23:
Old : 37: 2 1 0 25 22 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 60.6 85.7 89.3 65.7 52.2 78.8 80.2
Old : 66.3 60.6 85.7 89.3 65.7 52.2 78.8 80.2
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 27,119: 240 3,449 31 25,233 22,540 25,504 26,020: 1,615 1,099
Old : 27,119: 240 3,449 31 25,233 22,540 25,504 26,020: 1,615 1,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 31: 0 0 0 -29 -150 -29 -150: 60 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 12.7 0.1 93.0 83.1 94.0 95.9: 6.0 4.1
Old : 100.0: 0.9 12.7 0.1 93.0 83.1 94.0 95.9: 6.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 19 12 21 14:
Old : 28: 1 2 1 19 12 21 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 : 53.2 75.0 72.9 87.5 52.4 75.0 71.3 84.4
Old : 53.2 75.0 72.9 87.5 52.4 75.0 71.3 84.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 271,483: 1,726 1,532 3,515 261,191 251,455 266,432 256,502: 5,051 14,981
Old : 271,483: 1,726 1,532 3,515 261,191 251,455 266,432 256,502: 5,051 14,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,241: -2 121 -153 885 -2,290 730 -2,322: 511 3,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.6 1.3 96.2 92.6 98.1 94.5: 1.9 5.5
Old : 100.0: 0.6 0.6 1.3 96.2 92.6 98.1 94.5: 1.9 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 2 2 37 34 40 37:
Old : 49: 2 2 2 37 34 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 38.7 68.6 57.4 49.1 36.8 60.3 47.3
Old : 50.9 38.7 68.6 57.4 49.1 36.8 60.3 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,293: 178 0 62 98,154 100,750 98,394 100,812: 4,899 2,481
Old : 103,293: 178 0 62 98,154 100,750 98,394 100,812: 4,899 2,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 124: 0 0 0 -3,836 -656 -3,836 -656: 3,960 780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.1 95.0 97.5 95.3 97.6: 4.7 2.4
Old : 100.0: 0.2 0.0 0.1 95.0 97.5 95.3 97.6: 4.7 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 : 25: 1 0 1 12 17 13 18:
Old : 25: 1 0 1 12 17 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 : 90.6 84.5 94.2 93.5 86.7 79.3 87.7 86.3
Old : 90.6 84.5 94.2 93.5 86.7 79.3 87.7 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,524: 0 682 62 98,589 93,702 98,651 94,446: 9,873 14,078
Old : 108,524: 0 682 62 98,589 93,702 98,651 94,446: 9,873 14,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 3,036: 0 -62 0 1,215 2,526 1,215 2,464: 1,821 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.1 90.8 86.3 90.9 87.0: 9.1 13.0
Old : 100.0: 0.0 0.6 0.1 90.8 86.3 90.9 87.0: 9.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 1 20 20 21 21:
Old : 29: 0 1 1 20 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 54.8 72.7 71.9 52.1 47.7 63.5 61.2
Old : 59.0 54.8 72.7 71.9 52.1 47.7 63.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 231,960: 1,220 1,860 444 225,967 223,865 227,631 226,169: 4,329 5,791
Old : 231,960: 1,220 1,860 444 225,967 223,865 227,631 226,169: 4,329 5,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 310: 0 -655 -182 -372 -1,705 -554 -2,542: 864 2,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.8 0.2 97.4 96.5 98.1 97.5: 1.9 2.5
Old : 100.0: 0.5 0.8 0.2 97.4 96.5 98.1 97.5: 1.9 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 : 47: 1 3 2 25 33 28 36:
Old : 47: 1 3 2 25 33 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 40.6 82.6 58.5 59.4 39.7 73.9 52.9
Old : 63.4 40.6 82.6 58.5 59.4 39.7 73.9 52.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 52,239: 0 0 0 47,156 48,709 47,156 48,709: 5,083 3,530
Old : 52,239: 0 0 0 47,156 48,709 47,156 48,709: 5,083 3,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 632: 0 0 0 -942 -441 -942 -441: 1,574 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.3 93.2 90.3 93.2: 9.7 6.8
Old : 100.0: 0.0 0.0 0.0 90.3 93.2 90.3 93.2: 9.7 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 : 20: 0 0 0 10 16 10 16:
Old : 20: 0 0 0 10 16 10 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 : 66.9 54.4 88.1 75.7 57.1 51.8 70.1 67.3
Old : 66.9 54.4 88.1 75.7 57.1 51.8 70.1 67.3
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 192,138: 0 0 0 187,851 185,336 187,851 185,336: 4,287 6,802
Old : 192,138: 0 0 0 187,851 185,336 187,851 185,336: 4,287 6,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,486: 0 0 0 1,844 672 1,844 672: 642 1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.8 96.5 97.8 96.5: 2.2 3.5
Old : 100.0: 0.0 0.0 0.0 97.8 96.5 97.8 96.5: 2.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 24 20 24 20:
Old : 33: 0 0 0 24 20 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 65.7 77.0 84.0 52.0 64.2 69.1 78.2
Old : 55.4 65.7 77.0 84.0 52.0 64.2 69.1 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,441: 0 0 0 76,189 83,848 76,189 83,848: 9,252 1,593
Old : 85,441: 0 0 0 76,189 83,848 76,189 83,848: 9,252 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 48: 0 0 0 -1,291 48 -1,291 48: 1,339 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.2 98.1 89.2 98.1: 10.8 1.9
Old : 100.0: 0.0 0.0 0.0 89.2 98.1 89.2 98.1: 10.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 19 16 19 16:
Old : 23: 0 0 0 19 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 63.7 67.3 87.3 37.6 61.0 60.3 74.8
Old : 42.3 63.7 67.3 87.3 37.6 61.0 60.3 74.8
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 33,981: 3,049 0 0 26,996 30,794 30,045 30,794: 3,936 3,187
Old : 33,981: 3,049 0 0 26,996 30,794 30,045 30,794: 3,936 3,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: -1,290 0 0 -540 -2,490 -1,830 -2,490: 1,830 2,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.0 79.4 90.6 88.4 90.6: 11.6 9.4
Old : 100.0: 9.0 0.0 0.0 79.4 90.6 88.4 90.6: 11.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 0 13 12 16 12:
Old : 23: 3 0 0 13 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 72.8 81.2 84.9 64.2 68.9 77.5 80.9
Old : 64.2 72.8 81.2 84.9 64.2 68.9 77.5 80.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 190,623: 3,331 1,029 846 180,619 178,597 184,796 180,472: 5,827 10,151
Old : 190,623: 3,331 1,029 846 180,619 178,597 184,796 180,472: 5,827 10,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 378: 0 -182 124 316 -3,532 440 -3,590: -62 3,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.5 0.4 94.8 93.7 96.9 94.7: 3.1 5.3
Old : 100.0: 1.7 0.5 0.4 94.8 93.7 96.9 94.7: 3.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 2 19 20 22 23:
Old : 29: 1 3 2 19 20 22 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 : 70.0 66.4 89.8 81.2 68.2 65.3 85.4 79.9
Old : 70.0 66.4 89.8 81.2 68.2 65.3 85.4 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 164,625: 0 6,318 5,725 146,455 138,583 152,180 150,626: 12,445 13,999
Old : 164,625: 0 6,318 5,725 146,455 138,583 152,180 150,626: 12,445 13,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,121: 0 -310 151 2,041 806 2,192 647: -71 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 3.5 89.0 84.2 92.4 91.5: 7.6 8.5
Old : 100.0: 0.0 3.8 3.5 89.0 84.2 92.4 91.5: 7.6 8.5
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 : 40: 0 4 2 27 28 29 32:
Old : 40: 0 4 2 27 28 29 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 : 37.8 34.2 56.4 57.4 33.2 31.2 49.6 47.6
Old : 37.8 34.2 56.4 57.4 33.2 31.2 49.6 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 47,609: 1,375 383 175 41,462 45,026 43,012 45,584: 4,597 2,025
Old : 47,609: 1,375 383 175 41,462 45,026 43,012 45,584: 4,597 2,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 329: -31 0 0 -3,002 -337 -3,033 -337: 3,362 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.8 0.4 87.1 94.6 90.3 95.7: 9.7 4.3
Old : 100.0: 2.9 0.8 0.4 87.1 94.6 90.3 95.7: 9.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 1 15 16 18 18:
Old : 29: 2 2 1 15 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 59.3 82.0 85.0 64.2 51.4 75.6 77.1
Old : 66.8 59.3 82.0 85.0 64.2 51.4 75.6 77.1
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, December 03, 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 : 243,021: 93 1,091 4,425 225,179 231,290 229,697 236,806: 13,324 6,215
Old : 243,021: 93 1,091 4,425 225,179 231,290 229,697 236,806: 13,324 6,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,394: -143 31 217 -4,016 2,293 -3,942 2,541: 6,336 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 1.8 92.7 95.2 94.5 97.4: 5.5 2.6
Old : 100.0: 0.0 0.4 1.8 92.7 95.2 94.5 97.4: 5.5 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 : 51: 1 3 4 35 36 39 40:
Old : 51: 1 3 4 35 36 39 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 : 51.7 40.4 69.4 61.4 50.3 36.8 67.3 56.4
Old : 51.7 40.4 69.4 61.4 50.3 36.8 67.3 56.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 139,855: 1,470 388 261 132,467 131,119 134,198 131,768: 5,657 8,087
Old : 139,855: 1,470 388 261 132,467 131,119 134,198 131,768: 5,657 8,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 4,031: -178 388 228 5,011 470 5,061 1,086: -1,030 2,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.3 0.2 94.7 93.8 96.0 94.2: 4.0 5.8
Old : 100.0: 1.1 0.3 0.2 94.7 93.8 96.0 94.2: 4.0 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 : 38: 3 1 3 29 28 33 31:
Old : 38: 3 1 3 29 28 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 51.5 69.6 75.8 39.4 45.8 52.6 62.7
Old : 52.4 51.5 69.6 75.8 39.4 45.8 52.6 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 32,324: 1,673 0 0 28,361 29,838 30,034 29,838: 2,290 2,486
Old : 32,324: 1,673 0 0 28,361 29,838 30,034 29,838: 2,290 2,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 248: 0 0 0 -952 -832 -952 -832: 1,200 1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 0.0 87.7 92.3 92.9 92.3: 7.1 7.7
Old : 100.0: 5.2 0.0 0.0 87.7 92.3 92.9 92.3: 7.1 7.7
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 : 22: 2 0 0 12 9 14 9:
Old : 22: 2 0 0 12 9 14 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 : 71.6 70.1 86.4 91.3 70.8 70.1 83.3 87.6
Old : 71.6 70.1 86.4 91.3 70.8 70.1 83.3 87.6
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, December 03, 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 : 166,209: 1,220 1,220 0 154,773 158,473 155,993 159,693: 10,216 6,516
Old : 166,209: 1,220 1,220 0 154,773 158,473 155,993 159,693: 10,216 6,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 31: 0 0 0 -1,271 -2,139 -1,271 -2,139: 1,302 2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.7 0.0 93.1 95.3 93.9 96.1: 6.1 3.9
Old : 100.0: 0.7 0.7 0.0 93.1 95.3 93.9 96.1: 6.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 18 18 19 19:
Old : 28: 1 1 0 18 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 : 70.6 64.9 81.2 84.1 56.9 50.1 65.9 64.5
Old : 70.6 64.9 81.2 84.1 56.9 50.1 65.9 64.5
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, December 03, 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 : 37,219: 766 1,739 401 33,671 31,754 34,838 33,894: 2,381 3,325
Old : 37,219: 766 1,739 401 33,671 31,754 34,838 33,894: 2,381 3,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 0 -1,470 0 -1,470: 0 1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.7 1.1 90.5 85.3 93.6 91.1: 6.4 8.9
Old : 100.0: 2.1 4.7 1.1 90.5 85.3 93.6 91.1: 6.4 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 9 18 12 19:
Old : 26: 2 1 1 9 18 12 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 : 82.6 48.9 89.6 71.6 81.3 45.2 85.3 65.7
Old : 82.6 48.9 89.6 71.6 81.3 45.2 85.3 65.7
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, December 03, 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 : 284,066: 0 0 0 268,220 282,706 268,220 282,706: 15,846 1,360
Old : 284,066: 0 0 0 268,220 282,706 268,220 282,706: 15,846 1,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -63: 0 0 0 -590 -691 -590 -691: 527 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 99.5 94.4 99.5: 5.6 0.5
Old : 100.0: 0.0 0.0 0.0 94.4 99.5 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 : 35: 0 0 0 27 16 27 16:
Old : 35: 0 0 0 27 16 27 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 : 45.0 72.6 65.5 96.1 44.7 72.6 63.7 95.6
Old : 45.0 72.6 65.5 96.1 44.7 72.6 63.7 95.6
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, December 03, 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 : 111,622: 10,536 8,774 0 93,061 102,020 103,597 110,794: 8,025 828
Old : 111,622: 10,536 8,774 0 93,061 102,020 103,597 110,794: 8,025 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -155: -117 0 -142 1,375 1,622 1,116 1,480: -1,271 -1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 7.9 0.0 83.4 91.4 92.8 99.3: 7.2 0.7
Old : 100.0: 9.4 7.9 0.0 83.4 91.4 92.8 99.3: 7.2 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 : 25: 1 1 0 13 15 14 16:
Old : 25: 1 1 0 13 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 70.7 83.3 88.7 64.3 70.7 82.0 87.3
Old : 64.3 70.7 83.3 88.7 64.3 70.7 82.0 87.3
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 216,010: 0 0 0 212,651 211,980 212,651 211,980: 3,359 4,030
Old : 216,010: 0 0 0 212,651 211,980 212,651 211,980: 3,359 4,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,385: 0 0 0 1,765 1,114 1,765 1,114: 620 1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.4 98.1 98.4 98.1: 1.6 1.9
Old : 100.0: 0.0 0.0 0.0 98.4 98.1 98.4 98.1: 1.6 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 : 32: 0 0 0 22 24 22 24:
Old : 32: 0 0 0 22 24 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 51.9 85.4 75.5 53.2 46.1 64.4 61.2
Old : 64.4 51.9 85.4 75.5 53.2 46.1 64.4 61.2
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, December 03, 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 : 27,558: 4,103 2,335 3,614 19,504 20,922 27,221 26,871: 337 687
Old : 27,558: 4,103 2,335 3,614 19,504 20,922 27,221 26,871: 337 687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -3,495: -52 -199 -819 -1,371 -1,917 -2,242 -2,934: -1,254 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 8.5 13.1 70.8 75.9 98.8 97.5: 1.2 2.5
Old : 100.0: 14.9 8.5 13.1 70.8 75.9 98.8 97.5: 1.2 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 : 46: 9 10 14 22 26 38 43:
Old : 46: 9 10 14 22 26 38 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 : 44.9 46.6 68.0 66.6 23.8 26.9 29.6 32.4
Old : 44.9 46.6 68.0 66.6 23.8 26.9 29.6 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 39,294: 8,015 358 282 30,864 38,654 39,161 39,294: 133 0
Old : 39,294: 8,015 358 282 30,864 38,654 39,161 39,294: 133 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2,213: -236 -38 -187 -1,803 -1,988 -2,226 -2,213: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 0.9 0.7 78.5 98.4 99.7 100.0: 0.3 0.0
Old : 100.0: 20.4 0.9 0.7 78.5 98.4 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 : 39: 7 4 3 26 23 35 29:
Old : 39: 7 4 3 26 23 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 58.7 77.9 84.3 46.5 51.8 62.6 68.7
Old : 50.4 58.7 77.9 84.3 46.5 51.8 62.6 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 28,509: 4,722 200 150 23,637 28,159 28,509 28,509: 0 0
Old : 28,509: 4,722 200 150 23,637 28,159 28,509 28,509: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2,661: 75 -75 -450 -2,286 -2,136 -2,661 -2,661: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.7 0.5 82.9 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 16.6 0.7 0.5 82.9 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 : 30: 5 2 3 18 19 23 24:
Old : 30: 5 2 3 18 19 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 75.1 80.2 91.2 57.8 69.7 74.5 81.3
Old : 57.9 75.1 80.2 91.2 57.8 69.7 74.5 81.3
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, December 03, 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 : 138,882: 5,124 7,230 11,430 121,306 118,714 137,860 137,374: 1,022 1,508
Old : 138,882: 5,124 7,230 11,430 121,306 118,714 137,860 137,374: 1,022 1,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,030: -839 -762 732 477 -7 370 -37: 660 1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.2 8.2 87.3 85.5 99.3 98.9: 0.7 1.1
Old : 100.0: 3.7 5.2 8.2 87.3 85.5 99.3 98.9: 0.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 12 10 8 33 36 47 52:
Old : 60: 12 10 8 33 36 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 42.1 66.9 61.0 38.9 27.1 42.6 36.9
Old : 51.3 42.1 66.9 61.0 38.9 27.1 42.6 36.9
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, December 03, 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 : 75,059: 1,838 842 2,816 70,405 71,381 75,059 75,039: 0 20
Old : 75,059: 1,838 842 2,816 70,405 71,381 75,059 75,039: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -311: 100 -20 -1 -396 -290 -296 -311: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.1 3.8 93.8 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 1.1 3.8 93.8 95.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 5 6 22 23 31 31:
Old : 38: 6 5 6 22 23 31 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 : 61.4 71.6 82.2 86.2 61.1 62.8 69.1 68.8
Old : 61.4 71.6 82.2 86.2 61.1 62.8 69.1 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 35,182: 325 400 200 34,657 34,582 35,182 35,182: 0 0
Old : 35,182: 325 400 200 34,657 34,582 35,182 35,182: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.1 0.6 98.5 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 1.1 0.6 98.5 98.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 3 11 15 15 18:
Old : 23: 3 1 3 11 15 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.6 83.0 96.2 94.1 79.1 71.7 82.9 80.9
Old : 87.6 83.0 96.2 94.1 79.1 71.7 82.9 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 67,306: 16,065 788 5,824 45,090 60,464 66,979 67,076: 327 230
Old : 67,306: 16,065 788 5,824 45,090 60,464 66,979 67,076: 327 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -282: 0 0 0 -282 -482 -282 -482: 0 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 1.2 8.7 67.0 89.8 99.5 99.7: 0.5 0.3
Old : 100.0: 23.9 1.2 8.7 67.0 89.8 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 4 3 27 27 33 33:
Old : 39: 5 4 3 27 27 33 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 : 52.4 50.3 74.4 70.1 45.2 40.9 52.0 52.2
Old : 52.4 50.3 74.4 70.1 45.2 40.9 52.0 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 86,491: 26,270 1,951 4,823 54,523 79,441 85,616 86,215: 875 276
Old : 86,491: 26,270 1,951 4,823 54,523 79,441 85,616 86,215: 875 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 537: 16 25 60 450 412 526 497: 11 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 2.3 5.6 63.0 91.8 99.0 99.7: 1.0 0.3
Old : 100.0: 30.4 2.3 5.6 63.0 91.8 99.0 99.7: 1.0 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 : 45: 7 7 4 27 27 35 37:
Old : 45: 7 7 4 27 27 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 61.5 71.2 78.9 48.5 55.4 63.0 63.3
Old : 52.1 61.5 71.2 78.9 48.5 55.4 63.0 63.3
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 76,769: 3,631 1,051 1,294 70,044 73,651 74,969 75,996: 1,800 773
Old : 76,769: 3,631 1,051 1,294 70,044 73,651 74,969 75,996: 1,800 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -100: -50 0 0 -927 -800 -977 -800: 877 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.4 1.7 91.2 95.9 97.7 99.0: 2.3 1.0
Old : 100.0: 4.7 1.4 1.7 91.2 95.9 97.7 99.0: 2.3 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 : 43: 4 2 2 28 27 33 30:
Old : 43: 4 2 2 28 27 33 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 : 45.5 73.4 66.8 83.8 44.1 73.3 63.2 80.1
Old : 45.5 73.4 66.8 83.8 44.1 73.3 63.2 80.1
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 98,979: 4,084 1,054 1,891 91,190 95,217 97,165 98,162: 1,814 817
Old : 98,979: 4,084 1,054 1,891 91,190 95,217 97,165 98,162: 1,814 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 156: -90 0 0 -836 -639 -926 -639: 1,082 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.1 1.9 92.1 96.2 98.2 99.2: 1.8 0.8
Old : 100.0: 4.1 1.1 1.9 92.1 96.2 98.2 99.2: 1.8 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 : 45: 5 2 4 30 30 36 35:
Old : 45: 5 2 4 30 30 36 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 : 45.0 69.6 66.2 84.1 44.7 69.4 64.2 81.8
Old : 45.0 69.6 66.2 84.1 44.7 69.4 64.2 81.8
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,188: 450 420 0 42,592 42,498 43,042 42,918: 146 270
Old : 43,188: 450 420 0 42,592 42,498 43,042 42,918: 146 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 400: 50 0 0 350 400 400 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.0 0.0 98.6 98.4 99.7 99.4: 0.3 0.6
Old : 100.0: 1.0 1.0 0.0 98.6 98.4 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 19 22 21 23:
Old : 29: 2 1 0 19 22 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 84.6 87.1 92.7 62.7 81.9 77.3 85.4
Old : 69.2 84.6 87.1 92.7 62.7 81.9 77.3 85.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 27,103: 350 747 73 26,414 26,163 26,837 26,983: 266 120
Old : 27,103: 350 747 73 26,414 26,163 26,837 26,983: 266 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 555: 0 60 0 555 495 555 555: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.8 0.3 97.5 96.5 99.0 99.6: 1.0 0.4
Old : 100.0: 1.3 2.8 0.3 97.5 96.5 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 2 19 19 21 23:
Old : 27: 1 3 2 19 19 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 66.8 76.7 86.2 48.2 57.7 61.7 65.3
Old : 57.6 66.8 76.7 86.2 48.2 57.7 61.7 65.3
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 83,463: 23,377 866 2,269 57,506 80,193 83,152 83,328: 311 135
Old : 83,463: 23,377 866 2,269 57,506 80,193 83,152 83,328: 311 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 131: -26 89 88 78 -46 141 131: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 1.0 2.7 68.9 96.1 99.6 99.8: 0.4 0.2
Old : 100.0: 28.0 1.0 2.7 68.9 96.1 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 20 2 11 32 32 53 44:
Old : 57: 20 2 11 32 32 53 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 : 32.9 50.9 51.8 71.7 17.5 22.3 25.9 32.6
Old : 32.9 50.9 51.8 71.7 17.5 22.3 25.9 32.6
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,566: 11,136 110 950 20,194 31,164 32,280 32,224: 286 342
Old : 32,566: 11,136 110 950 20,194 31,164 32,280 32,224: 286 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 990: 1,200 0 0 -210 990 990 990: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 0.3 2.9 62.0 95.7 99.1 98.9: 0.9 1.1
Old : 100.0: 34.2 0.3 2.9 62.0 95.7 99.1 98.9: 0.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 1 4 21 22 28 26:
Old : 32: 6 1 4 21 22 28 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 : 43.3 62.3 71.7 78.4 40.6 48.4 61.5 62.6
Old : 43.3 62.3 71.7 78.4 40.6 48.4 61.5 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,935: 500 370 50 48,233 48,305 48,783 48,725: 152 210
Old : 48,935: 500 370 50 48,233 48,305 48,783 48,725: 152 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 60: 100 0 0 -40 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.8 0.1 98.6 98.7 99.7 99.6: 0.3 0.4
Old : 100.0: 1.0 0.8 0.1 98.6 98.7 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 : 33: 2 1 1 22 23 25 24:
Old : 33: 2 1 1 22 23 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 82.6 81.4 92.4 48.3 78.4 67.2 81.5
Old : 54.0 82.6 81.4 92.4 48.3 78.4 67.2 81.5
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 41,122: 695 1,510 120 39,395 39,418 40,210 41,048: 912 74
Old : 41,122: 695 1,510 120 39,395 39,418 40,210 41,048: 912 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 444: 0 100 0 444 344 444 444: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.7 0.3 95.8 95.9 97.8 99.8: 2.2 0.2
Old : 100.0: 1.7 3.7 0.3 95.8 95.9 97.8 99.8: 2.2 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 : 33: 5 5 2 22 22 27 29:
Old : 33: 5 5 2 22 22 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 : 58.7 46.6 76.0 71.2 33.4 23.6 39.9 38.2
Old : 58.7 46.6 76.0 71.2 33.4 23.6 39.9 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 63,925: 2,862 1,075 0 59,200 62,505 62,062 63,580: 1,863 345
Old : 63,925: 2,862 1,075 0 59,200 62,505 62,062 63,580: 1,863 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,037: 0 600 0 -253 437 -253 1,037: 1,290 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.7 0.0 92.6 97.8 97.1 99.5: 2.9 0.5
Old : 100.0: 4.5 1.7 0.0 92.6 97.8 97.1 99.5: 2.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 0 25 17 27 19:
Old : 31: 2 2 0 25 17 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 90.9 70.0 96.5 46.3 86.5 67.5 90.5
Old : 48.0 90.9 70.0 96.5 46.3 86.5 67.5 90.5
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 67,336: 3,512 4,175 60 62,359 62,921 65,931 67,156: 1,405 180
Old : 67,336: 3,512 4,175 60 62,359 62,921 65,931 67,156: 1,405 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 595: 0 600 0 -530 -5 -530 595: 1,125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.2 0.1 92.6 93.4 97.9 99.7: 2.1 0.3
Old : 100.0: 5.2 6.2 0.1 92.6 93.4 97.9 99.7: 2.1 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 : 34: 3 2 1 26 18 29 21:
Old : 34: 3 2 1 26 18 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 : 48.4 83.8 70.3 95.3 46.5 80.9 66.2 87.8
Old : 48.4 83.8 70.3 95.3 46.5 80.9 66.2 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 82,439: 1,446 1,407 241 80,487 80,786 82,174 82,434: 265 5
Old : 82,439: 1,446 1,407 241 80,487 80,786 82,174 82,434: 265 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 95: 30 161 59 6 -125 95 95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.7 0.3 97.6 98.0 99.7 100.0: 0.3 0.0
Old : 100.0: 1.8 1.7 0.3 97.6 98.0 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 3 3 27 27 31 31:
Old : 41: 2 3 3 27 27 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 51.3 77.9 76.4 59.3 49.8 73.1 70.4
Old : 60.8 51.3 77.9 76.4 59.3 49.8 73.1 70.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 104,885: 2,007 6,162 713 101,834 97,948 104,553 104,822: 332 63
Old : 104,885: 2,007 6,162 713 101,834 97,948 104,553 104,822: 332 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -250: 15 353 -6 -260 -645 -250 -297: 0 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.9 0.7 97.1 93.4 99.7 99.9: 0.3 0.1
Old : 100.0: 1.9 5.9 0.7 97.1 93.4 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 4 15 6 31 32 40 48:
Old : 60: 4 15 6 31 32 40 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 : 52.8 47.6 71.3 74.1 52.0 46.5 65.3 63.6
Old : 52.8 47.6 71.3 74.1 52.0 46.5 65.3 63.6
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 56,773: 125 4,319 275 56,353 52,179 56,753 56,773: 20 0
Old : 56,773: 125 4,319 275 56,353 52,179 56,753 56,773: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 25: 25 0 0 0 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 7.6 0.5 99.3 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 7.6 0.5 99.3 91.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 5 2 17 16 19 22:
Old : 29: 1 5 2 17 16 19 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 : 77.0 87.4 95.8 94.6 76.7 85.5 92.8 90.8
Old : 77.0 87.4 95.8 94.6 76.7 85.5 92.8 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 51,690: 575 520 240 50,875 50,930 51,690 51,690: 0 0
Old : 51,690: 575 520 240 50,875 50,930 51,690 51,690: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.0 0.5 98.4 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 1.0 0.5 98.4 98.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 2 13 9 16 13:
Old : 24: 2 3 2 13 9 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 97.6 97.4 99.2 80.4 96.5 96.9 97.9
Old : 80.5 97.6 97.4 99.2 80.4 96.5 96.9 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 65,220: 1,720 2,021 1,391 62,017 61,493 65,128 64,905: 92 315
Old : 65,220: 1,720 2,021 1,391 62,017 61,493 65,128 64,905: 92 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 898: 53 0 0 805 735 858 735: 40 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.1 2.1 95.1 94.3 99.9 99.5: 0.1 0.5
Old : 100.0: 2.6 3.1 2.1 95.1 94.3 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 1 3 23 24 31 27:
Old : 34: 7 1 3 23 24 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 84.3 73.3 92.9 45.6 81.0 67.3 83.4
Old : 46.9 84.3 73.3 92.9 45.6 81.0 67.3 83.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 66,286: 2,368 2,233 5,305 58,233 58,476 65,906 66,014: 380 272
Old : 66,286: 2,368 2,233 5,305 58,233 58,476 65,906 66,014: 380 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,165: 52 314 72 1,001 623 1,125 1,009: 40 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.4 8.0 87.9 88.2 99.4 99.6: 0.6 0.4
Old : 100.0: 3.6 3.4 8.0 87.9 88.2 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 4 3 24 26 34 31:
Old : 39: 8 4 3 24 26 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 72.4 71.1 83.7 46.2 64.6 62.2 69.8
Old : 48.2 72.4 71.1 83.7 46.2 64.6 62.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 28,943: 1,061 450 100 27,454 28,008 28,615 28,558: 328 385
Old : 28,943: 1,061 450 100 27,454 28,008 28,615 28,558: 328 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -10: 15 0 20 -205 -343 -170 -323: 160 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.6 0.3 94.9 96.8 98.9 98.7: 1.1 1.3
Old : 100.0: 3.7 1.6 0.3 94.9 96.8 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 : 24: 2 1 2 18 13 21 15:
Old : 24: 2 1 2 18 13 21 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 : 63.9 80.7 80.7 95.0 62.4 73.0 77.4 85.9
Old : 63.9 80.7 80.7 95.0 62.4 73.0 77.4 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 28,547: 875 20 25 27,280 28,113 28,180 28,158: 367 389
Old : 28,547: 875 20 25 27,280 28,113 28,180 28,158: 367 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 9: 0 20 25 -176 -290 -151 -245: 160 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.1 0.1 95.6 98.5 98.7 98.6: 1.3 1.4
Old : 100.0: 3.1 0.1 0.1 95.6 98.5 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 : 24: 1 1 1 19 12 21 13:
Old : 24: 1 1 1 19 12 21 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 : 62.7 84.5 77.5 97.0 61.2 75.7 73.2 84.9
Old : 62.7 84.5 77.5 97.0 61.2 75.7 73.2 84.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 33,911: 429 1,894 958 32,180 30,983 33,567 33,835: 344 76
Old : 33,911: 429 1,894 958 32,180 30,983 33,567 33,835: 344 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 86: -25 -25 39 -107 41 -93 55: 179 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.6 2.8 94.9 91.4 99.0 99.8: 1.0 0.2
Old : 100.0: 1.3 5.6 2.8 94.9 91.4 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 3 3 20 24 24 29:
Old : 34: 3 3 3 20 24 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 58.2 82.4 77.0 57.4 56.4 72.4 69.3
Old : 65.4 58.2 82.4 77.0 57.4 56.4 72.4 69.3
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,935: 448 3,206 252 20,830 18,382 21,530 21,840: 1,405 1,095
Old : 22,935: 448 3,206 252 20,830 18,382 21,530 21,840: 1,405 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 72: -2 31 2 -762 -956 -762 -923: 834 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 14.0 1.1 90.8 80.1 93.9 95.2: 6.1 4.8
Old : 100.0: 2.0 14.0 1.1 90.8 80.1 93.9 95.2: 6.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 1 14 16 15 21:
Old : 24: 1 4 1 14 16 15 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 : 73.3 67.7 88.0 82.7 73.1 66.3 84.5 80.3
Old : 73.3 67.7 88.0 82.7 73.1 66.3 84.5 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 59,123: 1,761 3,193 1,279 55,787 54,401 58,827 58,873: 296 250
Old : 59,123: 1,761 3,193 1,279 55,787 54,401 58,827 58,873: 296 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 190: -170 7 165 5 -222 0 -50: 190 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.4 2.2 94.4 92.0 99.5 99.6: 0.5 0.4
Old : 100.0: 3.0 5.4 2.2 94.4 92.0 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 5 6 29 27 38 35:
Old : 43: 6 5 6 29 27 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 63.9 73.4 80.5 48.2 55.4 59.1 65.2
Old : 61.8 63.9 73.4 80.5 48.2 55.4 59.1 65.2
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 40,137: 408 1,941 1,142 38,500 36,868 40,050 39,951: 87 186
Old : 40,137: 408 1,941 1,142 38,500 36,868 40,050 39,951: 87 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 80: 0 0 0 115 -43 115 -43: -35 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 4.8 2.8 95.9 91.9 99.8 99.5: 0.2 0.5
Old : 100.0: 1.0 4.8 2.8 95.9 91.9 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 4 4 25 21 29 26:
Old : 35: 1 4 4 25 21 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 69.7 82.1 84.3 59.8 64.9 69.9 73.9
Old : 67.7 69.7 82.1 84.3 59.8 64.9 69.9 73.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,175: 1,745 300 100 20,195 21,760 22,040 22,160: 135 15
Old : 22,175: 1,745 300 100 20,195 21,760 22,040 22,160: 135 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -952: 55 0 0 -992 -952 -937 -952: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.4 0.5 91.1 98.1 99.4 99.9: 0.6 0.1
Old : 100.0: 7.9 1.4 0.5 91.1 98.1 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 1 17 14 21 16:
Old : 25: 4 1 1 17 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 : 67.5 80.4 86.3 91.1 59.4 73.9 74.2 79.0
Old : 67.5 80.4 86.3 91.1 59.4 73.9 74.2 79.0
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,551: 50 1,270 280 11,959 10,799 12,289 12,349: 262 202
Old : 12,551: 50 1,270 280 11,959 10,799 12,289 12,349: 262 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 -45 -180 -45 -180: 45 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 10.1 2.2 95.3 86.0 97.9 98.4: 2.1 1.6
Old : 100.0: 0.4 10.1 2.2 95.3 86.0 97.9 98.4: 2.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 1 14 13 16 17:
Old : 23: 1 4 1 14 13 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 74.6 86.7 90.0 56.8 69.0 73.0 75.9
Old : 66.7 74.6 86.7 90.0 56.8 69.0 73.0 75.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,701: 50 1,670 205 12,256 10,101 12,511 11,976: 190 725
Old : 12,701: 50 1,670 205 12,256 10,101 12,511 11,976: 190 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 -70 -725 -70 -725: 70 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 13.1 1.6 96.5 79.5 98.5 94.3: 1.5 5.7
Old : 100.0: 0.4 13.1 1.6 96.5 79.5 98.5 94.3: 1.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 1 15 13 17 17:
Old : 24: 1 4 1 15 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 70.8 85.5 86.0 54.8 67.1 72.2 73.8
Old : 63.8 70.8 85.5 86.0 54.8 67.1 72.2 73.8
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,253: 2,160 375 505 14,335 15,834 17,000 16,714: 253 539
Old : 17,253: 2,160 375 505 14,335 15,834 17,000 16,714: 253 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 -74 -514 -74 -514: 74 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 2.2 2.9 83.1 91.8 98.5 96.9: 1.5 3.1
Old : 100.0: 12.5 2.2 2.9 83.1 91.8 98.5 96.9: 1.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 3 17 16 20 20:
Old : 29: 2 2 3 17 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 : 57.7 66.2 81.1 82.8 56.3 58.0 75.2 69.8
Old : 57.7 66.2 81.1 82.8 56.3 58.0 75.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,981: 2,230 375 470 13,861 15,594 16,561 16,439: 420 542
Old : 16,981: 2,230 375 470 13,861 15,594 16,561 16,439: 420 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 -66 -509 -66 -509: 66 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 2.2 2.8 81.6 91.8 97.5 96.8: 2.5 3.2
Old : 100.0: 13.1 2.2 2.8 81.6 91.8 97.5 96.8: 2.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 3 16 16 19 20:
Old : 28: 2 2 3 16 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 : 60.1 65.9 82.6 82.7 57.7 55.9 75.7 70.0
Old : 60.1 65.9 82.6 82.7 57.7 55.9 75.7 70.0
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,398: 355 1,065 3,235 38,306 37,623 41,896 41,923: 502 475
Old : 42,398: 355 1,065 3,235 38,306 37,623 41,896 41,923: 502 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 5: 0 5 0 -432 -415 -432 -410: 437 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.5 7.6 90.3 88.7 98.8 98.9: 1.2 1.1
Old : 100.0: 0.8 2.5 7.6 90.3 88.7 98.8 98.9: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 3 3 23 15 28 20:
Old : 35: 4 3 3 23 15 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 71.9 79.1 89.8 57.8 65.1 69.1 76.0
Old : 64.2 71.9 79.1 89.8 57.8 65.1 69.1 76.0
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,351: 725 930 3,140 37,936 37,876 41,801 41,946: 550 405
Old : 42,351: 725 930 3,140 37,936 37,876 41,801 41,946: 550 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 5: 0 5 0 -477 -405 -477 -400: 482 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.2 7.4 89.6 89.4 98.7 99.0: 1.3 1.0
Old : 100.0: 1.7 2.2 7.4 89.6 89.4 98.7 99.0: 1.3 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 : 36: 6 2 4 24 17 30 23:
Old : 36: 6 2 4 24 17 30 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 : 63.3 73.9 77.1 90.1 56.1 66.3 67.4 76.9
Old : 63.3 73.9 77.1 90.1 56.1 66.3 67.4 76.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 112,281: 1,915 10,913 1,385 107,153 98,527 110,453 110,825: 1,828 1,456
Old : 112,281: 1,915 10,913 1,385 107,153 98,527 110,453 110,825: 1,828 1,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 74: 55 -145 15 -1,764 -1,222 -1,694 -1,352: 1,768 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 9.7 1.2 95.4 87.8 98.4 98.7: 1.6 1.3
Old : 100.0: 1.7 9.7 1.2 95.4 87.8 98.4 98.7: 1.6 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 : 62: 8 8 6 41 33 52 44:
Old : 62: 8 8 6 41 33 52 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 46.9 57.7 69.9 31.5 44.2 54.1 61.0
Old : 35.0 46.9 57.7 69.9 31.5 44.2 54.1 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 125,829: 1,930 9,511 2,152 120,283 112,180 124,365 123,843: 1,464 1,986
Old : 125,829: 1,930 9,511 2,152 120,283 112,180 124,365 123,843: 1,464 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 206: 70 -182 135 -1,448 -1,733 -1,243 -1,780: 1,449 1,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 7.6 1.7 95.6 89.2 98.8 98.4: 1.2 1.6
Old : 100.0: 1.5 7.6 1.7 95.6 89.2 98.8 98.4: 1.2 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 : 66: 10 9 7 42 38 57 49:
Old : 66: 10 9 7 42 38 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 47.2 52.5 68.5 26.7 41.9 45.0 57.4
Old : 30.9 47.2 52.5 68.5 26.7 41.9 45.0 57.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 518,302: 24,234 28,954 61,331 429,654 427,529 515,219 517,814: 3,083 488
Old : 518,302: 24,234 28,954 61,331 429,654 427,529 515,219 517,814: 3,083 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 285: 208 95 138 -2,359 20 -2,014 253: 2,299 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.6 11.8 82.9 82.5 99.4 99.9: 0.6 0.1
Old : 100.0: 4.7 5.6 11.8 82.9 82.5 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 23 19 20 43 43 72 77:
Old : 90: 23 19 20 43 43 72 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 38.7 63.3 61.6 17.1 16.9 21.9 23.5
Old : 44.4 38.7 63.3 61.6 17.1 16.9 21.9 23.5
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,426: 3,915 25 0 12,202 15,596 16,117 15,621: 309 805
Old : 16,426: 3,915 25 0 12,202 15,596 16,117 15,621: 309 805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 -295 -805 -295 -805: 295 805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 0.2 0.0 74.3 94.9 98.1 95.1: 1.9 4.9
Old : 100.0: 23.8 0.2 0.0 74.3 94.9 98.1 95.1: 1.9 4.9
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 : 29: 5 1 0 19 12 24 13:
Old : 29: 5 1 0 19 12 24 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 : 56.8 83.4 75.3 93.9 55.8 80.5 74.3 89.4
Old : 56.8 83.4 75.3 93.9 55.8 80.5 74.3 89.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,053: 3,575 235 60 12,085 15,181 15,720 15,476: 333 577
Old : 16,053: 3,575 235 60 12,085 15,181 15,720 15,476: 333 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 -119 -577 -119 -577: 119 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 1.5 0.4 75.3 94.6 97.9 96.4: 2.1 3.6
Old : 100.0: 22.3 1.5 0.4 75.3 94.6 97.9 96.4: 2.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 1 19 11 23 13:
Old : 27: 3 2 1 19 11 23 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 : 59.2 86.2 78.9 94.8 57.7 83.7 75.7 88.2
Old : 59.2 86.2 78.9 94.8 57.7 83.7 75.7 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 4,495: 1,605 450 0 2,883 4,045 4,488 4,495: 7 0
Old : 4,495: 1,605 450 0 2,883 4,045 4,488 4,495: 7 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 10.0 0.0 64.1 90.0 99.8 100.0: 0.2 0.0
Old : 100.0: 35.7 10.0 0.0 64.1 90.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 0 14 14 17 15:
Old : 26: 3 1 0 14 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 : 53.3 67.8 74.4 87.7 52.6 65.1 69.7 77.3
Old : 53.3 67.8 74.4 87.7 52.6 65.1 69.7 77.3
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, December 03, 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 : 4,780: 140 451 147 3,862 3,389 4,149 3,987: 631 793
Old : 4,780: 140 451 147 3,862 3,389 4,149 3,987: 631 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -648: -533 -127 -96 26 -275 -603 -498: -45 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 9.4 3.1 80.8 70.9 86.8 83.4: 13.2 16.6
Old : 100.0: 2.9 9.4 3.1 80.8 70.9 86.8 83.4: 13.2 16.6
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 : 33: 3 5 5 20 23 26 30:
Old : 33: 3 5 5 20 23 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 30.8 61.3 45.1 31.2 24.3 43.2 33.3
Old : 37.3 30.8 61.3 45.1 31.2 24.3 43.2 33.3
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, December 03, 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 : 32,512: 4,456 92 0 27,894 32,248 32,350 32,340: 162 172
Old : 32,512: 4,456 92 0 27,894 32,248 32,350 32,340: 162 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -3,373: -911 92 -35 -2,429 -3,451 -3,375 -3,394: 2 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.3 0.0 85.8 99.2 99.5 99.5: 0.5 0.5
Old : 100.0: 13.7 0.3 0.0 85.8 99.2 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 1 0 36 38 39 39:
Old : 47: 3 1 0 36 38 39 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 : 43.9 49.5 69.5 67.6 41.2 40.7 56.0 53.9
Old : 43.9 49.5 69.5 67.6 41.2 40.7 56.0 53.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 14,167: 45 0 0 14,026 13,655 14,071 13,655: 96 512
Old : 14,167: 45 0 0 14,026 13,655 14,071 13,655: 96 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -1,483: -48 0 -137 -1,266 -1,290 -1,451 -1,427: -32 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.0 96.4 99.3 96.4: 0.7 3.6
Old : 100.0: 0.3 0.0 0.0 99.0 96.4 99.3 96.4: 0.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 20 23 21 23:
Old : 29: 1 0 0 20 23 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 53.4 90.2 74.1 46.0 29.0 52.2 41.4
Old : 77.2 53.4 90.2 74.1 46.0 29.0 52.2 41.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 9,668: 194 48 172 8,516 9,115 8,882 9,335: 786 333
Old : 9,668: 194 48 172 8,516 9,115 8,882 9,335: 786 333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2,491: -347 -509 -378 -1,701 -1,618 -2,426 -2,505: -65 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.5 1.8 88.1 94.3 91.9 96.6: 8.1 3.4
Old : 100.0: 2.0 0.5 1.8 88.1 94.3 91.9 96.6: 8.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 2 29 32 32 34:
Old : 41: 2 1 2 29 32 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 51.3 52.1 71.2 18.1 28.2 29.9 37.4
Old : 32.7 51.3 52.1 71.2 18.1 28.2 29.9 37.4
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, December 03, 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 : 38,066: 2,405 742 50 34,962 36,966 37,417 37,758: 649 308
Old : 38,066: 2,405 742 50 34,962 36,966 37,417 37,758: 649 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -3,478: -1,450 -185 -479 -1,538 -3,082 -3,467 -3,746: -11 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.9 0.1 91.8 97.1 98.3 99.2: 1.7 0.8
Old : 100.0: 6.3 1.9 0.1 91.8 97.1 98.3 99.2: 1.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 5 2 1 28 40 34 43:
Old : 57: 5 2 1 28 40 34 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 : 72.6 49.3 82.3 66.3 72.6 48.6 79.8 63.0
Old : 72.6 49.3 82.3 66.3 72.6 48.6 79.8 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 56,162: 1,981 1,524 2,378 51,413 51,830 55,772 55,732: 390 430
Old : 56,162: 1,981 1,524 2,378 51,413 51,830 55,772 55,732: 390 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -5,809: -1,450 300 -1,284 -3,179 -4,813 -5,913 -5,797: 104 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.7 4.2 91.5 92.3 99.3 99.2: 0.7 0.8
Old : 100.0: 3.5 2.7 4.2 91.5 92.3 99.3 99.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 10 10 13 62 64 78 81:
Old : 93: 10 10 13 62 64 78 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 : 35.9 50.5 51.0 60.2 32.1 46.2 44.5 52.4
Old : 35.9 50.5 51.0 60.2 32.1 46.2 44.5 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 260,879: 2,385 203,350 425 251,409 18,450 254,219 222,225: 6,660 38,654
Old : 260,879: 2,385 203,350 425 251,409 18,450 254,219 222,225: 6,660 38,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -12,666: 0 -9,967 -841 -11,273 -1,714 -12,114 -12,522: -552 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 77.9 0.2 96.4 7.1 97.4 85.2: 2.6 14.8
Old : 100.0: 0.9 77.9 0.2 96.4 7.1 97.4 85.2: 2.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 6 2 12 5 14 12:
Old : 20: 1 6 2 12 5 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 77.7 94.6 83.6 85.9 77.7 94.1 83.4
Old : 86.0 77.7 94.6 83.6 85.9 77.7 94.1 83.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 24,256: 0 0 0 24,211 23,831 24,211 23,831: 45 425
Old : 24,256: 0 0 0 24,211 23,831 24,211 23,831: 45 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 675: 0 0 0 675 655 675 655: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 98.2 99.8 98.2: 0.2 1.8
Old : 100.0: 0.0 0.0 0.0 99.8 98.2 99.8 98.2: 0.2 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 : 34: 0 0 0 26 23 26 23:
Old : 34: 0 0 0 26 23 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 59.1 78.7 78.7 54.8 55.9 74.4 72.3
Old : 54.8 59.1 78.7 78.7 54.8 55.9 74.4 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 10,641: 135 0 0 10,296 10,286 10,431 10,286: 210 355
Old : 10,641: 135 0 0 10,296 10,286 10,431 10,286: 210 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 96.8 96.7 98.0 96.7: 2.0 3.3
Old : 100.0: 1.3 0.0 0.0 96.8 96.7 98.0 96.7: 2.0 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 0 0 10 12 11 12:
Old : 20: 1 0 0 10 12 11 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 : 80.7 64.9 96.4 91.6 80.7 64.1 95.9 90.3
Old : 80.7 64.9 96.4 91.6 80.7 64.1 95.9 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 06, 2019