CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 12,745: 3,014 1,988 0 9,731 10,757 12,745 12,745: 0 0
Old : 12,745: 3,014 1,988 0 9,731 10,757 12,745 12,745: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 15.6 0.0 76.4 84.4 100.0 100.0: 0.0 0.0
Old : 100.0: 23.6 15.6 0.0 76.4 84.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 2 0 12 8 17 10:
Old : 25: 5 2 0 12 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 : 60.4 74.6 85.1 96.7 60.4 74.6 85.1 96.2
Old : 60.4 74.6 85.1 96.7 60.4 74.6 85.1 96.2
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 39,456: 15,854 10,421 0 23,417 28,850 39,271 39,271: 185 185
Old : 39,456: 15,854 10,421 0 23,417 28,850 39,271 39,271: 185 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -22: 0 0 0 -22 -22 -22 -22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 26.4 0.0 59.3 73.1 99.5 99.5: 0.5 0.5
Old : 100.0: 40.2 26.4 0.0 59.3 73.1 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 6 0 19 15 28 21:
Old : 39: 9 6 0 19 15 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 59.0 79.8 85.9 57.7 59.0 76.5 84.9
Old : 59.0 59.0 79.8 85.9 57.7 59.0 76.5 84.9
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 146,081: 30,854 33,013 17,205 97,865 95,763 145,924 145,981: 157 100
Old : 146,081: 30,854 33,013 17,205 97,865 95,763 145,924 145,981: 157 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,322: 101 -462 704 2,512 3,079 3,317 3,322: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 22.6 11.8 67.0 65.6 99.9 99.9: 0.1 0.1
Old : 100.0: 21.1 22.6 11.8 67.0 65.6 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 26 16 17 32 27 67 51:
Old : 76: 26 16 17 32 27 67 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 32.9 55.5 57.1 27.5 28.6 39.4 46.3
Old : 35.5 32.9 55.5 57.1 27.5 28.6 39.4 46.3
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 191,957: 61,582 23,160 3,265 127,110 165,532 191,957 191,957: 0 0
Old : 191,957: 61,582 23,160 3,265 127,110 165,532 191,957 191,957: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 4,946: 114 -136 86 4,746 4,996 4,946 4,946: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 12.1 1.7 66.2 86.2 100.0 100.0: 0.0 0.0
Old : 100.0: 32.1 12.1 1.7 66.2 86.2 100.0 100.0: 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 : 32: 5 7 3 15 16 21 25:
Old : 32: 5 7 3 15 16 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 80.7 85.6 92.1 56.6 78.7 81.4 85.3
Old : 59.3 80.7 85.6 92.1 56.6 78.7 81.4 85.3
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 160,152: 23,857 18,722 5,487 130,808 135,943 160,152 160,152: 0 0
Old : 160,152: 23,857 18,722 5,487 130,808 135,943 160,152 160,152: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,439: -418 623 418 1,439 398 1,439 1,439: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 11.7 3.4 81.7 84.9 100.0 100.0: 0.0 0.0
Old : 100.0: 14.9 11.7 3.4 81.7 84.9 100.0 100.0: 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 : 32: 7 5 6 17 13 26 22:
Old : 32: 7 5 6 17 13 26 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 : 51.1 74.0 75.1 91.4 51.0 70.5 73.3 86.4
Old : 51.1 74.0 75.1 91.4 51.0 70.5 73.3 86.4
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 37,381: 8,539 3,378 1,661 27,002 32,267 37,203 37,306: 178 75
Old : 37,381: 8,539 3,378 1,661 27,002 32,267 37,203 37,306: 178 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -13: -384 0 -56 440 42 -1 -14: -12 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 9.0 4.4 72.2 86.3 99.5 99.8: 0.5 0.2
Old : 100.0: 22.8 9.0 4.4 72.2 86.3 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 3 5 16 17 31 24:
Old : 39: 14 3 5 16 17 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 60.5 75.5 82.4 56.3 54.9 72.7 74.3
Old : 56.4 60.5 75.5 82.4 56.3 54.9 72.7 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 33,179: 5,875 1,000 0 27,304 32,179 33,179 33,179: 0 0
Old : 33,179: 5,875 1,000 0 27,304 32,179 33,179 33,179: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 3.0 0.0 82.3 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 17.7 3.0 0.0 82.3 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 1 0 14 7 19 8:
Old : 24: 5 1 0 14 7 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 95.4 89.2 100.0 64.4 95.1 89.2 98.3
Old : 64.4 95.4 89.2 100.0 64.4 95.1 89.2 98.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 33,471: 7,323 534 3,614 22,534 29,323 33,471 33,471: 0 0
Old : 33,471: 7,323 534 3,614 22,534 29,323 33,471 33,471: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 400: -495 0 445 450 -45 400 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 1.6 10.8 67.3 87.6 100.0 100.0: 0.0 0.0
Old : 100.0: 21.9 1.6 10.8 67.3 87.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 10 2 2 15 12 26 16:
Old : 32: 10 2 2 15 12 26 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 : 48.5 61.0 68.0 87.8 42.8 58.7 59.3 78.2
Old : 48.5 61.0 68.0 87.8 42.8 58.7 59.3 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 28,529: 3,045 2,277 259 24,932 25,897 28,236 28,433: 293 96
Old : 28,529: 3,045 2,277 259 24,932 25,897 28,236 28,433: 293 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 699: 566 182 -30 312 563 847 715: -148 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 8.0 0.9 87.4 90.8 99.0 99.7: 1.0 0.3
Old : 100.0: 10.7 8.0 0.9 87.4 90.8 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 : 24: 2 3 2 16 14 19 18:
Old : 24: 2 3 2 16 14 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 68.3 74.4 87.6 41.4 58.0 58.4 65.0
Old : 53.6 68.3 74.4 87.6 41.4 58.0 58.4 65.0
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of Class 1 Renewable Energy Cert :
: : :
All : 12,898: 1,165 1,980 0 11,733 10,918 12,898 12,898: 0 0
Old : 12,898: 1,165 1,980 0 11,733 10,918 12,898 12,898: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,028: 0 100 0 3,028 2,928 3,028 3,028: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.4 0.0 91.0 84.6 100.0 100.0: 0.0 0.0
Old : 100.0: 9.0 15.4 0.0 91.0 84.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 5 0 11 10 12 15:
Old : 24: 1 5 0 11 10 12 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 : 72.3 77.6 92.2 92.6 72.3 77.6 90.1 92.5
Old : 72.3 77.6 92.2 92.6 72.3 77.6 90.1 92.5
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of Class 1 Renewable Energy Cert :
: : :
All : 17,653: 1,850 6,413 210 15,568 11,030 17,628 17,653: 25 0
Old : 17,653: 1,850 6,413 210 15,568 11,030 17,628 17,653: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -37: 50 -222 -50 -37 235 -37 -37: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 36.3 1.2 88.2 62.5 99.9 100.0: 0.1 0.0
Old : 100.0: 10.5 36.3 1.2 88.2 62.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 5 2 11 10 14 17:
Old : 24: 2 5 2 11 10 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 74.3 90.7 90.5 61.9 73.0 85.7 89.1
Old : 65.2 74.3 90.7 90.5 61.9 73.0 85.7 89.1
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 42,165: 20,086 14,769 2,882 19,197 24,514 42,165 42,165: 0 0
Old : 42,165: 20,086 14,769 2,882 19,197 24,514 42,165 42,165: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 35.0 6.8 45.5 58.1 100.0 100.0: 0.0 0.0
Old : 100.0: 47.6 35.0 6.8 45.5 58.1 100.0 100.0: 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 : 23: 4 5 4 14 10 21 16:
Old : 23: 4 5 4 14 10 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 : 60.1 61.6 81.5 89.8 57.6 56.6 73.2 75.2
Old : 60.1 61.6 81.5 89.8 57.6 56.6 73.2 75.2
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 39,331: 5,888 1,360 3,547 29,685 34,408 39,120 39,315: 211 16
Old : 39,331: 5,888 1,360 3,547 29,685 34,408 39,120 39,315: 211 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,492: -70 -93 304 2,346 2,294 2,580 2,505: -88 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 3.5 9.0 75.5 87.5 99.5 100.0: 0.5 0.0
Old : 100.0: 15.0 3.5 9.0 75.5 87.5 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 2 5 25 28 31 34:
Old : 37: 4 2 5 25 28 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 51.6 74.2 73.7 28.0 29.3 36.6 37.1
Old : 52.5 51.6 74.2 73.7 28.0 29.3 36.6 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 31,421: 1,091 8,209 1,047 28,420 22,165 30,558 31,421: 863 0
Old : 31,421: 1,091 8,209 1,047 28,420 22,165 30,558 31,421: 863 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 443: 261 -181 6 176 618 443 443: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 26.1 3.3 90.4 70.5 97.3 100.0: 2.7 0.0
Old : 100.0: 3.5 26.1 3.3 90.4 70.5 97.3 100.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 4 4 26 15 32 20:
Old : 34: 3 4 4 26 15 32 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 : 40.3 72.5 61.9 91.0 32.0 49.8 46.1 60.2
Old : 40.3 72.5 61.9 91.0 32.0 49.8 46.1 60.2
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 6,186,276: 891,684 73,362 511,218 4,754,382 5,582,171 6,157,284 6,166,751: 28,992 19,525
Old : 6,186,276: 891,684 73,362 511,218 4,754,382 5,582,171 6,157,284 6,166,751: 28,992 19,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 45,849: 13,592 32,738 30,721 3,616 -16,315 47,929 47,144: -2,080 -1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 1.2 8.3 76.9 90.2 99.5 99.7: 0.5 0.3
Old : 100.0: 14.4 1.2 8.3 76.9 90.2 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 : 242: 46 22 54 158 141 218 203:
Old : 242: 46 22 54 158 141 218 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 39.6 41.4 58.1 24.4 39.3 37.0 57.0
Old : 25.8 39.6 41.4 58.1 24.4 39.3 37.0 57.0
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,607,335: 83,809 43,811 552,054 969,534 1,011,052 1,605,397 1,606,917: 1,939 418
Old : 1,607,335: 83,809 43,811 552,054 969,534 1,011,052 1,605,397 1,606,917: 1,939 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 16,598: 9,945 5,802 -2,246 9,633 13,752 17,332 17,308: -734 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.7 34.3 60.3 62.9 99.9 100.0: 0.1 0.0
Old : 100.0: 5.2 2.7 34.3 60.3 62.9 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 15 15 25 50 47 78 74:
Old : 80: 15 15 25 50 47 78 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 51.7 70.1 70.2 5.8 5.0 7.5 6.8
Old : 53.5 51.7 70.1 70.2 5.8 5.0 7.5 6.8
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 276,069: 5,824 2,392 0 242,424 267,680 248,248 270,072: 27,821 5,997
Old : 276,069: 5,824 2,392 0 242,424 267,680 248,248 270,072: 27,821 5,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 692: -62 0 0 111 843 49 843: 643 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.9 0.0 87.8 97.0 89.9 97.8: 10.1 2.2
Old : 100.0: 2.1 0.9 0.0 87.8 97.0 89.9 97.8: 10.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 0 24 20 26 21:
Old : 31: 2 1 0 24 20 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 82.3 76.9 92.0 60.5 77.4 70.2 84.7
Old : 66.8 82.3 76.9 92.0 60.5 77.4 70.2 84.7
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 159,271: 786 0 1,188 147,528 152,933 149,502 154,121: 9,769 5,150
Old : 159,271: 786 0 1,188 147,528 152,933 149,502 154,121: 9,769 5,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,040: 311 0 613 1,728 1,796 2,652 2,409: -612 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.7 92.6 96.0 93.9 96.8: 6.1 3.2
Old : 100.0: 0.5 0.0 0.7 92.6 96.0 93.9 96.8: 6.1 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 : 34: 4 0 3 20 26 24 29:
Old : 34: 4 0 3 20 26 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 : 71.8 43.8 84.7 67.7 66.6 43.3 77.0 66.5
Old : 71.8 43.8 84.7 67.7 66.6 43.3 77.0 66.5
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 360,584: 14,142 372 7,494 330,364 351,074 352,000 358,940: 8,584 1,644
Old : 360,584: 14,142 372 7,494 330,364 351,074 352,000 358,940: 8,584 1,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -1,061: 464 -244 -589 -1,498 -256 -1,623 -1,089: 562 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.1 2.1 91.6 97.4 97.6 99.5: 2.4 0.5
Old : 100.0: 3.9 0.1 2.1 91.6 97.4 97.6 99.5: 2.4 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 : 58: 8 1 3 38 38 46 42:
Old : 58: 8 1 3 38 38 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 47.0 71.2 73.2 37.6 36.2 46.4 51.7
Old : 54.3 47.0 71.2 73.2 37.6 36.2 46.4 51.7
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,157,247: 1,970 10,590 4,465 1,139,832 1,139,163 1,146,267 1,154,218: 10,980 3,029
Old : 1,157,247: 1,970 10,590 4,465 1,139,832 1,139,163 1,146,267 1,154,218: 10,980 3,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 209,246: -16 -400 523 208,436 209,401 208,943 209,524: 303 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.9 0.4 98.5 98.4 99.1 99.7: 0.9 0.3
Old : 100.0: 0.2 0.9 0.4 98.5 98.4 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 2 3 36 28 41 32:
Old : 48: 4 2 3 36 28 41 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 60.9 68.7 90.6 47.6 60.5 67.5 88.8
Old : 48.3 60.9 68.7 90.6 47.6 60.5 67.5 88.8
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 411,188: 2,943 224 1,606 399,899 405,853 404,448 407,683: 6,740 3,505
Old : 411,188: 2,943 224 1,606 399,899 405,853 404,448 407,683: 6,740 3,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 33,969: 370 -312 891 34,753 33,801 36,014 34,380: -2,045 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.1 0.4 97.3 98.7 98.4 99.1: 1.6 0.9
Old : 100.0: 0.7 0.1 0.4 97.3 98.7 98.4 99.1: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 4 1 4 46 42 50 47:
Old : 61: 4 1 4 46 42 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 51.3 66.3 67.8 48.8 46.7 63.0 57.9
Old : 48.8 51.3 66.3 67.8 48.8 46.7 63.0 57.9
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 574,186: 432 248 372 560,635 567,867 561,439 568,487: 12,747 5,699
Old : 574,186: 432 248 372 560,635 567,867 561,439 568,487: 12,747 5,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 6,184: -59 0 94 5,836 5,479 5,871 5,573: 313 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.1 97.6 98.9 97.8 99.0: 2.2 1.0
Old : 100.0: 0.1 0.0 0.1 97.6 98.9 97.8 99.0: 2.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 2 1 1 37 47 39 49:
Old : 62: 2 1 1 37 47 39 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 : 54.8 41.7 71.8 63.6 54.4 37.3 68.8 56.8
Old : 54.8 41.7 71.8 63.6 54.4 37.3 68.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 462,344: 2,034 2,337 0 445,225 450,525 447,259 452,862: 15,085 9,482
Old : 462,344: 2,034 2,337 0 445,225 450,525 447,259 452,862: 15,085 9,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 4,998: 0 0 0 5,030 4,844 5,030 4,844: -32 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.5 0.0 96.3 97.4 96.7 97.9: 3.3 2.1
Old : 100.0: 0.4 0.5 0.0 96.3 97.4 96.7 97.9: 3.3 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 : 49: 1 1 0 38 36 39 37:
Old : 49: 1 1 0 38 36 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 62.3 59.9 79.0 40.9 59.0 56.9 71.9
Old : 42.5 62.3 59.9 79.0 40.9 59.0 56.9 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,182: 0 4,931 74 99,332 96,894 99,406 101,899: 5,776 3,283
Old : 105,182: 0 4,931 74 99,332 96,894 99,406 101,899: 5,776 3,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,272: 0 400 74 642 1,379 716 1,853: 556 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.1 94.4 92.1 94.5 96.9: 5.5 3.1
Old : 100.0: 0.0 4.7 0.1 94.4 92.1 94.5 96.9: 5.5 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 : 26: 0 2 1 16 18 17 20:
Old : 26: 0 2 1 16 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 43.8 88.8 68.8 72.2 40.7 78.1 62.2
Old : 75.4 43.8 88.8 68.8 72.2 40.7 78.1 62.2
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,378: 0 480 0 26,858 26,076 26,858 26,556: 520 822
Old : 27,378: 0 480 0 26,858 26,076 26,858 26,556: 520 822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 4,495: 0 0 0 4,890 4,426 4,890 4,426: -395 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.0 98.1 95.2 98.1 97.0: 1.9 3.0
Old : 100.0: 0.0 1.8 0.0 98.1 95.2 98.1 97.0: 1.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 14 13 14 14:
Old : 24: 0 1 0 14 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 64.2 89.5 87.3 67.8 64.2 83.1 83.7
Old : 73.8 64.2 89.5 87.3 67.8 64.2 83.1 83.7
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 334,022: 0 5,701 155 324,172 321,709 324,327 327,565: 9,695 6,457
Old : 334,022: 0 5,701 155 324,172 321,709 324,327 327,565: 9,695 6,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -2,056: 0 243 -155 -1,963 -2,253 -2,118 -2,165: 62 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 97.1 96.3 97.1 98.1: 2.9 1.9
Old : 100.0: 0.0 1.7 0.0 97.1 96.3 97.1 98.1: 2.9 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 : 42: 0 4 1 29 29 30 33:
Old : 42: 0 4 1 29 29 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 60.6 81.6 79.1 67.4 60.0 76.1 78.0
Old : 69.5 60.6 81.6 79.1 67.4 60.0 76.1 78.0
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 187,397: 0 0 0 179,212 181,926 179,212 181,926: 8,185 5,471
Old : 187,397: 0 0 0 179,212 181,926 179,212 181,926: 8,185 5,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,838: 0 0 0 3,737 4,111 3,737 4,111: 101 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.6 97.1 95.6 97.1: 4.4 2.9
Old : 100.0: 0.0 0.0 0.0 95.6 97.1 95.6 97.1: 4.4 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 : 35: 0 0 0 26 24 26 24:
Old : 35: 0 0 0 26 24 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 56.4 70.0 78.7 54.4 53.7 68.4 73.1
Old : 55.2 56.4 70.0 78.7 54.4 53.7 68.4 73.1
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 295,305: 1,230 0 0 289,328 293,777 290,558 293,777: 4,747 1,528
Old : 295,305: 1,230 0 0 289,328 293,777 290,558 293,777: 4,747 1,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,418: 0 0 0 2,752 2,383 2,752 2,383: -1,334 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 98.0 99.5 98.4 99.5: 1.6 0.5
Old : 100.0: 0.4 0.0 0.0 98.0 99.5 98.4 99.5: 1.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 0 0 24 25 25 25:
Old : 38: 1 0 0 24 25 25 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 : 58.9 80.0 80.0 91.0 56.5 76.9 77.5 86.6
Old : 58.9 80.0 80.0 91.0 56.5 76.9 77.5 86.6
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 45,646: 8,584 790 0 35,203 44,310 43,787 45,100: 1,859 546
Old : 45,646: 8,584 790 0 35,203 44,310 43,787 45,100: 1,859 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 5,890: 3,813 310 0 2,077 6,156 5,890 6,466: 0 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 1.7 0.0 77.1 97.1 95.9 98.8: 4.1 1.2
Old : 100.0: 18.8 1.7 0.0 77.1 97.1 95.9 98.8: 4.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 0 20 18 24 20:
Old : 38: 4 2 0 20 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 56.0 75.5 80.1 57.2 56.0 72.6 75.2
Old : 57.2 56.0 75.5 80.1 57.2 56.0 72.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 596,710: 13,182 4,324 6,490 569,914 578,218 589,586 589,032: 7,124 7,678
Old : 596,710: 13,182 4,324 6,490 569,914 578,218 589,586 589,032: 7,124 7,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 7,504: 1,597 -517 -689 7,310 7,925 8,218 6,719: -714 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.7 1.1 95.5 96.9 98.8 98.7: 1.2 1.3
Old : 100.0: 2.2 0.7 1.1 95.5 96.9 98.8 98.7: 1.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 6 6 5 52 44 60 53:
Old : 73: 6 6 5 52 44 60 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 : 27.0 48.0 47.5 69.7 26.8 47.6 44.1 65.5
Old : 27.0 48.0 47.5 69.7 26.8 47.6 44.1 65.5
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 205,047: 0 0 0 202,028 200,408 202,028 200,408: 3,019 4,639
Old : 205,047: 0 0 0 202,028 200,408 202,028 200,408: 3,019 4,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,195: 0 0 0 2,113 2,195 2,113 2,195: 82 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.5 97.7 98.5 97.7: 1.5 2.3
Old : 100.0: 0.0 0.0 0.0 98.5 97.7 98.5 97.7: 1.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 23 21 23 21:
Old : 24: 0 0 0 23 21 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 77.7 83.9 91.0 45.4 60.0 62.4 64.7
Old : 57.1 77.7 83.9 91.0 45.4 60.0 62.4 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 146,487: 0 0 0 144,287 142,389 144,287 142,389: 2,200 4,098
Old : 146,487: 0 0 0 144,287 142,389 144,287 142,389: 2,200 4,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 890: 0 0 0 1,044 2,082 1,044 2,082: -154 -1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.5 97.2 98.5 97.2: 1.5 2.8
Old : 100.0: 0.0 0.0 0.0 98.5 97.2 98.5 97.2: 1.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 22 17 22 17:
Old : 26: 0 0 0 22 17 22 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 : 71.2 68.4 86.5 85.2 60.8 63.9 75.1 77.5
Old : 71.2 68.4 86.5 85.2 60.8 63.9 75.1 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 207,298: 8,184 303 589 191,293 204,806 200,066 205,698: 7,232 1,600
Old : 207,298: 8,184 303 589 191,293 204,806 200,066 205,698: 7,232 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 17,421: 8,184 -310 558 8,369 18,587 17,111 18,835: 310 -1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.1 0.3 92.3 98.8 96.5 99.2: 3.5 0.8
Old : 100.0: 3.9 0.1 0.3 92.3 98.8 96.5 99.2: 3.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 2 1 24 31 26 33:
Old : 45: 1 2 1 24 31 26 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 : 51.9 64.0 68.2 83.1 51.2 58.2 64.7 73.4
Old : 51.9 64.0 68.2 83.1 51.2 58.2 64.7 73.4
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 229,960: 36,315 1,028 644 191,537 226,586 228,496 228,258: 1,464 1,702
Old : 229,960: 36,315 1,028 644 191,537 226,586 228,496 228,258: 1,464 1,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 18,219: 8,866 248 0 9,167 18,057 18,033 18,305: 186 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 0.4 0.3 83.3 98.5 99.4 99.3: 0.6 0.7
Old : 100.0: 15.8 0.4 0.3 83.3 98.5 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 9 1 1 29 40 38 42:
Old : 67: 9 1 1 29 40 38 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 : 50.7 58.9 69.1 71.4 48.6 56.4 64.2 68.2
Old : 50.7 58.9 69.1 71.4 48.6 56.4 64.2 68.2
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 128,668: 0 248 0 125,821 126,810 125,821 127,058: 2,847 1,610
Old : 128,668: 0 248 0 125,821 126,810 125,821 127,058: 2,847 1,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 7,686: 0 248 0 7,130 7,500 7,130 7,748: 556 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 97.8 98.6 97.8 98.7: 2.2 1.3
Old : 100.0: 0.0 0.2 0.0 97.8 98.6 97.8 98.7: 2.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 1 0 20 27 20 28:
Old : 40: 0 1 0 20 27 20 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 : 60.3 57.5 80.6 80.1 48.6 54.7 68.8 72.0
Old : 60.3 57.5 80.6 80.1 48.6 54.7 68.8 72.0
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 38,719: 620 1,224 0 37,271 36,942 37,891 38,166: 828 553
Old : 38,719: 620 1,224 0 37,271 36,942 37,891 38,166: 828 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,697: 620 0 0 2,135 2,264 2,755 2,264: -58 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.2 0.0 96.3 95.4 97.9 98.6: 2.1 1.4
Old : 100.0: 1.6 3.2 0.0 96.3 95.4 97.9 98.6: 2.1 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 : 26: 1 1 0 14 13 15 14:
Old : 26: 1 1 0 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 76.8 87.5 92.5 69.1 76.8 87.2 92.1
Old : 69.4 76.8 87.5 92.5 69.1 76.8 87.2 92.1
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 295,264: 3,467 892 1,134 288,120 285,217 292,721 287,243: 2,543 8,021
Old : 295,264: 3,467 892 1,134 288,120 285,217 292,721 287,243: 2,543 8,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -6,982: 31 -151 151 -7,135 -7,384 -6,953 -7,384: -29 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.3 0.4 97.6 96.6 99.1 97.3: 0.9 2.7
Old : 100.0: 1.2 0.3 0.4 97.6 96.6 99.1 97.3: 0.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 2 3 41 39 45 43:
Old : 53: 3 2 3 41 39 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 31.1 68.1 52.4 42.5 29.2 62.7 46.3
Old : 47.7 31.1 68.1 52.4 42.5 29.2 62.7 46.3
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,097: 0 0 0 112,698 111,880 112,698 111,880: 399 1,217
Old : 113,097: 0 0 0 112,698 111,880 112,698 111,880: 399 1,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 4,700: 0 0 0 4,421 4,545 4,421 4,545: 279 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 98.9 99.6 98.9: 0.4 1.1
Old : 100.0: 0.0 0.0 0.0 99.6 98.9 99.6 98.9: 0.4 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 : 24: 0 0 0 14 16 14 16:
Old : 24: 0 0 0 14 16 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 : 90.2 85.1 96.6 93.6 90.2 83.6 94.1 90.6
Old : 90.2 85.1 96.6 93.6 90.2 83.6 94.1 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 114,804: 1,554 112 255 101,035 104,061 102,844 104,428: 11,960 10,376
Old : 114,804: 1,554 112 255 101,035 104,061 102,844 104,428: 11,960 10,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3: -62 112 255 -235 -28 -42 339: 45 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.1 0.2 88.0 90.6 89.6 91.0: 10.4 9.0
Old : 100.0: 1.4 0.1 0.2 88.0 90.6 89.6 91.0: 10.4 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 18 21 20 22:
Old : 28: 1 1 1 18 21 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 51.9 80.4 75.4 62.1 46.6 69.5 63.6
Old : 67.1 51.9 80.4 75.4 62.1 46.6 69.5 63.6
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 247,690: 0 258 1,501 241,682 238,557 243,183 240,316: 4,507 7,374
Old : 247,690: 0 258 1,501 241,682 238,557 243,183 240,316: 4,507 7,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3: 0 91 31 -45 -105 -14 17: 17 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.6 97.6 96.3 98.2 97.0: 1.8 3.0
Old : 100.0: 0.0 0.1 0.6 97.6 96.3 98.2 97.0: 1.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 2 2 28 30 30 32:
Old : 41: 0 2 2 28 30 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 41.4 79.5 62.8 48.1 35.5 62.9 50.2
Old : 54.5 41.4 79.5 62.8 48.1 35.5 62.9 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 194,108: 0 0 0 179,300 191,674 179,300 191,674: 14,808 2,434
Old : 194,108: 0 0 0 179,300 191,674 179,300 191,674: 14,808 2,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -1,447: -309 -416 0 -1,414 -1,438 -1,723 -1,854: 276 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.4 98.7 92.4 98.7: 7.6 1.3
Old : 100.0: 0.0 0.0 0.0 92.4 98.7 92.4 98.7: 7.6 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 : 25: 0 0 0 19 19 19 19:
Old : 25: 0 0 0 19 19 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 : 53.5 70.8 74.8 88.9 49.9 68.5 66.0 80.4
Old : 53.5 70.8 74.8 88.9 49.9 68.5 66.0 80.4
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,286: 616 0 0 94,840 92,487 95,456 92,487: 3,830 6,799
Old : 99,286: 616 0 0 94,840 92,487 95,456 92,487: 3,830 6,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 19,005: 0 0 0 19,430 19,608 19,430 19,608: -425 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 95.5 93.2 96.1 93.2: 3.9 6.8
Old : 100.0: 0.6 0.0 0.0 95.5 93.2 96.1 93.2: 3.9 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 : 23: 1 0 0 19 15 20 15:
Old : 23: 1 0 0 19 15 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 63.6 73.2 84.9 45.3 55.0 63.2 68.0
Old : 52.5 63.6 73.2 84.9 45.3 55.0 63.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 59,204: 0 0 0 57,677 57,661 57,677 57,661: 1,527 1,543
Old : 59,204: 0 0 0 57,677 57,661 57,677 57,661: 1,527 1,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 5,550: 0 0 0 6,133 6,059 6,133 6,059: -583 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 97.4 97.4 97.4: 2.6 2.6
Old : 100.0: 0.0 0.0 0.0 97.4 97.4 97.4 97.4: 2.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 20 12 20 12:
Old : 26: 0 0 0 20 12 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 87.6 77.9 95.7 55.7 86.0 74.2 91.9
Old : 59.2 87.6 77.9 95.7 55.7 86.0 74.2 91.9
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 216,616: 2,455 0 0 205,096 207,951 207,551 207,951: 9,065 8,665
Old : 216,616: 2,455 0 0 205,096 207,951 207,551 207,951: 9,065 8,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 7,185: 211 0 0 6,034 7,675 6,245 7,675: 940 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 94.7 96.0 95.8 96.0: 4.2 4.0
Old : 100.0: 1.1 0.0 0.0 94.7 96.0 95.8 96.0: 4.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 14 18 16 18:
Old : 27: 2 0 0 14 18 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 63.6 92.9 80.3 70.4 63.2 84.5 76.4
Old : 75.1 63.6 92.9 80.3 70.4 63.2 84.5 76.4
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 177,760: 6,837 2,718 146 164,035 165,613 171,018 168,477: 6,742 9,283
Old : 177,760: 6,837 2,718 146 164,035 165,613 171,018 168,477: 6,742 9,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,607: 248 -1,997 -244 1,363 1,700 1,367 -541: 240 2,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.5 0.1 92.3 93.2 96.2 94.8: 3.8 5.2
Old : 100.0: 3.8 1.5 0.1 92.3 93.2 96.2 94.8: 3.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 3 3 31 32 36 35:
Old : 48: 2 3 3 31 32 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 : 48.3 47.6 62.1 65.5 42.1 44.6 55.9 62.4
Old : 48.3 47.6 62.1 65.5 42.1 44.6 55.9 62.4
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 66,809: 1,364 0 0 63,333 64,788 64,697 64,788: 2,112 2,021
Old : 66,809: 1,364 0 0 63,333 64,788 64,697 64,788: 2,112 2,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,503: 1,364 0 0 1,762 4,144 3,126 4,144: 377 -641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 94.8 97.0 96.8 97.0: 3.2 3.0
Old : 100.0: 2.0 0.0 0.0 94.8 97.0 96.8 97.0: 3.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 13 17 14 17:
Old : 24: 1 0 0 13 17 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 64.5 93.2 80.1 77.9 64.5 84.9 77.0
Old : 85.1 64.5 93.2 80.1 77.9 64.5 84.9 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 258,561: 6,134 0 1,321 242,906 250,978 250,361 252,299: 8,200 6,262
Old : 258,561: 6,134 0 1,321 242,906 250,978 250,361 252,299: 8,200 6,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 124: -492 0 0 588 -474 96 -474: 28 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.5 93.9 97.1 96.8 97.6: 3.2 2.4
Old : 100.0: 2.4 0.0 0.5 93.9 97.1 96.8 97.6: 3.2 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 : 46: 4 0 1 33 36 37 37:
Old : 46: 4 0 1 33 36 37 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 : 47.3 46.2 70.2 62.0 46.0 43.6 65.5 56.4
Old : 47.3 46.2 70.2 62.0 46.0 43.6 65.5 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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 142,821: 0 3,530 105 137,737 136,722 137,842 140,357: 4,979 2,464
Old : 142,821: 0 3,530 105 137,737 136,722 137,842 140,357: 4,979 2,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,953: 0 0 0 5,202 4,292 5,202 4,292: -1,249 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.1 96.4 95.7 96.5 98.3: 3.5 1.7
Old : 100.0: 0.0 2.5 0.1 96.4 95.7 96.5 98.3: 3.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 2 1 27 29 28 31:
Old : 39: 0 2 1 27 29 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 55.6 70.0 72.5 43.3 42.7 53.9 55.2
Old : 48.5 55.6 70.0 72.5 43.3 42.7 53.9 55.2
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 31,918: 1,161 0 0 29,627 31,794 30,788 31,794: 1,130 124
Old : 31,918: 1,161 0 0 29,627 31,794 30,788 31,794: 1,130 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 92.8 99.6 96.5 99.6: 3.5 0.4
Old : 100.0: 3.6 0.0 0.0 92.8 99.6 96.5 99.6: 3.5 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 : 20: 2 0 0 8 12 10 12:
Old : 20: 2 0 0 8 12 10 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 : 82.5 74.9 94.7 96.0 61.9 61.5 74.1 76.7
Old : 82.5 74.9 94.7 96.0 61.9 61.5 74.1 76.7
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 160,448: 2,598 1,712 0 148,761 156,277 151,359 157,989: 9,089 2,459
Old : 160,448: 2,598 1,712 0 148,761 156,277 151,359 157,989: 9,089 2,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,872: 2,043 0 0 415 1,841 2,458 1,841: -586 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.1 0.0 92.7 97.4 94.3 98.5: 5.7 1.5
Old : 100.0: 1.6 1.1 0.0 92.7 97.4 94.3 98.5: 5.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 1 0 16 24 20 25:
Old : 36: 4 1 0 16 24 20 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 : 73.7 56.3 83.7 75.4 58.0 49.2 67.1 63.6
Old : 73.7 56.3 83.7 75.4 58.0 49.2 67.1 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 44,995: 0 0 0 42,866 42,859 42,866 42,859: 2,129 2,136
Old : 44,995: 0 0 0 42,866 42,859 42,866 42,859: 2,129 2,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,875: 0 0 0 4,516 3,076 4,516 3,076: -641 799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 95.3 95.3 95.3: 4.7 4.7
Old : 100.0: 0.0 0.0 0.0 95.3 95.3 95.3 95.3: 4.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 19 18 19 18:
Old : 31: 0 0 0 19 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 51.1 80.9 72.6 58.9 51.1 74.0 69.8
Old : 61.1 51.1 80.9 72.6 58.9 51.1 74.0 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 279,885: 186 310 186 268,339 278,743 268,711 279,239: 11,174 646
Old : 279,885: 186 310 186 268,339 278,743 268,711 279,239: 11,174 646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,952: 0 310 0 2,690 1,549 2,690 1,859: -738 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 0.1 95.9 99.6 96.0 99.8: 4.0 0.2
Old : 100.0: 0.1 0.1 0.1 95.9 99.6 96.0 99.8: 4.0 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 : 44: 1 1 1 34 24 35 26:
Old : 44: 1 1 1 34 24 35 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 60.4 68.4 90.8 54.0 58.6 66.2 88.3
Old : 55.7 60.4 68.4 90.8 54.0 58.6 66.2 88.3
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 107,275: 4,769 1,498 0 94,651 104,743 99,420 106,241: 7,855 1,034
Old : 107,275: 4,769 1,498 0 94,651 104,743 99,420 106,241: 7,855 1,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,297: 651 0 0 2,367 5,253 3,018 5,253: 279 -1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.4 0.0 88.2 97.6 92.7 99.0: 7.3 1.0
Old : 100.0: 4.4 1.4 0.0 88.2 97.6 92.7 99.0: 7.3 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 : 27: 1 1 0 17 15 18 16:
Old : 27: 1 1 0 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 67.1 68.2 86.0 48.9 67.1 64.7 82.1
Old : 51.3 67.1 68.2 86.0 48.9 67.1 64.7 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 19,445: 886 0 0 18,067 18,985 18,953 18,985: 492 460
Old : 19,445: 886 0 0 18,067 18,985 18,953 18,985: 492 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,736: 496 0 0 1,270 1,612 1,766 1,612: -30 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 92.9 97.6 97.5 97.6: 2.5 2.4
Old : 100.0: 4.6 0.0 0.0 92.9 97.6 97.5 97.6: 2.5 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 : 21: 1 0 0 12 10 13 10:
Old : 21: 1 0 0 12 10 13 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 : 65.4 66.3 88.2 93.9 65.4 65.0 88.2 91.7
Old : 65.4 66.3 88.2 93.9 65.4 65.0 88.2 91.7
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 188,320: 1,232 0 0 179,379 180,077 180,611 180,077: 7,709 8,243
Old : 188,320: 1,232 0 0 179,379 180,077 180,611 180,077: 7,709 8,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 6,806: 616 0 0 6,864 7,106 7,480 7,106: -674 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 95.3 95.6 95.9 95.6: 4.1 4.4
Old : 100.0: 0.7 0.0 0.0 95.3 95.6 95.9 95.6: 4.1 4.4
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 0 0 18 28 20 28:
Old : 33: 2 0 0 18 28 20 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 45.0 87.1 68.8 64.9 42.3 73.3 61.0
Old : 68.2 45.0 87.1 68.8 64.9 42.3 73.3 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 24,377: 0 0 0 23,028 23,525 23,028 23,525: 1,349 852
Old : 24,377: 0 0 0 23,028 23,525 23,028 23,525: 1,349 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,666: 0 0 0 2,635 2,876 2,635 2,876: 31 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.5 96.5 94.5 96.5: 5.5 3.5
Old : 100.0: 0.0 0.0 0.0 94.5 96.5 94.5 96.5: 5.5 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 : 23: 0 0 0 12 15 12 15:
Old : 23: 0 0 0 12 15 12 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 : 72.6 53.7 90.2 83.0 72.6 51.3 89.2 79.7
Old : 72.6 53.7 90.2 83.0 72.6 51.3 89.2 79.7
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 18,784: 998 1,746 2,766 14,864 14,121 18,628 18,633: 156 151
Old : 18,784: 998 1,746 2,766 14,864 14,121 18,628 18,633: 156 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 147: 8 204 -16 158 -41 150 147: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 9.3 14.7 79.1 75.2 99.2 99.2: 0.8 0.8
Old : 100.0: 5.3 9.3 14.7 79.1 75.2 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 12 15 23 22 39 38:
Old : 42: 5 12 15 23 22 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 45.9 70.5 65.7 26.3 26.0 36.2 32.6
Old : 46.7 45.9 70.5 65.7 26.3 26.0 36.2 32.6
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 37,968: 3,869 950 2,264 31,700 34,739 37,833 37,953: 135 15
Old : 37,968: 3,869 950 2,264 31,700 34,739 37,833 37,953: 135 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 690: -300 375 98 892 217 690 690: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.5 6.0 83.5 91.5 99.6 100.0: 0.4 0.0
Old : 100.0: 10.2 2.5 6.0 83.5 91.5 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 6 6 20 24 26 33:
Old : 36: 3 6 6 20 24 26 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 55.0 76.0 76.9 45.4 48.6 61.9 62.9
Old : 49.8 55.0 76.0 76.9 45.4 48.6 61.9 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MWh for about 368 Hours) :
: : :
All : 33,806: 4,480 316 956 28,370 32,534 33,806 33,806: 0 0
Old : 33,806: 4,480 316 956 28,370 32,534 33,806 33,806: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 440: -175 0 100 755 340 680 440: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.9 2.8 83.9 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 13.3 0.9 2.8 83.9 96.2 100.0 100.0: 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 : 33: 6 2 4 21 22 28 27:
Old : 33: 6 2 4 21 22 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 64.7 77.7 86.5 54.3 56.5 69.5 74.6
Old : 57.6 64.7 77.7 86.5 54.3 56.5 69.5 74.6
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1Megawatt for 368 Hours) :
: : :
All : 134,065: 9,290 5,834 8,865 115,665 119,301 133,820 134,000: 245 65
Old : 134,065: 9,290 5,834 8,865 115,665 119,301 133,820 134,000: 245 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,764: 2,670 -244 -1,025 114 3,033 1,759 1,764: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 4.4 6.6 86.3 89.0 99.8 100.0: 0.2 0.0
Old : 100.0: 6.9 4.4 6.6 86.3 89.0 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 : 62: 13 10 10 35 36 51 53:
Old : 62: 13 10 10 35 36 51 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 : 48.5 35.3 69.2 56.3 40.8 29.9 47.9 40.8
Old : 48.5 35.3 69.2 56.3 40.8 29.9 47.9 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 68,986: 621 3,286 2,510 65,855 63,129 68,986 68,925: 0 61
Old : 68,986: 621 3,286 2,510 65,855 63,129 68,986 68,925: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 121: 0 263 40 80 -182 121 121: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.8 3.6 95.5 91.5 100.0 99.9: 0.0 0.1
Old : 100.0: 0.9 4.8 3.6 95.5 91.5 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 7 4 25 25 31 33:
Old : 40: 3 7 4 25 25 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 74.8 81.3 87.2 57.8 59.4 67.8 68.6
Old : 61.2 74.8 81.3 87.2 57.8 59.4 67.8 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 40,416: 1,050 2,353 300 39,066 37,763 40,416 40,416: 0 0
Old : 40,416: 1,050 2,353 300 39,066 37,763 40,416 40,416: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,635: 0 200 25 1,610 1,410 1,635 1,635: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 5.8 0.7 96.7 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 5.8 0.7 96.7 93.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 1 16 15 20 17:
Old : 27: 3 2 1 16 15 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 79.8 91.2 94.2 71.8 66.5 78.4 79.6
Old : 78.5 79.8 91.2 94.2 71.8 66.5 78.4 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 60,531: 17,039 1,630 4,578 38,684 54,237 60,301 60,445: 230 86
Old : 60,531: 17,039 1,630 4,578 38,684 54,237 60,301 60,445: 230 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 750: 29 -10 8 713 755 750 753: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 2.7 7.6 63.9 89.6 99.6 99.9: 0.4 0.1
Old : 100.0: 28.1 2.7 7.6 63.9 89.6 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 7 2 4 24 23 32 28:
Old : 38: 7 2 4 24 23 32 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 : 48.3 66.7 70.5 82.9 46.2 58.3 60.3 70.4
Old : 48.3 66.7 70.5 82.9 46.2 58.3 60.3 70.4
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 75,992: 24,514 2,840 3,075 47,642 70,020 75,231 75,935: 761 57
Old : 75,992: 24,514 2,840 3,075 47,642 70,020 75,231 75,935: 761 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -223: 64 25 -1 -281 -242 -218 -218: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 3.7 4.0 62.7 92.1 99.0 99.9: 1.0 0.1
Old : 100.0: 32.3 3.7 4.0 62.7 92.1 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 4 6 24 24 35 33:
Old : 43: 10 4 6 24 24 35 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 : 52.6 70.6 71.1 84.8 51.0 63.6 65.4 74.8
Old : 52.6 70.6 71.1 84.8 51.0 63.6 65.4 74.8
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 69,773: 1,907 808 1,504 65,840 67,461 69,251 69,773: 522 0
Old : 69,773: 1,907 808 1,504 65,840 67,461 69,251 69,773: 522 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 490: 0 40 10 480 440 490 490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.2 2.2 94.4 96.7 99.3 100.0: 0.7 0.0
Old : 100.0: 2.7 1.2 2.2 94.4 96.7 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 2 3 28 28 31 32:
Old : 38: 2 2 3 28 28 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 64.1 68.2 84.3 41.4 64.1 60.5 75.4
Old : 45.0 64.1 68.2 84.3 41.4 64.1 60.5 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 88,263: 1,648 1,020 2,166 83,927 85,077 87,741 88,263: 522 0
Old : 88,263: 1,648 1,020 2,166 83,927 85,077 87,741 88,263: 522 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 564: 30 140 -20 554 444 564 564: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.2 2.5 95.1 96.4 99.4 100.0: 0.6 0.0
Old : 100.0: 1.9 1.2 2.5 95.1 96.4 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 3 3 30 28 34 33:
Old : 43: 3 3 3 30 28 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 68.2 65.0 83.8 43.1 68.2 62.2 77.0
Old : 43.9 68.2 65.0 83.8 43.1 68.2 62.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 44,522: 280 0 225 43,603 43,976 44,108 44,201: 414 321
Old : 44,522: 280 0 225 43,603 43,976 44,108 44,201: 414 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 330: 0 0 0 330 330 330 330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.5 97.9 98.8 99.1 99.3: 0.9 0.7
Old : 100.0: 0.6 0.0 0.5 97.9 98.8 99.1 99.3: 0.9 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 : 24: 3 0 1 19 15 22 16:
Old : 24: 3 0 1 19 15 22 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 : 66.5 81.4 84.7 94.8 54.0 71.4 66.6 73.4
Old : 66.5 81.4 84.7 94.8 54.0 71.4 66.6 73.4
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 28,844: 360 1,295 0 28,010 27,539 28,370 28,834: 474 10
Old : 28,844: 360 1,295 0 28,010 27,539 28,370 28,834: 474 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -7: 0 0 0 -7 -7 -7 -7: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 4.5 0.0 97.1 95.5 98.4 100.0: 1.6 0.0
Old : 100.0: 1.2 4.5 0.0 97.1 95.5 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 0 20 17 21 20:
Old : 25: 1 3 0 20 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 65.9 77.2 81.9 48.5 53.6 59.8 62.6
Old : 60.5 65.9 77.2 81.9 48.5 53.6 59.8 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,087: 605 0 90 17,285 17,997 17,980 18,087: 107 0
Old : 18,087: 605 0 90 17,285 17,997 17,980 18,087: 107 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.5 95.6 99.5 99.4 100.0: 0.6 0.0
Old : 100.0: 3.3 0.0 0.5 95.6 99.5 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 1 13 13 17 14:
Old : 21: 4 0 1 13 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 77.8 81.7 97.0 50.7 68.7 64.0 70.2
Old : 59.6 77.8 81.7 97.0 50.7 68.7 64.0 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 85,858: 12,833 2,695 1,939 70,617 81,026 85,389 85,660: 469 197
Old : 85,858: 12,833 2,695 1,939 70,617 81,026 85,389 85,660: 469 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 935: -218 204 -3 1,144 703 923 903: 12 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 3.1 2.3 82.2 94.4 99.5 99.8: 0.5 0.2
Old : 100.0: 14.9 3.1 2.3 82.2 94.4 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 15 9 10 36 36 55 51:
Old : 65: 15 9 10 36 36 55 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 41.2 53.9 64.9 19.8 21.7 30.1 31.2
Old : 32.1 41.2 53.9 64.9 19.8 21.7 30.1 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 12,960: 750 150 0 12,210 12,810 12,960 12,960: 0 0
Old : 12,960: 750 150 0 12,210 12,810 12,960 12,960: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 180: 180 0 0 0 180 180 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.2 0.0 94.2 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 1.2 0.0 94.2 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 10 12 12 13:
Old : 20: 2 1 0 10 12 12 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 : 59.4 69.4 95.1 95.5 54.5 58.2 73.6 73.6
Old : 59.4 69.4 95.1 95.5 54.5 58.2 73.6 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,900: 750 150 0 12,150 12,750 12,900 12,900: 0 0
Old : 12,900: 750 150 0 12,150 12,750 12,900 12,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 180: 180 0 0 0 180 180 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.2 0.0 94.2 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 1.2 0.0 94.2 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 10 12 12 13:
Old : 20: 2 1 0 10 12 12 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 : 59.7 69.3 95.6 95.4 54.7 58.5 73.5 73.5
Old : 59.7 69.3 95.6 95.4 54.7 58.5 73.5 73.5
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,851: 5,245 1,000 310 37,972 42,133 43,527 43,443: 324 408
Old : 43,851: 5,245 1,000 310 37,972 42,133 43,527 43,443: 324 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 550: 0 180 0 550 370 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.3 0.7 86.6 96.1 99.3 99.1: 0.7 0.9
Old : 100.0: 12.0 2.3 0.7 86.6 96.1 99.3 99.1: 0.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 3 3 19 19 23 25:
Old : 31: 4 3 3 19 19 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 54.1 73.4 81.5 43.0 43.1 59.9 56.6
Old : 44.6 54.1 73.4 81.5 43.0 43.1 59.9 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,673: 1,389 100 25 9,064 10,204 10,478 10,329: 195 344
Old : 10,673: 1,389 100 25 9,064 10,204 10,478 10,329: 195 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.9 0.2 84.9 95.6 98.2 96.8: 1.8 3.2
Old : 100.0: 13.0 0.9 0.2 84.9 95.6 98.2 96.8: 1.8 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 : 20: 2 1 1 12 14 15 15:
Old : 20: 2 1 1 12 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 84.0 92.3 91.0 73.2 81.6 88.3 87.2
Old : 75.5 84.0 92.3 91.0 73.2 81.6 88.3 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,009: 690 100 200 47,962 48,373 48,852 48,673: 157 336
Old : 49,009: 690 100 200 47,962 48,373 48,852 48,673: 157 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 460: 0 0 0 460 460 460 460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.2 0.4 97.9 98.7 99.7 99.3: 0.3 0.7
Old : 100.0: 1.4 0.2 0.4 97.9 98.7 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 1 24 19 27 21:
Old : 33: 3 1 1 24 19 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 76.2 74.3 91.6 38.1 63.5 52.3 65.5
Old : 51.5 76.2 74.3 91.6 38.1 63.5 52.3 65.5
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 42,107: 455 1,265 60 41,091 40,770 41,606 42,095: 501 12
Old : 42,107: 455 1,265 60 41,091 40,770 41,606 42,095: 501 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,158: 65 0 0 1,093 1,158 1,158 1,158: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.0 0.1 97.6 96.8 98.8 100.0: 1.2 0.0
Old : 100.0: 1.1 3.0 0.1 97.6 96.8 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 4 2 25 22 29 27:
Old : 33: 3 4 2 25 22 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 61.0 79.7 82.1 48.9 47.4 57.7 58.8
Old : 60.6 61.0 79.7 82.1 48.9 47.4 57.7 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 68,750: 1,473 200 73 66,209 68,237 67,755 68,510: 995 240
Old : 68,750: 1,473 200 73 66,209 68,237 67,755 68,510: 995 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 741: 65 0 0 676 741 741 741: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.3 0.1 96.3 99.3 98.6 99.7: 1.4 0.3
Old : 100.0: 2.1 0.3 0.1 96.3 99.3 98.6 99.7: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 1 22 15 25 17:
Old : 29: 3 1 1 22 15 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 92.1 78.3 96.6 55.8 87.8 76.3 89.6
Old : 56.6 92.1 78.3 96.6 55.8 87.8 76.3 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 73,415: 1,997 550 104 70,814 72,576 72,915 73,230: 500 185
Old : 73,415: 1,997 550 104 70,814 72,576 72,915 73,230: 500 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 767: 80 200 0 687 567 767 767: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.7 0.1 96.5 98.9 99.3 99.7: 0.7 0.3
Old : 100.0: 2.7 0.7 0.1 96.5 98.9 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 3 2 25 16 28 21:
Old : 34: 3 3 2 25 16 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 87.0 74.2 96.4 51.2 83.7 73.0 87.2
Old : 51.2 87.0 74.2 96.4 51.2 83.7 73.0 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 368 Hours) :
: : :
All : 83,317: 1,213 786 2,370 79,294 80,091 82,877 83,247: 440 70
Old : 83,317: 1,213 786 2,370 79,294 80,091 82,877 83,247: 440 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,525: 200 215 149 2,176 2,161 2,525 2,525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.9 2.8 95.2 96.1 99.5 99.9: 0.5 0.1
Old : 100.0: 1.5 0.9 2.8 95.2 96.1 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 : 40: 2 3 5 29 24 34 29:
Old : 40: 2 3 5 29 24 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 57.4 72.0 82.8 56.0 55.2 70.3 75.5
Old : 56.1 57.4 72.0 82.8 56.0 55.2 70.3 75.5
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 103,362: 1,956 2,690 3,276 97,802 97,360 103,035 103,327: 327 35
Old : 103,362: 1,956 2,690 3,276 97,802 97,360 103,035 103,327: 327 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,718: 253 -377 109 1,356 1,986 1,718 1,718: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.6 3.2 94.6 94.2 99.7 100.0: 0.3 0.0
Old : 100.0: 1.9 2.6 3.2 94.6 94.2 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 : 54: 6 8 8 32 34 42 47:
Old : 54: 6 8 8 32 34 42 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 50.3 69.3 74.8 49.1 49.9 63.6 69.1
Old : 50.4 50.3 69.3 74.8 49.1 49.9 63.6 69.1
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 60,677: 100 4,795 100 60,462 55,782 60,662 60,677: 15 0
Old : 60,677: 100 4,795 100 60,462 55,782 60,662 60,677: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 105: 0 70 0 105 35 105 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 7.9 0.2 99.6 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 7.9 0.2 99.6 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: 2 4 1 16 15 18 20:
Old : 29: 2 4 1 16 15 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 89.9 95.0 96.7 73.6 86.6 90.8 91.0
Old : 73.7 89.9 95.0 96.7 73.6 86.6 90.8 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 54,690: 1,250 900 225 53,215 53,565 54,690 54,690: 0 0
Old : 54,690: 1,250 900 225 53,215 53,565 54,690 54,690: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -15: 0 0 0 -15 -15 -15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.6 0.4 97.3 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 1.6 0.4 97.3 97.9 100.0 100.0: 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 : 24: 1 4 2 14 9 16 14:
Old : 24: 1 4 2 14 9 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 95.6 94.9 98.4 80.9 91.7 91.4 93.7
Old : 80.9 95.6 94.9 98.4 80.9 91.7 91.4 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 57,938: 1,550 1,597 950 55,107 55,246 57,607 57,793: 331 145
Old : 57,938: 1,550 1,597 950 55,107 55,246 57,607 57,793: 331 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 789: 29 0 0 760 789 789 789: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.8 1.6 95.1 95.4 99.4 99.7: 0.6 0.3
Old : 100.0: 2.7 2.8 1.6 95.1 95.4 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 4 3 22 21 26 27:
Old : 32: 3 4 3 22 21 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 81.8 71.8 90.8 48.3 76.1 66.7 81.5
Old : 52.4 81.8 71.8 90.8 48.3 76.1 66.7 81.5
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 64,809: 2,196 5,072 1,224 61,233 58,118 64,653 64,414: 156 395
Old : 64,809: 2,196 5,072 1,224 61,233 58,118 64,653 64,414: 156 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,183: 195 -80 85 1,121 1,178 1,401 1,183: -218 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 7.8 1.9 94.5 89.7 99.8 99.4: 0.2 0.6
Old : 100.0: 3.4 7.8 1.9 94.5 89.7 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 6 5 22 21 30 29:
Old : 36: 5 6 5 22 21 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 76.7 76.2 88.7 52.9 70.8 72.7 78.8
Old : 54.0 76.7 76.2 88.7 52.9 70.8 72.7 78.8
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 25,811: 0 925 0 25,719 24,686 25,719 25,611: 92 200
Old : 25,811: 0 925 0 25,719 24,686 25,719 25,611: 92 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,757: 0 120 0 1,749 1,517 1,749 1,637: 8 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 99.6 95.6 99.6 99.2: 0.4 0.8
Old : 100.0: 0.0 3.6 0.0 99.6 95.6 99.6 99.2: 0.4 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 : 25: 0 1 0 19 15 19 16:
Old : 25: 0 1 0 19 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 79.6 87.8 94.5 70.1 75.8 84.4 90.5
Old : 72.0 79.6 87.8 94.5 70.1 75.8 84.4 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 25,540: 0 225 0 25,156 25,175 25,156 25,400: 384 140
Old : 25,540: 0 225 0 25,156 25,175 25,156 25,400: 384 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,685: 0 0 0 1,667 1,565 1,667 1,565: 18 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 98.5 98.6 98.5 99.5: 1.5 0.5
Old : 100.0: 0.0 0.9 0.0 98.5 98.6 98.5 99.5: 1.5 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 : 23: 0 1 0 19 15 19 16:
Old : 23: 0 1 0 19 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 85.5 86.5 96.1 69.4 78.6 83.3 89.0
Old : 71.0 85.5 86.5 96.1 69.4 78.6 83.3 89.0
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 31,261: 1,350 2,141 515 29,339 27,978 31,204 30,634: 57 627
Old : 31,261: 1,350 2,141 515 29,339 27,978 31,204 30,634: 57 627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 228: 10 0 0 212 238 222 238: 6 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 6.8 1.6 93.9 89.5 99.8 98.0: 0.2 2.0
Old : 100.0: 4.3 6.8 1.6 93.9 89.5 99.8 98.0: 0.2 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 : 30: 1 4 4 21 19 25 24:
Old : 30: 1 4 4 21 19 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 : 72.7 55.4 87.5 76.0 65.6 52.6 80.0 72.2
Old : 72.7 55.4 87.5 76.0 65.6 52.6 80.0 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 368 Hours) :
: : :
All : 18,900: 675 2,083 182 16,845 16,180 17,702 18,445: 1,198 455
Old : 18,900: 675 2,083 182 16,845 16,180 17,702 18,445: 1,198 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 10: 0 0 0 10 10 10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 11.0 1.0 89.1 85.6 93.7 97.6: 6.3 2.4
Old : 100.0: 3.6 11.0 1.0 89.1 85.6 93.7 97.6: 6.3 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 : 20: 1 4 2 11 10 13 15:
Old : 20: 1 4 2 11 10 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 67.6 90.6 85.4 79.1 64.2 85.8 79.5
Old : 79.1 67.6 90.6 85.4 79.1 64.2 85.8 79.5
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 59,115: 4,539 5,595 1,832 52,574 51,649 58,945 59,076: 170 39
Old : 59,115: 4,539 5,595 1,832 52,574 51,649 58,945 59,076: 170 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,337: 45 -120 -100 1,366 1,557 1,311 1,337: 26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.5 3.1 88.9 87.4 99.7 99.9: 0.3 0.1
Old : 100.0: 7.7 9.5 3.1 88.9 87.4 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 : 41: 6 3 4 30 26 37 32:
Old : 41: 6 3 4 30 26 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 71.2 68.0 84.9 46.9 61.6 61.3 71.4
Old : 51.1 71.2 68.0 84.9 46.9 61.6 61.3 71.4
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 368 Hours) :
: : :
All : 37,486: 1,286 1,960 853 35,194 34,606 37,333 37,419: 153 67
Old : 37,486: 1,286 1,960 853 35,194 34,606 37,333 37,419: 153 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,643: 5 -120 115 1,523 1,648 1,643 1,643: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 5.2 2.3 93.9 92.3 99.6 99.8: 0.4 0.2
Old : 100.0: 3.4 5.2 2.3 93.9 92.3 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 4 5 26 19 32 25:
Old : 36: 3 4 5 26 19 32 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 : 60.3 70.9 78.0 83.5 54.2 66.8 63.1 72.3
Old : 60.3 70.9 78.0 83.5 54.2 66.8 63.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,670: 851 464 200 18,514 19,006 19,565 19,670: 105 0
Old : 19,670: 851 464 200 18,514 19,006 19,565 19,670: 105 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 80: -75 25 0 155 55 80 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.4 1.0 94.1 96.6 99.5 100.0: 0.5 0.0
Old : 100.0: 4.3 2.4 1.0 94.1 96.6 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 4 1 19 19 23 24:
Old : 33: 4 4 1 19 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 : 64.0 74.5 82.6 85.8 58.8 66.9 72.7 75.5
Old : 64.0 74.5 82.6 85.8 58.8 66.9 72.7 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 19,526: 575 150 0 18,860 19,376 19,435 19,526: 91 0
Old : 19,526: 575 150 0 18,860 19,376 19,435 19,526: 91 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -30: 100 0 0 -130 -30 -30 -30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.8 0.0 96.6 99.2 99.5 100.0: 0.5 0.0
Old : 100.0: 2.9 0.8 0.0 96.6 99.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 0 13 9 15 11:
Old : 21: 2 2 0 13 9 15 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 : 74.3 94.2 95.5 99.0 64.5 84.6 85.7 87.3
Old : 74.3 94.2 95.5 99.0 64.5 84.6 85.7 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,145: 445 100 490 9,755 10,520 10,690 11,110: 455 35
Old : 11,145: 445 100 490 9,755 10,520 10,690 11,110: 455 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 750: 0 0 0 750 750 750 750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.9 4.4 87.5 94.4 95.9 99.7: 4.1 0.3
Old : 100.0: 4.0 0.9 4.4 87.5 94.4 95.9 99.7: 4.1 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 : 23: 3 1 1 13 12 16 14:
Old : 23: 3 1 1 13 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 67.8 80.4 87.4 53.4 60.8 70.6 76.4
Old : 57.0 67.8 80.4 87.4 53.4 60.8 70.6 76.4
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,136: 415 100 485 8,796 9,516 9,696 10,101: 440 35
Old : 10,136: 415 100 485 8,796 9,516 9,696 10,101: 440 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 700: 0 0 0 700 700 700 700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.0 4.8 86.8 93.9 95.7 99.7: 4.3 0.3
Old : 100.0: 4.1 1.0 4.8 86.8 93.9 95.7 99.7: 4.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 1 12 11 15 13:
Old : 23: 3 1 1 12 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 68.8 81.0 90.8 53.3 61.3 72.2 80.2
Old : 58.8 68.8 81.0 90.8 53.3 61.3 72.2 80.2
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,706: 1,300 3,765 1,925 32,450 30,016 35,675 35,706: 31 0
Old : 35,706: 1,300 3,765 1,925 32,450 30,016 35,675 35,706: 31 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 525: 100 25 0 425 500 525 525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 10.5 5.4 90.9 84.1 99.9 100.0: 0.1 0.0
Old : 100.0: 3.6 10.5 5.4 90.9 84.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 2 19 15 24 19:
Old : 31: 3 4 2 19 15 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 64.6 83.9 91.3 65.4 57.8 74.8 76.3
Old : 69.6 64.6 83.9 91.3 65.4 57.8 74.8 76.3
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,111: 1,300 3,550 1,855 32,925 30,706 36,080 36,111: 31 0
Old : 36,111: 1,300 3,550 1,855 32,925 30,706 36,080 36,111: 31 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 545: 100 25 0 445 520 545 545: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 9.8 5.1 91.2 85.0 99.9 100.0: 0.1 0.0
Old : 100.0: 3.6 9.8 5.1 91.2 85.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 2 19 16 24 20:
Old : 31: 3 4 2 19 16 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 : 67.7 66.1 82.4 91.7 64.0 58.2 73.2 76.6
Old : 67.7 66.1 82.4 91.7 64.0 58.2 73.2 76.6
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 114,726: 720 6,291 2,354 111,579 106,001 114,653 114,646: 73 80
Old : 114,726: 720 6,291 2,354 111,579 106,001 114,653 114,646: 73 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,917: 55 606 -50 1,912 1,341 1,917 1,897: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.5 2.1 97.3 92.4 99.9 99.9: 0.1 0.1
Old : 100.0: 0.6 5.5 2.1 97.3 92.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 9 5 41 32 48 43:
Old : 57: 4 9 5 41 32 48 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 : 39.9 53.2 60.0 74.0 35.4 49.3 55.3 65.2
Old : 39.9 53.2 60.0 74.0 35.4 49.3 55.3 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 127,948: 759 5,346 4,479 122,658 118,043 127,896 127,868: 52 80
Old : 127,948: 759 5,346 4,479 122,658 118,043 127,896 127,868: 52 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,349: -7 -305 230 1,126 1,404 1,349 1,329: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.2 3.5 95.9 92.3 100.0 99.9: 0.0 0.1
Old : 100.0: 0.6 4.2 3.5 95.9 92.3 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 3 11 9 43 34 54 46:
Old : 59: 3 11 9 43 34 54 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 : 33.2 55.8 54.4 78.1 31.4 52.0 49.2 68.5
Old : 33.2 55.8 54.4 78.1 31.4 52.0 49.2 68.5
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 539,835: 35,986 22,562 53,549 449,999 463,561 539,534 539,671: 301 164
Old : 539,835: 35,986 22,562 53,549 449,999 463,561 539,534 539,671: 301 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -741: -170 2,094 -1,297 733 -1,532 -734 -735: -7 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 4.2 9.9 83.4 85.9 99.9 100.0: 0.1 0.0
Old : 100.0: 6.7 4.2 9.9 83.4 85.9 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 28 16 27 51 40 88 74:
Old : 95: 28 16 27 51 40 88 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.7 61.7 62.4 14.5 15.1 19.0 22.0
Old : 44.9 39.7 61.7 62.4 14.5 15.1 19.0 22.0
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,539: 4,638 600 65 11,516 15,804 16,219 16,469: 320 70
Old : 16,539: 4,638 600 65 11,516 15,804 16,219 16,469: 320 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.6 0.4 69.6 95.6 98.1 99.6: 1.9 0.4
Old : 100.0: 28.0 3.6 0.4 69.6 95.6 98.1 99.6: 1.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 1 15 13 19 15:
Old : 25: 4 1 1 15 13 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 80.7 83.7 96.6 64.2 71.4 77.7 82.0
Old : 64.7 80.7 83.7 96.6 64.2 71.4 77.7 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,661: 4,193 600 55 9,108 13,006 13,356 13,661: 305 0
Old : 13,661: 4,193 600 55 9,108 13,006 13,356 13,661: 305 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 250: 0 0 0 250 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.4 0.4 66.7 95.2 97.8 100.0: 2.2 0.0
Old : 100.0: 30.7 4.4 0.4 66.7 95.2 97.8 100.0: 2.2 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 : 24: 4 1 1 14 13 18 15:
Old : 24: 4 1 1 14 13 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 : 65.8 77.2 87.1 96.9 65.3 69.2 76.1 80.6
Old : 65.8 77.2 87.1 96.9 65.3 69.2 76.1 80.6
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 352 Hours) :
: : :
All : 16,156: 2,420 1,050 150 13,562 14,926 16,132 16,126: 24 30
Old : 16,156: 2,420 1,050 150 13,562 14,926 16,132 16,126: 24 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 535: 0 0 0 559 535 559 535: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.5 0.9 83.9 92.4 99.9 99.8: 0.1 0.2
Old : 100.0: 15.0 6.5 0.9 83.9 92.4 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 2 14 24 19 26:
Old : 33: 3 2 2 14 24 19 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 : 78.6 62.0 92.0 79.0 74.6 61.4 87.3 77.6
Old : 78.6 62.0 92.0 79.0 74.6 61.4 87.3 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 4,877: 245 381 108 3,975 3,690 4,328 4,179: 549 698
Old : 4,877: 245 381 108 3,975 3,690 4,328 4,179: 549 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 321: 117 94 43 250 198 410 335: -89 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.8 2.2 81.5 75.7 88.7 85.7: 11.3 14.3
Old : 100.0: 5.0 7.8 2.2 81.5 75.7 88.7 85.7: 11.3 14.3
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: 4 1 3 27 28 31 32:
Old : 34: 4 1 3 27 28 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 35.2 55.5 55.1 25.5 32.8 42.1 44.5
Old : 32.4 35.2 55.5 55.1 25.5 32.8 42.1 44.5
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 32,659: 1,965 0 0 30,302 32,609 32,267 32,609: 392 50
Old : 32,659: 1,965 0 0 30,302 32,609 32,267 32,609: 392 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,079: 0 0 0 1,054 1,044 1,054 1,044: 25 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 0.0 92.8 99.8 98.8 99.8: 1.2 0.2
Old : 100.0: 6.0 0.0 0.0 92.8 99.8 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 0 0 34 40 36 40:
Old : 45: 2 0 0 34 40 36 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 : 42.2 49.5 63.0 65.7 28.6 34.7 44.0 47.3
Old : 42.2 49.5 63.0 65.7 28.6 34.7 44.0 47.3
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 26,550: 229 0 241 26,003 25,774 26,473 26,015: 77 535
Old : 26,550: 229 0 241 26,003 25,774 26,473 26,015: 77 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 78: 214 -51 -129 -12 248 73 68: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.9 97.9 97.1 99.7 98.0: 0.3 2.0
Old : 100.0: 0.9 0.0 0.9 97.9 97.1 99.7 98.0: 0.3 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 : 38: 2 0 2 29 29 31 31:
Old : 38: 2 0 2 29 29 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 : 60.0 61.9 77.8 80.2 40.8 39.6 47.2 45.7
Old : 60.0 61.9 77.8 80.2 40.8 39.6 47.2 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 10,486: 91 195 255 9,610 9,601 9,956 10,051: 530 435
Old : 10,486: 91 195 255 9,610 9,601 9,956 10,051: 530 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,090: 46 20 -64 1,093 884 1,075 840: 15 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.9 2.4 91.6 91.6 94.9 95.9: 5.1 4.1
Old : 100.0: 0.9 1.9 2.4 91.6 91.6 94.9 95.9: 5.1 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 : 38: 2 1 2 30 29 32 32:
Old : 38: 2 1 2 30 29 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 42.8 55.2 60.8 29.2 30.7 39.5 43.9
Old : 34.3 42.8 55.2 60.8 29.2 30.7 39.5 43.9
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 33,586: 2,140 462 89 31,170 32,644 33,399 33,195: 187 391
Old : 33,586: 2,140 462 89 31,170 32,644 33,399 33,195: 187 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 826: 180 -50 0 646 876 826 826: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.4 0.3 92.8 97.2 99.4 98.8: 0.6 1.2
Old : 100.0: 6.4 1.4 0.3 92.8 97.2 99.4 98.8: 0.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 2 3 2 32 43 36 46:
Old : 61: 2 3 2 32 43 36 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 : 66.0 37.8 78.3 53.2 66.0 36.1 77.9 49.7
Old : 66.0 37.8 78.3 53.2 66.0 36.1 77.9 49.7
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 52,319: 3,225 1,402 2,000 46,433 48,232 51,658 51,634: 661 685
Old : 52,319: 3,225 1,402 2,000 46,433 48,232 51,658 51,634: 661 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,402: 907 107 381 290 1,030 1,578 1,518: -176 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.7 3.8 88.7 92.2 98.7 98.7: 1.3 1.3
Old : 100.0: 6.2 2.7 3.8 88.7 92.2 98.7 98.7: 1.3 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 : 90: 8 10 10 61 58 78 69:
Old : 90: 8 10 10 61 58 78 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 47.1 40.9 58.2 22.4 43.4 33.1 52.3
Old : 25.8 47.1 40.9 58.2 22.4 43.4 33.1 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Metric Tonnes :
: : :
All : 2,384: 19 26 84 1,686 1,825 1,789 1,935: 595 449
Old : 2,384: 19 26 84 1,686 1,825 1,789 1,935: 595 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 122: 0 26 6 53 162 59 194: 63 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.1 3.5 70.7 76.6 75.0 81.2: 25.0 18.8
Old : 100.0: 0.8 1.1 3.5 70.7 76.6 75.0 81.2: 25.0 18.8
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 1 2 17 20 19 22:
Old : 24: 1 1 2 17 20 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 : 39.4 35.9 58.2 54.0 32.3 33.1 46.6 47.4
Old : 39.4 35.9 58.2 54.0 32.3 33.1 46.6 47.4
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 33,005: 0 0 0 31,585 31,545 31,585 31,545: 1,420 1,460
Old : 33,005: 0 0 0 31,585 31,545 31,585 31,545: 1,420 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -4,578: 0 0 0 -1,937 -3,449 -1,937 -3,449: -2,641 -1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.7 95.6 95.7 95.6: 4.3 4.4
Old : 100.0: 0.0 0.0 0.0 95.7 95.6 95.7 95.6: 4.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 23 20 23 20:
Old : 35: 0 0 0 23 20 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 60.6 77.9 81.1 57.0 60.6 76.2 79.6
Old : 57.3 60.6 77.9 81.1 57.0 60.6 76.2 79.6
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 6,910: 0 0 0 6,600 6,900 6,600 6,900: 310 10
Old : 6,910: 0 0 0 6,600 6,900 6,600 6,900: 310 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -1,696: 0 0 0 -956 -1,474 -956 -1,474: -740 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.5 99.9 95.5 99.9: 4.5 0.1
Old : 100.0: 0.0 0.0 0.0 95.5 99.9 95.5 99.9: 4.5 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 : 22: 0 0 0 13 12 13 12:
Old : 22: 0 0 0 13 12 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 74.1 88.4 94.4 71.1 74.1 85.7 92.9
Old : 71.1 74.1 88.4 94.4 71.1 74.1 85.7 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 224,726: 0 1,770 0 217,244 207,093 217,244 208,863: 7,482 15,863
Old : 224,726: 0 1,770 0 217,244 207,093 217,244 208,863: 7,482 15,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 620: 0 0 0 1,810 475 1,810 475: -1,190 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 96.7 92.2 96.7 92.9: 3.3 7.1
Old : 100.0: 0.0 0.8 0.0 96.7 92.2 96.7 92.9: 3.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 15 18 15 19:
Old : 24: 0 1 0 15 18 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 57.6 92.6 80.7 80.8 57.3 90.7 79.4
Old : 80.9 57.6 92.6 80.7 80.8 57.3 90.7 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 27,591: 12,057 2,636 4,268 8,781 19,033 25,106 25,937: 2,485 1,654
Old : 27,591: 12,057 2,636 4,268 8,781 19,033 25,106 25,937: 2,485 1,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,106: 800 0 -219 525 1,120 1,106 901: 0 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 9.6 15.5 31.8 69.0 91.0 94.0: 9.0 6.0
Old : 100.0: 43.7 9.6 15.5 31.8 69.0 91.0 94.0: 9.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 1 5 15 13 21 18:
Old : 23: 5 1 5 15 13 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 75.7 76.3 86.2 53.2 64.9 61.0 67.8
Old : 62.1 75.7 76.3 86.2 53.2 64.9 61.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2020