CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 12,120: 3,014 1,663 0 9,106 10,457 12,120 12,120: 0 0
Old : 12,120: 3,014 1,663 0 9,106 10,457 12,120 12,120: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 13.7 0.0 75.1 86.3 100.0 100.0: 0.0 0.0
Old : 100.0: 24.9 13.7 0.0 75.1 86.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 2 0 11 8 16 10:
Old : 25: 5 2 0 11 8 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 78.5 85.8 97.3 63.5 78.5 85.8 96.8
Old : 63.5 78.5 85.8 97.3 63.5 78.5 85.8 96.8
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, July 28, 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 : 34,126: 15,015 9,917 0 19,101 24,209 34,116 34,126: 10 0
Old : 34,126: 15,015 9,917 0 19,101 24,209 34,116 34,126: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -2: -37 0 0 35 -2 -2 -2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 29.1 0.0 56.0 70.9 100.0 100.0: 0.0 0.0
Old : 100.0: 44.0 29.1 0.0 56.0 70.9 100.0 100.0: 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 : 36: 7 6 0 17 13 24 19:
Old : 36: 7 6 0 17 13 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 : 68.3 67.9 84.4 92.1 68.2 67.9 83.6 91.4
Old : 68.3 67.9 84.4 92.1 68.2 67.9 83.6 91.4
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, July 28, 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 : 133,503: 27,266 30,958 15,727 90,358 86,693 133,351 133,378: 152 125
Old : 133,503: 27,266 30,958 15,727 90,358 86,693 133,351 133,378: 152 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,735: 72 485 21 2,592 2,178 2,685 2,685: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 23.2 11.8 67.7 64.9 99.9 99.9: 0.1 0.1
Old : 100.0: 20.4 23.2 11.8 67.7 64.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 23 16 17 31 26 63 50:
Old : 73: 23 16 17 31 26 63 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 32.0 59.9 56.2 29.4 28.2 41.1 46.4
Old : 38.8 32.0 59.9 56.2 29.4 28.2 41.1 46.4
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 187,361: 60,868 26,029 2,779 123,714 158,553 187,361 187,361: 0 0
Old : 187,361: 60,868 26,029 2,779 123,714 158,553 187,361 187,361: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -207: -14 -14 -486 293 293 -207 -207: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 13.9 1.5 66.0 84.6 100.0 100.0: 0.0 0.0
Old : 100.0: 32.5 13.9 1.5 66.0 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 : 33: 4 8 4 15 16 22 26:
Old : 33: 4 8 4 15 16 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 82.5 88.1 93.1 58.6 80.8 83.2 87.6
Old : 59.8 82.5 88.1 93.1 58.6 80.8 83.2 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 159,177: 24,726 23,309 4,741 129,710 131,126 159,177 159,177: 0 0
Old : 159,177: 24,726 23,309 4,741 129,710 131,126 159,177 159,177: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 3,600: 2,121 2,321 -21 1,500 1,300 3,600 3,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.6 3.0 81.5 82.4 100.0 100.0: 0.0 0.0
Old : 100.0: 15.5 14.6 3.0 81.5 82.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 5 6 17 12 26 21:
Old : 32: 7 5 6 17 12 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 : 53.2 74.7 77.3 92.8 53.1 73.0 76.4 88.1
Old : 53.2 74.7 77.3 92.8 53.1 73.0 76.4 88.1
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, July 28, 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 : 36,741: 9,375 3,503 1,585 25,614 31,628 36,575 36,716: 166 24
Old : 36,741: 9,375 3,503 1,585 25,614 31,628 36,575 36,716: 166 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -188: 111 0 -14 -277 -175 -180 -189: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 9.5 4.3 69.7 86.1 99.5 99.9: 0.5 0.1
Old : 100.0: 25.5 9.5 4.3 69.7 86.1 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 : 41: 16 3 5 17 17 34 24:
Old : 41: 16 3 5 17 17 34 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 62.0 73.8 84.4 54.0 56.3 70.8 77.0
Old : 54.1 62.0 73.8 84.4 54.0 56.3 70.8 77.0
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, July 28, 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 : 32,504: 5,875 850 0 26,629 31,654 32,504 32,504: 0 0
Old : 32,504: 5,875 850 0 26,629 31,654 32,504 32,504: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -450: 0 -150 0 -450 -300 -450 -450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 2.6 0.0 81.9 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 18.1 2.6 0.0 81.9 97.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 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 : 63.4 95.8 88.5 100.0 63.4 95.0 88.5 98.2
Old : 63.4 95.8 88.5 100.0 63.4 95.0 88.5 98.2
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, July 28, 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 : 33,491: 7,075 616 3,532 22,884 29,343 33,491 33,491: 0 0
Old : 33,491: 7,075 616 3,532 22,884 29,343 33,491 33,491: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 275: -125 0 0 400 275 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 1.8 10.5 68.3 87.6 100.0 100.0: 0.0 0.0
Old : 100.0: 21.1 1.8 10.5 68.3 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: 9 3 2 16 11 27 15:
Old : 32: 9 3 2 16 11 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 62.8 66.0 89.9 43.2 59.7 60.1 80.1
Old : 47.7 62.8 66.0 89.9 43.2 59.7 60.1 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 22,571: 3,350 11,950 300 18,921 10,321 22,571 22,571: 0 0
Old : 22,571: 3,350 11,950 300 18,921 10,321 22,571 22,571: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,425: -4,575 150 100 5,900 1,175 1,425 1,425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 52.9 1.3 83.8 45.7 100.0 100.0: 0.0 0.0
Old : 100.0: 14.8 52.9 1.3 83.8 45.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 3 2 13 6 20 10:
Old : 23: 6 3 2 13 6 20 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 90.9 80.5 99.1 54.8 87.7 80.0 91.2
Old : 54.8 90.9 80.5 99.1 54.8 87.7 80.0 91.2
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, July 28, 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 : 27,425: 2,520 2,341 388 23,912 24,666 26,820 27,395: 605 30
Old : 27,425: 2,520 2,341 388 23,912 24,666 26,820 27,395: 605 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 710: -150 15 149 600 564 599 728: 111 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.5 1.4 87.2 89.9 97.8 99.9: 2.2 0.1
Old : 100.0: 9.2 8.5 1.4 87.2 89.9 97.8 99.9: 2.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 2 16 12 19 16:
Old : 23: 2 3 2 16 12 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 : 54.2 65.2 76.0 88.2 41.3 54.2 57.7 64.0
Old : 54.2 65.2 76.0 88.2 41.3 54.2 57.7 64.0
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, July 28, 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 : 13,964: 1,715 2,100 0 12,249 11,864 13,964 13,964: 0 0
Old : 13,964: 1,715 2,100 0 12,249 11,864 13,964 13,964: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -1: 0 -50 0 -1 49 -1 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.0 0.0 87.7 85.0 100.0 100.0: 0.0 0.0
Old : 100.0: 12.3 15.0 0.0 87.7 85.0 100.0 100.0: 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: 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 : 76.1 78.1 93.3 92.1 74.7 78.1 91.0 92.1
Old : 76.1 78.1 93.3 92.1 74.7 78.1 91.0 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 18,659: 1,355 7,040 440 16,839 11,179 18,634 18,659: 25 0
Old : 18,659: 1,355 7,040 440 16,839 11,179 18,634 18,659: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 424: 0 -225 100 324 549 424 424: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 37.7 2.4 90.2 59.9 99.9 100.0: 0.1 0.0
Old : 100.0: 7.3 37.7 2.4 90.2 59.9 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 : 24: 2 6 2 11 10 14 17:
Old : 24: 2 6 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 : 62.8 71.7 88.5 90.2 61.0 68.0 84.2 86.5
Old : 62.8 71.7 88.5 90.2 61.0 68.0 84.2 86.5
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 42,606: 20,086 14,839 2,882 19,638 24,885 42,606 42,606: 0 0
Old : 42,606: 20,086 14,839 2,882 19,638 24,885 42,606 42,606: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 34.8 6.8 46.1 58.4 100.0 100.0: 0.0 0.0
Old : 100.0: 47.1 34.8 6.8 46.1 58.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 6 4 14 10 21 17:
Old : 24: 4 6 4 14 10 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 61.9 81.6 89.7 57.9 56.9 73.4 75.2
Old : 60.5 61.9 81.6 89.7 57.9 56.9 73.4 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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 38,672: 6,467 408 2,392 29,661 35,866 38,520 38,666: 152 6
Old : 38,672: 6,467 408 2,392 29,661 35,866 38,520 38,666: 152 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,388: -82 0 -140 2,610 2,533 2,388 2,393: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 1.1 6.2 76.7 92.7 99.6 100.0: 0.4 0.0
Old : 100.0: 16.7 1.1 6.2 76.7 92.7 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 : 37: 4 2 6 24 28 31 35:
Old : 37: 4 2 6 24 28 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 58.3 76.6 78.4 30.0 32.6 39.3 39.2
Old : 55.6 58.3 76.6 78.4 30.0 32.6 39.3 39.2
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 30,435: 831 7,382 933 27,825 22,120 29,589 30,435: 846 0
Old : 30,435: 831 7,382 933 27,825 22,120 29,589 30,435: 846 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 502: 0 135 -72 574 439 502 502: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 24.3 3.1 91.4 72.7 97.2 100.0: 2.8 0.0
Old : 100.0: 2.7 24.3 3.1 91.4 72.7 97.2 100.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 4 4 21 18 27 23:
Old : 33: 3 4 4 21 18 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 67.7 72.0 85.0 32.2 43.9 44.1 53.4
Old : 50.9 67.7 72.0 85.0 32.2 43.9 44.1 53.4
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 6,186,711: 999,510 41,847 467,204 4,683,291 5,659,644 6,150,005 6,168,695: 36,706 18,016
Old : 6,186,711: 999,510 41,847 467,204 4,683,291 5,659,644 6,150,005 6,168,695: 36,706 18,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 68,157: 133,013 -8,082 -37,421 -30,443 113,591 65,149 68,088: 3,008 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 0.7 7.6 75.7 91.5 99.4 99.7: 0.6 0.3
Old : 100.0: 16.2 0.7 7.6 75.7 91.5 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 : 238: 49 19 53 150 138 209 200:
Old : 238: 49 19 53 150 138 209 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 39.3 42.4 59.2 23.7 39.1 37.2 57.9
Old : 25.6 39.3 42.4 59.2 23.7 39.1 37.2 57.9
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,452,482: 48,218 19,212 477,746 924,266 949,862 1,450,230 1,446,820: 2,252 5,662
Old : 1,452,482: 48,218 19,212 477,746 924,266 949,862 1,450,230 1,446,820: 2,252 5,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -113,468: 5,125 -2,108 -63,646 -54,369 -51,954 -112,890 -117,709: -577 4,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.3 32.9 63.6 65.4 99.8 99.6: 0.2 0.4
Old : 100.0: 3.3 1.3 32.9 63.6 65.4 99.8 99.6: 0.2 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 : 77: 14 14 24 48 47 76 71:
Old : 77: 14 14 24 48 47 76 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 53.1 71.0 72.6 3.8 4.6 5.4 5.9
Old : 53.8 53.1 71.0 72.6 3.8 4.6 5.4 5.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 260,588: 4,866 2,237 62 229,440 251,373 234,368 253,672: 26,220 6,916
Old : 260,588: 4,866 2,237 62 229,440 251,373 234,368 253,672: 26,220 6,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -1,366: 275 -186 -124 -1,865 -1,026 -1,714 -1,336: 348 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.9 0.0 88.0 96.5 89.9 97.3: 10.1 2.7
Old : 100.0: 1.9 0.9 0.0 88.0 96.5 89.9 97.3: 10.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 1 27 22 30 24:
Old : 34: 2 2 1 27 22 30 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 : 65.7 80.9 77.4 90.0 62.4 79.3 73.7 86.5
Old : 65.7 80.9 77.4 90.0 62.4 79.3 73.7 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 159,973: 1,041 422 975 148,344 153,139 150,360 154,536: 9,613 5,437
Old : 159,973: 1,041 422 975 148,344 153,139 150,360 154,536: 9,613 5,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,397: 139 179 -165 1,470 885 1,444 899: -47 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.3 0.6 92.7 95.7 94.0 96.6: 6.0 3.4
Old : 100.0: 0.7 0.3 0.6 92.7 95.7 94.0 96.6: 6.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 1 2 20 26 25 28:
Old : 35: 4 1 2 20 26 25 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 : 72.1 45.0 85.4 69.3 67.7 44.3 78.5 68.2
Old : 72.1 45.0 85.4 69.3 67.7 44.3 78.5 68.2
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, July 28, 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 : 335,921: 11,251 2,799 5,596 307,741 323,509 324,588 331,904: 11,333 4,017
Old : 335,921: 11,251 2,799 5,596 307,741 323,509 324,588 331,904: 11,333 4,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,084: -884 363 -1,301 1,884 1,515 -301 577: 1,385 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.8 1.7 91.6 96.3 96.6 98.8: 3.4 1.2
Old : 100.0: 3.3 0.8 1.7 91.6 96.3 96.6 98.8: 3.4 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 : 59: 9 2 3 38 36 48 40:
Old : 59: 9 2 3 38 36 48 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 : 56.9 45.7 73.2 71.4 37.0 37.2 46.7 52.5
Old : 56.9 45.7 73.2 71.4 37.0 37.2 46.7 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 1,144,931: 2,347 11,334 3,634 1,129,132 1,127,685 1,135,113 1,142,653: 9,818 2,278
Old : 1,144,931: 2,347 11,334 3,634 1,129,132 1,127,685 1,135,113 1,142,653: 9,818 2,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 4,322: -250 125 349 4,806 3,909 4,905 4,383: -583 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.0 0.3 98.6 98.5 99.1 99.8: 0.9 0.2
Old : 100.0: 0.2 1.0 0.3 98.6 98.5 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 2 3 39 28 44 32:
Old : 50: 4 2 3 39 28 44 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 62.0 69.4 90.6 46.8 61.7 67.9 88.7
Old : 47.9 62.0 69.4 90.6 46.8 61.7 67.9 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 412,587: 4,740 1,954 584 397,992 404,991 403,316 407,529: 9,271 5,058
Old : 412,587: 4,740 1,954 584 397,992 404,991 403,316 407,529: 9,271 5,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 5,690: 1,596 598 18 3,107 5,341 4,721 5,957: 969 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.5 0.1 96.5 98.2 97.8 98.8: 2.2 1.2
Old : 100.0: 1.1 0.5 0.1 96.5 98.2 97.8 98.8: 2.2 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 : 62: 4 3 3 43 44 48 49:
Old : 62: 4 3 3 43 44 48 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 : 48.3 52.7 66.0 68.0 48.2 47.5 62.8 58.5
Old : 48.3 52.7 66.0 68.0 48.2 47.5 62.8 58.5
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, July 28, 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 : 608,773: 1,780 224 372 595,555 604,747 597,707 605,343: 11,066 3,430
Old : 608,773: 1,780 224 372 595,555 604,747 597,707 605,343: 11,066 3,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 11,488: -793 224 -31 12,299 11,646 11,475 11,839: 13 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.1 97.8 99.3 98.2 99.4: 1.8 0.6
Old : 100.0: 0.3 0.0 0.1 97.8 99.3 98.2 99.4: 1.8 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 : 62: 3 1 1 37 47 40 49:
Old : 62: 3 1 1 37 47 40 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 : 58.0 40.2 74.0 64.2 57.6 36.6 72.1 57.8
Old : 58.0 40.2 74.0 64.2 57.6 36.6 72.1 57.8
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, July 28, 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 : 469,905: 4,029 5,398 56 458,173 456,885 462,258 462,339: 7,647 7,566
Old : 469,905: 4,029 5,398 56 458,173 456,885 462,258 462,339: 7,647 7,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 4,173: 0 3,650 56 4,762 1,390 4,818 5,096: -645 -923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.1 0.0 97.5 97.2 98.4 98.4: 1.6 1.6
Old : 100.0: 0.9 1.1 0.0 97.5 97.2 98.4 98.4: 1.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 1 3 1 41 33 43 36:
Old : 53: 1 3 1 41 33 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 62.8 63.2 78.7 41.5 58.9 58.6 71.3
Old : 43.6 62.8 63.2 78.7 41.5 58.9 58.6 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 98,704: 0 4,814 62 92,087 91,044 92,149 95,920: 6,555 2,784
Old : 98,704: 0 4,814 62 92,087 91,044 92,149 95,920: 6,555 2,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,669: 0 37 31 1,788 1,662 1,819 1,730: -150 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.1 93.3 92.2 93.4 97.2: 6.6 2.8
Old : 100.0: 0.0 4.9 0.1 93.3 92.2 93.4 97.2: 6.6 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 3 1 15 18 16 21:
Old : 26: 0 3 1 15 18 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 44.4 88.9 69.3 69.3 42.9 75.1 61.3
Old : 74.6 44.4 88.9 69.3 69.3 42.9 75.1 61.3
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,439: 527 0 0 23,229 26,036 23,756 26,036: 2,683 403
Old : 26,439: 527 0 0 23,229 26,036 23,756 26,036: 2,683 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,511: 527 0 0 -142 2,325 385 2,325: 2,126 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 87.9 98.5 89.9 98.5: 10.1 1.5
Old : 100.0: 2.0 0.0 0.0 87.9 98.5 89.9 98.5: 10.1 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 : 25: 1 0 0 13 17 14 17:
Old : 25: 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 : 52.8 68.0 75.7 86.7 50.3 68.0 69.3 82.1
Old : 52.8 68.0 75.7 86.7 50.3 68.0 69.3 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 326,628: 0 7,947 286 315,133 313,831 315,419 322,064: 11,209 4,564
Old : 326,628: 0 7,947 286 315,133 313,831 315,419 322,064: 11,209 4,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 8,832: 0 2,009 286 9,044 8,579 9,330 10,874: -498 -2,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.1 96.5 96.1 96.6 98.6: 3.4 1.4
Old : 100.0: 0.0 2.4 0.1 96.5 96.1 96.6 98.6: 3.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 5 1 29 30 30 35:
Old : 44: 0 5 1 29 30 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 61.9 81.4 78.7 66.3 61.4 76.7 77.7
Old : 68.3 61.9 81.4 78.7 66.3 61.4 76.7 77.7
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, July 28, 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 : 197,257: 0 0 0 190,857 191,720 190,857 191,720: 6,400 5,537
Old : 197,257: 0 0 0 190,857 191,720 190,857 191,720: 6,400 5,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 3,319: 0 0 0 3,197 2,982 3,197 2,982: 122 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.8 97.2 96.8 97.2: 3.2 2.8
Old : 100.0: 0.0 0.0 0.0 96.8 97.2 96.8 97.2: 3.2 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 : 35: 0 0 0 25 23 25 23:
Old : 35: 0 0 0 25 23 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 55.8 71.5 81.9 54.2 55.8 68.0 78.1
Old : 55.0 55.8 71.5 81.9 54.2 55.8 68.0 78.1
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 295,147: 2,832 0 453 287,315 293,411 290,600 293,864: 4,547 1,283
Old : 295,147: 2,832 0 453 287,315 293,411 290,600 293,864: 4,547 1,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 3,638: 1,014 0 302 1,991 3,301 3,307 3,603: 331 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.2 97.3 99.4 98.5 99.6: 1.5 0.4
Old : 100.0: 1.0 0.0 0.2 97.3 99.4 98.5 99.6: 1.5 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 : 37: 2 0 1 23 24 25 25:
Old : 37: 2 0 1 23 24 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 : 59.0 79.0 78.6 90.4 56.7 75.7 76.2 86.6
Old : 59.0 79.0 78.6 90.4 56.7 75.7 76.2 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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,232: 5,084 310 620 32,376 39,178 38,080 40,108: 2,152 124
Old : 40,232: 5,084 310 620 32,376 39,178 38,080 40,108: 2,152 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,046: 558 0 0 1,426 1,922 1,984 1,922: 62 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.8 1.5 80.5 97.4 94.7 99.7: 5.3 0.3
Old : 100.0: 12.6 0.8 1.5 80.5 97.4 94.7 99.7: 5.3 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 : 38: 4 1 1 21 19 25 21:
Old : 38: 4 1 1 21 19 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 60.8 73.1 80.7 51.4 60.8 66.4 74.2
Old : 57.1 60.8 73.1 80.7 51.4 60.8 66.4 74.2
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 606,525: 9,610 5,143 6,543 581,453 586,416 597,606 598,102: 8,919 8,423
Old : 606,525: 9,610 5,143 6,543 581,453 586,416 597,606 598,102: 8,919 8,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 13,105: 959 -15 297 13,532 12,780 14,788 13,062: -1,683 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.8 1.1 95.9 96.7 98.5 98.6: 1.5 1.4
Old : 100.0: 1.6 0.8 1.1 95.9 96.7 98.5 98.6: 1.5 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 : 72: 7 5 4 51 42 60 49:
Old : 72: 7 5 4 51 42 60 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 : 27.3 46.2 47.8 69.2 27.1 45.9 44.3 65.3
Old : 27.3 46.2 47.8 69.2 27.1 45.9 44.3 65.3
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 205,227: 931 465 30 201,978 200,643 202,939 201,138: 2,288 4,089
Old : 205,227: 931 465 30 201,978 200,643 202,939 201,138: 2,288 4,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,736: 931 465 30 1,786 990 2,747 1,485: -1,011 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.2 0.0 98.4 97.8 98.9 98.0: 1.1 2.0
Old : 100.0: 0.5 0.2 0.0 98.4 97.8 98.9 98.0: 1.1 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 : 27: 1 2 1 23 21 24 24:
Old : 27: 1 2 1 23 21 24 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 : 59.4 77.9 84.7 91.3 46.6 59.3 61.5 63.6
Old : 59.4 77.9 84.7 91.3 46.6 59.3 61.5 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 180,674: 461 0 0 174,960 179,004 175,421 179,004: 5,253 1,670
Old : 180,674: 461 0 0 174,960 179,004 175,421 179,004: 5,253 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 13,135: 461 0 0 11,761 13,193 12,222 13,193: 913 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 96.8 99.1 97.1 99.1: 2.9 0.9
Old : 100.0: 0.3 0.0 0.0 96.8 99.1 97.1 99.1: 2.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 24 21 25 21:
Old : 30: 1 0 0 24 21 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 67.7 83.3 85.6 61.7 66.4 74.9 80.4
Old : 68.2 67.7 83.3 85.6 61.7 66.4 74.9 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 209,271: 8,990 2,907 31 197,409 204,553 206,430 207,491: 2,841 1,780
Old : 209,271: 8,990 2,907 31 197,409 204,553 206,430 207,491: 2,841 1,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 26,756: 8,990 2,263 31 21,599 25,126 30,620 27,420: -3,864 -664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.4 0.0 94.3 97.7 98.6 99.1: 1.4 0.9
Old : 100.0: 4.3 1.4 0.0 94.3 97.7 98.6 99.1: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 5 4 1 25 37 31 41:
Old : 54: 5 4 1 25 37 31 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 57.7 67.3 78.7 46.1 55.3 63.3 69.7
Old : 48.0 57.7 67.3 78.7 46.1 55.3 63.3 69.7
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 228,882: 35,192 4,588 458 192,519 223,464 228,169 228,510: 713 372
Old : 228,882: 35,192 4,588 458 192,519 223,464 228,169 228,510: 713 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 27,025: 9,300 3,100 -186 17,849 24,665 26,963 27,579: 62 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 2.0 0.2 84.1 97.6 99.7 99.8: 0.3 0.2
Old : 100.0: 15.4 2.0 0.2 84.1 97.6 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 13 3 2 36 49 49 54:
Old : 87: 13 3 2 36 49 49 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 51.3 64.7 64.4 44.7 50.0 62.0 60.8
Old : 47.2 51.3 64.7 64.4 44.7 50.0 62.0 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 138,909: 0 372 0 136,873 137,487 136,873 137,859: 2,036 1,050
Old : 138,909: 0 372 0 136,873 137,487 136,873 137,859: 2,036 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 7,985: 0 0 0 7,985 8,047 7,985 8,047: 0 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 98.5 99.0 98.5 99.2: 1.5 0.8
Old : 100.0: 0.0 0.3 0.0 98.5 99.0 98.5 99.2: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 0 1 0 23 30 23 31:
Old : 43: 0 1 0 23 30 23 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 : 54.9 53.4 78.2 79.5 44.3 49.1 65.0 69.0
Old : 54.9 53.4 78.2 79.5 44.3 49.1 65.0 69.0
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 38,045: 837 1,635 0 36,218 36,193 37,055 37,828: 990 217
Old : 38,045: 837 1,635 0 36,218 36,193 37,055 37,828: 990 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,643: 217 651 0 1,271 1,240 1,488 1,891: 155 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.3 0.0 95.2 95.1 97.4 99.4: 2.6 0.6
Old : 100.0: 2.2 4.3 0.0 95.2 95.1 97.4 99.4: 2.6 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 : 30: 1 2 0 13 17 14 19:
Old : 30: 1 2 0 13 17 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 68.7 83.5 84.1 60.1 68.7 83.5 83.8
Old : 60.1 68.7 83.5 84.1 60.1 68.7 83.5 83.8
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 285,299: 3,501 2,792 133 276,713 273,669 280,347 276,594: 4,952 8,705
Old : 285,299: 3,501 2,792 133 276,713 273,669 280,347 276,594: 4,952 8,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,347: 89 1,521 1 1,701 291 1,791 1,813: 556 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.0 0.0 97.0 95.9 98.3 96.9: 1.7 3.1
Old : 100.0: 1.2 1.0 0.0 97.0 95.9 98.3 96.9: 1.7 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 : 52: 3 2 2 38 39 42 42:
Old : 52: 3 2 2 38 39 42 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 : 47.5 30.3 68.1 53.9 42.8 30.0 62.6 47.0
Old : 47.5 30.3 68.1 53.9 42.8 30.0 62.6 47.0
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 114,642: 0 372 0 114,177 112,782 114,177 113,154: 465 1,488
Old : 114,642: 0 372 0 114,177 112,782 114,177 113,154: 465 1,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 713: 0 372 0 620 -124 620 248: 93 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 99.6 98.4 99.6 98.7: 0.4 1.3
Old : 100.0: 0.0 0.3 0.0 99.6 98.4 99.6 98.7: 0.4 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 1 0 16 14 16 15:
Old : 25: 0 1 0 16 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.1 84.0 95.8 94.5 90.1 81.6 94.8 92.1
Old : 90.1 84.0 95.8 94.5 90.1 81.6 94.8 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 13,974: 0 1,023 0 11,938 12,269 11,938 13,292: 2,036 682
Old : 13,974: 0 1,023 0 11,938 12,269 11,938 13,292: 2,036 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 85.4 87.8 85.4 95.1: 14.6 4.9
Old : 100.0: 0.0 7.3 0.0 85.4 87.8 85.4 95.1: 14.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 11 12 11 14:
Old : 22: 0 2 0 11 12 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 46.1 78.2 74.9 64.5 46.1 75.9 72.6
Old : 64.5 46.1 78.2 74.9 64.5 46.1 75.9 72.6
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,144: 1,429 0 0 99,259 103,671 100,688 103,671: 10,456 7,473
Old : 111,144: 1,429 0 0 99,259 103,671 100,688 103,671: 10,456 7,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 53: 30 0 0 539 52 569 52: -516 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 89.3 93.3 90.6 93.3: 9.4 6.7
Old : 100.0: 1.3 0.0 0.0 89.3 93.3 90.6 93.3: 9.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 19 21 20 21:
Old : 28: 1 0 0 19 21 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 56.7 81.5 78.2 62.6 51.4 69.1 67.0
Old : 68.1 56.7 81.5 78.2 62.6 51.4 69.1 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 237,962: 0 1,282 2,050 232,516 228,468 234,566 231,800: 3,396 6,162
Old : 237,962: 0 1,282 2,050 232,516 228,468 234,566 231,800: 3,396 6,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 169: -1,192 1,139 -95 481 -849 -806 195: 975 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.9 97.7 96.0 98.6 97.4: 1.4 2.6
Old : 100.0: 0.0 0.5 0.9 97.7 96.0 98.6 97.4: 1.4 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 : 45: 0 3 2 31 33 33 36:
Old : 45: 0 3 2 31 33 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 40.7 78.9 61.7 47.9 33.7 62.2 48.0
Old : 54.3 40.7 78.9 61.7 47.9 33.7 62.2 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 190,173: 0 336 31 183,843 186,920 183,874 187,287: 6,299 2,886
Old : 190,173: 0 336 31 183,843 186,920 183,874 187,287: 6,299 2,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,464: 0 336 31 8,342 842 8,373 1,209: -5,909 1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 96.7 98.3 96.7 98.5: 3.3 1.5
Old : 100.0: 0.0 0.2 0.0 96.7 98.3 96.7 98.5: 3.3 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 : 29: 0 1 1 22 21 23 22:
Old : 29: 0 1 1 22 21 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 72.9 74.5 90.1 49.5 70.6 66.2 80.1
Old : 52.1 72.9 74.5 90.1 49.5 70.6 66.2 80.1
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,837: 585 0 0 89,545 87,203 90,130 87,203: 3,707 6,634
Old : 93,837: 585 0 0 89,545 87,203 90,130 87,203: 3,707 6,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -222: 0 0 0 -468 -222 -468 -222: 246 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 95.4 92.9 96.0 92.9: 4.0 7.1
Old : 100.0: 0.6 0.0 0.0 95.4 92.9 96.0 92.9: 4.0 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 : 23: 1 0 0 19 16 20 16:
Old : 23: 1 0 0 19 16 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 66.7 73.7 84.5 48.2 60.1 66.5 70.4
Old : 52.4 66.7 73.7 84.5 48.2 60.1 66.5 70.4
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,560: 0 0 0 41,123 42,003 41,123 42,003: 2,437 1,557
Old : 43,560: 0 0 0 41,123 42,003 41,123 42,003: 2,437 1,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,457: 0 -372 0 1,302 1,705 1,302 1,333: 155 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 96.4 94.4 96.4: 5.6 3.6
Old : 100.0: 0.0 0.0 0.0 94.4 96.4 94.4 96.4: 5.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 19 14 19 14:
Old : 26: 0 0 0 19 14 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 81.5 74.0 92.4 45.6 79.4 69.0 87.8
Old : 50.5 81.5 74.0 92.4 45.6 79.4 69.0 87.8
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 216,238: 1,958 0 0 205,188 207,199 207,146 207,199: 9,092 9,039
Old : 216,238: 1,958 0 0 205,188 207,199 207,146 207,199: 9,092 9,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -32: 31 0 0 -248 -218 -217 -218: 185 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 94.9 95.8 95.8 95.8: 4.2 4.2
Old : 100.0: 0.9 0.0 0.0 94.9 95.8 95.8 95.8: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 14 17 16 17:
Old : 26: 2 0 0 14 17 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 64.7 93.6 81.7 72.5 64.4 85.1 76.9
Old : 77.1 64.7 93.6 81.7 72.5 64.4 85.1 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 184,153: 6,384 3,541 961 170,045 172,339 177,390 176,841: 6,763 7,312
Old : 184,153: 6,384 3,541 961 170,045 172,339 177,390 176,841: 6,763 7,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 3,585: 415 82 0 2,835 2,846 3,250 2,928: 335 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.9 0.5 92.3 93.6 96.3 96.0: 3.7 4.0
Old : 100.0: 3.5 1.9 0.5 92.3 93.6 96.3 96.0: 3.7 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 : 51: 3 4 2 33 31 38 35:
Old : 51: 3 4 2 33 31 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 46.1 64.6 62.9 45.2 41.2 58.3 57.8
Old : 49.6 46.1 64.6 62.9 45.2 41.2 58.3 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBtu :
: : :
All : 46,552: 1,329 0 182 41,325 44,113 42,836 44,295: 3,716 2,257
Old : 46,552: 1,329 0 182 41,325 44,113 42,836 44,295: 3,716 2,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.4 88.8 94.8 92.0 95.2: 8.0 4.8
Old : 100.0: 2.9 0.0 0.4 88.8 94.8 92.0 95.2: 8.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 1 14 12 18 13:
Old : 21: 4 0 1 14 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 88.7 77.1 93.6 51.5 87.2 73.6 87.7
Old : 53.0 88.7 77.1 93.6 51.5 87.2 73.6 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,807: 1,209 0 496 64,188 66,017 65,893 66,513: 1,914 1,294
Old : 67,807: 1,209 0 496 64,188 66,017 65,893 66,513: 1,914 1,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,604: -496 0 496 2,387 2,108 2,387 2,604: 217 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.7 94.7 97.4 97.2 98.1: 2.8 1.9
Old : 100.0: 1.8 0.0 0.7 94.7 97.4 97.2 98.1: 2.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 13 20 15 21:
Old : 29: 2 0 1 13 20 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.7 60.9 91.6 74.0 75.9 60.3 83.2 72.1
Old : 82.7 60.9 91.6 74.0 75.9 60.3 83.2 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 241,827: 8,246 0 1,043 223,872 235,952 233,161 236,995: 8,666 4,832
Old : 241,827: 8,246 0 1,043 223,872 235,952 233,161 236,995: 8,666 4,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -1,852: 616 0 122 -2,863 -1,913 -2,125 -1,791: 273 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.4 92.6 97.6 96.4 98.0: 3.6 2.0
Old : 100.0: 3.4 0.0 0.4 92.6 97.6 96.4 98.0: 3.6 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 : 50: 8 0 2 33 37 41 39:
Old : 50: 8 0 2 33 37 41 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 45.5 67.6 63.3 46.7 42.4 62.8 56.8
Old : 48.1 45.5 67.6 63.3 46.7 42.4 62.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 14,696: 4,774 930 0 9,306 13,580 14,080 14,510: 616 186
Old : 14,696: 4,774 930 0 9,306 13,580 14,080 14,510: 616 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,449: 1,953 124 0 496 2,387 2,449 2,511: 0 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 6.3 0.0 63.3 92.4 95.8 98.7: 4.2 1.3
Old : 100.0: 32.5 6.3 0.0 63.3 92.4 95.8 98.7: 4.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 0 7 11 11 12:
Old : 23: 4 1 0 7 11 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 62.9 89.1 86.9 67.0 62.9 89.1 86.9
Old : 67.0 62.9 89.1 86.9 67.0 62.9 89.1 86.9
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 138,028: 0 3,130 1 134,517 131,871 134,518 135,002: 3,510 3,026
Old : 138,028: 0 3,130 1 134,517 131,871 134,518 135,002: 3,510 3,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 571: 0 -31 0 447 485 447 454: 124 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 97.5 95.5 97.5 97.8: 2.5 2.2
Old : 100.0: 0.0 2.3 0.0 97.5 95.5 97.5 97.8: 2.5 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 : 38: 0 2 1 27 29 28 31:
Old : 38: 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 : 48.3 53.4 69.2 73.0 43.1 37.3 53.3 51.0
Old : 48.3 53.4 69.2 73.0 43.1 37.3 53.3 51.0
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 36,113: 651 0 0 34,664 35,927 35,315 35,927: 798 186
Old : 36,113: 651 0 0 34,664 35,927 35,315 35,927: 798 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 96.0 99.5 97.8 99.5: 2.2 0.5
Old : 100.0: 1.8 0.0 0.0 96.0 99.5 97.8 99.5: 2.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 10 11 11 11:
Old : 20: 1 0 0 10 11 11 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 : 84.2 72.6 93.9 95.6 66.0 63.4 75.2 78.4
Old : 84.2 72.6 93.9 95.6 66.0 63.4 75.2 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 150,033: 2,107 2,295 0 139,850 146,713 141,957 149,008: 8,076 1,025
Old : 150,033: 2,107 2,295 0 139,850 146,713 141,957 149,008: 8,076 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 997: -738 583 0 1,307 966 569 1,549: 428 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.5 0.0 93.2 97.8 94.6 99.3: 5.4 0.7
Old : 100.0: 1.4 1.5 0.0 93.2 97.8 94.6 99.3: 5.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 2 0 21 26 23 28:
Old : 38: 2 2 0 21 26 23 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 : 72.6 58.8 83.6 77.5 56.1 51.3 64.6 63.9
Old : 72.6 58.8 83.6 77.5 56.1 51.3 64.6 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 57,836: 1,661 1,945 0 54,863 53,424 56,524 55,369: 1,312 2,467
Old : 57,836: 1,661 1,945 0 54,863 53,424 56,524 55,369: 1,312 2,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,250: 0 241 0 2,250 1,827 2,250 2,068: 0 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.4 0.0 94.9 92.4 97.7 95.7: 2.3 4.3
Old : 100.0: 2.9 3.4 0.0 94.9 92.4 97.7 95.7: 2.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 11 11 12 13:
Old : 20: 1 2 0 11 11 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 : 75.8 66.2 92.2 86.2 71.2 64.1 84.1 78.6
Old : 75.8 66.2 92.2 86.2 71.2 64.1 84.1 78.6
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, July 28, 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 : 41,546: 217 0 0 38,945 40,718 39,162 40,718: 2,384 828
Old : 41,546: 217 0 0 38,945 40,718 39,162 40,718: 2,384 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,139: 217 0 0 2,042 2,391 2,259 2,391: -120 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 93.7 98.0 94.3 98.0: 5.7 2.0
Old : 100.0: 0.5 0.0 0.0 93.7 98.0 94.3 98.0: 5.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 17 22 18 22:
Old : 33: 1 0 0 17 22 18 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 : 64.5 52.1 80.2 73.2 62.8 52.1 74.8 69.6
Old : 64.5 52.1 80.2 73.2 62.8 52.1 74.8 69.6
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, July 28, 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 : 278,341: 0 2,813 0 267,276 275,130 267,276 277,943: 11,065 398
Old : 278,341: 0 2,813 0 267,276 275,130 267,276 277,943: 11,065 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 10,177: 0 2,387 0 10,726 7,790 10,726 10,177: -549 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 96.0 98.8 96.0 99.9: 4.0 0.1
Old : 100.0: 0.0 1.0 0.0 96.0 98.8 96.0 99.9: 4.0 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 : 45: 0 3 0 33 26 33 29:
Old : 45: 0 3 0 33 26 33 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 : 51.2 61.7 66.5 90.1 49.0 60.0 64.1 87.1
Old : 51.2 61.7 66.5 90.1 49.0 60.0 64.1 87.1
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, July 28, 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 : 100,348: 3,746 1,746 0 89,126 97,309 92,872 99,055: 7,476 1,293
Old : 100,348: 3,746 1,746 0 89,126 97,309 92,872 99,055: 7,476 1,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 890: -62 248 0 921 518 859 766: 31 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.7 0.0 88.8 97.0 92.5 98.7: 7.5 1.3
Old : 100.0: 3.7 1.7 0.0 88.8 97.0 92.5 98.7: 7.5 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 : 29: 1 2 0 19 15 20 17:
Old : 29: 1 2 0 19 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 : 49.4 63.1 66.4 85.4 47.9 61.2 63.0 77.8
Old : 49.4 63.1 66.4 85.4 47.9 61.2 63.0 77.8
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, July 28, 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 : 19,706: 1,054 0 0 17,788 19,272 18,842 19,272: 864 434
Old : 19,706: 1,054 0 0 17,788 19,272 18,842 19,272: 864 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 3,596: 0 0 0 3,348 3,255 3,348 3,255: 248 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 0.0 90.3 97.8 95.6 97.8: 4.4 2.2
Old : 100.0: 5.3 0.0 0.0 90.3 97.8 95.6 97.8: 4.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 15 12 16 12:
Old : 23: 1 0 0 15 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 60.0 80.3 88.7 61.7 58.4 79.4 85.9
Old : 61.7 60.0 80.3 88.7 61.7 58.4 79.4 85.9
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 196,595: 1,379 0 0 188,943 189,959 190,322 189,959: 6,273 6,636
Old : 196,595: 1,379 0 0 188,943 189,959 190,322 189,959: 6,273 6,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 6,274: -93 0 0 6,703 6,640 6,610 6,640: -336 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 96.1 96.6 96.8 96.6: 3.2 3.4
Old : 100.0: 0.7 0.0 0.0 96.1 96.6 96.8 96.6: 3.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 0 0 20 29 21 29:
Old : 35: 1 0 0 20 29 21 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 : 68.1 44.8 87.7 68.1 66.8 41.6 73.5 61.9
Old : 68.1 44.8 87.7 68.1 66.8 41.6 73.5 61.9
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 25,688: 899 0 0 23,369 24,917 24,268 24,917: 1,420 771
Old : 25,688: 899 0 0 23,369 24,917 24,268 24,917: 1,420 771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,821: 620 0 0 2,263 2,666 2,883 2,666: -62 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 91.0 97.0 94.5 97.0: 5.5 3.0
Old : 100.0: 3.5 0.0 0.0 91.0 97.0 94.5 97.0: 5.5 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 : 26: 2 0 0 11 16 13 16:
Old : 26: 2 0 0 11 16 13 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 : 69.3 42.7 89.1 72.8 69.3 41.5 89.1 71.6
Old : 69.3 42.7 89.1 72.8 69.3 41.5 89.1 71.6
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, July 28, 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 : 14,625: 614 1,617 2,201 11,673 10,677 14,488 14,496: 137 129
Old : 14,625: 614 1,617 2,201 11,673 10,677 14,488 14,496: 137 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -443: -29 -111 -42 -375 -289 -447 -443: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.1 15.1 79.8 73.0 99.1 99.1: 0.9 0.9
Old : 100.0: 4.2 11.1 15.1 79.8 73.0 99.1 99.1: 0.9 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 : 41: 6 9 15 23 23 38 38:
Old : 41: 6 9 15 23 23 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 43.0 69.6 61.8 28.8 26.7 39.2 35.9
Old : 48.6 43.0 69.6 61.8 28.8 26.7 39.2 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 38,855: 3,623 2,310 2,089 33,128 34,216 38,840 38,615: 15 240
Old : 38,855: 3,623 2,310 2,089 33,128 34,216 38,840 38,615: 15 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,104: -125 100 125 1,104 759 1,104 984: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.9 5.4 85.3 88.1 100.0 99.4: 0.0 0.6
Old : 100.0: 9.3 5.9 5.4 85.3 88.1 100.0 99.4: 0.0 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 : 39: 3 8 5 22 24 27 35:
Old : 39: 3 8 5 22 24 27 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 53.4 79.7 74.7 52.5 46.1 65.0 61.6
Old : 55.7 53.4 79.7 74.7 52.5 46.1 65.0 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 34,120: 3,425 254 1,254 29,441 32,612 34,120 34,120: 0 0
Old : 34,120: 3,425 254 1,254 29,441 32,612 34,120 34,120: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 972: -200 0 75 1,097 897 972 972: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.7 3.7 86.3 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 0.7 3.7 86.3 95.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 2 5 18 21 24 27:
Old : 31: 5 2 5 18 21 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 64.6 82.5 89.2 60.0 57.4 76.7 79.3
Old : 61.5 64.6 82.5 89.2 60.0 57.4 76.7 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 140,092: 15,104 5,679 7,431 117,304 126,854 139,839 139,964: 253 128
Old : 140,092: 15,104 5,679 7,431 117,304 126,854 139,839 139,964: 253 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 3,148: 944 -28 -528 2,727 3,688 3,143 3,132: 5 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 4.1 5.3 83.7 90.6 99.8 99.9: 0.2 0.1
Old : 100.0: 10.8 4.1 5.3 83.7 90.6 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 15 10 12 35 37 55 54:
Old : 64: 15 10 12 35 37 55 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 33.3 63.6 56.2 36.1 27.6 45.0 41.0
Old : 46.5 33.3 63.6 56.2 36.1 27.6 45.0 41.0
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, July 28, 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 : 70,419: 1,472 2,592 1,952 66,995 65,814 70,419 70,358: 0 61
Old : 70,419: 1,472 2,592 1,952 66,995 65,814 70,419 70,358: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 940: 356 -75 -251 834 1,265 940 940: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.7 2.8 95.1 93.5 100.0 99.9: 0.0 0.1
Old : 100.0: 2.1 3.7 2.8 95.1 93.5 100.0 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 : 44: 5 7 4 28 25 34 35:
Old : 44: 5 7 4 28 25 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 73.6 80.1 86.7 59.7 59.4 69.0 67.9
Old : 61.9 73.6 80.1 86.7 59.7 59.4 69.0 67.9
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, July 28, 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 : 41,273: 1,250 2,378 150 39,873 38,745 41,273 41,273: 0 0
Old : 41,273: 1,250 2,378 150 39,873 38,745 41,273 41,273: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -655: 0 -225 0 -655 -430 -655 -655: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.8 0.4 96.6 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 5.8 0.4 96.6 93.9 100.0 100.0: 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 : 26: 3 2 1 14 15 18 17:
Old : 26: 3 2 1 14 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 80.1 92.8 93.4 70.3 64.7 76.7 77.1
Old : 75.6 80.1 92.8 93.4 70.3 64.7 76.7 77.1
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, July 28, 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 : 57,180: 16,019 2,142 4,076 36,810 50,862 56,905 57,080: 275 100
Old : 57,180: 16,019 2,142 4,076 36,810 50,862 56,905 57,080: 275 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -233: -576 40 -40 383 -233 -233 -233: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.7 7.1 64.4 89.0 99.5 99.8: 0.5 0.2
Old : 100.0: 28.0 3.7 7.1 64.4 89.0 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 : 37: 7 2 4 24 24 32 29:
Old : 37: 7 2 4 24 24 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 66.2 71.1 82.6 45.6 57.3 59.5 69.0
Old : 48.8 66.2 71.1 82.6 45.6 57.3 59.5 69.0
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 71,536: 23,175 3,026 2,763 44,823 65,641 70,761 71,430: 775 106
Old : 71,536: 23,175 3,026 2,763 44,823 65,641 70,761 71,430: 775 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -2,098: -1,850 41 70 -378 -2,214 -2,158 -2,103: 60 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.2 3.9 62.7 91.8 98.9 99.9: 1.1 0.1
Old : 100.0: 32.4 4.2 3.9 62.7 91.8 98.9 99.9: 1.1 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 : 41: 7 4 5 25 24 34 31:
Old : 41: 7 4 5 25 24 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 67.7 71.4 83.1 50.8 61.1 64.7 73.0
Old : 52.3 67.7 71.4 83.1 50.8 61.1 64.7 73.0
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 70,904: 2,315 748 1,377 66,720 68,779 70,412 70,904: 492 0
Old : 70,904: 2,315 748 1,377 66,720 68,779 70,412 70,904: 492 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 153: 41 0 0 112 158 153 158: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.1 1.9 94.1 97.0 99.3 100.0: 0.7 0.0
Old : 100.0: 3.3 1.1 1.9 94.1 97.0 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 : 37: 2 1 3 28 28 31 31:
Old : 37: 2 1 3 28 28 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 : 43.7 60.9 64.7 85.8 40.5 60.8 61.1 80.1
Old : 43.7 60.9 64.7 85.8 40.5 60.8 61.1 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 88,884: 2,127 869 2,066 84,199 85,949 88,392 88,884: 492 0
Old : 88,884: 2,127 869 2,066 84,199 85,949 88,392 88,884: 492 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 278: 91 -60 70 117 268 278 278: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.0 2.3 94.7 96.7 99.4 100.0: 0.6 0.0
Old : 100.0: 2.4 1.0 2.3 94.7 96.7 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 : 41: 3 2 4 30 27 34 32:
Old : 41: 3 2 4 30 27 34 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 : 43.5 65.1 63.1 84.0 42.6 65.0 62.1 78.4
Old : 43.5 65.1 63.1 84.0 42.6 65.0 62.1 78.4
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,625: 280 0 200 42,721 43,119 43,201 43,319: 424 306
Old : 43,625: 280 0 200 42,721 43,119 43,201 43,319: 424 306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 445: 0 0 0 445 445 445 445: 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 99.0 99.3: 1.0 0.7
Old : 100.0: 0.6 0.0 0.5 97.9 98.8 99.0 99.3: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 66.7 81.9 84.1 95.0 54.2 72.5 67.5 74.1
Old : 66.7 81.9 84.1 95.0 54.2 72.5 67.5 74.1
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, July 28, 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 : 26,544: 360 1,201 0 25,736 25,332 26,096 26,533: 448 11
Old : 26,544: 360 1,201 0 25,736 25,332 26,096 26,533: 448 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -149: 0 6 0 -150 -155 -150 -149: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 4.5 0.0 97.0 95.4 98.3 100.0: 1.7 0.0
Old : 100.0: 1.4 4.5 0.0 97.0 95.4 98.3 100.0: 1.7 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 : 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 : 58.7 66.1 76.6 82.8 46.0 54.6 59.6 64.0
Old : 58.7 66.1 76.6 82.8 46.0 54.6 59.6 64.0
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 22,733: 2,100 222 300 20,229 22,211 22,629 22,733: 104 0
Old : 22,733: 2,100 222 300 20,229 22,211 22,629 22,733: 104 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.0 1.3 89.0 97.7 99.5 100.0: 0.5 0.0
Old : 100.0: 9.2 1.0 1.3 89.0 97.7 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 : 20: 2 1 1 13 12 16 13:
Old : 20: 2 1 1 13 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 79.0 83.9 94.8 50.5 73.2 69.8 76.2
Old : 54.9 79.0 83.9 94.8 50.5 73.2 69.8 76.2
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 86,291: 10,158 3,197 2,902 72,741 79,725 85,801 85,825: 490 466
Old : 86,291: 10,158 3,197 2,902 72,741 79,725 85,801 85,825: 490 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,125: 187 6 177 740 908 1,103 1,091: 22 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 3.7 3.4 84.3 92.4 99.4 99.5: 0.6 0.5
Old : 100.0: 11.8 3.7 3.4 84.3 92.4 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 11 15 38 38 61 58:
Old : 71: 17 11 15 38 38 61 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 41.1 54.9 64.9 20.4 22.9 29.8 30.9
Old : 31.5 41.1 54.9 64.9 20.4 22.9 29.8 30.9
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 15,516: 750 150 0 14,742 15,366 15,492 15,516: 24 0
Old : 15,516: 750 150 0 14,742 15,366 15,492 15,516: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.0 0.0 95.0 99.0 99.8 100.0: 0.2 0.0
Old : 100.0: 4.8 1.0 0.0 95.0 99.0 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 : 20: 2 1 0 8 15 10 16:
Old : 20: 2 1 0 8 15 10 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 63.0 96.2 86.7 50.9 56.5 68.1 70.1
Old : 66.8 63.0 96.2 86.7 50.9 56.5 68.1 70.1
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,556: 750 150 0 14,782 15,406 15,532 15,556: 24 0
Old : 15,556: 750 150 0 14,782 15,406 15,532 15,556: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.0 0.0 95.0 99.0 99.8 100.0: 0.2 0.0
Old : 100.0: 4.8 1.0 0.0 95.0 99.0 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 : 21: 2 1 0 9 15 11 16:
Old : 21: 2 1 0 9 15 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 62.8 96.0 86.5 50.8 56.4 67.9 70.2
Old : 66.6 62.8 96.0 86.5 50.8 56.4 67.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,331: 4,120 2,700 285 45,596 46,943 50,001 49,928: 330 403
Old : 50,331: 4,120 2,700 285 45,596 46,943 50,001 49,928: 330 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,610: 0 0 0 1,594 1,610 1,594 1,610: 16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.4 0.6 90.6 93.3 99.3 99.2: 0.7 0.8
Old : 100.0: 8.2 5.4 0.6 90.6 93.3 99.3 99.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 3 3 20 20 24 25:
Old : 32: 3 3 3 20 20 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 47.4 72.9 75.4 47.6 35.6 60.6 50.3
Old : 48.3 47.4 72.9 75.4 47.6 35.6 60.6 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,198: 540 100 175 47,331 47,602 48,046 47,877: 152 321
Old : 48,198: 540 100 175 47,331 47,602 48,046 47,877: 152 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 829: 0 0 0 854 829 854 829: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.2 0.4 98.2 98.8 99.7 99.3: 0.3 0.7
Old : 100.0: 1.1 0.2 0.4 98.2 98.8 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 : 31: 3 1 1 23 18 26 20:
Old : 31: 3 1 1 23 18 26 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 : 53.6 75.9 74.5 91.9 37.6 59.9 51.0 62.2
Old : 53.6 75.9 74.5 91.9 37.6 59.9 51.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 41,275: 320 1,075 250 39,879 39,900 40,449 41,225: 826 50
Old : 41,275: 320 1,075 250 39,879 39,900 40,449 41,225: 826 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 325: 0 0 0 370 286 370 286: -45 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.6 0.6 96.6 96.7 98.0 99.9: 2.0 0.1
Old : 100.0: 0.8 2.6 0.6 96.6 96.7 98.0 99.9: 2.0 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 : 29: 2 3 1 22 23 24 27:
Old : 29: 2 3 1 22 23 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 62.4 78.7 83.4 40.9 48.1 51.9 55.2
Old : 53.5 62.4 78.7 83.4 40.9 48.1 51.9 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 65,475: 1,665 250 110 62,724 64,875 64,499 65,235: 976 240
Old : 65,475: 1,665 250 110 62,724 64,875 64,499 65,235: 976 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 611: -20 50 50 581 511 611 611: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.4 0.2 95.8 99.1 98.5 99.6: 1.5 0.4
Old : 100.0: 2.5 0.4 0.2 95.8 99.1 98.5 99.6: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 3 21 14 25 18:
Old : 29: 3 2 3 21 14 25 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 : 57.2 90.2 79.1 96.2 56.3 85.9 75.8 88.9
Old : 57.2 90.2 79.1 96.2 56.3 85.9 75.8 88.9
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 71,281: 2,586 845 75 68,120 70,171 70,781 71,091: 500 190
Old : 71,281: 2,586 845 75 68,120 70,171 70,781 71,091: 500 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 625: 120 70 -25 530 580 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.2 0.1 95.6 98.4 99.3 99.7: 0.7 0.3
Old : 100.0: 3.6 1.2 0.1 95.6 98.4 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 3 1 24 15 27 19:
Old : 33: 3 3 1 24 15 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 85.9 74.6 95.5 51.8 81.2 73.3 87.4
Old : 51.8 85.9 74.6 95.5 51.8 81.2 73.3 87.4
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, July 28, 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 : 84,006: 2,244 523 2,519 78,825 80,892 83,588 83,934: 418 72
Old : 84,006: 2,244 523 2,519 78,825 80,892 83,588 83,934: 418 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,532: 209 0 -176 1,499 1,708 1,532 1,532: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.6 3.0 93.8 96.3 99.5 99.9: 0.5 0.1
Old : 100.0: 2.7 0.6 3.0 93.8 96.3 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 : 39: 3 2 5 25 23 30 28:
Old : 39: 3 2 5 25 23 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 60.1 73.1 84.4 56.9 58.1 71.0 79.0
Old : 57.0 60.1 73.1 84.4 56.9 58.1 71.0 79.0
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 102,938: 1,370 2,603 4,441 96,797 95,874 102,608 102,918: 330 20
Old : 102,938: 1,370 2,603 4,441 96,797 95,874 102,608 102,918: 330 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,424: -659 266 5 2,069 1,173 1,414 1,443: 10 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.5 4.3 94.0 93.1 99.7 100.0: 0.3 0.0
Old : 100.0: 1.3 2.5 4.3 94.0 93.1 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 : 55: 5 10 7 29 33 38 47:
Old : 55: 5 10 7 29 33 38 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 : 51.5 51.9 70.3 76.8 50.7 51.8 65.6 71.9
Old : 51.5 51.9 70.3 76.8 50.7 51.8 65.6 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 61,602: 200 4,364 25 61,377 57,213 61,602 61,602: 0 0
Old : 61,602: 200 4,364 25 61,377 57,213 61,602 61,602: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 39: -25 150 -150 214 39 39 39: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 7.1 0.0 99.6 92.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 7.1 0.0 99.6 92.9 100.0 100.0: 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 : 28: 1 5 1 15 14 17 19:
Old : 28: 1 5 1 15 14 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 89.8 96.1 96.7 77.5 87.0 92.0 91.6
Old : 77.6 89.8 96.1 96.7 77.5 87.0 92.0 91.6
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, July 28, 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 : 56,390: 1,050 875 0 55,340 55,515 56,390 56,390: 0 0
Old : 56,390: 1,050 875 0 55,340 55,515 56,390 56,390: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.6 0.0 98.1 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 1.6 0.0 98.1 98.4 100.0 100.0: 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 : 21: 1 3 0 12 10 13 13:
Old : 21: 1 3 0 12 10 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 95.3 95.8 98.9 83.5 91.3 91.4 92.9
Old : 84.0 95.3 95.8 98.9 83.5 91.3 91.4 92.9
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, July 28, 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 : 58,181: 1,699 1,720 792 55,369 55,558 57,860 58,070: 321 111
Old : 58,181: 1,699 1,720 792 55,369 55,558 57,860 58,070: 321 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -756: 49 -50 50 -845 -756 -746 -756: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.0 1.4 95.2 95.5 99.4 99.8: 0.6 0.2
Old : 100.0: 2.9 3.0 1.4 95.2 95.5 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 4 3 21 22 26 28:
Old : 33: 4 4 3 21 22 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 80.0 73.0 89.8 46.2 75.8 67.0 81.7
Old : 50.6 80.0 73.0 89.8 46.2 75.8 67.0 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 66,210: 2,526 5,216 871 62,578 59,739 65,975 65,826: 235 384
Old : 66,210: 2,526 5,216 871 62,578 59,739 65,975 65,826: 235 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 258: 61 20 -20 217 258 258 258: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.9 1.3 94.5 90.2 99.6 99.4: 0.4 0.6
Old : 100.0: 3.8 7.9 1.3 94.5 90.2 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 5 4 23 20 30 27:
Old : 36: 5 5 4 23 20 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 74.0 76.3 87.2 53.6 69.0 71.3 79.1
Old : 55.2 74.0 76.3 87.2 53.6 69.0 71.3 79.1
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 25,505: 0 885 0 25,321 24,360 25,321 25,245: 184 260
Old : 25,505: 0 885 0 25,321 24,360 25,321 25,245: 184 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 27: 0 0 0 15 27 15 27: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 99.3 95.5 99.3 99.0: 0.7 1.0
Old : 100.0: 0.0 3.5 0.0 99.3 95.5 99.3 99.0: 0.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 18 15 18 16:
Old : 23: 0 1 0 18 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 : 72.3 78.5 88.8 94.3 70.4 74.4 85.7 90.3
Old : 72.3 78.5 88.8 94.3 70.4 74.4 85.7 90.3
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, July 28, 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 : 25,156: 0 225 0 24,848 24,746 24,848 24,971: 308 185
Old : 25,156: 0 225 0 24,848 24,746 24,848 24,971: 308 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -13: 0 0 0 -25 -13 -25 -13: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 98.8 98.4 98.8 99.3: 1.2 0.7
Old : 100.0: 0.0 0.9 0.0 98.8 98.4 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 18 14 18 15:
Old : 22: 0 1 0 18 14 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 : 71.0 86.3 87.7 96.5 70.1 79.9 83.8 88.8
Old : 71.0 86.3 87.7 96.5 70.1 79.9 83.8 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 30,117: 1,445 1,741 585 27,985 27,068 30,015 29,394: 102 723
Old : 30,117: 1,445 1,741 585 27,985 27,068 30,015 29,394: 102 723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 716: 65 -180 95 556 806 716 721: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.8 1.9 92.9 89.9 99.7 97.6: 0.3 2.4
Old : 100.0: 4.8 5.8 1.9 92.9 89.9 99.7 97.6: 0.3 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 : 28: 1 4 4 19 17 23 22:
Old : 28: 1 4 4 19 17 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 57.2 87.1 77.1 64.5 55.0 79.4 73.7
Old : 71.4 57.2 87.1 77.1 64.5 55.0 79.4 73.7
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, July 28, 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 : 18,315: 685 1,971 152 16,272 15,742 17,109 17,865: 1,206 450
Old : 18,315: 685 1,971 152 16,272 15,742 17,109 17,865: 1,206 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 620: 0 120 0 560 500 560 620: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 10.8 0.8 88.8 86.0 93.4 97.5: 6.6 2.5
Old : 100.0: 3.7 10.8 0.8 88.8 86.0 93.4 97.5: 6.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 4 2 12 10 14 15:
Old : 21: 1 4 2 12 10 14 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 : 76.7 67.2 89.8 84.6 76.7 63.7 85.8 78.4
Old : 76.7 67.2 89.8 84.6 76.7 63.7 85.8 78.4
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 59,720: 5,345 6,275 1,401 52,876 51,993 59,622 59,669: 98 51
Old : 59,720: 5,345 6,275 1,401 52,876 51,993 59,622 59,669: 98 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 180: 211 118 -240 209 272 180 150: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.5 2.3 88.5 87.1 99.8 99.9: 0.2 0.1
Old : 100.0: 9.0 10.5 2.3 88.5 87.1 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 3 4 29 23 36 29:
Old : 40: 6 3 4 29 23 36 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 : 53.3 73.4 69.5 86.9 48.9 63.0 63.1 73.8
Old : 53.3 73.4 69.5 86.9 48.9 63.0 63.1 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 37,248: 1,346 2,755 516 35,242 33,922 37,104 37,193: 144 55
Old : 37,248: 1,346 2,755 516 35,242 33,922 37,104 37,193: 144 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 572: 50 363 2 520 207 572 572: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.4 1.4 94.6 91.1 99.6 99.9: 0.4 0.1
Old : 100.0: 3.6 7.4 1.4 94.6 91.1 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 : 35: 3 4 5 25 18 31 24:
Old : 35: 3 4 5 25 18 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 : 61.7 69.3 78.3 83.5 54.6 65.4 64.4 72.4
Old : 61.7 69.3 78.3 83.5 54.6 65.4 64.4 72.4
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 18,959: 850 264 175 17,844 18,520 18,869 18,959: 90 0
Old : 18,959: 850 264 175 17,844 18,520 18,869 18,959: 90 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 25: 0 -100 0 25 125 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.4 0.9 94.1 97.7 99.5 100.0: 0.5 0.0
Old : 100.0: 4.5 1.4 0.9 94.1 97.7 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 : 32: 4 3 1 18 18 22 22:
Old : 32: 4 3 1 18 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 78.9 81.8 89.9 60.7 72.9 75.6 81.2
Old : 65.1 78.9 81.8 89.9 60.7 72.9 75.6 81.2
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,243: 380 100 500 10,591 11,478 11,471 12,078: 772 165
Old : 12,243: 380 100 500 10,591 11,478 11,471 12,078: 772 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -40: 0 0 0 -40 -40 -40 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.8 4.1 86.5 93.8 93.7 98.7: 6.3 1.3
Old : 100.0: 3.1 0.8 4.1 86.5 93.8 93.7 98.7: 6.3 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 : 22: 3 1 1 13 13 16 15:
Old : 22: 3 1 1 13 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 62.7 78.2 83.9 43.6 57.1 64.0 70.8
Old : 54.6 62.7 78.2 83.9 43.6 57.1 64.0 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,248: 350 100 495 9,682 10,488 10,527 11,083: 721 165
Old : 11,248: 350 100 495 9,682 10,488 10,527 11,083: 721 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -33: 0 0 0 -33 -33 -33 -33: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.9 4.4 86.1 93.2 93.6 98.5: 6.4 1.5
Old : 100.0: 3.1 0.9 4.4 86.1 93.2 93.6 98.5: 6.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 1 12 12 15 14:
Old : 22: 3 1 1 12 12 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 : 58.6 63.3 78.7 85.7 46.5 57.4 63.4 73.7
Old : 58.6 63.3 78.7 85.7 46.5 57.4 63.4 73.7
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,405: 1,150 3,190 2,035 32,055 30,180 35,240 35,405: 165 0
Old : 35,405: 1,150 3,190 2,035 32,055 30,180 35,240 35,405: 165 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 345: 0 0 0 345 345 345 345: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 9.0 5.7 90.5 85.2 99.5 100.0: 0.5 0.0
Old : 100.0: 3.2 9.0 5.7 90.5 85.2 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 : 31: 3 4 2 20 15 25 19:
Old : 31: 3 4 2 20 15 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 62.3 83.1 88.9 65.1 56.1 73.9 75.4
Old : 68.6 62.3 83.1 88.9 65.1 56.1 73.9 75.4
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,580: 1,150 3,015 2,005 32,260 30,560 35,415 35,580: 165 0
Old : 35,580: 1,150 3,015 2,005 32,260 30,560 35,415 35,580: 165 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 380: 0 0 0 380 380 380 380: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 8.5 5.6 90.7 85.9 99.5 100.0: 0.5 0.0
Old : 100.0: 3.2 8.5 5.6 90.7 85.9 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 2 20 16 25 20:
Old : 31: 3 4 2 20 16 25 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 : 65.9 63.9 81.1 89.3 62.8 56.0 71.5 76.0
Old : 65.9 63.9 81.1 89.3 62.8 56.0 71.5 76.0
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 117,398: 1,480 6,341 2,191 113,644 108,786 117,315 117,318: 83 80
Old : 117,398: 1,480 6,341 2,191 113,644 108,786 117,315 117,318: 83 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,815: 100 156 40 1,672 1,619 1,812 1,815: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.4 1.9 96.8 92.7 99.9 99.9: 0.1 0.1
Old : 100.0: 1.3 5.4 1.9 96.8 92.7 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 6 8 7 38 32 47 44:
Old : 57: 6 8 7 38 32 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 53.8 60.3 72.5 36.8 49.1 54.9 62.0
Old : 40.8 53.8 60.3 72.5 36.8 49.1 54.9 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 129,823: 1,322 5,400 5,036 123,393 119,307 129,751 129,743: 72 80
Old : 129,823: 1,322 5,400 5,036 123,393 119,307 129,751 129,743: 72 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,699: -47 115 382 1,383 1,202 1,718 1,699: -19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 4.2 3.9 95.0 91.9 99.9 99.9: 0.1 0.1
Old : 100.0: 1.0 4.2 3.9 95.0 91.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 7 9 10 42 33 54 47:
Old : 60: 7 9 10 42 33 54 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 : 33.5 55.6 55.3 75.0 31.5 51.8 48.9 66.8
Old : 33.5 55.6 55.3 75.0 31.5 51.8 48.9 66.8
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 533,629: 39,405 14,226 54,698 438,518 464,093 532,621 533,018: 1,008 611
Old : 533,629: 39,405 14,226 54,698 438,518 464,093 532,621 533,018: 1,008 611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,714: 1,798 -2,352 908 -1,583 2,861 1,123 1,418: 590 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.7 10.3 82.2 87.0 99.8 99.9: 0.2 0.1
Old : 100.0: 7.4 2.7 10.3 82.2 87.0 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 26 16 31 50 44 90 77:
Old : 94: 26 16 31 50 44 90 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 37.8 61.0 59.2 14.5 16.2 19.0 21.1
Old : 43.1 37.8 61.0 59.2 14.5 16.2 19.0 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,068: 4,155 0 715 12,083 16,293 16,953 17,008: 115 60
Old : 17,068: 4,155 0 715 12,083 16,293 16,953 17,008: 115 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 256: 1 0 0 255 256 256 256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 0.0 4.2 70.8 95.5 99.3 99.6: 0.7 0.4
Old : 100.0: 24.3 0.0 4.2 70.8 95.5 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 0 4 16 12 22 16:
Old : 26: 6 0 4 16 12 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 : 57.9 77.2 76.5 94.3 54.1 66.5 69.3 76.3
Old : 57.9 77.2 76.5 94.3 54.1 66.5 69.3 76.3
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,636: 3,554 300 365 9,602 12,971 13,521 13,636: 115 0
Old : 13,636: 3,554 300 365 9,602 12,971 13,521 13,636: 115 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 240: 0 0 0 240 240 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 2.2 2.7 70.4 95.1 99.2 100.0: 0.8 0.0
Old : 100.0: 26.1 2.2 2.7 70.4 95.1 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 1 3 16 12 22 15:
Old : 25: 5 1 3 16 12 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 74.3 82.9 93.6 56.0 64.1 70.5 75.2
Old : 58.8 74.3 82.9 93.6 56.0 64.1 70.5 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 10,815: 1,415 810 615 8,175 8,965 10,205 10,390: 610 425
Old : 10,815: 1,415 810 615 8,175 8,965 10,205 10,390: 610 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -115: 535 -1,160 -145 -295 1,305 95 0: -210 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 7.5 5.7 75.6 82.9 94.4 96.1: 5.6 3.9
Old : 100.0: 13.1 7.5 5.7 75.6 82.9 94.4 96.1: 5.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 5 4 20 19 27 26:
Old : 34: 5 5 4 20 19 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 57.1 61.6 73.1 34.1 56.7 50.9 67.0
Old : 39.0 57.1 61.6 73.1 34.1 56.7 50.9 67.0
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, July 28, 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 : 15,524: 1,920 997 255 13,339 14,243 15,514 15,495: 10 29
Old : 15,524: 1,920 997 255 13,339 14,243 15,514 15,495: 10 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 160: 0 -90 30 157 211 187 151: -27 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 6.4 1.6 85.9 91.7 99.9 99.8: 0.1 0.2
Old : 100.0: 12.4 6.4 1.6 85.9 91.7 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 : 38: 4 2 3 17 23 23 26:
Old : 38: 4 2 3 17 23 23 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 : 79.8 61.8 90.3 77.7 76.8 61.1 84.9 76.0
Old : 79.8 61.8 90.3 77.7 76.8 61.1 84.9 76.0
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, July 28, 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 : 5,997: 706 597 171 4,557 4,369 5,434 5,137: 563 860
Old : 5,997: 706 597 171 4,557 4,369 5,434 5,137: 563 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 618: 320 14 37 211 505 568 556: 50 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.0 2.9 76.0 72.9 90.6 85.7: 9.4 14.3
Old : 100.0: 11.8 10.0 2.9 76.0 72.9 90.6 85.7: 9.4 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 : 39: 5 2 4 30 30 36 35:
Old : 39: 5 2 4 30 30 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 31.3 49.0 46.8 24.2 29.1 39.3 39.3
Old : 27.5 31.3 49.0 46.8 24.2 29.1 39.3 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 32,894: 1,818 0 0 30,664 32,770 32,482 32,770: 412 124
Old : 32,894: 1,818 0 0 30,664 32,770 32,482 32,770: 412 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,011: 120 0 0 906 974 1,026 974: -15 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 0.0 93.2 99.6 98.7 99.6: 1.3 0.4
Old : 100.0: 5.5 0.0 0.0 93.2 99.6 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 0 0 32 38 34 38:
Old : 43: 2 0 0 32 38 34 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 : 46.9 54.0 68.8 68.8 29.1 34.3 45.2 48.6
Old : 46.9 54.0 68.8 68.8 29.1 34.3 45.2 48.6
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, July 28, 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 : 21,720: 0 164 167 21,248 20,520 21,415 20,851: 305 869
Old : 21,720: 0 164 167 21,248 20,520 21,415 20,851: 305 869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,553: 0 100 0 1,487 1,307 1,487 1,407: 66 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.8 97.8 94.5 98.6 96.0: 1.4 4.0
Old : 100.0: 0.0 0.8 0.8 97.8 94.5 98.6 96.0: 1.4 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 : 35: 0 3 1 21 27 22 30:
Old : 35: 0 3 1 21 27 22 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.9 45.5 91.4 69.9 45.3 24.5 47.6 36.0
Old : 79.9 45.5 91.4 69.9 45.3 24.5 47.6 36.0
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, July 28, 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 : 11,664: 446 209 416 10,340 10,659 11,202 11,284: 462 380
Old : 11,664: 446 209 416 10,340 10,659 11,202 11,284: 462 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 278: 116 0 -11 230 278 335 267: -57 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.8 3.6 88.6 91.4 96.0 96.7: 4.0 3.3
Old : 100.0: 3.8 1.8 3.6 88.6 91.4 96.0 96.7: 4.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 1 3 37 28 42 31:
Old : 48: 4 1 3 37 28 42 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 : 31.5 36.1 49.1 55.9 28.8 27.1 40.4 42.3
Old : 31.5 36.1 49.1 55.9 28.8 27.1 40.4 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 28,459: 2,052 727 170 26,037 27,208 28,259 28,105: 200 354
Old : 28,459: 2,052 727 170 26,037 27,208 28,259 28,105: 200 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 271: -18 80 120 226 113 328 313: -57 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.6 0.6 91.5 95.6 99.3 98.8: 0.7 1.2
Old : 100.0: 7.2 2.6 0.6 91.5 95.6 99.3 98.8: 0.7 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 : 62: 3 3 2 31 46 36 49:
Old : 62: 3 3 2 31 46 36 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 32.4 81.3 49.6 64.3 30.8 76.8 46.0
Old : 64.3 32.4 81.3 49.6 64.3 30.8 76.8 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 53,484: 3,561 769 2,066 47,193 49,856 52,820 52,691: 664 793
Old : 53,484: 3,561 769 2,066 47,193 49,856 52,820 52,691: 664 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,446: 389 59 -89 1,994 2,443 2,294 2,413: 152 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.4 3.9 88.2 93.2 98.8 98.5: 1.2 1.5
Old : 100.0: 6.7 1.4 3.9 88.2 93.2 98.8 98.5: 1.2 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 : 91: 9 7 11 66 65 82 76:
Old : 91: 9 7 11 66 65 82 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 44.4 39.1 55.7 22.0 40.4 31.7 47.3
Old : 25.4 44.4 39.1 55.7 22.0 40.4 31.7 47.3
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, July 28, 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 : 2,729: 188 34 73 1,490 2,277 1,751 2,384: 978 345
Old : 2,729: 188 34 73 1,490 2,277 1,751 2,384: 978 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 273: -16 0 -6 174 390 152 384: 121 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.2 2.7 54.6 83.4 64.2 87.4: 35.8 12.6
Old : 100.0: 6.9 1.2 2.7 54.6 83.4 64.2 87.4: 35.8 12.6
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 : 28: 3 1 2 19 23 22 26:
Old : 28: 3 1 2 19 23 22 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 : 26.2 34.0 42.4 52.8 16.5 33.3 26.7 46.8
Old : 26.2 34.0 42.4 52.8 16.5 33.3 26.7 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 US barrels per lot :
: : :
All : 125,858: 48,859 1,784 23,815 39,523 82,049 112,197 107,648: 13,661 18,211
Old : 125,858: 48,859 1,784 23,815 39,523 82,049 112,197 107,648: 13,661 18,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 12,885: 3,860 35 1,809 7,146 10,936 12,815 12,781: 69 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 1.4 18.9 31.4 65.2 89.1 85.5: 10.9 14.5
Old : 100.0: 38.8 1.4 18.9 31.4 65.2 89.1 85.5: 10.9 14.5
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: 5 3 6 11 13 19 19:
Old : 23: 5 3 6 11 13 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 : 55.0 51.6 74.7 69.3 39.9 36.1 42.2 38.7
Old : 55.0 51.6 74.7 69.3 39.9 36.1 42.2 38.7
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 30,652: 0 0 0 29,627 29,589 29,627 29,589: 1,025 1,063
Old : 30,652: 0 0 0 29,627 29,589 29,627 29,589: 1,025 1,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 510: 0 0 0 585 510 585 510: -75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 96.5 96.7 96.5: 3.3 3.5
Old : 100.0: 0.0 0.0 0.0 96.7 96.5 96.7 96.5: 3.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 25 22 25 22:
Old : 37: 0 0 0 25 22 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 59.2 74.5 82.1 53.3 58.4 69.5 81.0
Old : 55.1 59.2 74.5 82.1 53.3 58.4 69.5 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 6,088: 44 0 0 6,004 5,893 6,048 5,893: 40 195
Old : 6,088: 44 0 0 6,004 5,893 6,048 5,893: 40 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -2,448: 0 0 0 -2,438 -2,429 -2,438 -2,429: -10 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 98.6 96.8 99.3 96.8: 0.7 3.2
Old : 100.0: 0.7 0.0 0.0 98.6 96.8 99.3 96.8: 0.7 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: 1 0 0 9 13 10 13:
Old : 20: 1 0 0 9 13 10 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 : 84.5 57.7 98.0 87.9 82.1 55.9 92.8 84.7
Old : 84.5 57.7 98.0 87.9 82.1 55.9 92.8 84.7
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 10,165: 0 0 0 10,025 10,112 10,025 10,112: 140 53
Old : 10,165: 0 0 0 10,025 10,112 10,025 10,112: 140 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 720: 0 0 0 720 720 720 720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.6 99.5 98.6 99.5: 1.4 0.5
Old : 100.0: 0.0 0.0 0.0 98.6 99.5 98.6 99.5: 1.4 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 : 23: 0 0 0 14 15 14 15:
Old : 23: 0 0 0 14 15 14 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 : 80.8 72.3 94.4 90.4 79.9 71.8 90.9 88.2
Old : 80.8 72.3 94.4 90.4 79.9 71.8 90.9 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 195,452: 0 1,200 0 183,822 183,499 183,822 184,699: 11,630 10,753
Old : 195,452: 0 1,200 0 183,822 183,499 183,822 184,699: 11,630 10,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -18,174: 0 -390 0 -21,059 -16,737 -21,059 -17,127: 2,885 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 94.0 93.9 94.0 94.5: 6.0 5.5
Old : 100.0: 0.0 0.6 0.0 94.0 93.9 94.0 94.5: 6.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 12 16 12 17:
Old : 22: 0 1 0 12 16 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 59.0 90.1 83.0 74.6 59.0 88.8 81.3
Old : 75.3 59.0 90.1 83.0 74.6 59.0 88.8 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2020