NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 47,514: 13,215 22,123 0 34,299 25,391 47,514 47,514: 0 0
Old : 47,514: 13,215 22,123 0 34,299 25,391 47,514 47,514: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -120: -100 -230 -20 0 130 -120 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 46.6 0.0 72.2 53.4 100.0 100.0: 0.0 0.0
Old : 100.0: 27.8 46.6 0.0 72.2 53.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 10 0 10 6 14 16:
Old : 27: 4 10 0 10 6 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 61.6 90.5 85.8 63.5 60.6 90.5 83.0
Old : 63.5 61.6 90.5 85.8 63.5 60.6 90.5 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 41,174: 460 8,700 209 40,487 32,265 41,156 41,174: 18 0
Old : 41,174: 460 8,700 209 40,487 32,265 41,156 41,174: 18 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -167: -250 262 -200 295 -229 -155 -167: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 21.1 0.5 98.3 78.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 21.1 0.5 98.3 78.4 100.0 100.0: 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 : 23: 2 6 2 10 12 14 19:
Old : 23: 2 6 2 10 12 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 : 85.8 64.1 97.6 89.2 80.7 58.7 87.6 82.4
Old : 85.8 64.1 97.6 89.2 80.7 58.7 87.6 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 41,164: 3,363 5,076 922 36,877 35,167 41,161 41,164: 3 0
Old : 41,164: 3,363 5,076 922 36,877 35,167 41,161 41,164: 3 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,988: -1,367 1,589 -755 5,110 2,155 2,987 2,988: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 12.3 2.2 89.6 85.4 100.0 100.0: 0.0 0.0
Old : 100.0: 8.2 12.3 2.2 89.6 85.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 6 5 10 11 19 21:
Old : 27: 8 6 5 10 11 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.9 66.2 91.8 87.3 63.6 54.5 70.0 66.6
Old : 78.9 66.2 91.8 87.3 63.6 54.5 70.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 38,592: 5,763 22,083 487 32,342 16,022 38,592 38,592: 0 0
Old : 38,592: 5,763 22,083 487 32,342 16,022 38,592 38,592: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: -100 -250 100 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 57.2 1.3 83.8 41.5 100.0 100.0: 0.0 0.0
Old : 100.0: 14.9 57.2 1.3 83.8 41.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 8 2 8 6 14 15:
Old : 25: 5 8 2 8 6 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 : 77.9 69.3 94.2 91.4 77.9 67.6 94.2 89.5
Old : 77.9 69.3 94.2 91.4 77.9 67.6 94.2 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 28,907: 3,242 16,525 600 25,060 11,782 28,902 28,907: 5 0
Old : 28,907: 3,242 16,525 600 25,060 11,782 28,902 28,907: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -95: -615 440 215 300 -750 -100 -95: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 57.2 2.1 86.7 40.8 100.0 100.0: 0.0 0.0
Old : 100.0: 11.2 57.2 2.1 86.7 40.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 8 1 9 6 14 14:
Old : 24: 4 8 1 9 6 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 69.5 94.7 91.7 76.5 66.8 92.7 87.6
Old : 76.5 69.5 94.7 91.7 76.5 66.8 92.7 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 28,074: 12,700 11,100 200 15,174 16,774 28,074 28,074: 0 0
Old : 28,074: 12,700 11,100 200 15,174 16,774 28,074 28,074: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -32: -200 0 0 168 -32 -32 -32: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 39.5 0.7 54.1 59.7 100.0 100.0: 0.0 0.0
Old : 100.0: 45.2 39.5 0.7 54.1 59.7 100.0 100.0: 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: 5 5 1 11 7 16 13:
Old : 23: 5 5 1 11 7 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 : 65.1 65.0 85.3 94.0 64.4 63.5 82.9 89.0
Old : 65.1 65.0 85.3 94.0 64.4 63.5 82.9 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 21,438: 10,645 5,700 100 10,693 15,638 21,438 21,438: 0 0
Old : 21,438: 10,645 5,700 100 10,693 15,638 21,438 21,438: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -100: 0 0 0 -100 -100 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 26.6 0.5 49.9 72.9 100.0 100.0: 0.0 0.0
Old : 100.0: 49.7 26.6 0.5 49.9 72.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 5 1 6 7 13 12:
Old : 24: 6 5 1 6 7 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 67.6 91.8 97.7 66.2 67.6 91.8 97.2
Old : 66.2 67.6 91.8 97.7 66.2 67.6 91.8 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 27,087: 5,597 5,225 0 21,490 21,862 27,087 27,087: 0 0
Old : 27,087: 5,597 5,225 0 21,490 21,862 27,087 27,087: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -1,442: 0 0 0 -1,442 -1,442 -1,442 -1,442: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 19.3 0.0 79.3 80.7 100.0 100.0: 0.0 0.0
Old : 100.0: 20.7 19.3 0.0 79.3 80.7 100.0 100.0: 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 : 20: 5 1 0 9 5 14 6:
Old : 20: 5 1 0 9 5 14 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 97.1 95.3 100.0 75.8 97.1 95.3 100.0
Old : 75.8 97.1 95.3 100.0 75.8 97.1 95.3 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 8,390: 2,830 1,440 0 5,560 6,950 8,390 8,390: 0 0
Old : 8,390: 2,830 1,440 0 5,560 6,950 8,390 8,390: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 350: -500 -50 0 850 400 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 17.2 0.0 66.3 82.8 100.0 100.0: 0.0 0.0
Old : 100.0: 33.7 17.2 0.0 66.3 82.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 3 0 7 4 14 7:
Old : 20: 7 3 0 7 4 14 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 92.6 85.3 100.0 56.7 92.6 85.3 97.6
Old : 56.7 92.6 85.3 100.0 56.7 92.6 85.3 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,157,307: 744,182 83,677 734,386 3,634,193 4,325,256 5,112,761 5,143,319: 44,546 13,988
Old : 5,157,307: 744,182 83,677 734,386 3,634,193 4,325,256 5,112,761 5,143,319: 44,546 13,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -138,645: 85,788 9,415 -109,770 -118,765 -41,491 -142,747 -141,846: 4,102 3,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 1.6 14.2 70.5 83.9 99.1 99.7: 0.9 0.3
Old : 100.0: 14.4 1.6 14.2 70.5 83.9 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 52 14 48 131 107 192 160:
Old : 206: 52 14 48 131 107 192 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 37.3 45.9 53.8 23.7 36.0 34.3 47.3
Old : 30.5 37.3 45.9 53.8 23.7 36.0 34.3 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,321,108: 24,293 43,467 768,186 524,582 507,023 1,317,060 1,318,675: 4,048 2,432
Old : 1,321,108: 24,293 43,467 768,186 524,582 507,023 1,317,060 1,318,675: 4,048 2,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -243,877: -11,870 -1,456 -137,957 -93,712 -105,904 -243,538 -245,316: -339 1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.3 58.1 39.7 38.4 99.7 99.8: 0.3 0.2
Old : 100.0: 1.8 3.3 58.1 39.7 38.4 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 : 84: 17 15 29 50 48 81 78:
Old : 84: 17 15 29 50 48 81 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 57.9 72.0 72.6 2.9 4.1 4.0 5.1
Old : 57.0 57.9 72.0 72.6 2.9 4.1 4.0 5.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 264,238: 8,703 10,721 2,390 242,380 246,067 253,473 259,178: 10,765 5,060
Old : 264,238: 8,703 10,721 2,390 242,380 246,067 253,473 259,178: 10,765 5,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 12,481: 311 3,254 -575 13,660 10,288 13,396 12,967: -915 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 4.1 0.9 91.7 93.1 95.9 98.1: 4.1 1.9
Old : 100.0: 3.3 4.1 0.9 91.7 93.1 95.9 98.1: 4.1 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 : 44: 3 5 4 29 28 34 35:
Old : 44: 3 5 4 29 28 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 : 51.6 62.3 66.5 79.0 43.6 56.2 56.0 66.1
Old : 51.6 62.3 66.5 79.0 43.6 56.2 56.0 66.1
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 113,201: 5,234 0 3,607 100,875 105,978 109,716 109,585: 3,485 3,616
Old : 113,201: 5,234 0 3,607 100,875 105,978 109,716 109,585: 3,485 3,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 4,518: 3,676 0 -570 1,168 4,510 4,274 3,940: 244 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 3.2 89.1 93.6 96.9 96.8: 3.1 3.2
Old : 100.0: 4.6 0.0 3.2 89.1 93.6 96.9 96.8: 3.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 2 29 30 31 32:
Old : 35: 2 0 2 29 30 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 51.9 69.1 70.4 35.5 40.0 47.0 50.1
Old : 45.5 51.9 69.1 70.4 35.5 40.0 47.0 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 279,464: 762 1,530 1,843 263,295 265,565 265,900 268,938: 13,564 10,526
Old : 279,464: 762 1,530 1,843 263,295 265,565 265,900 268,938: 13,564 10,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,568: 762 -2,916 193 -155 3,558 800 835: 768 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 0.7 94.2 95.0 95.1 96.2: 4.9 3.8
Old : 100.0: 0.3 0.5 0.7 94.2 95.0 95.1 96.2: 4.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 2 3 30 25 33 28:
Old : 37: 1 2 3 30 25 33 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 : 67.7 55.1 81.0 78.1 52.4 50.4 60.7 64.0
Old : 67.7 55.1 81.0 78.1 52.4 50.4 60.7 64.0
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 824,066: 0 15,957 5,624 808,293 798,691 813,917 820,272: 10,149 3,794
Old : 824,066: 0 15,957 5,624 808,293 798,691 813,917 820,272: 10,149 3,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 6,814: 0 947 -1,176 9,382 7,725 8,206 7,496: -1,392 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.7 98.1 96.9 98.8 99.5: 1.2 0.5
Old : 100.0: 0.0 1.9 0.7 98.1 96.9 98.8 99.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 0 3 3 46 27 49 30:
Old : 52: 0 3 3 46 27 49 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 : 40.6 68.6 59.9 91.3 39.9 68.5 58.9 89.7
Old : 40.6 68.6 59.9 91.3 39.9 68.5 58.9 89.7
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 467,570: 11,067 0 279 439,952 459,846 451,298 460,125: 16,272 7,445
Old : 467,570: 11,067 0 279 439,952 459,846 451,298 460,125: 16,272 7,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 26,605: 6,610 0 128 21,863 25,546 28,601 25,674: -1,996 931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.1 94.1 98.3 96.5 98.4: 3.5 1.6
Old : 100.0: 2.4 0.0 0.1 94.1 98.3 96.5 98.4: 3.5 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 : 68: 9 0 2 40 47 49 49:
Old : 68: 9 0 2 40 47 49 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 : 50.6 41.1 67.7 60.2 49.5 38.8 60.4 53.9
Old : 50.6 41.1 67.7 60.2 49.5 38.8 60.4 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 379,495: 2,513 2,929 637 364,027 368,984 367,177 372,550: 12,318 6,945
Old : 379,495: 2,513 2,929 637 364,027 368,984 367,177 372,550: 12,318 6,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 8,893: 1,083 248 -135 7,140 7,705 8,088 7,818: 805 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.8 0.2 95.9 97.2 96.8 98.2: 3.2 1.8
Old : 100.0: 0.7 0.8 0.2 95.9 97.2 96.8 98.2: 3.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 5 1 1 38 40 43 42:
Old : 59: 5 1 1 38 40 43 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 : 48.0 42.9 70.3 66.8 41.7 40.9 58.7 61.2
Old : 48.0 42.9 70.3 66.8 41.7 40.9 58.7 61.2
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 275,606: 2,071 9,603 3,540 255,960 255,862 261,571 269,005: 14,035 6,601
Old : 275,606: 2,071 9,603 3,540 255,960 255,862 261,571 269,005: 14,035 6,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 5,721: 281 2,882 587 6,218 1,390 7,086 4,859: -1,365 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.5 1.3 92.9 92.8 94.9 97.6: 5.1 2.4
Old : 100.0: 0.8 3.5 1.3 92.9 92.8 94.9 97.6: 5.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 4 4 36 36 40 42:
Old : 52: 2 4 4 36 36 40 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 : 37.7 42.3 58.2 62.0 36.6 42.0 52.6 54.7
Old : 37.7 42.3 58.2 62.0 36.6 42.0 52.6 54.7
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,017: 2,082 1,052 10 79,998 77,690 82,090 78,752: 2,927 6,265
Old : 85,017: 2,082 1,052 10 79,998 77,690 82,090 78,752: 2,927 6,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,502: 288 -1,705 0 2,850 3,351 3,138 1,646: -636 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.2 0.0 94.1 91.4 96.6 92.6: 3.4 7.4
Old : 100.0: 2.4 1.2 0.0 94.1 91.4 96.6 92.6: 3.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 21 21 22 23:
Old : 30: 1 1 1 21 21 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 51.0 74.3 71.9 52.6 47.5 69.9 66.7
Old : 54.0 51.0 74.3 71.9 52.6 47.5 69.9 66.7
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 44,327: 622 248 217 39,169 42,682 40,008 43,147: 4,319 1,180
Old : 44,327: 622 248 217 39,169 42,682 40,008 43,147: 4,319 1,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 5,658: 287 -217 217 4,517 5,406 5,021 5,406: 637 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.6 0.5 88.4 96.3 90.3 97.3: 9.7 2.7
Old : 100.0: 1.4 0.6 0.5 88.4 96.3 90.3 97.3: 9.7 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 : 29: 2 1 1 14 17 16 19:
Old : 29: 2 1 1 14 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 65.8 80.2 81.1 57.4 65.8 71.2 78.3
Old : 63.5 65.8 80.2 81.1 57.4 65.8 71.2 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 146,742: 1,881 1,133 280 138,815 141,767 140,976 143,180: 5,766 3,562
Old : 146,742: 1,881 1,133 280 138,815 141,767 140,976 143,180: 5,766 3,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 3,446: 342 713 -145 2,971 2,613 3,168 3,181: 278 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.8 0.2 94.6 96.6 96.1 97.6: 3.9 2.4
Old : 100.0: 1.3 0.8 0.2 94.6 96.6 96.1 97.6: 3.9 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: 2 1 1 19 19 21 21:
Old : 28: 2 1 1 19 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 61.6 84.4 89.0 64.2 61.2 78.1 80.8
Old : 65.0 61.6 84.4 89.0 64.2 61.2 78.1 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 187,078: 0 6,531 0 176,258 176,764 176,258 183,295: 10,820 3,783
Old : 187,078: 0 6,531 0 176,258 176,764 176,258 183,295: 10,820 3,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 16,840: 0 -987 0 17,696 17,744 17,696 16,757: -856 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 94.2 94.5 94.2 98.0: 5.8 2.0
Old : 100.0: 0.0 3.5 0.0 94.2 94.5 94.2 98.0: 5.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 0 21 23 21 25:
Old : 35: 0 2 0 21 23 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 67.7 74.1 84.2 57.9 67.7 72.6 82.7
Old : 59.1 67.7 74.1 84.2 57.9 67.7 72.6 82.7
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,046: 328 0 793 107,225 106,730 108,346 107,523: 4,700 5,523
Old : 113,046: 328 0 793 107,225 106,730 108,346 107,523: 4,700 5,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 6,352: 0 0 0 6,674 5,952 6,674 5,952: -322 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.7 94.9 94.4 95.8 95.1: 4.2 4.9
Old : 100.0: 0.3 0.0 0.7 94.9 94.4 95.8 95.1: 4.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 1 19 18 20 19:
Old : 29: 1 0 1 19 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 66.6 86.4 83.4 57.0 58.1 73.5 70.8
Old : 62.5 66.6 86.4 83.4 57.0 58.1 73.5 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,933: 1,647 590 0 28,081 28,477 29,728 29,067: 205 866
Old : 29,933: 1,647 590 0 28,081 28,477 29,728 29,067: 205 866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 3,752: 588 280 0 3,388 3,549 3,976 3,829: -224 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.0 0.0 93.8 95.1 99.3 97.1: 0.7 2.9
Old : 100.0: 5.5 2.0 0.0 93.8 95.1 99.3 97.1: 0.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 1 0 18 18 22 19:
Old : 35: 4 1 0 18 18 22 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 : 50.3 59.2 75.2 81.0 50.3 57.4 73.8 79.1
Old : 50.3 59.2 75.2 81.0 50.3 57.4 73.8 79.1
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 552,150: 14,351 4,815 6,670 524,439 532,974 545,460 544,459: 6,690 7,691
Old : 552,150: 14,351 4,815 6,670 524,439 532,974 545,460 544,459: 6,690 7,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 9,813: -2,677 -215 891 10,619 7,825 8,833 8,501: 980 1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.9 1.2 95.0 96.5 98.8 98.6: 1.2 1.4
Old : 100.0: 2.6 0.9 1.2 95.0 96.5 98.8 98.6: 1.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 5 6 8 49 45 60 53:
Old : 71: 5 6 8 49 45 60 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 55.7 56.2 68.5 34.2 54.3 49.1 63.7
Old : 36.0 55.7 56.2 68.5 34.2 54.3 49.1 63.7
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 173,005: 0 8,483 770 167,134 156,352 167,904 165,605: 5,101 7,400
Old : 173,005: 0 8,483 770 167,134 156,352 167,904 165,605: 5,101 7,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 315: 0 2,052 173 204 -2,425 377 -200: -62 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.4 96.6 90.4 97.1 95.7: 2.9 4.3
Old : 100.0: 0.0 4.9 0.4 96.6 90.4 97.1 95.7: 2.9 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 : 39: 0 4 4 27 25 31 29:
Old : 39: 0 4 4 27 25 31 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 : 44.3 41.1 67.6 65.2 41.8 39.3 61.4 54.5
Old : 44.3 41.1 67.6 65.2 41.8 39.3 61.4 54.5
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,289: 609 0 0 80,699 77,062 81,308 77,062: 3,981 8,227
Old : 85,289: 609 0 0 80,699 77,062 81,308 77,062: 3,981 8,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 6,116: 609 0 0 5,761 5,122 6,370 5,122: -254 994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 94.6 90.4 95.3 90.4: 4.7 9.6
Old : 100.0: 0.7 0.0 0.0 94.6 90.4 95.3 90.4: 4.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 18 15 19 15:
Old : 24: 1 0 0 18 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 75.5 84.9 86.1 64.9 73.3 83.7 82.4
Old : 66.0 75.5 84.9 86.1 64.9 73.3 83.7 82.4
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 151,904: 23,996 8,502 0 126,174 142,155 150,170 150,657: 1,734 1,247
Old : 151,904: 23,996 8,502 0 126,174 142,155 150,170 150,657: 1,734 1,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 17,494: 14,196 5,152 -784 4,110 12,792 17,522 17,160: -28 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 5.6 0.0 83.1 93.6 98.9 99.2: 1.1 0.8
Old : 100.0: 15.8 5.6 0.0 83.1 93.6 98.9 99.2: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 4 6 0 27 36 31 42:
Old : 60: 4 6 0 27 36 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 56.9 78.4 75.2 53.8 53.8 76.9 67.0
Old : 54.8 56.9 78.4 75.2 53.8 53.8 76.9 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 159,574: 39,289 8,131 2,277 116,887 147,238 158,453 157,646: 1,121 1,928
Old : 159,574: 39,289 8,131 2,277 116,887 147,238 158,453 157,646: 1,121 1,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 20,940: 13,607 5,011 197 7,080 15,125 20,884 20,333: 56 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 5.1 1.4 73.2 92.3 99.3 98.8: 0.7 1.2
Old : 100.0: 24.6 5.1 1.4 73.2 92.3 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 : 73: 9 8 7 36 44 50 54:
Old : 73: 9 8 7 36 44 50 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 : 40.1 46.7 63.8 63.0 35.3 45.3 56.8 57.5
Old : 40.1 46.7 63.8 63.0 35.3 45.3 56.8 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 119,303: 868 1,312 0 117,342 115,751 118,210 117,063: 1,093 2,240
Old : 119,303: 868 1,312 0 117,342 115,751 118,210 117,063: 1,093 2,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 3,088: 616 0 0 2,621 3,231 3,237 3,231: -149 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.1 0.0 98.4 97.0 99.1 98.1: 0.9 1.9
Old : 100.0: 0.7 1.1 0.0 98.4 97.0 99.1 98.1: 0.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 2 0 23 23 25 25:
Old : 42: 2 2 0 23 23 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 : 74.8 78.4 90.4 88.0 73.0 78.4 88.1 86.8
Old : 74.8 78.4 90.4 88.0 73.0 78.4 88.1 86.8
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 28,557: 834 0 0 26,541 27,492 27,375 27,492: 1,182 1,065
Old : 28,557: 834 0 0 26,541 27,492 27,375 27,492: 1,182 1,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,344: 28 0 0 1,515 868 1,543 868: -199 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 92.9 96.3 95.9 96.3: 4.1 3.7
Old : 100.0: 2.9 0.0 0.0 92.9 96.3 95.9 96.3: 4.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 69.4 68.6 87.9 87.1 68.3 68.6 85.9 86.2
Old : 69.4 68.6 87.9 87.1 68.3 68.6 85.9 86.2
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 273,720: 1,665 2,082 890 267,706 259,519 270,261 262,491: 3,459 11,229
Old : 273,720: 1,665 2,082 890 267,706 259,519 270,261 262,491: 3,459 11,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 998: 0 650 147 183 -327 330 470: 668 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.8 0.3 97.8 94.8 98.7 95.9: 1.3 4.1
Old : 100.0: 0.6 0.8 0.3 97.8 94.8 98.7 95.9: 1.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 3 1 32 30 34 33:
Old : 43: 1 3 1 32 30 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 50.5 66.4 75.0 39.6 43.5 55.9 58.7
Old : 49.1 50.5 66.4 75.0 39.6 43.5 55.9 58.7
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,447: 0 0 0 29,223 28,649 29,223 28,649: 224 798
Old : 29,447: 0 0 0 29,223 28,649 29,223 28,649: 224 798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 97.3 99.2 97.3: 0.8 2.7
Old : 100.0: 0.0 0.0 0.0 99.2 97.3 99.2 97.3: 0.8 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 : 20: 0 0 0 12 14 12 14:
Old : 20: 0 0 0 12 14 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.1 79.7 96.1 90.5 67.3 68.7 78.8 74.9
Old : 82.1 79.7 96.1 90.5 67.3 68.7 78.8 74.9
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 88,457: 607 250 1,388 75,027 78,581 77,022 80,219: 11,435 8,238
Old : 88,457: 607 250 1,388 75,027 78,581 77,022 80,219: 11,435 8,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 707: 607 -301 257 -343 786 521 742: 186 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.3 1.6 84.8 88.8 87.1 90.7: 12.9 9.3
Old : 100.0: 0.7 0.3 1.6 84.8 88.8 87.1 90.7: 12.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 14 17 16 19:
Old : 24: 1 1 2 14 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 47.3 79.0 80.1 54.1 45.9 62.3 64.7
Old : 61.5 47.3 79.0 80.1 54.1 45.9 62.3 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 125,774: 0 1,947 994 122,472 122,095 123,466 125,036: 2,308 738
Old : 125,774: 0 1,947 994 122,472 122,095 123,466 125,036: 2,308 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -1,436: 0 1,869 -277 -1,238 -2,938 -1,515 -1,346: 79 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.8 97.4 97.1 98.2 99.4: 1.8 0.6
Old : 100.0: 0.0 1.5 0.8 97.4 97.1 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 : 37: 0 4 1 23 27 24 31:
Old : 37: 0 4 1 23 27 24 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 : 57.1 33.4 81.8 56.7 45.1 29.8 60.5 46.5
Old : 57.1 33.4 81.8 56.7 45.1 29.8 60.5 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 47,469: 745 0 0 41,026 46,046 41,771 46,046: 5,698 1,423
Old : 47,469: 745 0 0 41,026 46,046 41,771 46,046: 5,698 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 632: 56 0 0 -106 1,114 -50 1,114: 682 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 86.4 97.0 88.0 97.0: 12.0 3.0
Old : 100.0: 1.6 0.0 0.0 86.4 97.0 88.0 97.0: 12.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 15 15 17 15:
Old : 24: 2 0 0 15 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 63.0 78.9 89.7 48.9 55.9 57.8 69.1
Old : 63.0 63.0 78.9 89.7 48.9 55.9 57.8 69.1
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 128,522: 9,699 578 618 112,319 122,045 122,636 123,241: 5,886 5,281
Old : 128,522: 9,699 578 618 112,319 122,045 122,636 123,241: 5,886 5,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,674: -170 473 -466 3,373 2,625 2,737 2,632: -63 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.4 0.5 87.4 95.0 95.4 95.9: 4.6 4.1
Old : 100.0: 7.5 0.4 0.5 87.4 95.0 95.4 95.9: 4.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 2 26 20 29 22:
Old : 34: 2 1 2 26 20 29 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 : 61.3 65.2 79.1 81.0 60.1 60.8 75.6 74.5
Old : 61.3 65.2 79.1 81.0 60.1 60.8 75.6 74.5
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 112,866: 0 0 0 103,528 110,840 103,528 110,840: 9,338 2,026
Old : 112,866: 0 0 0 103,528 110,840 103,528 110,840: 9,338 2,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.7 98.2 91.7 98.2: 8.3 1.8
Old : 100.0: 0.0 0.0 0.0 91.7 98.2 91.7 98.2: 8.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 20 17 20 17:
Old : 22: 0 0 0 20 17 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 : 65.6 73.4 82.4 89.5 64.4 71.3 77.9 82.9
Old : 65.6 73.4 82.4 89.5 64.4 71.3 77.9 82.9
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 65,045: 723 0 0 63,958 64,250 64,681 64,250: 364 795
Old : 65,045: 723 0 0 63,958 64,250 64,681 64,250: 364 795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,164: -224 0 0 1,304 1,220 1,080 1,220: 84 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 98.3 98.8 99.4 98.8: 0.6 1.2
Old : 100.0: 1.1 0.0 0.0 98.3 98.8 99.4 98.8: 0.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 12 15 13 15:
Old : 22: 1 0 0 12 15 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 85.2 95.3 93.3 82.1 79.1 87.3 85.1
Old : 83.9 85.2 95.3 93.3 82.1 79.1 87.3 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 159,247: 2,812 0 252 148,158 153,701 151,222 153,953: 8,025 5,294
Old : 159,247: 2,812 0 252 148,158 153,701 151,222 153,953: 8,025 5,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,285: -242 0 252 3,330 3,336 3,340 3,588: -1,055 -1,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.2 93.0 96.5 95.0 96.7: 5.0 3.3
Old : 100.0: 1.8 0.0 0.2 93.0 96.5 95.0 96.7: 5.0 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 : 28: 2 0 1 21 18 23 19:
Old : 28: 2 0 1 21 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 58.2 78.2 80.7 53.1 47.8 65.3 63.8
Old : 55.6 58.2 78.2 80.7 53.1 47.8 65.3 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 198,444: 0 5,162 8,151 182,385 179,455 190,536 192,768: 7,908 5,676
Old : 198,444: 0 5,162 8,151 182,385 179,455 190,536 192,768: 7,908 5,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 5,520: 0 3,164 -585 6,191 3,156 5,606 5,735: -86 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 4.1 91.9 90.4 96.0 97.1: 4.0 2.9
Old : 100.0: 0.0 2.6 4.1 91.9 90.4 96.0 97.1: 4.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 4 4 31 27 35 32:
Old : 38: 0 4 4 31 27 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 61.1 65.9 77.6 38.2 56.6 50.4 63.2
Old : 51.4 61.1 65.9 77.6 38.2 56.6 50.4 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 9,143: 2,049 0 0 5,834 8,460 7,883 8,460: 1,260 683
Old : 9,143: 2,049 0 0 5,834 8,460 7,883 8,460: 1,260 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 457: 0 0 0 140 373 140 373: 317 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 0.0 0.0 63.8 92.5 86.2 92.5: 13.8 7.5
Old : 100.0: 22.4 0.0 0.0 63.8 92.5 86.2 92.5: 13.8 7.5
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: 2 0 0 10 12 12 12:
Old : 20: 2 0 0 10 12 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 49.7 78.7 78.5 62.7 45.9 76.4 74.8
Old : 62.7 49.7 78.7 78.5 62.7 45.9 76.4 74.8
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,302: 0 0 0 27,647 28,699 27,647 28,699: 1,655 603
Old : 29,302: 0 0 0 27,647 28,699 27,647 28,699: 1,655 603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,596: 0 0 0 1,456 1,586 1,456 1,586: 140 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 97.9 94.4 97.9: 5.6 2.1
Old : 100.0: 0.0 0.0 0.0 94.4 97.9 94.4 97.9: 5.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 15 13 15 13:
Old : 24: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 73.1 82.7 93.1 67.7 65.7 80.0 84.4
Old : 69.3 73.1 82.7 93.1 67.7 65.7 80.0 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 236,295: 5,373 1,331 1,617 223,553 226,634 230,543 229,582: 5,752 6,713
Old : 236,295: 5,373 1,331 1,617 223,553 226,634 230,543 229,582: 5,752 6,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 13,999: -352 990 64 13,547 11,244 13,259 12,298: 740 1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.6 0.7 94.6 95.9 97.6 97.2: 2.4 2.8
Old : 100.0: 2.3 0.6 0.7 94.6 95.9 97.6 97.2: 2.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 2 1 39 35 42 37:
Old : 51: 2 2 1 39 35 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 60.9 67.7 74.5 50.9 57.2 66.4 70.4
Old : 51.3 60.9 67.7 74.5 50.9 57.2 66.4 70.4
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 17,387: 0 0 0 16,474 16,359 16,474 16,359: 913 1,028
Old : 17,387: 0 0 0 16,474 16,359 16,474 16,359: 913 1,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.7 94.1 94.7 94.1: 5.3 5.9
Old : 100.0: 0.0 0.0 0.0 94.7 94.1 94.7 94.1: 5.3 5.9
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 : 20: 0 0 0 13 12 13 12:
Old : 20: 0 0 0 13 12 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 64.9 89.2 86.4 71.6 62.3 84.1 82.6
Old : 72.7 64.9 89.2 86.4 71.6 62.3 84.1 82.6
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 109,935: 0 323 620 106,003 104,892 106,623 105,835: 3,312 4,100
Old : 109,935: 0 323 620 106,003 104,892 106,623 105,835: 3,312 4,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,937: 0 323 620 3,941 3,772 4,561 4,715: -1,624 -1,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.6 96.4 95.4 97.0 96.3: 3.0 3.7
Old : 100.0: 0.0 0.3 0.6 96.4 95.4 97.0 96.3: 3.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 1 24 25 25 26:
Old : 34: 0 1 1 24 25 25 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 : 59.6 48.5 76.2 78.0 53.4 48.5 68.8 71.4
Old : 59.6 48.5 76.2 78.0 53.4 48.5 68.8 71.4
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 105,106: 0 0 0 101,292 102,404 101,292 102,404: 3,814 2,702
Old : 105,106: 0 0 0 101,292 102,404 101,292 102,404: 3,814 2,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 3,279: 0 -348 0 3,223 3,531 3,223 3,183: 56 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 97.4 96.4 97.4: 3.6 2.6
Old : 100.0: 0.0 0.0 0.0 96.4 97.4 96.4 97.4: 3.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 24 22 24 22:
Old : 35: 0 0 0 24 22 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 70.5 65.4 87.3 35.1 61.2 58.2 74.0
Old : 38.4 70.5 65.4 87.3 35.1 61.2 58.2 74.0
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 69,235: 0 0 0 63,691 66,462 63,691 66,462: 5,544 2,773
Old : 69,235: 0 0 0 63,691 66,462 63,691 66,462: 5,544 2,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 3,389: 0 0 0 3,885 4,523 3,885 4,523: -496 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.0 96.0 92.0 96.0: 8.0 4.0
Old : 100.0: 0.0 0.0 0.0 92.0 96.0 92.0 96.0: 8.0 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 : 21: 0 0 0 16 14 16 14:
Old : 21: 0 0 0 16 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 59.2 80.7 83.6 52.4 52.4 67.7 68.1
Old : 54.2 59.2 80.7 83.6 52.4 52.4 67.7 68.1
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 39,250: 0 628 0 37,941 37,297 37,941 37,925: 1,309 1,325
Old : 39,250: 0 628 0 37,941 37,297 37,941 37,925: 1,309 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,462: -464 628 -124 1,750 1,101 1,162 1,605: 300 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 96.7 95.0 96.7 96.6: 3.3 3.4
Old : 100.0: 0.0 1.6 0.0 96.7 95.0 96.7 96.6: 3.3 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 : 25: 0 1 0 14 17 14 18:
Old : 25: 0 1 0 14 17 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 66.4 92.5 85.0 75.2 62.7 85.9 78.5
Old : 75.2 66.4 92.5 85.0 75.2 62.7 85.9 78.5
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 175,463: 2,384 252 0 161,667 171,224 164,051 171,476: 11,412 3,987
Old : 175,463: 2,384 252 0 161,667 171,224 164,051 171,476: 11,412 3,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 4,176: 856 252 0 2,221 3,893 3,077 4,145: 1,099 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.1 0.0 92.1 97.6 93.5 97.7: 6.5 2.3
Old : 100.0: 1.4 0.1 0.0 92.1 97.6 93.5 97.7: 6.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 0 27 18 28 19:
Old : 37: 1 1 0 27 18 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 60.5 68.4 90.0 50.5 60.1 65.7 81.0
Old : 50.5 60.5 68.4 90.0 50.5 60.1 65.7 81.0
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 70,801: 707 0 0 58,224 69,587 58,931 69,587: 11,870 1,214
Old : 70,801: 707 0 0 58,224 69,587 58,931 69,587: 11,870 1,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,232: 0 0 0 2,117 2,238 2,117 2,238: 115 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 82.2 98.3 83.2 98.3: 16.8 1.7
Old : 100.0: 1.0 0.0 0.0 82.2 98.3 83.2 98.3: 16.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 18 19 19 19:
Old : 27: 1 0 0 18 19 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 52.4 63.5 79.2 37.4 50.5 53.4 72.1
Old : 43.0 52.4 63.5 79.2 37.4 50.5 53.4 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 119,685: 3,743 392 0 112,322 115,943 116,065 116,335: 3,620 3,350
Old : 119,685: 3,743 392 0 112,322 115,943 116,065 116,335: 3,620 3,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 618: 0 0 0 394 618 394 618: 224 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.3 0.0 93.8 96.9 97.0 97.2: 3.0 2.8
Old : 100.0: 3.1 0.3 0.0 93.8 96.9 97.0 97.2: 3.0 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 : 22: 1 1 0 13 15 14 16:
Old : 22: 1 1 0 13 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.5 70.8 91.0 88.8 78.1 69.0 87.0 82.9
Old : 79.5 70.8 91.0 88.8 78.1 69.0 87.0 82.9
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 80,444: 11,562 4,882 3,251 64,663 71,948 79,476 80,081: 967 363
Old : 80,444: 11,562 4,882 3,251 64,663 71,948 79,476 80,081: 967 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -8,103: 254 200 -2,388 -6,028 -5,860 -8,161 -8,047: 58 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 6.1 4.0 80.4 89.4 98.8 99.5: 1.2 0.5
Old : 100.0: 14.4 6.1 4.0 80.4 89.4 98.8 99.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 10 7 10 33 31 48 43:
Old : 53: 10 7 10 33 31 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 43.4 65.3 63.6 32.5 29.3 47.3 41.9
Old : 45.3 43.4 65.3 63.6 32.5 29.3 47.3 41.9
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 37,974: 4,175 525 1,025 32,714 36,184 37,914 37,734: 60 240
Old : 37,974: 4,175 525 1,025 32,714 36,184 37,914 37,734: 60 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,126: 650 -50 275 141 841 1,066 1,066: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 1.4 2.7 86.1 95.3 99.8 99.4: 0.2 0.6
Old : 100.0: 11.0 1.4 2.7 86.1 95.3 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 5 5 22 20 31 28:
Old : 36: 7 5 5 22 20 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 54.7 75.1 79.4 50.2 48.6 60.4 66.0
Old : 56.5 54.7 75.1 79.4 50.2 48.6 60.4 66.0
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 25,877: 1,100 1,560 1,125 23,652 23,192 25,877 25,877: 0 0
Old : 25,877: 1,100 1,560 1,125 23,652 23,192 25,877 25,877: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,243: 200 375 225 818 643 1,243 1,243: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 6.0 4.3 91.4 89.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.3 6.0 4.3 91.4 89.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 4 20 19 24 24:
Old : 28: 2 3 4 20 19 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 : 75.4 57.4 86.7 81.9 72.9 50.7 79.8 71.0
Old : 75.4 57.4 86.7 81.9 72.9 50.7 79.8 71.0
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 175,766: 9,406 24,907 3,944 162,049 146,772 175,399 175,623: 367 143
Old : 175,766: 9,406 24,907 3,944 162,049 146,772 175,399 175,623: 367 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 5,001: 587 39 23 4,317 4,880 4,927 4,942: 74 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 14.2 2.2 92.2 83.5 99.8 99.9: 0.2 0.1
Old : 100.0: 5.4 14.2 2.2 92.2 83.5 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 7 4 39 35 47 44:
Old : 55: 6 7 4 39 35 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 : 38.7 58.4 54.8 75.0 34.9 47.9 46.6 63.1
Old : 38.7 58.4 54.8 75.0 34.9 47.9 46.6 63.1
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 59,304: 2,595 10,050 1,305 55,404 47,949 59,304 59,304: 0 0
Old : 59,304: 2,595 10,050 1,305 55,404 47,949 59,304 59,304: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,798: 454 -375 121 2,223 3,052 2,798 2,798: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 16.9 2.2 93.4 80.9 100.0 100.0: 0.0 0.0
Old : 100.0: 4.4 16.9 2.2 93.4 80.9 100.0 100.0: 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 : 37: 7 6 8 18 21 28 33:
Old : 37: 7 6 8 18 21 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 69.0 89.8 88.3 74.5 60.4 78.6 77.9
Old : 78.5 69.0 89.8 88.3 74.5 60.4 78.6 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 53,059: 1,740 4,950 775 50,399 47,149 52,914 52,874: 145 185
Old : 53,059: 1,740 4,950 775 50,399 47,149 52,914 52,874: 145 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -902: 0 450 -50 -847 -1,303 -897 -903: -5 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 9.3 1.5 95.0 88.9 99.7 99.7: 0.3 0.3
Old : 100.0: 3.3 9.3 1.5 95.0 88.9 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 3 2 28 26 31 31:
Old : 38: 3 3 2 28 26 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 : 46.5 49.7 70.5 71.9 27.5 29.6 40.1 42.7
Old : 46.5 49.7 70.5 71.9 27.5 29.6 40.1 42.7
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 63,947: 1,725 2,505 670 61,345 60,764 63,740 63,939: 207 8
Old : 63,947: 1,725 2,505 670 61,345 60,764 63,740 63,939: 207 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,113: 120 70 65 1,943 2,098 2,128 2,233: -15 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.9 1.0 95.9 95.0 99.7 100.0: 0.3 0.0
Old : 100.0: 2.7 3.9 1.0 95.9 95.0 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 7 5 33 31 41 39:
Old : 47: 4 7 5 33 31 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 : 46.5 50.7 67.4 71.5 42.4 44.0 55.7 59.2
Old : 46.5 50.7 67.4 71.5 42.4 44.0 55.7 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 78,567: 1,380 150 700 76,412 77,507 78,492 78,357: 75 210
Old : 78,567: 1,380 150 700 76,412 77,507 78,492 78,357: 75 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,430: 0 65 -65 1,450 1,430 1,385 1,430: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.2 0.9 97.3 98.7 99.9 99.7: 0.1 0.3
Old : 100.0: 1.8 0.2 0.9 97.3 98.7 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 1 2 22 26 27 28:
Old : 39: 4 1 2 22 26 27 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 : 50.5 69.9 69.0 84.4 48.7 66.1 67.0 79.4
Old : 50.5 69.9 69.0 84.4 48.7 66.1 67.0 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 105,659: 2,305 0 555 102,799 104,974 105,659 105,529: 0 130
Old : 105,659: 2,305 0 555 102,799 104,974 105,659 105,529: 0 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,410: 260 0 0 2,150 2,410 2,410 2,410: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.5 97.3 99.4 100.0 99.9: 0.0 0.1
Old : 100.0: 2.2 0.0 0.5 97.3 99.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 0 1 25 26 29 27:
Old : 40: 4 0 1 25 26 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 66.4 71.0 83.3 50.5 61.5 69.5 77.6
Old : 50.7 66.4 71.0 83.3 50.5 61.5 69.5 77.6
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,183: 340 0 0 30,838 30,698 31,178 30,698: 5 485
Old : 31,183: 340 0 0 30,838 30,698 31,178 30,698: 5 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 23: 40 0 0 -17 23 23 23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 98.9 98.4 100.0 98.4: 0.0 1.6
Old : 100.0: 1.1 0.0 0.0 98.9 98.4 100.0 98.4: 0.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 22 16 24 16:
Old : 26: 2 0 0 22 16 24 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 : 54.1 73.1 79.6 87.5 41.1 61.5 64.2 69.6
Old : 54.1 73.1 79.6 87.5 41.1 61.5 64.2 69.6
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 33,985: 450 390 90 33,380 33,495 33,920 33,975: 65 10
Old : 33,985: 450 390 90 33,380 33,495 33,920 33,975: 65 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 395: 0 0 0 685 475 685 475: -290 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.1 0.3 98.2 98.6 99.8 100.0: 0.2 0.0
Old : 100.0: 1.3 1.1 0.3 98.2 98.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 21 16 23 17:
Old : 24: 1 1 1 21 16 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 64.7 77.5 88.4 37.1 52.9 47.9 59.4
Old : 57.3 64.7 77.5 88.4 37.1 52.9 47.9 59.4
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 25,672: 9,841 868 2,152 13,283 22,347 25,276 25,367: 396 305
Old : 25,672: 9,841 868 2,152 13,283 22,347 25,276 25,367: 396 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,201: 150 200 -50 1,044 1,036 1,144 1,186: 57 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 3.4 8.4 51.7 87.0 98.5 98.8: 1.5 1.2
Old : 100.0: 38.3 3.4 8.4 51.7 87.0 98.5 98.8: 1.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 3 4 18 21 26 26:
Old : 32: 6 3 4 18 21 26 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 : 58.3 45.3 79.0 63.4 54.9 41.4 67.1 55.3
Old : 58.3 45.3 79.0 63.4 54.9 41.4 67.1 55.3
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,211: 25 430 0 39,186 38,681 39,211 39,111: 0 100
Old : 39,211: 25 430 0 39,186 38,681 39,211 39,111: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 325: 0 -30 0 325 355 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.1 0.0 99.9 98.6 100.0 99.7: 0.0 0.3
Old : 100.0: 0.1 1.1 0.0 99.9 98.6 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 3 0 24 23 25 26:
Old : 34: 1 3 0 24 23 25 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 : 49.8 59.8 77.0 78.3 39.2 53.1 61.7 62.2
Old : 49.8 59.8 77.0 78.3 39.2 53.1 61.7 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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 43,580: 605 560 305 41,680 42,585 42,590 43,450: 990 130
Old : 43,580: 605 560 305 41,680 42,585 42,590 43,450: 990 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 395: -60 -5 90 365 310 395 395: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.3 0.7 95.6 97.7 97.7 99.7: 2.3 0.3
Old : 100.0: 1.4 1.3 0.7 95.6 97.7 97.7 99.7: 2.3 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 : 31: 3 2 2 25 20 29 23:
Old : 31: 3 2 2 25 20 29 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 : 55.5 64.3 73.0 86.6 53.1 60.4 64.8 74.2
Old : 55.5 64.3 73.0 86.6 53.1 60.4 64.8 74.2
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,705: 1,375 0 10 42,080 43,525 43,465 43,535: 240 170
Old : 43,705: 1,375 0 10 42,080 43,525 43,465 43,535: 240 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,390: 15 0 0 1,365 1,390 1,380 1,390: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 96.3 99.6 99.5 99.6: 0.5 0.4
Old : 100.0: 3.1 0.0 0.0 96.3 99.6 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 22 16 24 17:
Old : 29: 2 0 1 22 16 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 94.5 72.0 97.7 45.9 90.7 68.1 91.5
Old : 47.6 94.5 72.0 97.7 45.9 90.7 68.1 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,027: 1,705 1,700 0 49,322 49,157 51,027 50,857: 0 170
Old : 51,027: 1,705 1,700 0 49,322 49,157 51,027 50,857: 0 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,703: 25 0 0 1,678 1,703 1,703 1,703: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.3 0.0 96.7 96.3 100.0 99.7: 0.0 0.3
Old : 100.0: 3.3 3.3 0.0 96.7 96.3 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 0 24 16 26 17:
Old : 31: 2 1 0 24 16 26 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 : 49.6 87.1 71.5 95.5 47.4 84.6 67.0 89.1
Old : 49.6 87.1 71.5 95.5 47.4 84.6 67.0 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 82,638: 0 733 1,363 81,054 80,312 82,417 82,408: 221 230
Old : 82,638: 0 733 1,363 81,054 80,312 82,417 82,408: 221 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,891: 0 310 308 1,568 1,271 1,876 1,889: 15 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 1.6 98.1 97.2 99.7 99.7: 0.3 0.3
Old : 100.0: 0.0 0.9 1.6 98.1 97.2 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 1 27 25 28 26:
Old : 33: 0 1 1 27 25 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 59.6 75.1 78.6 50.9 56.3 72.9 72.1
Old : 52.1 59.6 75.1 78.6 50.9 56.3 72.9 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 113,090: 1,395 4,348 1,318 110,049 107,104 112,762 112,770: 328 320
Old : 113,090: 1,395 4,348 1,318 110,049 107,104 112,762 112,770: 328 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 3,154: -530 844 726 2,938 1,609 3,134 3,179: 20 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.8 1.2 97.3 94.7 99.7 99.7: 0.3 0.3
Old : 100.0: 1.2 3.8 1.2 97.3 94.7 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 6 4 29 27 35 36:
Old : 46: 5 6 4 29 27 35 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 : 49.3 49.5 73.0 74.0 47.9 43.6 70.1 65.2
Old : 49.3 49.5 73.0 74.0 47.9 43.6 70.1 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 32,686: 225 50 150 32,287 32,486 32,662 32,686: 24 0
Old : 32,686: 225 50 150 32,287 32,486 32,662 32,686: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 300: 175 -150 150 -25 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.2 0.5 98.8 99.4 99.9 100.0: 0.1 0.0
Old : 100.0: 0.7 0.2 0.5 98.8 99.4 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 : 23: 2 1 1 13 15 15 17:
Old : 23: 2 1 1 13 15 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.7 81.0 96.5 96.9 82.7 79.7 88.4 88.9
Old : 86.7 81.0 96.5 96.9 82.7 79.7 88.4 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 34,550: 2,440 2,100 380 31,460 31,880 34,280 34,360: 270 190
Old : 34,550: 2,440 2,100 380 31,460 31,880 34,280 34,360: 270 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 375: 440 0 5 -75 370 370 375: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.1 1.1 91.1 92.3 99.2 99.5: 0.8 0.5
Old : 100.0: 7.1 6.1 1.1 91.1 92.3 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 3 20 18 25 21:
Old : 25: 4 1 3 20 18 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 : 47.2 68.3 66.9 86.5 38.4 55.8 50.3 60.0
Old : 47.2 68.3 66.9 86.5 38.4 55.8 50.3 60.0
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 39,641: 7,705 1,200 680 31,076 37,761 39,461 39,641: 180 0
Old : 39,641: 7,705 1,200 680 31,076 37,761 39,461 39,641: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 400: 295 0 -20 400 425 675 405: -275 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 3.0 1.7 78.4 95.3 99.5 100.0: 0.5 0.0
Old : 100.0: 19.4 3.0 1.7 78.4 95.3 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: 5 1 4 24 22 29 27:
Old : 31: 5 1 4 24 22 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 60.3 70.0 79.7 43.3 43.6 55.7 61.4
Old : 48.4 60.3 70.0 79.7 43.3 43.6 55.7 61.4
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 44,595: 92 2,900 4 44,412 41,587 44,508 44,491: 87 104
Old : 44,595: 92 2,900 4 44,412 41,587 44,508 44,491: 87 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,080: 0 0 0 2,139 2,081 2,139 2,081: -59 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.5 0.0 99.6 93.3 99.8 99.8: 0.2 0.2
Old : 100.0: 0.2 6.5 0.0 99.6 93.3 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 1 18 14 19 17:
Old : 25: 1 2 1 18 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 83.3 89.2 93.1 70.5 76.1 85.0 85.0
Old : 70.5 83.3 89.2 93.1 70.5 76.1 85.0 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 37,454: 0 2,260 0 37,449 34,999 37,449 37,259: 5 195
Old : 37,454: 0 2,260 0 37,449 34,999 37,449 37,259: 5 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 290: 0 0 0 290 290 290 290: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 0.0 100.0 93.4 100.0 99.5: 0.0 0.5
Old : 100.0: 0.0 6.0 0.0 100.0 93.4 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 17 15 17 16:
Old : 23: 0 1 0 17 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 89.1 87.9 95.8 70.1 86.5 85.6 90.9
Old : 70.9 89.1 87.9 95.8 70.1 86.5 85.6 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 29,754: 2,196 1,425 0 27,024 28,329 29,220 29,754: 534 0
Old : 29,754: 2,196 1,425 0 27,024 28,329 29,220 29,754: 534 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,301: 395 -100 0 909 1,401 1,304 1,301: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.8 0.0 90.8 95.2 98.2 100.0: 1.8 0.0
Old : 100.0: 7.4 4.8 0.0 90.8 95.2 98.2 100.0: 1.8 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 : 36: 6 1 0 23 20 29 21:
Old : 36: 6 1 0 23 20 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 67.1 66.5 86.4 44.0 59.5 59.4 77.4
Old : 46.4 67.1 66.5 86.4 44.0 59.5 59.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 24,039: 1,180 345 320 21,920 23,234 23,420 23,899: 619 140
Old : 24,039: 1,180 345 320 21,920 23,234 23,420 23,899: 619 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 942: 0 0 0 912 937 912 937: 30 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.4 1.3 91.2 96.7 97.4 99.4: 2.6 0.6
Old : 100.0: 4.9 1.4 1.3 91.2 96.7 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 : 26: 3 1 1 16 18 20 19:
Old : 26: 3 1 1 16 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 70.6 79.5 86.2 60.6 69.7 75.1 83.1
Old : 62.6 70.6 79.5 86.2 60.6 69.7 75.1 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 48,651: 321 6,063 415 47,738 42,143 48,474 48,621: 177 30
Old : 48,651: 321 6,063 415 47,738 42,143 48,474 48,621: 177 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -516: 25 -74 -41 -469 -390 -486 -506: -30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 12.5 0.9 98.1 86.6 99.6 99.9: 0.4 0.1
Old : 100.0: 0.7 12.5 0.9 98.1 86.6 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 4 1 26 24 29 29:
Old : 38: 3 4 1 26 24 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 48.6 81.0 71.7 63.0 46.1 72.8 66.5
Old : 66.4 48.6 81.0 71.7 63.0 46.1 72.8 66.5
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 37,851: 25 2,252 808 36,619 34,741 37,452 37,801: 399 50
Old : 37,851: 25 2,252 808 36,619 34,741 37,452 37,801: 399 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -24: -25 -151 201 -182 -84 -6 -34: -18 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.9 2.1 96.7 91.8 98.9 99.9: 1.1 0.1
Old : 100.0: 0.1 5.9 2.1 96.7 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 : 29: 1 2 2 23 18 26 20:
Old : 29: 1 2 2 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 : 58.2 59.9 74.5 84.8 54.5 58.1 67.6 77.8
Old : 58.2 59.9 74.5 84.8 54.5 58.1 67.6 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,810: 1,460 0 0 12,275 13,790 13,735 13,790: 75 20
Old : 13,810: 1,460 0 0 12,275 13,790 13,735 13,790: 75 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -25: 0 0 0 115 -25 115 -25: -140 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.0 0.0 88.9 99.9 99.5 99.9: 0.5 0.1
Old : 100.0: 10.6 0.0 0.0 88.9 99.9 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 : 25: 4 0 0 18 11 22 11:
Old : 25: 4 0 0 18 11 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 87.6 80.0 97.9 45.9 75.7 62.4 77.3
Old : 61.6 87.6 80.0 97.9 45.9 75.7 62.4 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,910: 1,100 0 0 12,665 13,890 13,765 13,890: 145 20
Old : 13,910: 1,100 0 0 12,665 13,890 13,765 13,890: 145 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -25: 0 0 0 -25 -25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 0.0 91.0 99.9 99.0 99.9: 1.0 0.1
Old : 100.0: 7.9 0.0 0.0 91.0 99.9 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 0 19 11 22 11:
Old : 25: 3 0 0 19 11 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 87.0 80.8 97.5 47.3 75.5 63.3 77.4
Old : 63.4 87.0 80.8 97.5 47.3 75.5 63.3 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any Multiple of 800 800MWhs :
: : :
All : 269,077: 0 17,024 31,944 236,623 219,854 268,567 268,822: 510 255
Old : 269,077: 0 17,024 31,944 236,623 219,854 268,567 268,822: 510 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -784: 0 -141 -132 -653 -512 -784 -784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 11.9 87.9 81.7 99.8 99.9: 0.2 0.1
Old : 100.0: 0.0 6.3 11.9 87.9 81.7 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 : 20: 0 2 2 15 14 17 16:
Old : 20: 0 2 2 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 53.5 91.5 80.3 47.8 39.6 48.6 46.4
Old : 74.1 53.5 91.5 80.3 47.8 39.6 48.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,705: 425 0 0 18,050 18,235 18,475 18,235: 230 470
Old : 18,705: 425 0 0 18,050 18,235 18,475 18,235: 230 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,825: 0 0 0 1,825 1,825 1,825 1,825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 96.5 97.5 98.8 97.5: 1.2 2.5
Old : 100.0: 2.3 0.0 0.0 96.5 97.5 98.8 97.5: 1.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 11 12 12 12:
Old : 20: 1 0 0 11 12 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 77.1 92.2 94.0 64.6 77.1 91.2 92.2
Old : 65.4 77.1 92.2 94.0 64.6 77.1 91.2 92.2
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,005: 50 850 75 22,629 22,080 22,754 23,005: 251 0
Old : 23,005: 50 850 75 22,629 22,080 22,754 23,005: 251 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 50: 0 -25 0 170 75 170 50: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.7 0.3 98.4 96.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.2 3.7 0.3 98.4 96.0 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 4 1 19 15 21 19:
Old : 32: 1 4 1 19 15 21 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 : 77.5 67.0 91.0 90.7 70.8 62.3 78.7 79.3
Old : 77.5 67.0 91.0 90.7 70.8 62.3 78.7 79.3
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,415: 50 650 75 19,408 19,690 19,533 20,415: 882 0
Old : 20,415: 50 650 75 19,408 19,690 19,533 20,415: 882 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 50: 0 -25 0 153 75 153 50: -103 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.2 0.4 95.1 96.4 95.7 100.0: 4.3 0.0
Old : 100.0: 0.2 3.2 0.4 95.1 96.4 95.7 100.0: 4.3 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 : 27: 1 3 1 15 13 17 16:
Old : 27: 1 3 1 15 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 70.3 89.1 92.8 60.7 57.8 68.0 72.2
Old : 76.9 70.3 89.1 92.8 60.7 57.8 68.0 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,340: 660 0 0 6,660 7,230 7,320 7,230: 20 110
Old : 7,340: 660 0 0 6,660 7,230 7,320 7,230: 20 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.0 90.7 98.5 99.7 98.5: 0.3 1.5
Old : 100.0: 9.0 0.0 0.0 90.7 98.5 99.7 98.5: 0.3 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 : 22: 1 0 0 15 13 16 13:
Old : 22: 1 0 0 15 13 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 : 44.6 65.5 75.5 92.7 44.6 55.0 72.5 71.9
Old : 44.6 65.5 75.5 92.7 44.6 55.0 72.5 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 6,440: 0 0 0 6,420 6,330 6,420 6,330: 20 110
Old : 6,440: 0 0 0 6,420 6,330 6,420 6,330: 20 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 98.3 99.7 98.3: 0.3 1.7
Old : 100.0: 0.0 0.0 0.0 99.7 98.3 99.7 98.3: 0.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 13 14 13:
Old : 21: 0 0 0 14 13 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 63.0 81.7 91.7 49.9 52.6 75.2 71.6
Old : 49.9 63.0 81.7 91.7 49.9 52.6 75.2 71.6
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,628: 444 2,940 0 25,810 23,633 26,254 26,573: 374 55
Old : 26,628: 444 2,940 0 25,810 23,633 26,254 26,573: 374 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,390: 0 0 0 1,390 1,421 1,390 1,421: 0 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.0 0.0 96.9 88.8 98.6 99.8: 1.4 0.2
Old : 100.0: 1.7 11.0 0.0 96.9 88.8 98.6 99.8: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 0 17 15 18 16:
Old : 25: 1 1 0 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 82.7 84.9 97.2 49.5 73.8 74.5 83.2
Old : 54.4 82.7 84.9 97.2 49.5 73.8 74.5 83.2
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,003: 444 2,890 45 26,070 24,013 26,559 26,948: 444 55
Old : 27,003: 444 2,890 45 26,070 24,013 26,559 26,948: 444 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,345: 0 0 0 1,335 1,335 1,335 1,335: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 10.7 0.2 96.5 88.9 98.4 99.8: 1.6 0.2
Old : 100.0: 1.6 10.7 0.2 96.5 88.9 98.4 99.8: 1.6 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 : 26: 1 1 1 17 15 19 16:
Old : 26: 1 1 1 17 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 85.7 85.2 96.7 52.3 76.0 73.6 82.8
Old : 57.4 85.7 85.2 96.7 52.3 76.0 73.6 82.8
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 117,527: 3,359 2,810 1,803 112,057 112,586 117,219 117,199: 308 328
Old : 117,527: 3,359 2,810 1,803 112,057 112,586 117,219 117,199: 308 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,092: 59 -26 16 994 1,102 1,069 1,092: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.4 1.5 95.3 95.8 99.7 99.7: 0.3 0.3
Old : 100.0: 2.9 2.4 1.5 95.3 95.8 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 5 5 33 32 39 41:
Old : 49: 4 5 5 33 32 39 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 : 42.7 52.8 61.2 76.0 35.7 43.6 51.2 59.9
Old : 42.7 52.8 61.2 76.0 35.7 43.6 51.2 59.9
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 132,276: 4,079 8,026 1,326 126,596 122,518 132,001 131,870: 275 406
Old : 132,276: 4,079 8,026 1,326 126,596 122,518 132,001 131,870: 275 406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,517: 26 1,010 -10 1,491 507 1,507 1,507: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 6.1 1.0 95.7 92.6 99.8 99.7: 0.2 0.3
Old : 100.0: 3.1 6.1 1.0 95.7 92.6 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 7 7 6 34 31 42 43:
Old : 56: 7 7 6 34 31 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 50.3 60.3 74.1 34.2 43.9 53.0 60.7
Old : 40.2 50.3 60.3 74.1 34.2 43.9 53.0 60.7
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 269,751: 29,830 9,674 15,842 223,736 244,027 269,409 269,543: 342 208
Old : 269,751: 29,830 9,674 15,842 223,736 244,027 269,409 269,543: 342 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 6,781: 2,543 1,045 -1,698 6,169 7,642 7,014 6,989: -233 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 3.6 5.9 82.9 90.5 99.9 99.9: 0.1 0.1
Old : 100.0: 11.1 3.6 5.9 82.9 90.5 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 : 87: 25 9 21 44 46 75 71:
Old : 87: 25 9 21 44 46 75 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 : 34.9 44.8 50.5 60.8 25.0 32.0 35.8 40.1
Old : 34.9 44.8 50.5 60.8 25.0 32.0 35.8 40.1
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, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,925: 1,510 325 585 34,522 35,990 36,617 36,900: 308 25
Old : 36,925: 1,510 325 585 34,522 35,990 36,617 36,900: 308 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 95: 75 0 -75 95 170 95 95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.9 1.6 93.5 97.5 99.2 99.9: 0.8 0.1
Old : 100.0: 4.1 0.9 1.6 93.5 97.5 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 2 20 15 24 19:
Old : 29: 3 2 2 20 15 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 87.3 75.5 96.1 56.1 76.7 68.6 81.0
Old : 56.5 87.3 75.5 96.1 56.1 76.7 68.6 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,115: 1,700 300 495 32,612 34,295 34,807 35,090: 308 25
Old : 35,115: 1,700 300 495 32,612 34,295 34,807 35,090: 308 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 80: 0 0 0 80 80 80 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.9 1.4 92.9 97.7 99.1 99.9: 0.9 0.1
Old : 100.0: 4.8 0.9 1.4 92.9 97.7 99.1 99.9: 0.9 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: 3 2 2 20 14 24 18:
Old : 29: 3 2 2 20 14 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 89.2 75.8 96.3 53.5 79.0 67.8 81.9
Old : 53.9 89.2 75.8 96.3 53.5 79.0 67.8 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,630: 600 0 0 12,030 12,630 12,630 12,630: 0 0
Old : 12,630: 600 0 0 12,030 12,630 12,630 12,630: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 0.0 95.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 0.0 0.0 95.2 100.0 100.0 100.0: 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 : 20: 1 0 0 15 10 16 10:
Old : 20: 1 0 0 15 10 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 : 61.0 84.6 82.6 99.0 51.5 74.3 67.4 77.1
Old : 61.0 84.6 82.6 99.0 51.5 74.3 67.4 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,450: 600 0 0 11,850 12,450 12,450 12,450: 0 0
Old : 12,450: 600 0 0 11,850 12,450 12,450 12,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 0.0 95.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 0.0 0.0 95.2 100.0 100.0 100.0: 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 : 20: 1 0 0 15 10 16 10:
Old : 20: 1 0 0 15 10 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 : 61.4 84.3 84.0 99.0 50.2 81.0 69.0 81.4
Old : 61.4 84.3 84.0 99.0 50.2 81.0 69.0 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2018