NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 45,914: 11,715 21,933 0 34,199 23,981 45,914 45,914: 0 0
Old : 45,914: 11,715 21,933 0 34,199 23,981 45,914 45,914: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -1,400: -1,400 160 0 0 -1,560 -1,400 -1,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 47.8 0.0 74.5 52.2 100.0 100.0: 0.0 0.0
Old : 100.0: 25.5 47.8 0.0 74.5 52.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 11 0 10 6 14 17:
Old : 28: 4 11 0 10 6 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 61.0 90.5 85.4 65.7 60.0 90.5 82.6
Old : 65.7 61.0 90.5 85.4 65.7 60.0 90.5 82.6
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, February 13, 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 : 41,569: 460 8,700 209 40,882 32,660 41,551 41,569: 18 0
Old : 41,569: 460 8,700 209 40,882 32,660 41,551 41,569: 18 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 272: 0 0 0 272 272 272 272: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 20.9 0.5 98.3 78.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 20.9 0.5 98.3 78.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 85.1 63.9 97.6 89.2 79.6 57.7 86.4 81.2
Old : 85.1 63.9 97.6 89.2 79.6 57.7 86.4 81.2
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, February 13, 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 : 47,435: 5,042 6,101 1,606 40,769 39,728 47,418 47,435: 17 0
Old : 47,435: 5,042 6,101 1,606 40,769 39,728 47,418 47,435: 17 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 528: 901 350 67 -404 160 564 578: -36 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.9 3.4 85.9 83.8 100.0 100.0: 0.0 0.0
Old : 100.0: 10.6 12.9 3.4 85.9 83.8 100.0 100.0: 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 : 29: 10 6 6 10 11 22 21:
Old : 29: 10 6 6 10 11 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 58.5 89.3 80.5 55.8 47.8 63.5 60.1
Old : 74.1 58.5 89.3 80.5 55.8 47.8 63.5 60.1
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 43,597: 10,643 23,788 762 32,192 19,047 43,597 43,597: 0 0
Old : 43,597: 10,643 23,788 762 32,192 19,047 43,597 43,597: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,450: 2,400 400 0 50 2,050 2,450 2,450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 54.6 1.7 73.8 43.7 100.0 100.0: 0.0 0.0
Old : 100.0: 24.4 54.6 1.7 73.8 43.7 100.0 100.0: 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 : 26: 6 8 1 8 6 14 15:
Old : 26: 6 8 1 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 : 69.5 69.9 91.6 90.3 69.5 68.4 91.6 88.6
Old : 69.5 69.9 91.6 90.3 69.5 68.4 91.6 88.6
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 31,907: 7,557 18,070 0 24,350 13,822 31,907 31,892: 0 15
Old : 31,907: 7,557 18,070 0 24,350 13,822 31,907 31,892: 0 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 590: 50 85 0 540 490 590 575: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 56.6 0.0 76.3 43.3 100.0 100.0: 0.0 0.0
Old : 100.0: 23.7 56.6 0.0 76.3 43.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 8 0 9 7 13 15:
Old : 24: 4 8 0 9 7 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 : 75.9 66.8 94.9 88.5 75.9 64.6 94.5 84.3
Old : 75.9 66.8 94.9 88.5 75.9 64.6 94.5 84.3
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, February 13, 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 : 27,862: 12,600 11,100 200 15,062 16,562 27,862 27,862: 0 0
Old : 27,862: 12,600 11,100 200 15,062 16,562 27,862 27,862: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -56: -100 0 0 44 -56 -56 -56: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 39.8 0.7 54.1 59.4 100.0 100.0: 0.0 0.0
Old : 100.0: 45.2 39.8 0.7 54.1 59.4 100.0 100.0: 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: 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 : 65.3 64.8 85.6 93.8 64.5 63.3 83.2 89.2
Old : 65.3 64.8 85.6 93.8 64.5 63.3 83.2 89.2
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, February 13, 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 : 23,088: 11,560 6,400 100 11,428 16,588 23,088 23,088: 0 0
Old : 23,088: 11,560 6,400 100 11,428 16,588 23,088 23,088: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 500: 200 700 0 300 -200 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 27.7 0.4 49.5 71.8 100.0 100.0: 0.0 0.0
Old : 100.0: 50.1 27.7 0.4 49.5 71.8 100.0 100.0: 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 : 25: 6 6 1 7 7 14 13:
Old : 25: 6 6 1 7 7 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 66.2 93.4 93.1 64.3 65.8 93.4 92.2
Old : 64.3 66.2 93.4 93.1 64.3 65.8 93.4 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 17,450: 8,975 2,400 0 8,475 15,050 17,450 17,450: 0 0
Old : 17,450: 8,975 2,400 0 8,475 15,050 17,450 17,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 550: -100 150 0 650 400 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 13.8 0.0 48.6 86.2 100.0 100.0: 0.0 0.0
Old : 100.0: 51.4 13.8 0.0 48.6 86.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 3 0 5 5 12 8:
Old : 20: 7 3 0 5 5 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 96.0 92.3 100.0 63.2 96.0 92.3 100.0
Old : 63.2 96.0 92.3 100.0 63.2 96.0 92.3 100.0
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, February 13, 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 : 27,622: 5,597 5,225 0 22,025 22,397 27,622 27,622: 0 0
Old : 27,622: 5,597 5,225 0 22,025 22,397 27,622 27,622: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 385: 0 0 0 385 385 385 385: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 18.9 0.0 79.7 81.1 100.0 100.0: 0.0 0.0
Old : 100.0: 20.3 18.9 0.0 79.7 81.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 1 0 11 6 16 7:
Old : 22: 5 1 0 11 6 16 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 : 75.0 96.4 94.1 100.0 74.6 96.4 93.6 99.5
Old : 75.0 96.4 94.1 100.0 74.6 96.4 93.6 99.5
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 11,190: 6,580 2,140 0 4,610 9,050 11,190 11,190: 0 0
Old : 11,190: 6,580 2,140 0 4,610 9,050 11,190 11,190: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 500: 600 300 0 -100 200 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 19.1 0.0 41.2 80.9 100.0 100.0: 0.0 0.0
Old : 100.0: 58.8 19.1 0.0 41.2 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 : 21: 4 7 0 5 6 9 13:
Old : 21: 4 7 0 5 6 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.5 72.8 98.2 95.4 84.5 72.8 97.3 95.4
Old : 84.5 72.8 98.2 95.4 84.5 72.8 97.3 95.4
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,202,081: 562,944 121,777 769,395 3,827,385 4,298,441 5,159,724 5,189,613: 42,357 12,468
Old : 5,202,081: 562,944 121,777 769,395 3,827,385 4,298,441 5,159,724 5,189,613: 42,357 12,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 14,635: -114,691 14,612 -12,519 146,648 13,975 19,438 16,068: -4,803 -1,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 2.3 14.8 73.6 82.6 99.2 99.8: 0.8 0.2
Old : 100.0: 10.8 2.3 14.8 73.6 82.6 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 40 27 55 131 107 193 168:
Old : 208: 40 27 55 131 107 193 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 38.3 44.2 54.7 23.2 36.5 34.4 47.0
Old : 28.8 38.3 44.2 54.7 23.2 36.5 34.4 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,548,916: 56,079 84,844 881,725 606,679 581,037 1,544,483 1,547,606: 4,433 1,310
Old : 1,548,916: 56,079 84,844 881,725 606,679 581,037 1,544,483 1,547,606: 4,433 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 267,718: 21,745 8,180 171,535 74,249 87,900 267,529 267,614: 188 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 5.5 56.9 39.2 37.5 99.7 99.9: 0.3 0.1
Old : 100.0: 3.6 5.5 56.9 39.2 37.5 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 22 15 32 51 47 86 81:
Old : 89: 22 15 32 51 47 86 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 58.0 72.4 73.6 6.2 6.7 7.6 8.4
Old : 57.8 58.0 72.4 73.6 6.2 6.7 7.6 8.4
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, February 13, 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 : 282,892: 8,841 11,516 3,680 260,300 263,456 272,821 278,652: 10,071 4,240
Old : 282,892: 8,841 11,516 3,680 260,300 263,456 272,821 278,652: 10,071 4,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 15,972: 914 570 954 14,487 16,015 16,355 17,539: -383 -1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.1 1.3 92.0 93.1 96.4 98.5: 3.6 1.5
Old : 100.0: 3.1 4.1 1.3 92.0 93.1 96.4 98.5: 3.6 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 : 46: 4 4 4 29 28 34 35:
Old : 46: 4 4 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 : 51.7 59.9 67.1 77.0 43.3 54.1 55.7 65.7
Old : 51.7 59.9 67.1 77.0 43.3 54.1 55.7 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 104,341: 5,295 0 3,148 92,395 96,661 100,838 99,809: 3,503 4,532
Old : 104,341: 5,295 0 3,148 92,395 96,661 100,838 99,809: 3,503 4,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -496: -1,241 0 -639 1,304 -1,149 -576 -1,788: 80 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 3.0 88.6 92.6 96.6 95.7: 3.4 4.3
Old : 100.0: 5.1 0.0 3.0 88.6 92.6 96.6 95.7: 3.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 0 1 29 26 30 27:
Old : 34: 1 0 1 29 26 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 53.6 67.4 72.8 38.0 47.2 51.9 59.8
Old : 44.4 53.6 67.4 72.8 38.0 47.2 51.9 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 280,268: 120 2,441 1,552 265,861 269,459 267,533 273,452: 12,735 6,816
Old : 280,268: 120 2,441 1,552 265,861 269,459 267,533 273,452: 12,735 6,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 9,427: -399 588 -540 10,496 12,744 9,557 12,792: -130 -3,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.6 94.9 96.1 95.5 97.6: 4.5 2.4
Old : 100.0: 0.0 0.9 0.6 94.9 96.1 95.5 97.6: 4.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 2 3 30 29 33 32:
Old : 39: 1 2 3 30 29 33 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 : 67.5 56.1 80.5 77.3 56.3 52.8 63.7 67.3
Old : 67.5 56.1 80.5 77.3 56.3 52.8 63.7 67.3
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, February 13, 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 : 800,387: 902 12,047 5,739 784,313 778,916 790,954 796,702: 9,433 3,685
Old : 800,387: 902 12,047 5,739 784,313 778,916 790,954 796,702: 9,433 3,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 5,880: 160 249 181 4,926 5,236 5,267 5,666: 613 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.5 0.7 98.0 97.3 98.8 99.5: 1.2 0.5
Old : 100.0: 0.1 1.5 0.7 98.0 97.3 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 : 50: 1 2 3 44 28 47 31:
Old : 50: 1 2 3 44 28 47 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 : 39.1 70.1 59.5 91.3 38.6 69.9 58.6 89.2
Old : 39.1 70.1 59.5 91.3 38.6 69.9 58.6 89.2
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, February 13, 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 : 461,194: 4,406 299 1,053 434,479 450,259 439,938 451,611: 21,256 9,583
Old : 461,194: 4,406 299 1,053 434,479 450,259 439,938 451,611: 21,256 9,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 6,750: -861 299 387 4,906 6,637 4,432 7,323: 2,318 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.1 0.2 94.2 97.6 95.4 97.9: 4.6 2.1
Old : 100.0: 1.0 0.1 0.2 94.2 97.6 95.4 97.9: 4.6 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 : 54: 2 1 1 36 39 39 40:
Old : 54: 2 1 1 36 39 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 42.2 69.1 60.7 50.3 38.8 63.3 53.7
Old : 51.7 42.2 69.1 60.7 50.3 38.8 63.3 53.7
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, February 13, 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 : 373,105: 1,294 3,347 588 360,704 362,399 362,586 366,334: 10,519 6,771
Old : 373,105: 1,294 3,347 588 360,704 362,399 362,586 366,334: 10,519 6,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 8,489: 302 -257 163 8,884 9,897 9,349 9,803: -860 -1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.9 0.2 96.7 97.1 97.2 98.2: 2.8 1.8
Old : 100.0: 0.3 0.9 0.2 96.7 97.1 97.2 98.2: 2.8 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 : 54: 2 1 1 37 37 39 39:
Old : 54: 2 1 1 37 37 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 42.9 72.2 68.2 47.3 40.2 61.7 59.9
Old : 50.7 42.9 72.2 68.2 47.3 40.2 61.7 59.9
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, February 13, 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 : 274,302: 5,154 8,645 2,608 254,012 257,617 261,774 268,870: 12,528 5,432
Old : 274,302: 5,154 8,645 2,608 254,012 257,617 261,774 268,870: 12,528 5,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 8,589: 1,367 194 -21 7,363 9,583 8,709 9,756: -120 -1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 3.2 1.0 92.6 93.9 95.4 98.0: 4.6 2.0
Old : 100.0: 1.9 3.2 1.0 92.6 93.9 95.4 98.0: 4.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 3 5 32 31 37 39:
Old : 52: 5 3 5 32 31 37 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 : 36.6 41.5 57.0 61.0 36.3 41.2 53.8 56.3
Old : 36.6 41.5 57.0 61.0 36.3 41.2 53.8 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 80,990: 534 0 482 76,107 75,824 77,123 76,306: 3,867 4,684
Old : 80,990: 534 0 482 76,107 75,824 77,123 76,306: 3,867 4,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,763: -883 0 129 2,485 1,083 1,731 1,212: 32 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.6 94.0 93.6 95.2 94.2: 4.8 5.8
Old : 100.0: 0.7 0.0 0.6 94.0 93.6 95.2 94.2: 4.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 1 21 22 22 23:
Old : 29: 1 0 1 21 22 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 : 53.9 50.8 73.9 73.6 53.7 49.0 72.6 65.2
Old : 53.9 50.8 73.9 73.6 53.7 49.0 72.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 38,628: 448 0 0 34,173 37,004 34,621 37,004: 4,007 1,624
Old : 38,628: 448 0 0 34,173 37,004 34,621 37,004: 4,007 1,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,084: 0 0 0 2,084 1,228 2,084 1,228: 0 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 88.5 95.8 89.6 95.8: 10.4 4.2
Old : 100.0: 1.2 0.0 0.0 88.5 95.8 89.6 95.8: 10.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 14 14 15 14:
Old : 24: 1 0 0 14 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 72.7 80.7 87.2 59.0 67.9 69.2 76.9
Old : 66.2 72.7 80.7 87.2 59.0 67.9 69.2 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 160,263: 958 0 1,245 151,029 155,995 153,232 157,240: 7,031 3,023
Old : 160,263: 958 0 1,245 151,029 155,995 153,232 157,240: 7,031 3,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 6,625: -90 -921 357 6,007 7,845 6,274 7,281: 351 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.8 94.2 97.3 95.6 98.1: 4.4 1.9
Old : 100.0: 0.6 0.0 0.8 94.2 97.3 95.6 98.1: 4.4 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 : 26: 2 0 2 18 18 20 20:
Old : 26: 2 0 2 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 64.6 86.3 89.8 65.9 60.8 77.2 78.1
Old : 67.2 64.6 86.3 89.8 65.9 60.8 77.2 78.1
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, February 13, 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 : 182,006: 1,409 5,075 0 171,221 174,279 172,630 179,354: 9,376 2,652
Old : 182,006: 1,409 5,075 0 171,221 174,279 172,630 179,354: 9,376 2,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 3,979: 1,409 0 0 2,751 4,099 4,160 4,099: -181 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.8 0.0 94.1 95.8 94.8 98.5: 5.2 1.5
Old : 100.0: 0.8 2.8 0.0 94.1 95.8 94.8 98.5: 5.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 0 21 25 22 26:
Old : 37: 1 1 0 21 25 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 67.6 73.1 84.2 56.5 67.6 71.3 82.3
Old : 57.7 67.6 73.1 84.2 56.5 67.6 71.3 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,756: 0 204 589 112,253 111,078 112,842 111,871: 3,914 4,885
Old : 116,756: 0 204 589 112,253 111,078 112,842 111,871: 3,914 4,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 5,914: 0 0 0 5,580 5,886 5,580 5,886: 334 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.5 96.1 95.1 96.6 95.8: 3.4 4.2
Old : 100.0: 0.0 0.2 0.5 96.1 95.1 96.6 95.8: 3.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 15 17 16 18:
Old : 24: 0 1 1 15 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 63.1 89.0 84.1 59.4 53.5 74.2 70.2
Old : 68.9 63.1 89.0 84.1 59.4 53.5 74.2 70.2
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,478: 1,120 280 0 19,106 19,778 20,226 20,058: 252 420
Old : 20,478: 1,120 280 0 19,106 19,778 20,226 20,058: 252 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.4 0.0 93.3 96.6 98.8 97.9: 1.2 2.1
Old : 100.0: 5.5 1.4 0.0 93.3 96.6 98.8 97.9: 1.2 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 : 31: 3 1 0 15 15 18 16:
Old : 31: 3 1 0 15 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 : 56.9 62.0 81.6 83.6 56.7 61.8 79.6 83.3
Old : 56.9 62.0 81.6 83.6 56.7 61.8 79.6 83.3
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 550,039: 9,156 4,258 4,389 528,625 533,420 542,170 542,067: 7,869 7,972
Old : 550,039: 9,156 4,258 4,389 528,625 533,420 542,170 542,067: 7,869 7,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 11,901: -459 614 -916 12,703 13,176 11,328 12,874: 573 -973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.8 0.8 96.1 97.0 98.6 98.6: 1.4 1.4
Old : 100.0: 1.7 0.8 0.8 96.1 97.0 98.6 98.6: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 6 3 5 50 45 58 51:
Old : 69: 6 3 5 50 45 58 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 57.4 58.0 69.6 35.2 55.7 50.8 64.7
Old : 36.8 57.4 58.0 69.6 35.2 55.7 50.8 64.7
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 176,870: 0 3,684 2,129 171,542 166,637 173,671 172,450: 3,199 4,420
Old : 176,870: 0 3,684 2,129 171,542 166,637 173,671 172,450: 3,199 4,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 5,641: 0 -888 197 6,023 5,409 6,220 4,718: -579 923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 1.2 97.0 94.2 98.2 97.5: 1.8 2.5
Old : 100.0: 0.0 2.1 1.2 97.0 94.2 98.2 97.5: 1.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 5 4 27 26 31 31:
Old : 40: 0 5 4 27 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 : 41.9 43.2 64.6 67.0 40.2 38.6 60.3 53.1
Old : 41.9 43.2 64.6 67.0 40.2 38.6 60.3 53.1
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,673: 0 1,482 976 79,018 74,848 79,994 77,306: 3,679 6,367
Old : 83,673: 0 1,482 976 79,018 74,848 79,994 77,306: 3,679 6,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,526: 0 1,482 976 1,749 -26 2,725 2,432: -1,199 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 1.2 94.4 89.5 95.6 92.4: 4.4 7.6
Old : 100.0: 0.0 1.8 1.2 94.4 89.5 95.6 92.4: 4.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 2 17 14 19 16:
Old : 22: 0 2 2 17 14 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 : 65.8 76.6 85.1 87.4 65.2 74.5 84.3 83.5
Old : 65.8 76.6 85.1 87.4 65.2 74.5 84.3 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,449: 24,332 8,092 0 85,733 102,237 110,065 110,329: 1,384 1,120
Old : 111,449: 24,332 8,092 0 85,733 102,237 110,065 110,329: 1,384 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -124: 0 0 0 -360 -12 -360 -12: 236 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.3 0.0 76.9 91.7 98.8 99.0: 1.2 1.0
Old : 100.0: 21.8 7.3 0.0 76.9 91.7 98.8 99.0: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 4 6 0 25 33 29 39:
Old : 58: 4 6 0 25 33 29 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 : 51.8 53.7 81.2 72.0 49.0 51.3 73.5 63.0
Old : 51.8 53.7 81.2 72.0 49.0 51.3 73.5 63.0
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 127,131: 868 1,064 0 125,623 123,721 126,491 124,785: 640 2,346
Old : 127,131: 868 1,064 0 125,623 123,721 126,491 124,785: 640 2,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 19,737: 0 0 0 20,305 19,737 20,305 19,737: -568 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.8 0.0 98.8 97.3 99.5 98.2: 0.5 1.8
Old : 100.0: 0.7 0.8 0.0 98.8 97.3 99.5 98.2: 0.5 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 : 40: 2 1 0 25 20 27 21:
Old : 40: 2 1 0 25 20 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 80.2 90.8 92.3 71.1 70.7 82.1 82.0
Old : 74.7 80.2 90.8 92.3 71.1 70.7 82.1 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 19,877: 0 0 0 19,051 18,851 19,051 18,851: 826 1,026
Old : 19,877: 0 0 0 19,051 18,851 19,051 18,851: 826 1,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,147: 0 0 0 1,147 1,147 1,147 1,147: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.8 94.8 95.8 94.8: 4.2 5.2
Old : 100.0: 0.0 0.0 0.0 95.8 94.8 95.8 94.8: 4.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 13 12 13 12:
Old : 21: 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 : 77.4 77.6 88.4 89.6 75.2 77.6 83.7 88.2
Old : 77.4 77.6 88.4 89.6 75.2 77.6 83.7 88.2
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 261,158: 1,358 769 1,120 253,567 248,669 256,045 250,558: 5,113 10,600
Old : 261,158: 1,358 769 1,120 253,567 248,669 256,045 250,558: 5,113 10,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,405: -111 428 210 217 1,355 316 1,993: 2,089 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.3 0.4 97.1 95.2 98.0 95.9: 2.0 4.1
Old : 100.0: 0.5 0.3 0.4 97.1 95.2 98.0 95.9: 2.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 1 1 31 28 33 30:
Old : 40: 2 1 1 31 28 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 50.5 64.8 74.8 37.1 41.5 51.6 54.8
Old : 47.1 50.5 64.8 74.8 37.1 41.5 51.6 54.8
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,520: 1,300 196 1,174 84,540 89,327 87,014 90,697: 12,506 8,823
Old : 99,520: 1,300 196 1,174 84,540 89,327 87,014 90,697: 12,506 8,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 3,896: 988 -210 -92 3,211 4,210 4,107 3,908: -211 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.2 1.2 84.9 89.8 87.4 91.1: 12.6 8.9
Old : 100.0: 1.3 0.2 1.2 84.9 89.8 87.4 91.1: 12.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 16 17 18 19:
Old : 23: 1 1 2 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 55.6 78.5 79.7 50.1 55.2 60.0 65.1
Old : 56.3 55.6 78.5 79.7 50.1 55.2 60.0 65.1
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 124,235: 778 0 1,005 118,264 122,277 120,047 123,282: 4,188 953
Old : 124,235: 778 0 1,005 118,264 122,277 120,047 123,282: 4,188 953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 6,224: 454 0 -61 4,990 5,905 5,383 5,844: 841 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.8 95.2 98.4 96.6 99.2: 3.4 0.8
Old : 100.0: 0.6 0.0 0.8 95.2 98.4 96.6 99.2: 3.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 1 22 27 23 28:
Old : 33: 1 0 1 22 27 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 37.0 78.1 62.6 46.4 32.6 60.9 49.0
Old : 53.1 37.0 78.1 62.6 46.4 32.6 60.9 49.0
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 50,644: 0 0 0 48,286 49,588 48,286 49,588: 2,358 1,056
Old : 50,644: 0 0 0 48,286 49,588 48,286 49,588: 2,358 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 97.9 95.3 97.9: 4.7 2.1
Old : 100.0: 0.0 0.0 0.0 95.3 97.9 95.3 97.9: 4.7 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 : 20: 0 0 0 13 14 13 14:
Old : 20: 0 0 0 13 14 13 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 : 67.1 69.5 91.0 91.9 56.7 64.4 72.9 77.2
Old : 67.1 69.5 91.0 91.9 56.7 64.4 72.9 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 144,894: 9,655 0 670 129,538 139,703 139,863 140,373: 5,031 4,521
Old : 144,894: 9,655 0 670 129,538 139,703 139,863 140,373: 5,031 4,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 16,892: 978 -620 0 15,212 17,512 16,190 16,892: 702 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 0.5 89.4 96.4 96.5 96.9: 3.5 3.1
Old : 100.0: 6.7 0.0 0.5 89.4 96.4 96.5 96.9: 3.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 1 24 21 26 22:
Old : 34: 2 0 1 24 21 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 67.5 84.3 85.1 62.0 57.9 73.2 72.2
Old : 63.4 67.5 84.3 85.1 62.0 57.9 73.2 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 112,489: 0 0 0 102,889 107,474 102,889 107,474: 9,600 5,015
Old : 112,489: 0 0 0 102,889 107,474 102,889 107,474: 9,600 5,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,514: 0 0 0 1,135 548 1,135 548: 379 966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.5 95.5 91.5 95.5: 8.5 4.5
Old : 100.0: 0.0 0.0 0.0 91.5 95.5 91.5 95.5: 8.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 19 17 19 17:
Old : 21: 0 0 0 19 17 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 75.4 82.9 89.8 65.1 73.9 77.4 85.0
Old : 66.1 75.4 82.9 89.8 65.1 73.9 77.4 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 54,917: 0 0 0 54,233 54,401 54,233 54,401: 684 516
Old : 54,917: 0 0 0 54,233 54,401 54,233 54,401: 684 516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 217: 0 0 0 217 217 217 217: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 99.1 98.8 99.1: 1.2 0.9
Old : 100.0: 0.0 0.0 0.0 98.8 99.1 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 12 15 12 15:
Old : 22: 0 0 0 12 15 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.7 85.1 96.4 93.5 83.6 82.4 89.9 87.0
Old : 85.7 85.1 96.4 93.5 83.6 82.4 89.9 87.0
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 168,236: 98 0 429 158,225 161,435 158,752 161,864: 9,484 6,372
Old : 168,236: 98 0 429 158,225 161,435 158,752 161,864: 9,484 6,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 6,461: -277 -1,101 153 6,496 6,560 6,372 5,612: 89 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.3 94.0 96.0 94.4 96.2: 5.6 3.8
Old : 100.0: 0.1 0.0 0.3 94.0 96.0 94.4 96.2: 5.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 1 23 19 24 20:
Old : 29: 1 0 1 23 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 58.6 78.8 79.1 50.9 41.4 65.2 61.0
Old : 55.8 58.6 78.8 79.1 50.9 41.4 65.2 61.0
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 181,594: 80 5,526 8,087 162,740 163,498 170,907 177,111: 10,687 4,483
Old : 181,594: 80 5,526 8,087 162,740 163,498 170,907 177,111: 10,687 4,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 807: 80 1,413 351 -841 -483 -410 1,281: 1,217 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 4.5 89.6 90.0 94.1 97.5: 5.9 2.5
Old : 100.0: 0.0 3.0 4.5 89.6 90.0 94.1 97.5: 5.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 2 3 31 26 34 30:
Old : 37: 1 2 3 31 26 34 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 : 49.8 61.3 66.3 76.2 38.5 50.4 49.5 57.9
Old : 49.8 61.3 66.3 76.2 38.5 50.4 49.5 57.9
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 23,654: 0 0 0 22,160 23,094 22,160 23,094: 1,494 560
Old : 23,654: 0 0 0 22,160 23,094 22,160 23,094: 1,494 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 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 93.7 97.6 93.7 97.6: 6.3 2.4
Old : 100.0: 0.0 0.0 0.0 93.7 97.6 93.7 97.6: 6.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 14 11 14 11:
Old : 22: 0 0 0 14 11 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 81.8 84.9 95.6 72.7 77.0 82.0 89.2
Old : 73.6 81.8 84.9 95.6 72.7 77.0 82.0 89.2
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, February 13, 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 : 238,762: 4,982 1,619 1,767 227,546 229,264 234,295 232,650: 4,467 6,112
Old : 238,762: 4,982 1,619 1,767 227,546 229,264 234,295 232,650: 4,467 6,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 8,476: 0 -668 491 7,512 7,166 8,003 6,989: 473 1,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.7 0.7 95.3 96.0 98.1 97.4: 1.9 2.6
Old : 100.0: 2.1 0.7 0.7 95.3 96.0 98.1 97.4: 1.9 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 : 50: 1 2 1 36 36 38 38:
Old : 50: 1 2 1 36 36 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 60.8 69.2 74.4 49.3 56.1 67.4 69.4
Old : 51.1 60.8 69.2 74.4 49.3 56.1 67.4 69.4
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 9,885: 0 0 0 9,269 9,105 9,269 9,105: 616 780
Old : 9,885: 0 0 0 9,269 9,105 9,269 9,105: 616 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 0 0 0 -168 0 -168 0: 168 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.8 92.1 93.8 92.1: 6.2 7.9
Old : 100.0: 0.0 0.0 0.0 93.8 92.1 93.8 92.1: 6.2 7.9
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 12 10 12 10:
Old : 20: 0 0 0 12 10 12 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 : 67.9 63.1 84.7 87.0 67.9 63.1 79.9 80.5
Old : 67.9 63.1 84.7 87.0 67.9 63.1 79.9 80.5
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 102,000: 271 0 676 96,749 96,588 97,696 97,264: 4,304 4,736
Old : 102,000: 271 0 676 96,749 96,588 97,696 97,264: 4,304 4,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 961: 183 0 -211 1,076 2,399 1,048 2,188: -87 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.7 94.9 94.7 95.8 95.4: 4.2 4.6
Old : 100.0: 0.3 0.0 0.7 94.9 94.7 95.8 95.4: 4.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 1 21 26 22 27:
Old : 32: 1 0 1 21 26 22 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 : 63.4 47.7 79.1 77.4 59.0 47.7 72.8 72.2
Old : 63.4 47.7 79.1 77.4 59.0 47.7 72.8 72.2
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, February 13, 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 : 97,014: 0 0 0 91,214 93,166 91,214 93,166: 5,800 3,848
Old : 97,014: 0 0 0 91,214 93,166 91,214 93,166: 5,800 3,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,375: 0 0 0 680 187 680 187: 695 1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.0 96.0 94.0 96.0: 6.0 4.0
Old : 100.0: 0.0 0.0 0.0 94.0 96.0 94.0 96.0: 6.0 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 : 27: 0 0 0 19 18 19 18:
Old : 27: 0 0 0 19 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 64.1 72.6 84.7 38.3 51.1 60.7 63.5
Old : 41.9 64.1 72.6 84.7 38.3 51.1 60.7 63.5
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, February 13, 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 : 69,049: 1,498 0 0 63,350 64,470 64,848 64,470: 4,201 4,579
Old : 69,049: 1,498 0 0 63,350 64,470 64,848 64,470: 4,201 4,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,631: 1,498 0 0 1,437 1,863 2,935 1,863: -304 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 91.7 93.4 93.9 93.4: 6.1 6.6
Old : 100.0: 2.2 0.0 0.0 91.7 93.4 93.9 93.4: 6.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 16 13 17 13:
Old : 22: 1 0 0 16 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 59.5 80.7 83.3 53.4 52.1 68.7 67.4
Old : 55.4 59.5 80.7 83.3 53.4 52.1 68.7 67.4
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, February 13, 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 : 29,485: 0 504 0 28,353 28,049 28,353 28,553: 1,132 932
Old : 29,485: 0 504 0 28,353 28,049 28,353 28,553: 1,132 932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 496: 0 0 0 580 310 580 310: -84 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 96.2 95.1 96.2 96.8: 3.8 3.2
Old : 100.0: 0.0 1.7 0.0 96.2 95.1 96.2 96.8: 3.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 14 14 14 15:
Old : 23: 0 1 0 14 14 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 : 78.2 68.7 92.6 87.2 78.2 63.7 82.4 76.6
Old : 78.2 68.7 92.6 87.2 78.2 63.7 82.4 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 165,245: 2,900 0 0 150,684 161,650 153,584 161,650: 11,661 3,595
Old : 165,245: 2,900 0 0 150,684 161,650 153,584 161,650: 11,661 3,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,878: 62 0 0 1,357 1,692 1,419 1,692: 459 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 91.2 97.8 92.9 97.8: 7.1 2.2
Old : 100.0: 1.8 0.0 0.0 91.2 97.8 92.9 97.8: 7.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 25 17 26 17:
Old : 33: 1 0 0 25 17 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 : 53.0 61.2 71.7 89.3 53.0 60.5 67.9 81.2
Old : 53.0 61.2 71.7 89.3 53.0 60.5 67.9 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 65,258: 775 0 0 52,556 64,306 53,331 64,306: 11,927 952
Old : 65,258: 775 0 0 52,556 64,306 53,331 64,306: 11,927 952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,775: 0 0 0 920 1,775 920 1,775: 855 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 80.5 98.5 81.7 98.5: 18.3 1.5
Old : 100.0: 1.2 0.0 0.0 80.5 98.5 81.7 98.5: 18.3 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 : 26: 1 0 0 17 17 18 17:
Old : 26: 1 0 0 17 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 58.4 61.4 81.1 38.4 58.1 53.0 75.3
Old : 40.3 58.4 61.4 81.1 38.4 58.1 53.0 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 123,043: 3,659 0 0 114,140 118,550 117,799 118,550: 5,244 4,493
Old : 123,043: 3,659 0 0 114,140 118,550 117,799 118,550: 5,244 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,286: 0 0 0 2,256 2,838 2,256 2,838: 30 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.0 92.8 96.3 95.7 96.3: 4.3 3.7
Old : 100.0: 3.0 0.0 0.0 92.8 96.3 95.7 96.3: 4.3 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 : 22: 1 0 0 12 17 13 17:
Old : 22: 1 0 0 12 17 13 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 : 81.8 70.7 91.6 87.5 81.0 69.0 87.2 82.4
Old : 81.8 70.7 91.6 87.5 81.0 69.0 87.2 82.4
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, February 13, 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 : 75,969: 10,283 4,427 4,074 60,610 67,125 74,967 75,626: 1,002 343
Old : 75,969: 10,283 4,427 4,074 60,610 67,125 74,967 75,626: 1,002 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 481: 133 -8 232 102 271 467 495: 14 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 5.8 5.4 79.8 88.4 98.7 99.5: 1.3 0.5
Old : 100.0: 13.5 5.8 5.4 79.8 88.4 98.7 99.5: 1.3 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 : 57: 11 8 13 35 32 52 47:
Old : 57: 11 8 13 35 32 52 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 42.8 65.1 63.4 29.2 26.3 43.1 38.6
Old : 43.7 42.8 65.1 63.4 29.2 26.3 43.1 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 41,566: 3,750 825 1,175 36,579 39,566 41,504 41,566: 62 0
Old : 41,566: 3,750 825 1,175 36,579 39,566 41,504 41,566: 62 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 4,204: 275 375 150 3,839 3,919 4,264 4,444: -60 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.0 2.8 88.0 95.2 99.9 100.0: 0.1 0.0
Old : 100.0: 9.0 2.0 2.8 88.0 95.2 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 4 5 22 20 30 29:
Old : 35: 8 4 5 22 20 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 54.8 75.4 78.2 53.0 50.4 62.9 63.2
Old : 59.6 54.8 75.4 78.2 53.0 50.4 62.9 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 26,526: 1,325 1,585 1,225 23,976 23,716 26,526 26,526: 0 0
Old : 26,526: 1,325 1,585 1,225 23,976 23,716 26,526 26,526: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 435: -75 50 75 435 310 435 435: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.0 4.6 90.4 89.4 100.0 100.0: 0.0 0.0
Old : 100.0: 5.0 6.0 4.6 90.4 89.4 100.0 100.0: 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 : 28: 3 2 4 19 19 24 23:
Old : 28: 3 2 4 19 19 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 59.2 85.4 80.8 65.8 47.9 72.7 64.9
Old : 70.5 59.2 85.4 80.8 65.8 47.9 72.7 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 176,130: 8,299 18,511 6,822 160,632 150,695 175,753 176,028: 377 102
Old : 176,130: 8,299 18,511 6,822 160,632 150,695 175,753 176,028: 377 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,382: 260 915 -320 2,442 1,787 2,382 2,382: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 10.5 3.9 91.2 85.6 99.8 99.9: 0.2 0.1
Old : 100.0: 4.7 10.5 3.9 91.2 85.6 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 7 5 39 35 46 44:
Old : 53: 4 7 5 39 35 46 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 58.0 56.9 74.3 36.9 47.5 51.3 61.4
Old : 40.1 58.0 56.9 74.3 36.9 47.5 51.3 61.4
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, February 13, 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 : 59,357: 2,875 9,284 1,175 55,307 48,778 59,357 59,237: 0 120
Old : 59,357: 2,875 9,284 1,175 55,307 48,778 59,357 59,237: 0 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 489: 219 -341 156 114 614 489 429: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 15.6 2.0 93.2 82.2 100.0 99.8: 0.0 0.2
Old : 100.0: 4.8 15.6 2.0 93.2 82.2 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 6 7 17 20 26 31:
Old : 36: 7 6 7 17 20 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 70.8 89.5 87.4 75.6 63.9 79.7 78.8
Old : 78.2 70.8 89.5 87.4 75.6 63.9 79.7 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 37,740: 0 900 0 37,740 36,840 37,740 37,740: 0 0
Old : 37,740: 0 900 0 37,740 36,840 37,740 37,740: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 100.0 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.4 0.0 100.0 97.6 100.0 100.0: 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 : 20: 0 2 0 9 12 9 14:
Old : 20: 0 2 0 9 12 9 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 : 91.4 93.0 100.0 98.1 88.9 88.4 93.7 92.4
Old : 91.4 93.0 100.0 98.1 88.9 88.4 93.7 92.4
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 53,016: 1,675 5,015 760 50,446 47,104 52,881 52,879: 135 137
Old : 53,016: 1,675 5,015 760 50,446 47,104 52,881 52,879: 135 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,132: 340 15 10 787 1,140 1,137 1,165: -5 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 9.5 1.4 95.2 88.8 99.7 99.7: 0.3 0.3
Old : 100.0: 3.2 9.5 1.4 95.2 88.8 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 : 40: 2 5 3 29 26 33 32:
Old : 40: 2 5 3 29 26 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 46.3 71.8 66.3 29.0 26.1 41.1 37.6
Old : 47.4 46.3 71.8 66.3 29.0 26.1 41.1 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 63,403: 2,215 2,425 630 60,345 60,152 63,190 63,207: 213 196
Old : 63,403: 2,215 2,425 630 60,345 60,152 63,190 63,207: 213 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,285: 435 -155 160 1,690 2,210 2,285 2,215: 0 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.8 1.0 95.2 94.9 99.7 99.7: 0.3 0.3
Old : 100.0: 3.5 3.8 1.0 95.2 94.9 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 : 47: 6 5 4 33 29 41 36:
Old : 47: 6 5 4 33 29 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 52.0 68.8 71.7 42.1 46.5 53.0 59.6
Old : 46.2 52.0 68.8 71.7 42.1 46.5 53.0 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 73,102: 1,230 1,100 440 71,292 71,202 72,962 72,742: 140 360
Old : 73,102: 1,230 1,100 440 71,292 71,202 72,962 72,742: 140 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,035: 60 600 0 1,965 1,315 2,025 1,915: 10 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.5 0.6 97.5 97.4 99.8 99.5: 0.2 0.5
Old : 100.0: 1.7 1.5 0.6 97.5 97.4 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 2 21 24 24 27:
Old : 36: 2 2 2 21 24 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 73.1 71.9 86.2 51.1 70.0 69.5 80.1
Old : 52.9 73.1 71.9 86.2 51.1 70.0 69.5 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 101,603: 1,980 600 580 99,043 100,278 101,603 101,458: 0 145
Old : 101,603: 1,980 600 580 99,043 100,278 101,603 101,458: 0 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,550: 70 600 0 2,480 1,950 2,550 2,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.6 0.6 97.5 98.7 100.0 99.9: 0.0 0.1
Old : 100.0: 1.9 0.6 0.6 97.5 98.7 100.0 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 : 42: 4 1 2 26 26 30 29:
Old : 42: 4 1 2 26 26 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 68.2 72.2 84.5 52.5 63.7 71.3 77.7
Old : 52.7 68.2 72.2 84.5 52.5 63.7 71.3 77.7
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,203: 315 0 0 29,883 29,978 30,198 29,978: 5 225
Old : 30,203: 315 0 0 29,883 29,978 30,198 29,978: 5 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -1,385: -25 0 0 -1,360 -1,375 -1,385 -1,375: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 98.9 99.3 100.0 99.3: 0.0 0.7
Old : 100.0: 1.0 0.0 0.0 98.9 99.3 100.0 99.3: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 24 17 26 17:
Old : 28: 2 0 0 24 17 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 : 55.8 74.0 81.1 86.9 44.1 60.8 65.4 69.4
Old : 55.8 74.0 81.1 86.9 44.1 60.8 65.4 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 34,845: 400 410 70 34,315 34,360 34,785 34,840: 60 5
Old : 34,845: 400 410 70 34,315 34,360 34,785 34,840: 60 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 295: -50 20 -20 370 300 300 300: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.2 0.2 98.5 98.6 99.8 100.0: 0.2 0.0
Old : 100.0: 1.1 1.2 0.2 98.5 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 : 25: 1 1 1 23 16 25 17:
Old : 25: 1 1 1 23 16 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 61.2 78.2 87.9 36.9 52.0 47.5 58.9
Old : 58.8 61.2 78.2 87.9 36.9 52.0 47.5 58.9
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 26,669: 9,702 895 2,622 13,946 22,872 26,270 26,389: 399 280
Old : 26,669: 9,702 895 2,622 13,946 22,872 26,270 26,389: 399 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -305: 453 -612 242 -940 70 -245 -300: -60 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 3.4 9.8 52.3 85.8 98.5 99.0: 1.5 1.0
Old : 100.0: 36.4 3.4 9.8 52.3 85.8 98.5 99.0: 1.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 5 6 19 21 30 29:
Old : 37: 8 5 6 19 21 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 47.7 73.3 67.0 48.6 42.5 57.4 54.9
Old : 52.2 47.7 73.3 67.0 48.6 42.5 57.4 54.9
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,251: 25 175 0 37,226 36,991 37,251 37,166: 0 85
Old : 37,251: 25 175 0 37,226 36,991 37,251 37,166: 0 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -2,495: 0 -255 0 -2,495 -2,225 -2,495 -2,480: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.5 0.0 99.9 99.3 100.0 99.8: 0.0 0.2
Old : 100.0: 0.1 0.5 0.0 99.9 99.3 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 2 0 26 23 27 25:
Old : 34: 1 2 0 26 23 27 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 : 51.1 62.6 78.4 79.4 41.7 53.4 61.6 62.8
Old : 51.1 62.6 78.4 79.4 41.7 53.4 61.6 62.8
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 43,461: 400 1,495 325 41,791 41,631 42,516 43,451: 945 10
Old : 43,461: 400 1,495 325 41,791 41,631 42,516 43,451: 945 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -1,055: -105 935 -30 -875 -1,960 -1,010 -1,055: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.4 0.7 96.2 95.8 97.8 100.0: 2.2 0.0
Old : 100.0: 0.9 3.4 0.7 96.2 95.8 97.8 100.0: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 5 3 25 21 28 27:
Old : 34: 1 5 3 25 21 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 61.6 71.6 85.8 54.2 57.1 64.6 75.0
Old : 56.0 61.6 71.6 85.8 54.2 57.1 64.6 75.0
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,819: 1,265 0 0 40,304 41,659 41,569 41,659: 250 160
Old : 41,819: 1,265 0 0 40,304 41,659 41,569 41,659: 250 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 270: 0 0 0 255 270 255 270: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.0 96.4 99.6 99.4 99.6: 0.6 0.4
Old : 100.0: 3.0 0.0 0.0 96.4 99.6 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 0 22 16 24 16:
Old : 29: 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 : 49.2 95.6 73.2 98.6 44.9 93.3 68.7 93.8
Old : 49.2 95.6 73.2 98.6 44.9 93.3 68.7 93.8
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,028: 1,555 1,600 0 46,473 46,278 48,028 47,878: 0 150
Old : 48,028: 1,555 1,600 0 46,473 46,278 48,028 47,878: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 540: 0 0 0 545 550 545 550: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.3 0.0 96.8 96.4 100.0 99.7: 0.0 0.3
Old : 100.0: 3.2 3.3 0.0 96.8 96.4 100.0 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 18 26 19:
Old : 31: 2 1 0 24 18 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 87.0 72.4 95.7 48.2 85.5 68.2 90.4
Old : 50.5 87.0 72.4 95.7 48.2 85.5 68.2 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 78,924: 0 1,501 691 78,018 76,526 78,709 78,718: 215 206
Old : 78,924: 0 1,501 691 78,018 76,526 78,709 78,718: 215 206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -256: 0 759 -610 351 -405 -259 -256: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.9 98.9 97.0 99.7 99.7: 0.3 0.3
Old : 100.0: 0.0 1.9 0.9 98.9 97.0 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 : 34: 0 2 1 27 25 28 27:
Old : 34: 0 2 1 27 25 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 60.1 75.3 78.6 52.4 55.5 73.7 70.9
Old : 53.2 60.1 75.3 78.6 52.4 55.5 73.7 70.9
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 109,376: 1,545 6,490 865 106,577 101,741 108,987 109,096: 389 280
Old : 109,376: 1,545 6,490 865 106,577 101,741 108,987 109,096: 389 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,241: 145 1,714 -432 2,465 961 2,178 2,243: 63 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 5.9 0.8 97.4 93.0 99.6 99.7: 0.4 0.3
Old : 100.0: 1.4 5.9 0.8 97.4 93.0 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 7 7 5 29 26 38 36:
Old : 48: 7 7 5 29 26 38 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 : 49.6 48.2 74.0 72.3 48.1 42.3 69.9 62.8
Old : 49.6 48.2 74.0 72.3 48.1 42.3 69.9 62.8
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 33,895: 400 175 175 33,298 33,545 33,873 33,895: 22 0
Old : 33,895: 400 175 175 33,298 33,545 33,873 33,895: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 3,099: 0 125 175 2,924 2,799 3,099 3,099: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.5 0.5 98.2 99.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.2 0.5 0.5 98.2 99.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 2 12 13 16 16:
Old : 23: 3 2 2 12 13 16 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 : 86.0 85.1 96.0 97.4 81.7 83.9 87.7 88.6
Old : 86.0 85.1 96.0 97.4 81.7 83.9 87.7 88.6
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 34,270: 2,390 1,975 740 30,885 31,380 34,015 34,095: 255 175
Old : 34,270: 2,390 1,975 740 30,885 31,380 34,015 34,095: 255 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,245: -290 0 365 1,600 900 1,675 1,265: -430 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.8 2.2 90.1 91.6 99.3 99.5: 0.7 0.5
Old : 100.0: 7.0 5.8 2.2 90.1 91.6 99.3 99.5: 0.7 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 : 27: 5 1 2 20 19 26 21:
Old : 27: 5 1 2 20 19 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 68.2 68.0 87.7 36.8 52.3 52.1 60.1
Old : 47.3 68.2 68.0 87.7 36.8 52.3 52.1 60.1
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 37,419: 6,615 1,200 735 29,634 35,479 36,984 37,414: 435 5
Old : 37,419: 6,615 1,200 735 29,634 35,479 36,984 37,414: 435 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 674: 100 0 10 564 664 674 674: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 3.2 2.0 79.2 94.8 98.8 100.0: 1.2 0.0
Old : 100.0: 17.7 3.2 2.0 79.2 94.8 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 1 4 25 22 31 27:
Old : 33: 6 1 4 25 22 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 59.5 71.1 79.7 45.4 42.8 58.1 62.4
Old : 50.2 59.5 71.1 79.7 45.4 42.8 58.1 62.4
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 43,474: 96 2,695 65 43,241 40,582 43,402 43,342: 72 132
Old : 43,474: 96 2,695 65 43,241 40,582 43,402 43,342: 72 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 765: 0 -40 65 705 705 770 730: -5 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.2 0.1 99.5 93.3 99.8 99.7: 0.2 0.3
Old : 100.0: 0.2 6.2 0.1 99.5 93.3 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 : 26: 1 3 2 18 14 21 17:
Old : 26: 1 3 2 18 14 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 82.2 89.5 93.4 69.1 75.1 84.5 84.8
Old : 69.1 82.2 89.5 93.4 69.1 75.1 84.5 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 35,736: 50 2,225 0 35,676 33,441 35,726 35,666: 10 70
Old : 35,736: 50 2,225 0 35,676 33,441 35,726 35,666: 10 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 470: 50 135 0 415 445 465 580: 5 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.2 0.0 99.8 93.6 100.0 99.8: 0.0 0.2
Old : 100.0: 0.1 6.2 0.0 99.8 93.6 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 17 15 18 17:
Old : 25: 1 2 0 17 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 89.7 87.8 96.3 68.7 87.0 85.2 90.8
Old : 69.6 89.7 87.8 96.3 68.7 87.0 85.2 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 30,311: 2,375 1,500 60 27,189 28,751 29,624 30,311: 687 0
Old : 30,311: 2,375 1,500 60 27,189 28,751 29,624 30,311: 687 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 713: 492 325 60 161 328 713 713: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 4.9 0.2 89.7 94.9 97.7 100.0: 2.3 0.0
Old : 100.0: 7.8 4.9 0.2 89.7 94.9 97.7 100.0: 2.3 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 : 35: 6 1 2 24 20 30 23:
Old : 35: 6 1 2 24 20 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 70.1 67.8 87.3 47.2 69.4 65.5 84.6
Old : 47.7 70.1 67.8 87.3 47.2 69.4 65.5 84.6
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,812: 980 210 320 20,940 22,167 22,240 22,697: 572 115
Old : 22,812: 980 210 320 20,940 22,167 22,240 22,697: 572 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -10: 0 0 0 -10 -20 -10 -20: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.9 1.4 91.8 97.2 97.5 99.5: 2.5 0.5
Old : 100.0: 4.3 0.9 1.4 91.8 97.2 97.5 99.5: 2.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 1 17 16 21 17:
Old : 26: 3 1 1 17 16 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 69.6 80.9 86.1 57.7 67.7 73.4 80.9
Old : 62.4 69.6 80.9 86.1 57.7 67.7 73.4 80.9
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 50,377: 743 6,513 390 49,069 43,474 50,202 50,377: 175 0
Old : 50,377: 743 6,513 390 49,069 43,474 50,202 50,377: 175 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,029: 10 550 65 961 449 1,036 1,064: -7 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 12.9 0.8 97.4 86.3 99.7 100.0: 0.3 0.0
Old : 100.0: 1.5 12.9 0.8 97.4 86.3 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 6 2 27 23 31 31:
Old : 41: 4 6 2 27 23 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 46.6 80.1 73.0 63.3 45.4 70.4 64.4
Old : 66.1 46.6 80.1 73.0 63.3 45.4 70.4 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 37,324: 135 2,483 617 36,312 34,204 37,064 37,304: 260 20
Old : 37,324: 135 2,483 617 36,312 34,204 37,064 37,304: 260 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 68: 135 75 -25 58 18 168 68: -100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 6.7 1.7 97.3 91.6 99.3 99.9: 0.7 0.1
Old : 100.0: 0.4 6.7 1.7 97.3 91.6 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 2 24 19 27 21:
Old : 30: 1 2 2 24 19 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 61.4 76.0 85.8 56.8 59.5 69.6 79.3
Old : 60.8 61.4 76.0 85.8 56.8 59.5 69.6 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,324: 0 875 0 21,154 20,449 21,154 21,324: 170 0
Old : 21,324: 0 875 0 21,154 20,449 21,154 21,324: 170 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 0.0 99.2 95.9 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 4.1 0.0 99.2 95.9 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 12 16 12 17:
Old : 20: 0 1 0 12 16 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.9 73.6 96.0 93.0 65.7 66.5 74.8 76.3
Old : 79.9 73.6 96.0 93.0 65.7 66.5 74.8 76.3
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,750: 1,360 0 0 11,370 12,740 12,730 12,740: 20 10
Old : 12,750: 1,360 0 0 11,370 12,740 12,730 12,740: 20 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 0 0 0 40 0 40 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 89.2 99.9 99.8 99.9: 0.2 0.1
Old : 100.0: 10.7 0.0 0.0 89.2 99.9 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 : 26: 4 0 0 19 11 23 11:
Old : 26: 4 0 0 19 11 23 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 : 61.4 88.2 80.8 98.2 46.5 75.3 62.0 76.1
Old : 61.4 88.2 80.8 98.2 46.5 75.3 62.0 76.1
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,815: 1,030 0 0 11,655 12,805 12,685 12,805: 130 10
Old : 12,815: 1,030 0 0 11,655 12,805 12,685 12,805: 130 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.0 90.9 99.9 99.0 99.9: 1.0 0.1
Old : 100.0: 8.0 0.0 0.0 90.9 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 : 63.5 87.8 82.0 98.0 47.8 74.9 63.3 76.2
Old : 63.5 87.8 82.0 98.0 47.8 74.9 63.3 76.2
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, February 13, 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 : 271,328: 0 19,441 33,661 237,201 217,992 270,862 271,095: 466 233
Old : 271,328: 0 19,441 33,661 237,201 217,992 270,862 271,095: 466 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -4,148: 0 428 171 -4,319 -4,748 -4,148 -4,148: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 12.4 87.4 80.3 99.8 99.9: 0.2 0.1
Old : 100.0: 0.0 7.2 12.4 87.4 80.3 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 : 21: 0 3 2 15 14 17 17:
Old : 21: 0 3 2 15 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 54.1 90.9 78.9 45.7 35.4 46.5 43.1
Old : 70.8 54.1 90.9 78.9 45.7 35.4 46.5 43.1
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,890: 340 0 0 17,330 17,310 17,670 17,310: 220 580
Old : 17,890: 340 0 0 17,330 17,310 17,670 17,310: 220 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 120: 0 0 0 120 0 120 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 96.9 96.8 98.8 96.8: 1.2 3.2
Old : 100.0: 1.9 0.0 0.0 96.9 96.8 98.8 96.8: 1.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 11 11 12 11:
Old : 20: 1 0 0 11 11 12 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 : 67.2 77.1 93.4 94.3 67.2 77.1 93.2 92.7
Old : 67.2 77.1 93.4 94.3 67.2 77.1 93.2 92.7
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,415: 150 480 75 21,007 20,860 21,232 21,415: 183 0
Old : 21,415: 150 480 75 21,007 20,860 21,232 21,415: 183 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 640: 100 0 0 590 640 690 640: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.2 0.4 98.1 97.4 99.1 100.0: 0.9 0.0
Old : 100.0: 0.7 2.2 0.4 98.1 97.4 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 1 19 15 22 18:
Old : 32: 2 3 1 19 15 22 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 : 77.0 66.6 91.3 90.9 69.8 60.8 77.9 78.1
Old : 77.0 66.6 91.3 90.9 69.8 60.8 77.9 78.1
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,600: 150 280 75 19,097 19,245 19,322 19,600: 278 0
Old : 19,600: 150 280 75 19,097 19,245 19,322 19,600: 278 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 650: 100 0 0 1,108 650 1,208 650: -558 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.4 0.4 97.4 98.2 98.6 100.0: 1.4 0.0
Old : 100.0: 0.8 1.4 0.4 97.4 98.2 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 1 16 14 19 16:
Old : 28: 2 2 1 16 14 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 : 78.2 71.1 90.6 93.1 61.5 58.2 68.8 72.0
Old : 78.2 71.1 90.6 93.1 61.5 58.2 68.8 72.0
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 6,770: 660 50 0 6,100 6,655 6,760 6,705: 10 65
Old : 6,770: 660 50 0 6,100 6,655 6,760 6,705: 10 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 0 0 0 0 40 0 40: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.7 0.0 90.1 98.3 99.9 99.0: 0.1 1.0
Old : 100.0: 9.7 0.7 0.0 90.1 98.3 99.9 99.0: 0.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 16 14 17 15:
Old : 26: 1 1 0 16 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 65.6 78.1 90.0 46.4 57.8 73.8 75.0
Old : 46.4 65.6 78.1 90.0 46.4 57.8 73.8 75.0
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 6,015: 0 50 0 6,005 5,900 6,005 5,950: 10 65
Old : 6,015: 0 50 0 6,005 5,900 6,005 5,950: 10 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 0 0 0 0 40 0 40: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 99.8 98.1 99.8 98.9: 0.2 1.1
Old : 100.0: 0.0 0.8 0.0 99.8 98.1 99.8 98.9: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 16 14 16 15:
Old : 25: 0 1 0 16 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 62.8 81.7 88.8 51.0 57.4 75.9 72.7
Old : 51.0 62.8 81.7 88.8 51.0 57.4 75.9 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,947: 372 3,010 0 24,175 21,892 24,547 24,902: 400 45
Old : 24,947: 372 3,010 0 24,175 21,892 24,547 24,902: 400 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -5: 0 75 0 -5 -80 -5 -5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 12.1 0.0 96.9 87.8 98.4 99.8: 1.6 0.2
Old : 100.0: 1.5 12.1 0.0 96.9 87.8 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 : 25: 1 2 0 17 17 18 19:
Old : 25: 1 2 0 17 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 82.7 84.7 96.5 48.1 75.3 75.0 82.7
Old : 54.4 82.7 84.7 96.5 48.1 75.3 75.0 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,380: 372 2,960 45 24,614 22,330 25,031 25,335: 349 45
Old : 25,380: 372 2,960 45 24,614 22,330 25,031 25,335: 349 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -3: 0 75 0 113 -78 113 -3: -116 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 11.7 0.2 97.0 88.0 98.6 99.8: 1.4 0.2
Old : 100.0: 1.5 11.7 0.2 97.0 88.0 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 : 27: 1 2 1 18 19 20 21:
Old : 27: 1 2 1 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 84.9 85.1 96.1 50.7 75.9 74.1 82.4
Old : 57.0 84.9 85.1 96.1 50.7 75.9 74.1 82.4
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 118,263: 3,547 1,280 2,733 111,705 114,150 117,985 118,163: 278 100
Old : 118,263: 3,547 1,280 2,733 111,705 114,150 117,985 118,163: 278 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 3,759: 50 100 25 3,684 3,634 3,759 3,759: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.1 2.3 94.5 96.5 99.8 99.9: 0.2 0.1
Old : 100.0: 3.0 1.1 2.3 94.5 96.5 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 : 52: 6 5 6 31 35 39 44:
Old : 52: 6 5 6 31 35 39 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 : 41.1 56.1 60.3 79.1 35.6 48.7 51.1 62.8
Old : 41.1 56.1 60.3 79.1 35.6 48.7 51.1 62.8
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 131,175: 4,107 3,451 2,368 124,445 125,346 130,920 131,165: 255 10
Old : 131,175: 4,107 3,451 2,368 124,445 125,346 130,920 131,165: 255 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 3,479: 247 222 -72 3,304 3,760 3,479 3,910: 0 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.6 1.8 94.9 95.6 99.8 100.0: 0.2 0.0
Old : 100.0: 3.1 2.6 1.8 94.9 95.6 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 : 60: 8 8 7 36 34 47 46:
Old : 60: 8 8 7 36 34 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 56.3 60.1 78.4 35.7 49.8 53.5 63.5
Old : 39.1 56.3 60.1 78.4 35.7 49.8 53.5 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 270,110: 30,996 12,570 15,287 223,100 241,716 269,383 269,572: 727 538
Old : 270,110: 30,996 12,570 15,287 223,100 241,716 269,383 269,572: 727 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 9,122: 797 1,798 793 7,163 5,995 8,753 8,586: 369 536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.7 5.7 82.6 89.5 99.7 99.8: 0.3 0.2
Old : 100.0: 11.5 4.7 5.7 82.6 89.5 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 : 91: 22 16 22 45 46 78 73:
Old : 91: 22 16 22 45 46 78 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 45.5 52.7 62.2 27.8 34.6 38.7 43.5
Old : 36.5 45.5 52.7 62.2 27.8 34.6 38.7 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,779: 3,153 275 540 31,795 34,944 35,488 35,759: 291 20
Old : 35,779: 3,153 275 540 31,795 34,944 35,488 35,759: 291 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 11: 148 100 0 -137 -89 11 11: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.8 1.5 88.9 97.7 99.2 99.9: 0.8 0.1
Old : 100.0: 8.8 0.8 1.5 88.9 97.7 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 : 32: 5 3 1 21 15 26 19:
Old : 32: 5 3 1 21 15 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 86.5 70.2 96.7 45.9 77.5 63.8 80.6
Old : 48.1 86.5 70.2 96.7 45.9 77.5 63.8 80.6
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,942: 2,868 250 460 30,323 33,212 33,651 33,922: 291 20
Old : 33,942: 2,868 250 460 30,323 33,212 33,651 33,922: 291 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -345: -317 100 0 -28 -445 -345 -345: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.7 1.4 89.3 97.8 99.1 99.9: 0.9 0.1
Old : 100.0: 8.4 0.7 1.4 89.3 97.8 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 : 32: 5 3 1 21 14 26 18:
Old : 32: 5 3 1 21 14 26 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 : 47.5 88.2 70.6 96.8 46.8 80.4 62.6 81.8
Old : 47.5 88.2 70.6 96.8 46.8 80.4 62.6 81.8
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,110: 600 0 0 11,510 12,110 12,110 12,110: 0 0
Old : 12,110: 600 0 0 11,510 12,110 12,110 12,110: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 0.0 95.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.0 0.0 0.0 95.0 100.0 100.0 100.0: 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 : 62.0 86.5 83.7 99.2 54.0 75.8 69.6 78.0
Old : 62.0 86.5 83.7 99.2 54.0 75.8 69.6 78.0
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, February 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,870: 600 0 0 11,270 11,870 11,870 11,870: 0 0
Old : 11,870: 600 0 0 11,270 11,870 11,870 11,870: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.0 94.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 0.0 0.0 94.9 100.0 100.0 100.0: 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 : 62.5 85.7 85.1 99.2 52.7 83.0 72.0 83.2
Old : 62.5 85.7 85.1 99.2 52.7 83.0 72.0 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2018