CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,523: 1,781 606 225 4,497 5,691 6,503 6,522: 20 1
Old : 6,523: 1,781 606 225 4,497 5,691 6,503 6,522: 20 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -87: -83 25 150 -139 -262 -72 -87: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 9.3 3.4 68.9 87.2 99.7 100.0: 0.3 0.0
Old : 100.0: 27.3 9.3 3.4 68.9 87.2 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 3 1 9 6 16 10:
Old : 21: 7 3 1 9 6 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 : 72.9 86.5 92.8 97.1 65.7 83.1 82.2 87.8
Old : 72.9 86.5 92.8 97.1 65.7 83.1 82.2 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 36,898: 16,254 3,994 8,290 12,215 24,614 36,759 36,898: 139 0
Old : 36,898: 16,254 3,994 8,290 12,215 24,614 36,759 36,898: 139 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -2,073: -264 581 -575 -1,201 -1,969 -2,041 -1,964: -33 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 10.8 22.5 33.1 66.7 99.6 100.0: 0.4 0.0
Old : 100.0: 44.1 10.8 22.5 33.1 66.7 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 8 8 11 11 29 22:
Old : 35: 13 8 8 11 11 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 47.7 77.7 73.9 43.5 35.9 50.1 46.0
Old : 59.2 47.7 77.7 73.9 43.5 35.9 50.1 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 33,775: 17,500 27,345 650 15,625 5,780 33,775 33,775: 0 0
Old : 33,775: 17,500 27,345 650 15,625 5,780 33,775 33,775: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 150: 100 400 0 50 -250 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 81.0 1.9 46.3 17.1 100.0 100.0: 0.0 0.0
Old : 100.0: 51.8 81.0 1.9 46.3 17.1 100.0 100.0: 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 : 25: 6 8 3 9 4 17 13:
Old : 25: 6 8 3 9 4 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 : 67.8 76.6 86.3 94.9 63.1 75.0 81.6 89.9
Old : 67.8 76.6 86.3 94.9 63.1 75.0 81.6 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 21,420: 4,590 16,235 1,795 15,015 3,250 21,400 21,280: 20 140
Old : 21,420: 4,590 16,235 1,795 15,015 3,250 21,400 21,280: 20 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 700: -170 550 0 850 50 680 600: 20 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 75.8 8.4 70.1 15.2 99.9 99.3: 0.1 0.7
Old : 100.0: 21.4 75.8 8.4 70.1 15.2 99.9 99.3: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 9 4 9 4 19 13:
Old : 25: 6 9 4 9 4 19 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 : 63.7 73.2 83.6 92.1 61.3 66.6 77.6 79.7
Old : 63.7 73.2 83.6 92.1 61.3 66.6 77.6 79.7
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,417: 3,342 1,159 3,807 23,268 25,451 30,417 30,417: 0 0
Old : 30,417: 3,342 1,159 3,807 23,268 25,451 30,417 30,417: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 314: 1 5 131 182 178 314 314: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 3.8 12.5 76.5 83.7 100.0 100.0: 0.0 0.0
Old : 100.0: 11.0 3.8 12.5 76.5 83.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 3 6 10 8 19 16:
Old : 23: 8 3 6 10 8 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 : 66.7 72.6 81.7 92.3 43.9 54.9 53.1 58.7
Old : 66.7 72.6 81.7 92.3 43.9 54.9 53.1 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,203: 7,278 2,844 6,117 49,788 54,202 63,183 63,163: 20 40
Old : 63,203: 7,278 2,844 6,117 49,788 54,202 63,183 63,163: 20 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,016: 352 162 322 1,342 1,532 2,016 2,016: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.5 9.7 78.8 85.8 100.0 99.9: 0.0 0.1
Old : 100.0: 11.5 4.5 9.7 78.8 85.8 100.0 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 : 33: 7 7 7 18 15 28 26:
Old : 33: 7 7 7 18 15 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 52.7 65.3 79.0 40.1 47.0 50.0 52.8
Old : 44.8 52.7 65.3 79.0 40.1 47.0 50.0 52.8
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 15,560: 7,075 8,660 650 7,825 6,250 15,550 15,560: 10 0
Old : 15,560: 7,075 8,660 650 7,825 6,250 15,550 15,560: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 150: 50 50 0 100 100 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 55.7 4.2 50.3 40.2 99.9 100.0: 0.1 0.0
Old : 100.0: 45.5 55.7 4.2 50.3 40.2 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 : 24: 7 7 2 6 5 15 12:
Old : 24: 7 7 2 6 5 15 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 : 63.5 66.9 88.7 95.1 63.5 64.3 88.7 92.5
Old : 63.5 66.9 88.7 95.1 63.5 64.3 88.7 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,419: 6,444 5,370 320 8,635 9,729 15,399 15,419: 20 0
Old : 15,419: 6,444 5,370 320 8,635 9,729 15,399 15,419: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,369: 869 -50 0 500 1,419 1,369 1,369: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 34.8 2.1 56.0 63.1 99.9 100.0: 0.1 0.0
Old : 100.0: 41.8 34.8 2.1 56.0 63.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 3 1 8 8 15 12:
Old : 23: 7 3 1 8 8 15 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 : 69.7 60.8 89.5 90.5 59.5 59.9 72.8 77.0
Old : 69.7 60.8 89.5 90.5 59.5 59.9 72.8 77.0
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,096: 6,596 7,820 600 10,900 9,676 18,096 18,096: 0 0
Old : 18,096: 6,596 7,820 600 10,900 9,676 18,096 18,096: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 311: 311 500 0 0 -189 311 311: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 43.2 3.3 60.2 53.5 100.0 100.0: 0.0 0.0
Old : 100.0: 36.5 43.2 3.3 60.2 53.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 5 2 9 5 16 11:
Old : 23: 6 5 2 9 5 16 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 : 57.2 67.1 83.4 91.5 56.1 62.7 81.2 84.9
Old : 57.2 67.1 83.4 91.5 56.1 62.7 81.2 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,541,132: 983,826 105,513 594,777 2,906,806 3,815,480 4,485,409 4,515,770: 55,723 25,362
Old : 4,541,132: 983,826 105,513 594,777 2,906,806 3,815,480 4,485,409 4,515,770: 55,723 25,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -221,718: 171,455 -14,235 -157,643 -226,498 -45,442 -212,686 -217,320: -9,032 -4,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 2.3 13.1 64.0 84.0 98.8 99.4: 1.2 0.6
Old : 100.0: 21.7 2.3 13.1 64.0 84.0 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 50 21 57 133 119 200 180:
Old : 215: 50 21 57 133 119 200 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 31.3 43.7 45.9 24.7 29.4 37.1 42.2
Old : 27.7 31.3 43.7 45.9 24.7 29.4 37.1 42.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,503,348: 57,067 18,699 622,351 820,836 861,474 1,500,255 1,502,525: 3,093 823
Old : 1,503,348: 57,067 18,699 622,351 820,836 861,474 1,500,255 1,502,525: 3,093 823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -199,577: -954 -18,576 -92,148 -106,105 -88,706 -199,206 -199,429: -371 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.2 41.4 54.6 57.3 99.8 99.9: 0.2 0.1
Old : 100.0: 3.8 1.2 41.4 54.6 57.3 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 : 99: 27 13 35 52 56 90 93:
Old : 99: 27 13 35 52 56 90 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 54.5 68.9 68.9 3.0 3.6 4.6 5.2
Old : 54.3 54.5 68.9 68.9 3.0 3.6 4.6 5.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 238,565: 22,994 441 3,045 192,741 229,752 218,780 233,238: 19,785 5,327
Old : 238,565: 22,994 441 3,045 192,741 229,752 218,780 233,238: 19,785 5,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -1,298: -3,161 46 842 924 -2,512 -1,395 -1,624: 97 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.2 1.3 80.8 96.3 91.7 97.8: 8.3 2.2
Old : 100.0: 9.6 0.2 1.3 80.8 96.3 91.7 97.8: 8.3 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 : 58: 12 1 6 38 33 51 39:
Old : 58: 12 1 6 38 33 51 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 : 36.5 55.2 52.5 73.2 32.1 51.6 43.6 62.2
Old : 36.5 55.2 52.5 73.2 32.1 51.6 43.6 62.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 129,946: 2,510 4,949 2,664 118,980 116,973 124,154 124,586: 5,792 5,360
Old : 129,946: 2,510 4,949 2,664 118,980 116,973 124,154 124,586: 5,792 5,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 3,679: 1,909 -478 182 1,877 3,522 3,968 3,226: -289 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 3.8 2.1 91.6 90.0 95.5 95.9: 4.5 4.1
Old : 100.0: 1.9 3.8 2.1 91.6 90.0 95.5 95.9: 4.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 3 4 25 29 31 33:
Old : 38: 3 3 4 25 29 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 41.5 78.7 61.6 49.8 35.7 60.2 47.4
Old : 59.0 41.5 78.7 61.6 49.8 35.7 60.2 47.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 193,940: 2,086 1,642 2,299 172,587 182,467 176,972 186,408: 16,968 7,532
Old : 193,940: 2,086 1,642 2,299 172,587 182,467 176,972 186,408: 16,968 7,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -3,079: -431 -74 216 -3,745 -3,343 -3,960 -3,201: 881 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.8 1.2 89.0 94.1 91.3 96.1: 8.7 3.9
Old : 100.0: 1.1 0.8 1.2 89.0 94.1 91.3 96.1: 8.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 2 3 30 35 33 40:
Old : 47: 3 2 3 30 35 33 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 : 48.8 42.6 67.0 63.8 42.7 42.5 59.4 58.8
Old : 48.8 42.6 67.0 63.8 42.7 42.5 59.4 58.8
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 799,907: 210 1,551 4,161 784,175 789,053 788,546 794,765: 11,361 5,142
Old : 799,907: 210 1,551 4,161 784,175 789,053 788,546 794,765: 11,361 5,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 12,745: -59 -2,276 -928 15,052 17,614 14,065 14,410: -1,320 -1,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.5 98.0 98.6 98.6 99.4: 1.4 0.6
Old : 100.0: 0.0 0.2 0.5 98.0 98.6 98.6 99.4: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 1 3 2 55 39 58 42:
Old : 61: 1 3 2 55 39 58 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 50.5 57.3 76.1 31.2 50.0 49.2 73.5
Old : 34.4 50.5 57.3 76.1 31.2 50.0 49.2 73.5
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 342,889: 802 5,174 556 335,720 329,168 337,078 334,898: 5,811 7,991
Old : 342,889: 802 5,174 556 335,720 329,168 337,078 334,898: 5,811 7,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 9,134: 632 -757 -96 8,981 8,782 9,517 7,929: -383 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.5 0.2 97.9 96.0 98.3 97.7: 1.7 2.3
Old : 100.0: 0.2 1.5 0.2 97.9 96.0 98.3 97.7: 1.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 1 2 3 38 46 41 49:
Old : 59: 1 2 3 38 46 41 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 36.5 78.9 55.9 62.2 36.0 75.3 54.4
Old : 64.5 36.5 78.9 55.9 62.2 36.0 75.3 54.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 265,662: 1,118 2,183 926 254,991 260,817 257,035 263,926: 8,627 1,736
Old : 265,662: 1,118 2,183 926 254,991 260,817 257,035 263,926: 8,627 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 5,739: 120 750 -90 4,532 4,548 4,562 5,208: 1,177 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.8 0.3 96.0 98.2 96.8 99.3: 3.2 0.7
Old : 100.0: 0.4 0.8 0.3 96.0 98.2 96.8 99.3: 3.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 1 3 3 44 46 47 50:
Old : 55: 1 3 3 44 46 47 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 38.1 69.0 57.9 53.0 30.6 61.4 46.0
Old : 54.7 38.1 69.0 57.9 53.0 30.6 61.4 46.0
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 98,255: 673 3,067 2,721 90,464 82,445 93,858 88,233: 4,397 10,022
Old : 98,255: 673 3,067 2,721 90,464 82,445 93,858 88,233: 4,397 10,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 9,467: 673 2,160 -272 8,898 10,665 9,299 12,553: 168 -3,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.1 2.8 92.1 83.9 95.5 89.8: 4.5 10.2
Old : 100.0: 0.7 3.1 2.8 92.1 83.9 95.5 89.8: 4.5 10.2
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 3 2 21 24 23 28:
Old : 33: 1 3 2 21 24 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 : 66.4 41.3 78.9 60.9 60.5 40.8 71.9 59.1
Old : 66.4 41.3 78.9 60.9 60.5 40.8 71.9 59.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,305: 211 14,929 2,310 108,944 95,128 111,465 112,367: 4,840 3,938
Old : 116,305: 211 14,929 2,310 108,944 95,128 111,465 112,367: 4,840 3,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 3,778: 1 -410 -240 4,085 3,837 3,846 3,187: -68 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 12.8 2.0 93.7 81.8 95.8 96.6: 4.2 3.4
Old : 100.0: 0.2 12.8 2.0 93.7 81.8 95.8 96.6: 4.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 4 4 32 28 36 33:
Old : 41: 1 4 4 32 28 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 34.2 72.3 56.9 48.0 31.9 58.0 51.0
Old : 54.5 34.2 72.3 56.9 48.0 31.9 58.0 51.0
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,706: 191 5,319 810 89,607 86,986 90,608 93,115: 10,098 7,591
Old : 100,706: 191 5,319 810 89,607 86,986 90,608 93,115: 10,098 7,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 567: -604 1,175 8 721 -635 125 548: 442 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.3 0.8 89.0 86.4 90.0 92.5: 10.0 7.5
Old : 100.0: 0.2 5.3 0.8 89.0 86.4 90.0 92.5: 10.0 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 19 18 20 20:
Old : 28: 1 1 1 19 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 : 60.8 59.4 76.2 80.0 60.8 59.4 74.1 76.7
Old : 60.8 59.4 76.2 80.0 60.8 59.4 74.1 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 147,769: 0 0 0 141,524 140,496 141,524 140,496: 6,245 7,273
Old : 147,769: 0 0 0 141,524 140,496 141,524 140,496: 6,245 7,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,011: 0 0 0 861 769 861 769: 150 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.8 95.1 95.8 95.1: 4.2 4.9
Old : 100.0: 0.0 0.0 0.0 95.8 95.1 95.8 95.1: 4.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 27 25 27 25:
Old : 37: 0 0 0 27 25 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 : 46.4 71.1 66.7 83.0 46.2 68.5 66.1 79.8
Old : 46.4 71.1 66.7 83.0 46.2 68.5 66.1 79.8
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,250: 0 0 0 59,229 63,690 59,229 63,690: 8,021 3,560
Old : 67,250: 0 0 0 59,229 63,690 59,229 63,690: 8,021 3,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 490: 0 0 0 554 676 554 676: -64 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.1 94.7 88.1 94.7: 11.9 5.3
Old : 100.0: 0.0 0.0 0.0 88.1 94.7 88.1 94.7: 11.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 21 17 21 17:
Old : 27: 0 0 0 21 17 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 : 49.5 63.8 71.4 86.2 48.4 62.4 65.3 80.5
Old : 49.5 63.8 71.4 86.2 48.4 62.4 65.3 80.5
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,447: 4,129 0 0 14,526 19,191 18,655 19,191: 1,792 1,256
Old : 20,447: 4,129 0 0 14,526 19,191 18,655 19,191: 1,792 1,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,530: 1,680 0 0 -82 1,500 1,598 1,500: -68 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 0.0 0.0 71.0 93.9 91.2 93.9: 8.8 6.1
Old : 100.0: 20.2 0.0 0.0 71.0 93.9 91.2 93.9: 8.8 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 0 11 14 13 14:
Old : 23: 2 0 0 11 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 : 60.2 57.9 84.6 82.9 59.1 57.9 78.6 81.0
Old : 60.2 57.9 84.6 82.9 59.1 57.9 78.6 81.0
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 397,733: 2,817 9,175 3,263 384,131 373,867 390,211 386,305: 7,522 11,428
Old : 397,733: 2,817 9,175 3,263 384,131 373,867 390,211 386,305: 7,522 11,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 35,069: 1,639 2,568 489 33,724 32,369 35,852 35,426: -783 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.3 0.8 96.6 94.0 98.1 97.1: 1.9 2.9
Old : 100.0: 0.7 2.3 0.8 96.6 94.0 98.1 97.1: 1.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 3 4 2 50 44 54 49:
Old : 66: 3 4 2 50 44 54 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 49.5 53.4 63.7 27.9 46.1 43.7 56.6
Old : 35.4 49.5 53.4 63.7 27.9 46.1 43.7 56.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,978: 0 6,305 449 67,963 65,631 68,412 72,385: 8,566 4,593
Old : 76,978: 0 6,305 449 67,963 65,631 68,412 72,385: 8,566 4,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,692: 0 1,411 0 3,092 1,860 3,092 3,271: -400 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 0.6 88.3 85.3 88.9 94.0: 11.1 6.0
Old : 100.0: 0.0 8.2 0.6 88.3 85.3 88.9 94.0: 11.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 4 2 22 19 24 23:
Old : 32: 0 4 2 22 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 : 62.5 49.1 78.6 70.7 61.5 48.0 74.5 66.9
Old : 62.5 49.1 78.6 70.7 61.5 48.0 74.5 66.9
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,361: 4,297 3,050 1,423 57,270 58,950 62,990 63,423: 5,371 4,938
Old : 68,361: 4,297 3,050 1,423 57,270 58,950 62,990 63,423: 5,371 4,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -809: -1,220 840 11 -535 -1,722 -1,744 -871: 935 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.5 2.1 83.8 86.2 92.1 92.8: 7.9 7.2
Old : 100.0: 6.3 4.5 2.1 83.8 86.2 92.1 92.8: 7.9 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 2 19 15 22 19:
Old : 26: 2 3 2 19 15 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 59.2 69.0 82.1 38.8 53.9 61.8 67.6
Old : 41.2 59.2 69.0 82.1 38.8 53.9 61.8 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,932: 15,572 8,972 0 63,117 70,355 78,689 79,327: 1,243 605
Old : 79,932: 15,572 8,972 0 63,117 70,355 78,689 79,327: 1,243 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 22,468: 1,710 6,420 0 20,337 17,644 22,047 24,064: 421 -1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 11.2 0.0 79.0 88.0 98.4 99.2: 1.6 0.8
Old : 100.0: 19.5 11.2 0.0 79.0 88.0 98.4 99.2: 1.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 7 0 32 29 37 36:
Old : 60: 5 7 0 32 29 37 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 : 36.0 40.9 54.8 60.9 33.3 38.4 50.2 52.5
Old : 36.0 40.9 54.8 60.9 33.3 38.4 50.2 52.5
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,899: 23,759 19,369 772 90,199 94,410 114,730 114,551: 1,169 1,348
Old : 115,899: 23,759 19,369 772 90,199 94,410 114,730 114,551: 1,169 1,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 22,048: 969 5,738 772 20,678 15,788 22,419 22,298: -371 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.7 0.7 77.8 81.5 99.0 98.8: 1.0 1.2
Old : 100.0: 20.5 16.7 0.7 77.8 81.5 99.0 98.8: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 7 9 3 39 43 48 53:
Old : 73: 7 9 3 39 43 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 29.9 51.2 47.8 27.9 26.9 46.1 42.1
Old : 28.5 29.9 51.2 47.8 27.9 26.9 46.1 42.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,394: 0 687 93 47,993 45,673 48,086 46,453: 308 1,941
Old : 48,394: 0 687 93 47,993 45,673 48,086 46,453: 308 1,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 6,120: 0 687 93 6,819 5,293 6,912 6,073: -792 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.2 99.2 94.4 99.4 96.0: 0.6 4.0
Old : 100.0: 0.0 1.4 0.2 99.2 94.4 99.4 96.0: 0.6 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 : 37: 0 1 1 18 28 19 29:
Old : 37: 0 1 1 18 28 19 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 47.7 81.9 67.7 58.5 43.8 79.2 63.8
Old : 59.6 47.7 81.9 67.7 58.5 43.8 79.2 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 221,760: 0 483 911 216,060 210,256 216,971 211,650: 4,789 10,110
Old : 221,760: 0 483 911 216,060 210,256 216,971 211,650: 4,789 10,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 5,416: -69 483 -368 5,791 3,470 5,354 3,585: 62 1,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.4 97.4 94.8 97.8 95.4: 2.2 4.6
Old : 100.0: 0.0 0.2 0.4 97.4 94.8 97.8 95.4: 2.2 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 : 41: 0 1 1 38 34 39 35:
Old : 41: 0 1 1 38 34 39 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 : 50.6 52.7 65.8 70.8 47.1 39.7 57.6 50.9
Old : 50.6 52.7 65.8 70.8 47.1 39.7 57.6 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 31,545: 0 492 217 30,081 25,769 30,298 26,478: 1,247 5,067
Old : 31,545: 0 492 217 30,081 25,769 30,298 26,478: 1,247 5,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 721: 0 -660 0 481 1,111 481 451: 240 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.7 95.4 81.7 96.0 83.9: 4.0 16.1
Old : 100.0: 0.0 1.6 0.7 95.4 81.7 96.0 83.9: 4.0 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 15 16 16 17:
Old : 26: 0 1 1 15 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 53.7 87.6 71.1 75.7 48.8 85.8 66.2
Old : 75.7 53.7 87.6 71.1 75.7 48.8 85.8 66.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 49,111: 711 0 483 42,041 41,816 43,235 42,299: 5,876 6,812
Old : 49,111: 711 0 483 42,041 41,816 43,235 42,299: 5,876 6,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 885: -2 0 -59 788 540 727 481: 158 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 1.0 85.6 85.1 88.0 86.1: 12.0 13.9
Old : 100.0: 1.4 0.0 1.0 85.6 85.1 88.0 86.1: 12.0 13.9
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 : 24: 1 0 1 18 19 19 20:
Old : 24: 1 0 1 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 52.9 74.9 66.0 57.3 48.0 67.6 58.4
Old : 60.5 52.9 74.9 66.0 57.3 48.0 67.6 58.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 94,756: 0 4,279 895 89,033 83,799 89,928 88,973: 4,828 5,783
Old : 94,756: 0 4,279 895 89,033 83,799 89,928 88,973: 4,828 5,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,484: 0 1,156 184 1,668 250 1,852 1,590: -368 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.9 94.0 88.4 94.9 93.9: 5.1 6.1
Old : 100.0: 0.0 4.5 0.9 94.0 88.4 94.9 93.9: 5.1 6.1
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: 0 3 2 25 31 27 34:
Old : 42: 0 3 2 25 31 27 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 42.5 74.1 61.3 55.7 34.6 63.9 50.8
Old : 58.7 42.5 74.1 61.3 55.7 34.6 63.9 50.8
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 127,257: 8,723 0 608 111,854 119,580 121,185 120,188: 6,072 7,069
Old : 127,257: 8,723 0 608 111,854 119,580 121,185 120,188: 6,072 7,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 6,643: 62 0 30 6,079 6,059 6,171 6,089: 472 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.5 87.9 94.0 95.2 94.4: 4.8 5.6
Old : 100.0: 6.9 0.0 0.5 87.9 94.0 95.2 94.4: 4.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 2 20 17 23 19:
Old : 28: 3 0 2 20 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 77.0 69.8 87.9 49.4 75.9 67.5 82.5
Old : 50.8 77.0 69.8 87.9 49.4 75.9 67.5 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 97,165: 240 0 0 92,407 94,807 92,647 94,807: 4,518 2,358
Old : 97,165: 240 0 0 92,407 94,807 92,647 94,807: 4,518 2,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -244: 240 0 0 -544 -244 -304 -244: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 95.1 97.6 95.4 97.6: 4.6 2.4
Old : 100.0: 0.2 0.0 0.0 95.1 97.6 95.4 97.6: 4.6 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 : 26: 1 0 0 21 17 22 17:
Old : 26: 1 0 0 21 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 72.4 76.3 89.9 49.4 65.3 68.2 76.9
Old : 53.1 72.4 76.3 89.9 49.4 65.3 68.2 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,964: 1,545 0 0 98,792 102,884 100,337 102,884: 5,627 3,080
Old : 105,964: 1,545 0 0 98,792 102,884 100,337 102,884: 5,627 3,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,485: 217 0 0 2,260 1,934 2,477 1,934: 8 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 93.2 97.1 94.7 97.1: 5.3 2.9
Old : 100.0: 1.5 0.0 0.0 93.2 97.1 94.7 97.1: 5.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 0 21 19 23 19:
Old : 29: 2 0 0 21 19 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 52.7 78.6 76.3 53.2 46.5 60.5 62.8
Old : 64.9 52.7 78.6 76.3 53.2 46.5 60.5 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,751: 975 4,168 3,203 97,775 100,155 101,953 107,526: 14,798 9,225
Old : 116,751: 975 4,168 3,203 97,775 100,155 101,953 107,526: 14,798 9,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 8,545: -354 4,168 748 7,553 4,056 7,947 8,972: 598 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.6 2.7 83.7 85.8 87.3 92.1: 12.7 7.9
Old : 100.0: 0.8 3.6 2.7 83.7 85.8 87.3 92.1: 12.7 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 : 44: 1 3 2 32 34 34 38:
Old : 44: 1 3 2 32 34 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 38.1 52.2 59.6 24.8 29.2 38.5 44.3
Old : 31.5 38.1 52.2 59.6 24.8 29.2 38.5 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 15,107: 0 3,193 0 14,924 10,989 14,924 14,182: 183 925
Old : 15,107: 0 3,193 0 14,924 10,989 14,924 14,182: 183 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.1 0.0 98.8 72.7 98.8 93.9: 1.2 6.1
Old : 100.0: 0.0 21.1 0.0 98.8 72.7 98.8 93.9: 1.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 11 10 11 12:
Old : 20: 0 2 0 11 10 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 69.6 94.8 87.6 81.3 69.6 93.1 82.7
Old : 81.3 69.6 94.8 87.6 81.3 69.6 93.1 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 47,586: 5,620 0 0 40,317 47,032 45,937 47,032: 1,649 554
Old : 47,586: 5,620 0 0 40,317 47,032 45,937 47,032: 1,649 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,562: 792 0 0 1,950 2,562 2,742 2,562: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.0 0.0 84.7 98.8 96.5 98.8: 3.5 1.2
Old : 100.0: 11.8 0.0 0.0 84.7 98.8 96.5 98.8: 3.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 0 0 21 20 27 20:
Old : 34: 6 0 0 21 20 27 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 : 37.9 60.7 64.2 83.2 35.1 55.2 58.5 72.1
Old : 37.9 60.7 64.2 83.2 35.1 55.2 58.5 72.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,877: 330 434 0 47,692 48,199 48,022 48,633: 855 244
Old : 48,877: 330 434 0 47,692 48,199 48,022 48,633: 855 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 7,399: 330 0 0 7,253 7,339 7,583 7,339: -184 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.9 0.0 97.6 98.6 98.3 99.5: 1.7 0.5
Old : 100.0: 0.7 0.9 0.0 97.6 98.6 98.3 99.5: 1.7 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 : 30: 1 1 0 20 15 21 16:
Old : 30: 1 1 0 20 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 67.8 73.8 90.3 49.7 63.3 71.7 80.6
Old : 49.7 67.8 73.8 90.3 49.7 63.3 71.7 80.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 195,040: 8,687 5,212 2,294 177,467 182,596 188,448 190,102: 6,592 4,938
Old : 195,040: 8,687 5,212 2,294 177,467 182,596 188,448 190,102: 6,592 4,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 5,305: 520 1,279 538 5,584 5,920 6,642 7,737: -1,337 -2,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.7 1.2 91.0 93.6 96.6 97.5: 3.4 2.5
Old : 100.0: 4.5 2.7 1.2 91.0 93.6 96.6 97.5: 3.4 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 : 62: 5 7 7 43 37 51 48:
Old : 62: 5 7 7 43 37 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 53.4 47.7 65.2 24.4 46.8 38.5 55.8
Old : 29.3 53.4 47.7 65.2 24.4 46.8 38.5 55.8
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 107,643: 2,321 0 60 96,431 102,626 98,812 102,686: 8,831 4,957
Old : 107,643: 2,321 0 60 96,431 102,626 98,812 102,686: 8,831 4,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,815: 2,321 0 60 167 4,558 2,548 4,618: -733 -2,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.1 89.6 95.3 91.8 95.4: 8.2 4.6
Old : 100.0: 2.2 0.0 0.1 89.6 95.3 91.8 95.4: 8.2 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 : 29: 1 0 1 20 23 21 24:
Old : 29: 1 0 1 20 23 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 56.9 76.9 75.9 53.5 54.8 71.5 72.6
Old : 58.4 56.9 76.9 75.9 53.5 54.8 71.5 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 78,975: 0 0 0 73,125 73,311 73,125 73,311: 5,850 5,664
Old : 78,975: 0 0 0 73,125 73,311 73,125 73,311: 5,850 5,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 3,699: 0 0 0 3,518 4,063 3,518 4,063: 181 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.6 92.8 92.6 92.8: 7.4 7.2
Old : 100.0: 0.0 0.0 0.0 92.6 92.8 92.6 92.8: 7.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 21 21 21 21:
Old : 31: 0 0 0 21 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 64.9 68.9 78.4 40.0 58.9 57.3 67.3
Old : 47.4 64.9 68.9 78.4 40.0 58.9 57.3 67.3
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 74,434: 299 0 454 67,020 68,280 67,773 68,734: 6,661 5,700
Old : 74,434: 299 0 454 67,020 68,280 67,773 68,734: 6,661 5,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 240: -30 0 0 300 181 270 181: -30 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.6 90.0 91.7 91.1 92.3: 8.9 7.7
Old : 100.0: 0.4 0.0 0.6 90.0 91.7 91.1 92.3: 8.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 21 17 22 18:
Old : 26: 1 0 1 21 17 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 : 64.4 68.5 76.2 82.0 63.8 67.0 73.6 75.9
Old : 64.4 68.5 76.2 82.0 63.8 67.0 73.6 75.9
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 119,642: 4,487 0 0 103,352 117,885 107,839 117,885: 11,803 1,757
Old : 119,642: 4,487 0 0 103,352 117,885 107,839 117,885: 11,803 1,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 7,473: 180 0 0 6,350 7,413 6,530 7,413: 943 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.0 86.4 98.5 90.1 98.5: 9.9 1.5
Old : 100.0: 3.8 0.0 0.0 86.4 98.5 90.1 98.5: 9.9 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 : 32: 2 0 0 25 17 27 17:
Old : 32: 2 0 0 25 17 27 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 : 55.2 80.6 71.7 92.5 54.8 78.2 71.1 89.9
Old : 55.2 80.6 71.7 92.5 54.8 78.2 71.1 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 164,635: 31,074 9,343 13,824 119,263 140,714 164,161 163,882: 474 753
Old : 164,635: 31,074 9,343 13,824 119,263 140,714 164,161 163,882: 474 753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,483: 189 740 -460 1,711 1,094 1,441 1,375: 42 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 5.7 8.4 72.4 85.5 99.7 99.5: 0.3 0.5
Old : 100.0: 18.9 5.7 8.4 72.4 85.5 99.7 99.5: 0.3 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 : 82: 13 13 21 50 52 75 75:
Old : 82: 13 13 21 50 52 75 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 31.9 64.0 53.3 33.2 24.4 40.6 35.9
Old : 49.2 31.9 64.0 53.3 33.2 24.4 40.6 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,458: 1,775 581 1,192 43,491 44,685 46,458 46,458: 0 0
Old : 46,458: 1,775 581 1,192 43,491 44,685 46,458 46,458: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,314: 724 -129 182 408 1,261 1,314 1,314: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.3 2.6 93.6 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.8 1.3 2.6 93.6 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 2 3 24 25 28 29:
Old : 35: 3 2 3 24 25 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 43.7 76.3 69.2 38.2 31.5 47.9 46.2
Old : 53.2 43.7 76.3 69.2 38.2 31.5 47.9 46.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 371,986: 2,240 12,560 320 369,426 359,106 371,986 371,986: 0 0
Old : 371,986: 2,240 12,560 320 369,426 359,106 371,986 371,986: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 10,951: 656 6,064 -2,256 12,551 7,143 10,951 10,951: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.4 0.1 99.3 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 3.4 0.1 99.3 96.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 22 22 24 24:
Old : 28: 1 2 1 22 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 49.3 77.9 82.3 52.7 48.3 64.2 66.0
Old : 56.1 49.3 77.9 82.3 52.7 48.3 64.2 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,592,739: 28,447 95,920 63,032 1,500,059 1,432,586 1,591,538 1,591,538: 1,201 1,201
Old : 1,592,739: 28,447 95,920 63,032 1,500,059 1,432,586 1,591,538 1,591,538: 1,201 1,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 19,295: 704 -314 -1,974 20,565 21,583 19,295 19,295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.0 4.0 94.2 89.9 99.9 99.9: 0.1 0.1
Old : 100.0: 1.8 6.0 4.0 94.2 89.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 5 8 7 38 42 47 53:
Old : 59: 5 8 7 38 42 47 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 43.2 69.0 64.4 39.6 37.3 51.4 52.0
Old : 48.9 43.2 69.0 64.4 39.6 37.3 51.4 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 71,435: 4,488 5,199 3,147 63,800 63,089 71,435 71,435: 0 0
Old : 71,435: 4,488 5,199 3,147 63,800 63,089 71,435 71,435: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,923: -267 534 304 2,885 2,084 2,923 2,923: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 7.3 4.4 89.3 88.3 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 7.3 4.4 89.3 88.3 100.0 100.0: 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 : 42: 7 5 6 26 26 36 34:
Old : 42: 7 5 6 26 26 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 56.6 77.4 78.4 47.2 51.1 64.9 63.7
Old : 52.1 56.6 77.4 78.4 47.2 51.1 64.9 63.7
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 315,576: 2,528 8 320 312,728 315,248 315,576 315,576: 0 0
Old : 315,576: 2,528 8 320 312,728 315,248 315,576 315,576: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -1,005: 0 0 0 -1,005 -1,005 -1,005 -1,005: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.1 99.1 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.0 0.1 99.1 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 17 17 19 18:
Old : 24: 1 1 1 17 17 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 : 64.6 67.2 91.1 86.0 45.0 54.2 62.4 61.4
Old : 64.6 67.2 91.1 86.0 45.0 54.2 62.4 61.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 445,837: 5,745 1,864 8,632 431,460 435,341 445,837 445,837: 0 0
Old : 445,837: 5,745 1,864 8,632 431,460 435,341 445,837 445,837: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 7,401: 0 760 0 7,401 6,641 7,401 7,401: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.4 1.9 96.8 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 0.4 1.9 96.8 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 : 43: 3 3 1 31 28 35 31:
Old : 43: 3 3 1 31 28 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 57.8 71.2 79.2 40.9 52.8 57.5 64.1
Old : 46.0 57.8 71.2 79.2 40.9 52.8 57.5 64.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,650: 1,186 207 783 32,296 33,215 34,265 34,205: 385 445
Old : 34,650: 1,186 207 783 32,296 33,215 34,265 34,205: 385 445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 459: 168 0 -21 333 480 480 459: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.6 2.3 93.2 95.9 98.9 98.7: 1.1 1.3
Old : 100.0: 3.4 0.6 2.3 93.2 95.9 98.9 98.7: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 1 4 28 26 36 31:
Old : 42: 8 1 4 28 26 36 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 : 45.5 59.4 67.3 77.0 42.1 55.7 60.0 67.8
Old : 45.5 59.4 67.3 77.0 42.1 55.7 60.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,991: 190 0 0 55,391 55,970 55,581 55,970: 410 21
Old : 55,991: 190 0 0 55,391 55,970 55,581 55,970: 410 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 310: 0 0 0 310 310 310 310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 98.9 100.0 99.3 100.0: 0.7 0.0
Old : 100.0: 0.3 0.0 0.0 98.9 100.0 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 0 0 32 31 33 31:
Old : 42: 1 0 0 32 31 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 55.8 73.3 70.8 59.3 52.7 69.2 65.4
Old : 59.6 55.8 73.3 70.8 59.3 52.7 69.2 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 81,325: 922 0 0 80,208 81,205 81,130 81,205: 195 120
Old : 81,325: 922 0 0 80,208 81,205 81,130 81,205: 195 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,235: 0 0 0 1,235 1,175 1,235 1,175: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 98.6 99.9 99.8 99.9: 0.2 0.1
Old : 100.0: 1.1 0.0 0.0 98.6 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 : 48: 5 0 0 35 30 40 30:
Old : 48: 5 0 0 35 30 40 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 : 55.5 59.3 72.3 74.6 55.3 57.8 69.9 71.1
Old : 55.5 59.3 72.3 74.6 55.3 57.8 69.9 71.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,878: 525 1,175 0 24,809 24,583 25,334 25,758: 544 120
Old : 25,878: 525 1,175 0 24,809 24,583 25,334 25,758: 544 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 4.5 0.0 95.9 95.0 97.9 99.5: 2.1 0.5
Old : 100.0: 2.0 4.5 0.0 95.9 95.0 97.9 99.5: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 0 18 16 20 18:
Old : 28: 2 2 0 18 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 68.7 81.8 87.7 58.5 68.4 76.2 82.2
Old : 61.6 68.7 81.8 87.7 58.5 68.4 76.2 82.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 294,872: 11,944 0 384 282,544 294,488 294,872 294,872: 0 0
Old : 294,872: 11,944 0 384 282,544 294,488 294,872 294,872: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 5,832: 0 0 0 5,832 5,832 5,832 5,832: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.1 95.8 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 4.1 0.0 0.1 95.8 99.9 100.0 100.0: 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 : 31: 2 0 1 23 18 25 19:
Old : 31: 2 0 1 23 18 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 73.4 66.8 90.0 42.1 65.7 60.3 75.3
Old : 45.9 73.4 66.8 90.0 42.1 65.7 60.3 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 9,516: 1,540 1,856 240 7,691 7,336 9,471 9,432: 45 84
Old : 9,516: 1,540 1,856 240 7,691 7,336 9,471 9,432: 45 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 10: 21 0 0 -56 -74 -35 -74: 45 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 19.5 2.5 80.8 77.1 99.5 99.1: 0.5 0.9
Old : 100.0: 16.2 19.5 2.5 80.8 77.1 99.5 99.1: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 2 19 20 25 22:
Old : 30: 5 1 2 19 20 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 65.3 63.4 79.8 36.0 57.3 60.1 68.5
Old : 36.0 65.3 63.4 79.8 36.0 57.3 60.1 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,740: 3,750 0 0 5,870 9,560 9,620 9,560: 120 180
Old : 9,740: 3,750 0 0 5,870 9,560 9,620 9,560: 120 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 375: 250 0 0 125 375 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 0.0 0.0 60.3 98.2 98.8 98.2: 1.2 1.8
Old : 100.0: 38.5 0.0 0.0 60.3 98.2 98.8 98.2: 1.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 0 10 15 14 15:
Old : 22: 4 0 0 10 15 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 59.5 82.6 82.8 51.8 52.7 73.9 65.6
Old : 51.8 59.5 82.6 82.8 51.8 52.7 73.9 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,170: 1,790 375 480 8,405 10,295 10,675 11,150: 495 20
Old : 11,170: 1,790 375 480 8,405 10,295 10,675 11,150: 495 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 540: 50 75 0 490 465 540 540: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 3.4 4.3 75.2 92.2 95.6 99.8: 4.4 0.2
Old : 100.0: 16.0 3.4 4.3 75.2 92.2 95.6 99.8: 4.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 2 14 18 16 22:
Old : 25: 2 2 2 14 18 16 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 : 63.5 63.0 85.2 82.4 32.8 38.1 46.8 45.7
Old : 63.5 63.0 85.2 82.4 32.8 38.1 46.8 45.7
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,917: 450 1,625 0 35,467 34,172 35,917 35,797: 0 120
Old : 35,917: 450 1,625 0 35,467 34,172 35,917 35,797: 0 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,395: 0 75 0 1,395 1,320 1,395 1,395: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.5 0.0 98.7 95.1 100.0 99.7: 0.0 0.3
Old : 100.0: 1.3 4.5 0.0 98.7 95.1 100.0 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 : 40: 3 3 0 24 26 27 29:
Old : 40: 3 3 0 24 26 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 69.2 74.4 83.6 48.8 68.9 64.9 76.7
Old : 52.4 69.2 74.4 83.6 48.8 68.9 64.9 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,029: 710 75 0 24,079 24,854 24,789 24,929: 240 100
Old : 25,029: 710 75 0 24,079 24,854 24,789 24,929: 240 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 61: 25 0 0 36 61 61 61: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.3 0.0 96.2 99.3 99.0 99.6: 1.0 0.4
Old : 100.0: 2.8 0.3 0.0 96.2 99.3 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 0 25 23 28 24:
Old : 33: 3 1 0 25 23 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 66.6 67.1 86.4 40.2 50.8 56.4 63.0
Old : 46.0 66.6 67.1 86.4 40.2 50.8 56.4 63.0
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 22,252: 115 1,126 214 21,365 20,334 21,694 21,674: 558 578
Old : 22,252: 115 1,126 214 21,365 20,334 21,694 21,674: 558 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 46: 0 84 0 67 -38 67 46: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.1 1.0 96.0 91.4 97.5 97.4: 2.5 2.6
Old : 100.0: 0.5 5.1 1.0 96.0 91.4 97.5 97.4: 2.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 5 1 24 23 26 28:
Old : 35: 1 5 1 24 23 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 52.7 68.4 72.8 37.1 44.2 54.8 57.0
Old : 43.1 52.7 68.4 72.8 37.1 44.2 54.8 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,814: 1,331 1,960 1,757 51,726 50,967 54,814 54,684: 0 130
Old : 54,814: 1,331 1,960 1,757 51,726 50,967 54,814 54,684: 0 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -116: 0 -65 -30 -86 -31 -116 -126: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.6 3.2 94.4 93.0 100.0 99.8: 0.0 0.2
Old : 100.0: 2.4 3.6 3.2 94.4 93.0 100.0 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 : 42: 2 3 3 33 26 37 30:
Old : 42: 2 3 3 33 26 37 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 : 43.0 44.2 63.8 67.5 38.9 43.8 57.8 63.8
Old : 43.0 44.2 63.8 67.5 38.9 43.8 57.8 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 71,020: 1,784 10,910 1,248 67,938 58,837 70,970 70,995: 50 25
Old : 71,020: 1,784 10,910 1,248 67,938 58,837 70,970 70,995: 50 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 560: -20 891 -536 1,091 240 535 595: 25 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 15.4 1.8 95.7 82.8 99.9 100.0: 0.1 0.0
Old : 100.0: 2.5 15.4 1.8 95.7 82.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 8 8 36 32 46 44:
Old : 55: 6 8 8 36 32 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 : 34.7 44.6 52.9 66.2 34.5 41.2 50.7 57.4
Old : 34.7 44.6 52.9 66.2 34.5 41.2 50.7 57.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,150: 760 0 0 51,365 52,150 52,125 52,150: 25 0
Old : 52,150: 760 0 0 51,365 52,150 52,125 52,150: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,310: 60 0 0 1,250 1,310 1,310 1,310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.0 0.0 98.5 100.0 100.0 100.0: 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 : 31: 1 0 0 27 12 28 12:
Old : 31: 1 0 0 27 12 28 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 : 58.6 97.4 79.5 99.4 56.4 94.8 77.2 95.3
Old : 58.6 97.4 79.5 99.4 56.4 94.8 77.2 95.3
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 59,015: 1,345 0 0 57,645 59,015 58,990 59,015: 25 0
Old : 59,015: 1,345 0 0 57,645 59,015 58,990 59,015: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,400: 60 0 0 1,340 1,400 1,400 1,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 97.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 0.0 0.0 97.7 100.0 100.0 100.0: 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 : 34: 2 0 0 26 17 28 17:
Old : 34: 2 0 0 26 17 28 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 93.8 78.2 98.1 59.7 92.5 77.1 95.1
Old : 60.7 93.8 78.2 98.1 59.7 92.5 77.1 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 340,048: 54,380 17,361 5,050 280,618 317,637 340,048 340,048: 0 0
Old : 340,048: 54,380 17,361 5,050 280,618 317,637 340,048 340,048: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -1,561: -1,221 0 -1,155 815 -406 -1,561 -1,561: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 5.1 1.5 82.5 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 16.0 5.1 1.5 82.5 93.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 2 2 27 30 31 34:
Old : 42: 4 2 2 27 30 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 48.2 70.6 68.3 41.8 46.7 62.7 64.2
Old : 46.6 48.2 70.6 68.3 41.8 46.7 62.7 64.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 27,066: 2,599 2,384 1,842 22,518 22,687 26,960 26,914: 106 152
Old : 27,066: 2,599 2,384 1,842 22,518 22,687 26,960 26,914: 106 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 61: -40 67 -47 147 40 61 61: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 8.8 6.8 83.2 83.8 99.6 99.4: 0.4 0.6
Old : 100.0: 9.6 8.8 6.8 83.2 83.8 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 5 7 26 33 33 42:
Old : 46: 4 5 7 26 33 33 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 45.4 70.2 59.7 39.1 45.2 63.1 57.1
Old : 45.1 45.4 70.2 59.7 39.1 45.2 63.1 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 33,171: 1,936 312 26 31,209 32,833 33,171 33,171: 0 0
Old : 33,171: 1,936 312 26 31,209 32,833 33,171 33,171: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 993: 312 0 0 681 993 993 993: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.9 0.1 94.1 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 0.9 0.1 94.1 99.0 100.0 100.0: 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 : 31: 4 5 1 15 13 19 19:
Old : 31: 4 5 1 15 13 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 81.5 91.4 95.9 71.6 77.6 82.1 83.6
Old : 74.5 81.5 91.4 95.9 71.6 77.6 82.1 83.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 284,967: 760 20,385 0 284,207 264,582 284,967 284,967: 0 0
Old : 284,967: 760 20,385 0 284,207 264,582 284,967 284,967: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -416: 0 0 0 -416 -416 -416 -416: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 7.2 0.0 99.7 92.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 7.2 0.0 99.7 92.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 0 21 18 22 21:
Old : 30: 1 3 0 21 18 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 : 69.9 61.0 82.6 79.9 57.9 48.0 65.9 64.4
Old : 69.9 61.0 82.6 79.9 57.9 48.0 65.9 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 20,855: 390 1,133 0 20,338 19,315 20,728 20,448: 127 407
Old : 20,855: 390 1,133 0 20,338 19,315 20,728 20,448: 127 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -317: -21 0 0 -296 -317 -317 -317: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.4 0.0 97.5 92.6 99.4 98.0: 0.6 2.0
Old : 100.0: 1.9 5.4 0.0 97.5 92.6 99.4 98.0: 0.6 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 : 30: 2 3 0 19 20 21 23:
Old : 30: 2 3 0 19 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 69.0 84.4 83.5 61.9 63.3 74.3 72.8
Old : 69.1 69.0 84.4 83.5 61.9 63.3 74.3 72.8
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 112,036: 0 1,961 0 112,036 110,075 112,036 112,036: 0 0
Old : 112,036: 0 1,961 0 112,036 110,075 112,036 112,036: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 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 1.8 0.0 100.0 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.8 0.0 100.0 98.2 100.0 100.0: 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: 0 1 0 11 10 11 11:
Old : 20: 0 1 0 11 10 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 92.0 97.6 98.3 79.8 92.0 97.3 98.0
Old : 79.8 92.0 97.6 98.3 79.8 92.0 97.3 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 11,652: 1,510 207 640 9,284 9,522 11,434 10,369: 218 1,283
Old : 11,652: 1,510 207 640 9,284 9,522 11,434 10,369: 218 1,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 84: -21 0 0 105 125 84 125: 0 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 1.8 5.5 79.7 81.7 98.1 89.0: 1.9 11.0
Old : 100.0: 13.0 1.8 5.5 79.7 81.7 98.1 89.0: 1.9 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 2 2 19 18 24 22:
Old : 30: 5 2 2 19 18 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 50.5 72.8 71.6 39.9 45.1 55.9 56.6
Old : 51.4 50.5 72.8 71.6 39.9 45.1 55.9 56.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 148,071: 5,025 1,658 2,320 140,342 143,709 147,687 147,687: 384 384
Old : 148,071: 5,025 1,658 2,320 140,342 143,709 147,687 147,687: 384 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 32: -408 0 408 32 -376 32 32: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.1 1.6 94.8 97.1 99.7 99.7: 0.3 0.3
Old : 100.0: 3.4 1.1 1.6 94.8 97.1 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 : 30: 4 1 2 15 18 20 20:
Old : 30: 4 1 2 15 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 : 61.8 62.1 81.8 84.9 54.6 61.5 73.5 76.3
Old : 61.8 62.1 81.8 84.9 54.6 61.5 73.5 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 18,044: 136 2,407 480 17,129 14,624 17,745 17,511: 299 533
Old : 18,044: 136 2,407 480 17,129 14,624 17,745 17,511: 299 533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 127: 0 41 -41 168 127 127 127: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 13.3 2.7 94.9 81.0 98.3 97.0: 1.7 3.0
Old : 100.0: 0.8 13.3 2.7 94.9 81.0 98.3 97.0: 1.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 4 3 23 26 27 32:
Old : 37: 3 4 3 23 26 27 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 : 57.8 36.7 75.0 57.0 50.8 35.1 58.8 48.1
Old : 57.8 36.7 75.0 57.0 50.8 35.1 58.8 48.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 201,137: 1,536 9,686 408 199,193 191,043 201,137 201,137: 0 0
Old : 201,137: 1,536 9,686 408 199,193 191,043 201,137 201,137: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 768: 0 0 0 768 768 768 768: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.8 0.2 99.0 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 4.8 0.2 99.0 95.0 100.0 100.0: 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 : 31: 1 2 1 21 20 23 22:
Old : 31: 1 2 1 21 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 58.5 77.9 79.8 36.9 45.1 48.8 54.9
Old : 59.4 58.5 77.9 79.8 36.9 45.1 48.8 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,385: 50 575 50 11,225 10,735 11,325 11,360: 60 25
Old : 11,385: 50 575 50 11,225 10,735 11,325 11,360: 60 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 425: 0 50 0 425 375 425 425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.1 0.4 98.6 94.3 99.5 99.8: 0.5 0.2
Old : 100.0: 0.4 5.1 0.4 98.6 94.3 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 1 18 13 20 17:
Old : 25: 1 4 1 18 13 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 77.7 84.7 92.1 36.2 49.8 55.3 58.9
Old : 60.0 77.7 84.7 92.1 36.2 49.8 55.3 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 27,809: 1,226 859 259 26,324 26,691 27,809 27,809: 0 0
Old : 27,809: 1,226 859 259 26,324 26,691 27,809 27,809: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 715: 259 25 0 456 690 715 715: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 3.1 0.9 94.7 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.4 3.1 0.9 94.7 96.0 100.0 100.0: 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 : 30: 2 3 1 19 17 21 21:
Old : 30: 2 3 1 19 17 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 56.3 89.9 77.8 46.8 50.5 60.8 63.0
Old : 68.4 56.3 89.9 77.8 46.8 50.5 60.8 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 243,842: 0 4,184 0 243,842 239,658 243,842 243,842: 0 0
Old : 243,842: 0 4,184 0 243,842 239,658 243,842 243,842: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -8: 0 320 0 -8 -328 -8 -8: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 17 17 17 18:
Old : 23: 0 1 0 17 17 17 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 : 78.6 64.5 93.6 86.6 50.7 36.7 56.8 52.4
Old : 78.6 64.5 93.6 86.6 50.7 36.7 56.8 52.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,495: 400 1,680 0 10,935 9,790 11,335 11,470: 160 25
Old : 11,495: 400 1,680 0 10,935 9,790 11,335 11,470: 160 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 260: 100 0 0 160 260 260 260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 14.6 0.0 95.1 85.2 98.6 99.8: 1.4 0.2
Old : 100.0: 3.5 14.6 0.0 95.1 85.2 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 : 21: 1 1 0 14 13 15 14:
Old : 21: 1 1 0 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 77.1 84.9 91.9 59.0 65.6 72.0 78.3
Old : 68.9 77.1 84.9 91.9 59.0 65.6 72.0 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,735: 305 2,595 155 12,215 9,940 12,675 12,690: 60 45
Old : 12,735: 305 2,595 155 12,215 9,940 12,675 12,690: 60 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.4 1.2 95.9 78.1 99.5 99.6: 0.5 0.4
Old : 100.0: 2.4 20.4 1.2 95.9 78.1 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 1 17 15 19 17:
Old : 25: 2 1 1 17 15 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 : 65.6 71.3 82.8 88.9 55.7 60.0 69.0 75.0
Old : 65.6 71.3 82.8 88.9 55.7 60.0 69.0 75.0
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 742,549: 65,772 28,292 130,630 545,002 583,627 741,404 742,549: 1,146 0
Old : 742,549: 65,772 28,292 130,630 545,002 583,627 741,404 742,549: 1,146 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 5,616: 10,149 -1,153 -4,236 -135 11,006 5,777 5,616: -161 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 3.8 17.6 73.4 78.6 99.8 100.0: 0.2 0.0
Old : 100.0: 8.9 3.8 17.6 73.4 78.6 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 : 31: 6 3 6 20 19 28 26:
Old : 31: 6 3 6 20 19 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 57.9 81.3 87.9 18.1 26.8 24.3 28.5
Old : 60.7 57.9 81.3 87.9 18.1 26.8 24.3 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,610: 0 0 0 17,420 17,590 17,420 17,590: 190 20
Old : 17,610: 0 0 0 17,420 17,590 17,420 17,590: 190 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -145: -155 0 0 10 -165 -145 -165: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 99.9 98.9 99.9: 1.1 0.1
Old : 100.0: 0.0 0.0 0.0 98.9 99.9 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 17 13 17 13:
Old : 25: 0 0 0 17 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 : 64.3 82.6 88.6 96.5 60.9 82.6 81.0 91.4
Old : 64.3 82.6 88.6 96.5 60.9 82.6 81.0 91.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,956: 625 0 50 20,161 20,906 20,836 20,956: 120 0
Old : 20,956: 625 0 50 20,161 20,906 20,836 20,956: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 225: 0 0 0 225 225 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.2 96.2 99.8 99.4 100.0: 0.6 0.0
Old : 100.0: 3.0 0.0 0.2 96.2 99.8 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 19 17 21 18:
Old : 28: 2 0 1 19 17 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 74.8 82.5 92.0 58.8 67.5 71.3 77.9
Old : 66.6 74.8 82.5 92.0 58.8 67.5 71.3 77.9
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,487: 175 175 0 14,022 14,312 14,197 14,487: 290 0
Old : 14,487: 175 175 0 14,022 14,312 14,197 14,487: 290 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 125: 0 0 0 295 150 295 150: -170 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.2 0.0 96.8 98.8 98.0 100.0: 2.0 0.0
Old : 100.0: 1.2 1.2 0.0 96.8 98.8 98.0 100.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 0 16 17 18 19:
Old : 28: 2 2 0 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 : 65.3 72.7 82.8 89.9 56.5 64.5 72.6 76.2
Old : 65.3 72.7 82.8 89.9 56.5 64.5 72.6 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,620: 0 650 0 21,530 20,800 21,530 21,450: 90 170
Old : 21,620: 0 650 0 21,530 20,800 21,530 21,450: 90 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -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 3.0 0.0 99.6 96.2 99.6 99.2: 0.4 0.8
Old : 100.0: 0.0 3.0 0.0 99.6 96.2 99.6 99.2: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 3 0 17 14 17 17:
Old : 27: 0 3 0 17 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 : 70.2 80.7 92.0 91.2 66.9 79.5 84.5 86.7
Old : 70.2 80.7 92.0 91.2 66.9 79.5 84.5 86.7
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,955: 0 100 0 15,905 15,675 15,905 15,775: 50 180
Old : 15,955: 0 100 0 15,905 15,675 15,905 15,775: 50 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 30: 0 0 0 30 30 30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 99.7 98.2 99.7 98.9: 0.3 1.1
Old : 100.0: 0.0 0.6 0.0 99.7 98.2 99.7 98.9: 0.3 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 : 22: 0 1 0 18 10 18 11:
Old : 22: 0 1 0 18 10 18 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 : 67.8 87.6 89.7 96.7 65.0 84.4 86.0 91.0
Old : 67.8 87.6 89.7 96.7 65.0 84.4 86.0 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,610: 0 150 75 18,225 18,335 18,300 18,560: 310 50
Old : 18,610: 0 150 75 18,225 18,335 18,300 18,560: 310 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -125: -300 75 25 150 -225 -125 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.4 97.9 98.5 98.3 99.7: 1.7 0.3
Old : 100.0: 0.0 0.8 0.4 97.9 98.5 98.3 99.7: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 16 12 17 13:
Old : 22: 0 1 1 16 12 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 : 67.6 84.2 84.2 97.2 58.0 72.1 69.4 76.9
Old : 67.6 84.2 84.2 97.2 58.0 72.1 69.4 76.9
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,227: 560 0 40 19,302 20,137 19,902 20,177: 325 50
Old : 20,227: 560 0 40 19,302 20,137 19,902 20,177: 325 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -125: -175 -75 0 50 -50 -125 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.2 95.4 99.6 98.4 99.8: 1.6 0.2
Old : 100.0: 2.8 0.0 0.2 95.4 99.6 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 : 23: 2 0 1 16 12 18 13:
Old : 23: 2 0 1 16 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 89.7 80.3 98.3 49.2 75.5 63.4 77.5
Old : 62.9 89.7 80.3 98.3 49.2 75.5 63.4 77.5
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 107,287: 4,025 1,335 395 102,867 105,402 107,287 107,132: 0 155
Old : 107,287: 4,025 1,335 395 102,867 105,402 107,287 107,132: 0 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -260: -75 -250 0 -185 -10 -260 -260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.2 0.4 95.9 98.2 100.0 99.9: 0.0 0.1
Old : 100.0: 3.8 1.2 0.4 95.9 98.2 100.0 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 : 51: 5 3 2 37 35 43 39:
Old : 51: 5 3 2 37 35 43 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 : 41.2 47.9 61.6 72.8 36.9 38.5 49.1 54.6
Old : 41.2 47.9 61.6 72.8 36.9 38.5 49.1 54.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 123,198: 3,525 4,061 1,505 118,153 117,482 123,183 123,048: 15 150
Old : 123,198: 3,525 4,061 1,505 118,153 117,482 123,183 123,048: 15 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,705: -75 -275 575 1,205 1,405 1,705 1,705: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.3 1.2 95.9 95.4 100.0 99.9: 0.0 0.1
Old : 100.0: 2.9 3.3 1.2 95.9 95.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 6 5 45 40 52 47:
Old : 57: 3 6 5 45 40 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 : 43.9 48.7 59.5 71.3 35.8 45.9 48.2 58.4
Old : 43.9 48.7 59.5 71.3 35.8 45.9 48.2 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 180,925: 9,454 17,642 11,986 159,418 151,255 180,858 180,883: 67 42
Old : 180,925: 9,454 17,642 11,986 159,418 151,255 180,858 180,883: 67 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,269: 70 -886 332 871 1,813 1,273 1,259: -4 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 9.8 6.6 88.1 83.6 100.0 100.0: 0.0 0.0
Old : 100.0: 5.2 9.8 6.6 88.1 83.6 100.0 100.0: 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 : 77: 9 14 12 47 48 64 66:
Old : 77: 9 14 12 47 48 64 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 57.7 53.6 68.7 35.8 49.1 50.4 56.1
Old : 37.7 57.7 53.6 68.7 35.8 49.1 50.4 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 123,976: 3,943 4,042 1,715 118,248 118,209 123,906 123,966: 70 10
Old : 123,976: 3,943 4,042 1,715 118,248 118,209 123,906 123,966: 70 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 373: -120 10 10 473 353 363 373: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.3 1.4 95.4 95.3 99.9 100.0: 0.1 0.0
Old : 100.0: 3.2 3.3 1.4 95.4 95.3 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 : 51: 3 5 5 39 36 44 44:
Old : 51: 3 5 5 39 36 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 61.8 48.3 77.1 29.8 53.5 43.5 62.5
Old : 32.2 61.8 48.3 77.1 29.8 53.5 43.5 62.5
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,095: 1,610 950 300 35,175 35,845 37,085 37,095: 10 0
Old : 37,095: 1,610 950 300 35,175 35,845 37,085 37,095: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 485: 225 0 -90 350 575 485 485: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.6 0.8 94.8 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.3 2.6 0.8 94.8 96.6 100.0 100.0: 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 : 30: 2 1 1 25 15 27 17:
Old : 30: 2 1 1 25 15 27 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 : 59.4 90.9 76.7 97.7 58.9 87.3 73.9 88.1
Old : 59.4 90.9 76.7 97.7 58.9 87.3 73.9 88.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,505: 1,065 200 200 31,230 32,105 32,495 32,505: 10 0
Old : 32,505: 1,065 200 200 31,230 32,105 32,495 32,505: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -555: 275 0 -80 -750 -475 -555 -555: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.6 0.6 96.1 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 0.6 0.6 96.1 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 2 24 12 26 15:
Old : 29: 2 1 2 24 12 26 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 92.3 78.7 97.6 56.8 81.9 71.9 83.2
Old : 58.5 92.3 78.7 97.6 56.8 81.9 71.9 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 35,365: 1,200 0 250 33,721 34,935 35,171 35,185: 194 180
Old : 35,365: 1,200 0 250 33,721 34,935 35,171 35,185: 194 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 275: 0 0 0 335 275 335 275: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.7 95.4 98.8 99.5 99.5: 0.5 0.5
Old : 100.0: 3.4 0.0 0.7 95.4 98.8 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 0 1 30 29 32 30:
Old : 37: 2 0 1 30 29 32 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 : 43.1 54.0 60.1 75.0 37.8 48.1 51.5 59.8
Old : 43.1 54.0 60.1 75.0 37.8 48.1 51.5 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 14,681: 525 0 0 14,156 14,551 14,681 14,551: 0 130
Old : 14,681: 525 0 0 14,156 14,551 14,681 14,551: 0 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 96.4 99.1 100.0 99.1: 0.0 0.9
Old : 100.0: 3.6 0.0 0.0 96.4 99.1 100.0 99.1: 0.0 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 : 25: 2 0 0 20 17 22 17:
Old : 25: 2 0 0 20 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 64.6 60.3 86.9 34.2 51.8 53.4 63.4
Old : 37.1 64.6 60.3 86.9 34.2 51.8 53.4 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,080: 2,558 2,426 591 24,731 24,963 27,880 27,980: 200 100
Old : 28,080: 2,558 2,426 591 24,731 24,963 27,880 27,980: 200 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 111: 115 0 0 188 91 303 91: -192 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.6 2.1 88.1 88.9 99.3 99.6: 0.7 0.4
Old : 100.0: 9.1 8.6 2.1 88.1 88.9 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 4 3 27 24 34 30:
Old : 42: 6 4 3 27 24 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 : 45.0 46.3 69.6 67.3 40.0 43.7 57.9 62.8
Old : 45.0 46.3 69.6 67.3 40.0 43.7 57.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,784: 1,566 0 63 18,810 20,706 20,439 20,769: 345 15
Old : 20,784: 1,566 0 63 18,810 20,706 20,439 20,769: 345 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -33: 55 0 -1 -97 -32 -43 -33: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.3 90.5 99.6 98.3 99.9: 1.7 0.1
Old : 100.0: 7.5 0.0 0.3 90.5 99.6 98.3 99.9: 1.7 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 : 34: 3 0 2 25 25 28 27:
Old : 34: 3 0 2 25 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 : 47.3 50.4 68.8 72.7 44.7 50.3 58.8 65.8
Old : 47.3 50.4 68.8 72.7 44.7 50.3 58.8 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,503: 1,272 3,472 1,686 34,189 32,308 37,147 37,466: 356 37
Old : 37,503: 1,272 3,472 1,686 34,189 32,308 37,147 37,466: 356 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,116: -89 0 84 1,081 1,020 1,076 1,104: 40 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 9.3 4.5 91.2 86.1 99.1 99.9: 0.9 0.1
Old : 100.0: 3.4 9.3 4.5 91.2 86.1 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 : 43: 4 5 5 29 30 36 37:
Old : 43: 4 5 5 29 30 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 48.7 68.5 70.3 47.6 46.3 58.6 66.5
Old : 53.8 48.7 68.5 70.3 47.6 46.3 58.6 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,055: 205 10 45 21,352 21,998 21,602 22,053: 453 2
Old : 22,055: 205 10 45 21,352 21,998 21,602 22,053: 453 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 133: 0 10 -10 528 133 518 133: -385 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.2 96.8 99.7 97.9 100.0: 2.1 0.0
Old : 100.0: 0.9 0.0 0.2 96.8 99.7 97.9 100.0: 2.1 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 : 33: 1 1 2 29 22 31 24:
Old : 33: 1 1 2 29 22 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 47.4 70.6 78.9 41.9 42.6 56.8 64.6
Old : 53.1 47.4 70.6 78.9 41.9 42.6 56.8 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,224: 0 2,324 370 23,703 21,520 24,073 24,214: 151 10
Old : 24,224: 0 2,324 370 23,703 21,520 24,073 24,214: 151 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 812: 0 -66 6 806 872 812 812: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 1.5 97.8 88.8 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 9.6 1.5 97.8 88.8 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 4 1 23 17 24 21:
Old : 31: 0 4 1 23 17 24 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 : 52.5 52.6 79.2 73.7 51.7 47.9 72.9 65.1
Old : 52.5 52.6 79.2 73.7 51.7 47.9 72.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,814: 164 250 0 15,144 15,458 15,308 15,708: 506 106
Old : 15,814: 164 250 0 15,144 15,458 15,308 15,708: 506 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 275: 120 0 -120 275 395 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.6 0.0 95.8 97.7 96.8 99.3: 3.2 0.7
Old : 100.0: 1.0 1.6 0.0 95.8 97.7 96.8 99.3: 3.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 0 18 16 19 18:
Old : 26: 1 2 0 18 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 62.2 82.9 83.6 61.7 60.3 81.2 81.2
Old : 61.9 62.2 82.9 83.6 61.7 60.3 81.2 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 38,443: 100 500 300 37,689 37,578 38,089 38,378: 354 65
Old : 38,443: 100 500 300 37,689 37,578 38,089 38,378: 354 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 315: 0 0 0 315 315 315 315: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.3 0.8 98.0 97.7 99.1 99.8: 0.9 0.2
Old : 100.0: 0.3 1.3 0.8 98.0 97.7 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 2 1 29 27 31 29:
Old : 39: 1 2 1 29 27 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 50.9 68.2 71.5 46.5 48.9 62.9 64.4
Old : 48.7 50.9 68.2 71.5 46.5 48.9 62.9 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 16,149: 449 150 25 14,945 15,819 15,419 15,994: 730 155
Old : 16,149: 449 150 25 14,945 15,819 15,419 15,994: 730 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -60: 0 0 0 -80 -55 -80 -55: 20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.9 0.2 92.5 98.0 95.5 99.0: 4.5 1.0
Old : 100.0: 2.8 0.9 0.2 92.5 98.0 95.5 99.0: 4.5 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 : 26: 1 1 1 20 17 21 19:
Old : 26: 1 1 1 20 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 74.3 64.9 88.4 37.0 68.1 56.9 74.2
Old : 42.7 74.3 64.9 88.4 37.0 68.1 56.9 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,710: 1,025 0 18 12,642 13,692 13,685 13,710: 25 0
Old : 13,710: 1,025 0 18 12,642 13,692 13,685 13,710: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -35: 0 0 0 -35 -35 -35 -35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.1 92.2 99.9 99.8 100.0: 0.2 0.0
Old : 100.0: 7.5 0.0 0.1 92.2 99.9 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 : 28: 1 0 1 24 20 25 21:
Old : 28: 1 0 1 24 20 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 69.6 64.5 87.1 36.8 61.2 54.8 69.0
Old : 40.9 69.6 64.5 87.1 36.8 61.2 54.8 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2016