CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 6,522: 1,780 606 225 4,497 5,690 6,502 6,521: 20 1
Old : 6,522: 1,780 606 225 4,497 5,690 6,502 6,521: 20 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -2: -2 0 0 0 -2 -2 -2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 9.3 3.4 69.0 87.2 99.7 100.0: 0.3 0.0
Old : 100.0: 27.3 9.3 3.4 69.0 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 92.9 97.1 65.7 83.1 82.2 87.8
Old : 72.9 86.5 92.9 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, September 06, 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 : 36,708: 16,224 4,008 8,213 12,133 24,487 36,570 36,708: 138 0
Old : 36,708: 16,224 4,008 8,213 12,133 24,487 36,570 36,708: 138 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -190: -30 14 -77 -81 -127 -188 -190: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 10.9 22.4 33.1 66.7 99.6 100.0: 0.4 0.0
Old : 100.0: 44.2 10.9 22.4 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 : 59.1 47.7 77.7 73.9 43.7 36.1 50.3 46.2
Old : 59.1 47.7 77.7 73.9 43.7 36.1 50.3 46.2
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, September 06, 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 27,745 650 15,625 5,380 33,775 33,775: 0 0
Old : 33,775: 17,500 27,745 650 15,625 5,380 33,775 33,775: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 0: 0 400 0 0 -400 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 82.1 1.9 46.3 15.9 100.0 100.0: 0.0 0.0
Old : 100.0: 51.8 82.1 1.9 46.3 15.9 100.0 100.0: 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 : 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 93.7 64.2 75.0 82.8 90.0
Old : 67.8 76.6 86.3 93.7 64.2 75.0 82.8 90.0
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 21,920: 4,690 16,835 1,795 15,415 3,250 21,900 21,880: 20 40
Old : 21,920: 4,690 16,835 1,795 15,415 3,250 21,900 21,880: 20 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 500: 100 600 0 400 0 500 600: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 76.8 8.2 70.3 14.8 99.9 99.8: 0.1 0.2
Old : 100.0: 21.4 76.8 8.2 70.3 14.8 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 64.5 74.3 84.0 92.7 62.2 67.8 78.1 80.6
Old : 64.5 74.3 84.0 92.7 62.2 67.8 78.1 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 30,400: 3,344 1,157 3,800 23,257 25,443 30,400 30,400: 0 0
Old : 30,400: 3,344 1,157 3,800 23,257 25,443 30,400 30,400: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -17: 2 -2 -7 -11 -8 -17 -17: 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, September 06, 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 : 63,936: 7,591 3,036 6,362 49,964 54,499 63,916 63,896: 20 40
Old : 63,936: 7,591 3,036 6,362 49,964 54,499 63,916 63,896: 20 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 733: 313 192 244 176 297 733 733: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 4.7 9.9 78.1 85.2 100.0 99.9: 0.0 0.1
Old : 100.0: 11.9 4.7 9.9 78.1 85.2 100.0 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 : 33: 6 8 7 18 15 28 26:
Old : 33: 6 8 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 : 44.4 51.6 65.4 77.8 40.7 46.0 49.7 51.6
Old : 44.4 51.6 65.4 77.8 40.7 46.0 49.7 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 30, 2016 :
: 0: 0 0 0 0 0 0 0: 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, September 06, 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 : 15,847: 6,981 5,370 320 8,285 10,157 15,586 15,847: 261 0
Old : 15,847: 6,981 5,370 320 8,285 10,157 15,586 15,847: 261 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 428: 537 0 0 -350 428 187 428: 241 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 33.9 2.0 52.3 64.1 98.4 100.0: 1.6 0.0
Old : 100.0: 44.1 33.9 2.0 52.3 64.1 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 3 1 8 8 16 12:
Old : 24: 8 3 1 8 8 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 60.1 87.0 90.8 54.2 60.1 68.8 76.8
Old : 67.1 60.1 87.0 90.8 54.2 60.1 68.8 76.8
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, September 06, 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 : 17,275: 7,025 6,800 600 9,650 9,875 17,275 17,275: 0 0
Old : 17,275: 7,025 6,800 600 9,650 9,875 17,275 17,275: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -821: 429 -1,020 0 -1,250 199 -821 -821: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 39.4 3.5 55.9 57.2 100.0 100.0: 0.0 0.0
Old : 100.0: 40.7 39.4 3.5 55.9 57.2 100.0 100.0: 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 : 24: 8 4 2 9 5 18 10:
Old : 24: 8 4 2 9 5 18 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 : 52.7 72.3 80.2 95.5 51.5 67.7 77.9 88.6
Old : 52.7 72.3 80.2 95.5 51.5 67.7 77.9 88.6
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,590,026: 902,209 96,106 625,193 2,981,504 3,815,790 4,508,906 4,537,089: 81,120 52,937
Old : 4,590,026: 902,209 96,106 625,193 2,981,504 3,815,790 4,508,906 4,537,089: 81,120 52,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 48,894: -81,617 -9,407 30,416 74,698 310 23,497 21,319: 25,397 27,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 2.1 13.6 65.0 83.1 98.2 98.8: 1.8 1.2
Old : 100.0: 19.7 2.1 13.6 65.0 83.1 98.2 98.8: 1.8 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 : 221: 51 24 59 136 121 205 187:
Old : 221: 51 24 59 136 121 205 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 31.1 43.8 46.0 25.1 29.0 37.4 41.6
Old : 27.3 31.1 43.8 46.0 25.1 29.0 37.4 41.6
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,493,941: 61,171 15,420 609,802 818,953 866,987 1,489,926 1,492,209: 4,015 1,732
Old : 1,493,941: 61,171 15,420 609,802 818,953 866,987 1,489,926 1,492,209: 4,015 1,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -9,407: 4,104 -3,280 -12,550 -1,883 5,513 -10,329 -10,316: 921 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.0 40.8 54.8 58.0 99.7 99.9: 0.3 0.1
Old : 100.0: 4.1 1.0 40.8 54.8 58.0 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 30 12 35 51 55 90 93:
Old : 100: 30 12 35 51 55 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 : 53.3 53.7 68.0 68.6 3.0 4.4 4.7 5.7
Old : 53.3 53.7 68.0 68.6 3.0 4.4 4.7 5.7
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, September 06, 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 : 223,944: 18,213 1,233 2,095 182,716 215,754 203,024 219,082: 20,920 4,862
Old : 223,944: 18,213 1,233 2,095 182,716 215,754 203,024 219,082: 20,920 4,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -14,621: -4,781 792 -950 -10,025 -13,998 -15,756 -14,156: 1,135 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.6 0.9 81.6 96.3 90.7 97.8: 9.3 2.2
Old : 100.0: 8.1 0.6 0.9 81.6 96.3 90.7 97.8: 9.3 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 : 54: 9 3 7 35 31 46 39:
Old : 54: 9 3 7 35 31 46 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 : 37.9 57.8 54.5 76.2 34.5 54.3 45.1 64.0
Old : 37.9 57.8 54.5 76.2 34.5 54.3 45.1 64.0
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, September 06, 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 : 121,386: 970 4,053 2,600 113,065 108,617 116,635 115,270: 4,751 6,116
Old : 121,386: 970 4,053 2,600 113,065 108,617 116,635 115,270: 4,751 6,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -8,560: -1,540 -896 -64 -5,915 -8,356 -7,519 -9,316: -1,041 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.3 2.1 93.1 89.5 96.1 95.0: 3.9 5.0
Old : 100.0: 0.8 3.3 2.1 93.1 89.5 96.1 95.0: 3.9 5.0
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 2 4 22 29 27 33:
Old : 37: 3 2 4 22 29 27 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 : 62.8 44.6 82.4 63.7 54.8 39.5 65.5 51.6
Old : 62.8 44.6 82.4 63.7 54.8 39.5 65.5 51.6
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, September 06, 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 : 175,910: 5,533 608 1,723 153,065 165,309 160,321 167,640: 15,589 8,270
Old : 175,910: 5,533 608 1,723 153,065 165,309 160,321 167,640: 15,589 8,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -18,030: 3,447 -1,034 -576 -19,522 -17,158 -16,651 -18,768: -1,379 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.3 1.0 87.0 94.0 91.1 95.3: 8.9 4.7
Old : 100.0: 3.1 0.3 1.0 87.0 94.0 91.1 95.3: 8.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 1 3 28 33 32 37:
Old : 45: 4 1 3 28 33 32 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 : 49.0 44.6 66.7 64.0 45.1 44.5 60.7 60.7
Old : 49.0 44.6 66.7 64.0 45.1 44.5 60.7 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 766,080: 987 980 3,902 751,229 756,479 756,118 761,361: 9,962 4,719
Old : 766,080: 987 980 3,902 751,229 756,479 756,118 761,361: 9,962 4,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -33,827: 777 -571 -259 -32,946 -32,574 -32,428 -33,404: -1,399 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 0.5 98.1 98.7 98.7 99.4: 1.3 0.6
Old : 100.0: 0.1 0.1 0.5 98.1 98.7 98.7 99.4: 1.3 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 : 60: 2 1 2 53 39 56 41:
Old : 60: 2 1 2 53 39 56 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 51.1 58.6 76.0 31.0 50.6 50.1 73.2
Old : 35.0 51.1 58.6 76.0 31.0 50.6 50.1 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 334,544: 248 6,527 315 328,646 321,335 329,209 328,177: 5,335 6,367
Old : 334,544: 248 6,527 315 328,646 321,335 329,209 328,177: 5,335 6,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -8,345: -554 1,353 -241 -7,074 -7,833 -7,869 -6,721: -476 -1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.0 0.1 98.2 96.1 98.4 98.1: 1.6 1.9
Old : 100.0: 0.1 2.0 0.1 98.2 96.1 98.4 98.1: 1.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 1 3 2 40 46 43 49:
Old : 61: 1 3 2 40 46 43 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 : 65.6 35.6 79.7 56.7 63.6 35.2 76.4 55.8
Old : 65.6 35.6 79.7 56.7 63.6 35.2 76.4 55.8
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, September 06, 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 : 244,342: 0 2,367 795 234,857 239,499 235,652 242,661: 8,690 1,681
Old : 244,342: 0 2,367 795 234,857 239,499 235,652 242,661: 8,690 1,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -21,320: -1,118 184 -131 -20,134 -21,318 -21,383 -21,265: 63 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.3 96.1 98.0 96.4 99.3: 3.6 0.7
Old : 100.0: 0.0 1.0 0.3 96.1 98.0 96.4 99.3: 3.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 0 3 2 41 41 43 44:
Old : 51: 0 3 2 41 41 43 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 : 55.7 39.9 70.3 61.2 54.1 33.0 62.4 49.5
Old : 55.7 39.9 70.3 61.2 54.1 33.0 62.4 49.5
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, September 06, 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 : 83,486: 1,319 0 1,814 76,676 73,064 79,809 74,878: 3,677 8,608
Old : 83,486: 1,319 0 1,814 76,676 73,064 79,809 74,878: 3,677 8,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -14,769: 646 -3,067 -907 -13,788 -9,381 -14,049 -13,355: -720 -1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 2.2 91.8 87.5 95.6 89.7: 4.4 10.3
Old : 100.0: 1.6 0.0 2.2 91.8 87.5 95.6 89.7: 4.4 10.3
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: 2 0 2 19 21 21 23:
Old : 30: 2 0 2 19 21 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 : 69.4 42.6 83.2 63.9 63.1 42.0 75.5 62.0
Old : 69.4 42.6 83.2 63.9 63.1 42.0 75.5 62.0
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,062: 560 12,862 1,889 98,274 87,997 100,723 102,748: 4,339 2,314
Old : 105,062: 560 12,862 1,889 98,274 87,997 100,723 102,748: 4,339 2,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -11,243: 349 -2,067 -421 -10,670 -7,131 -10,742 -9,619: -501 -1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 12.2 1.8 93.5 83.8 95.9 97.8: 4.1 2.2
Old : 100.0: 0.5 12.2 1.8 93.5 83.8 95.9 97.8: 4.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 5 4 31 28 35 34:
Old : 42: 1 5 4 31 28 35 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 : 55.9 34.4 74.4 57.0 49.1 31.6 58.9 51.3
Old : 55.9 34.4 74.4 57.0 49.1 31.6 58.9 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,445: 191 2,869 810 79,110 81,025 80,111 84,704: 10,334 5,741
Old : 90,445: 191 2,869 810 79,110 81,025 80,111 84,704: 10,334 5,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -10,261: 0 -2,450 0 -10,497 -5,961 -10,497 -8,411: 236 -1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.2 0.9 87.5 89.6 88.6 93.7: 11.4 6.3
Old : 100.0: 0.2 3.2 0.9 87.5 89.6 88.6 93.7: 11.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 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 : 59.4 63.3 74.1 81.0 59.4 63.3 70.5 78.3
Old : 59.4 63.3 74.1 81.0 59.4 63.3 70.5 78.3
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, September 06, 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 : 135,808: 0 0 0 129,559 129,536 129,559 129,536: 6,249 6,272
Old : 135,808: 0 0 0 129,559 129,536 129,559 129,536: 6,249 6,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -11,961: 0 0 0 -11,965 -10,960 -11,965 -10,960: 4 -1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 95.4 95.4 95.4: 4.6 4.6
Old : 100.0: 0.0 0.0 0.0 95.4 95.4 95.4 95.4: 4.6 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 : 36: 0 0 0 25 26 25 26:
Old : 36: 0 0 0 25 26 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 72.2 69.8 84.1 49.6 70.1 69.6 81.3
Old : 49.8 72.2 69.8 84.1 49.6 70.1 69.6 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 56,695: 0 0 0 49,249 52,770 49,249 52,770: 7,446 3,925
Old : 56,695: 0 0 0 49,249 52,770 49,249 52,770: 7,446 3,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -10,555: 0 0 0 -9,980 -10,920 -9,980 -10,920: -575 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.9 93.1 86.9 93.1: 13.1 6.9
Old : 100.0: 0.0 0.0 0.0 86.9 93.1 86.9 93.1: 13.1 6.9
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: 0 0 0 18 14 18 14:
Old : 24: 0 0 0 18 14 18 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 : 55.2 66.8 76.0 85.5 55.0 66.8 71.1 81.3
Old : 55.2 66.8 76.0 85.5 55.0 66.8 71.1 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 377,148: 3,344 8,514 2,789 363,934 355,665 370,067 366,968: 7,081 10,180
Old : 377,148: 3,344 8,514 2,789 363,934 355,665 370,067 366,968: 7,081 10,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -20,585: 527 -661 -474 -20,197 -18,202 -20,144 -19,337: -441 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.3 0.7 96.5 94.3 98.1 97.3: 1.9 2.7
Old : 100.0: 0.9 2.3 0.7 96.5 94.3 98.1 97.3: 1.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 4 3 1 49 43 53 47:
Old : 65: 4 3 1 49 43 53 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 : 37.1 50.3 55.2 64.2 29.4 46.2 45.8 56.2
Old : 37.1 50.3 55.2 64.2 29.4 46.2 45.8 56.2
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 71,328: 842 1,872 804 60,982 64,416 62,628 67,092: 8,700 4,236
Old : 71,328: 842 1,872 804 60,982 64,416 62,628 67,092: 8,700 4,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -5,650: 842 -4,433 355 -6,981 -1,215 -5,784 -5,293: 134 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.6 1.1 85.5 90.3 87.8 94.1: 12.2 5.9
Old : 100.0: 1.2 2.6 1.1 85.5 90.3 87.8 94.1: 12.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 3 17 17 20 21:
Old : 29: 1 3 3 17 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 52.1 80.1 74.3 63.7 51.5 75.8 71.3
Old : 64.8 52.1 80.1 74.3 63.7 51.5 75.8 71.3
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 62,919: 3,863 1,420 1,027 53,683 56,732 58,573 59,179: 4,346 3,740
Old : 62,919: 3,863 1,420 1,027 53,683 56,732 58,573 59,179: 4,346 3,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -5,442: -434 -1,630 -396 -3,587 -2,218 -4,417 -4,244: -1,025 -1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.3 1.6 85.3 90.2 93.1 94.1: 6.9 5.9
Old : 100.0: 6.1 2.3 1.6 85.3 90.2 93.1 94.1: 6.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 17 17 20 20:
Old : 26: 2 2 2 17 17 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 : 41.7 62.1 70.2 84.0 41.0 55.7 65.7 72.5
Old : 41.7 62.1 70.2 84.0 41.0 55.7 65.7 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,434: 806 992 0 30,889 29,455 31,695 30,447: 739 1,987
Old : 32,434: 806 992 0 30,889 29,455 31,695 30,447: 739 1,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -47,498: -14,766 -7,980 0 -32,228 -40,900 -46,994 -48,880: -504 1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.1 0.0 95.2 90.8 97.7 93.9: 2.3 6.1
Old : 100.0: 2.5 3.1 0.0 95.2 90.8 97.7 93.9: 2.3 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: 1 1 0 17 16 18 17:
Old : 23: 1 1 0 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 58.3 76.2 78.6 47.3 48.1 60.2 62.4
Old : 50.5 58.3 76.2 78.6 47.3 48.1 60.2 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,731: 15,572 8,972 0 54,583 61,333 70,155 70,305: 576 426
Old : 70,731: 15,572 8,972 0 54,583 61,333 70,155 70,305: 576 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -45,168: -8,187 -10,397 -772 -35,616 -33,077 -44,575 -44,246: -593 -922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 12.7 0.0 77.2 86.7 99.2 99.4: 0.8 0.6
Old : 100.0: 22.0 12.7 0.0 77.2 86.7 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 5 7 0 30 29 35 36:
Old : 61: 5 7 0 30 29 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 43.1 54.3 61.0 34.2 37.1 52.4 51.4
Old : 34.2 43.1 54.3 61.0 34.2 37.1 52.4 51.4
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 33,824: 0 780 0 33,764 30,736 33,764 31,516: 60 2,308
Old : 33,824: 0 780 0 33,764 30,736 33,764 31,516: 60 2,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -14,570: 0 93 -93 -14,229 -14,937 -14,322 -14,937: -248 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 99.8 90.9 99.8 93.2: 0.2 6.8
Old : 100.0: 0.0 2.3 0.0 99.8 90.9 99.8 93.2: 0.2 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 0 16 21 16 22:
Old : 33: 0 1 0 16 21 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 : 62.3 56.0 86.0 73.1 61.7 53.0 85.3 70.1
Old : 62.3 56.0 86.0 73.1 61.7 53.0 85.3 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 214,113: 0 298 828 208,575 203,094 209,403 204,220: 4,710 9,893
Old : 214,113: 0 298 828 208,575 203,094 209,403 204,220: 4,710 9,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -7,647: 0 -185 -83 -7,485 -7,162 -7,568 -7,430: -79 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.4 97.4 94.9 97.8 95.4: 2.2 4.6
Old : 100.0: 0.0 0.1 0.4 97.4 94.9 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 : 39: 0 1 1 34 32 35 33:
Old : 39: 0 1 1 34 32 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 53.5 66.6 72.0 50.0 40.9 60.3 53.5
Old : 51.8 53.5 66.6 72.0 50.0 40.9 60.3 53.5
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,988: 1,101 2,093 360 37,544 36,450 39,005 38,903: 4,983 5,085
Old : 43,988: 1,101 2,093 360 37,544 36,450 39,005 38,903: 4,983 5,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -5,123: 390 2,093 -123 -4,497 -5,366 -4,230 -3,396: -893 -1,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.8 0.8 85.4 82.9 88.7 88.4: 11.3 11.6
Old : 100.0: 2.5 4.8 0.8 85.4 82.9 88.7 88.4: 11.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 17 18 19 20:
Old : 24: 1 1 2 17 18 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 : 63.6 54.7 76.8 70.2 60.6 52.9 71.4 63.2
Old : 63.6 54.7 76.8 70.2 60.6 52.9 71.4 63.2
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,514: 0 2,357 953 78,139 74,299 79,092 77,609: 4,422 5,905
Old : 83,514: 0 2,357 953 78,139 74,299 79,092 77,609: 4,422 5,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -11,242: 0 -1,922 58 -10,894 -9,500 -10,836 -11,364: -406 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 1.1 93.6 89.0 94.7 92.9: 5.3 7.1
Old : 100.0: 0.0 2.8 1.1 93.6 89.0 94.7 92.9: 5.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 1 22 27 23 28:
Old : 37: 0 1 1 22 27 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 42.5 78.8 63.0 61.4 34.2 69.6 51.6
Old : 62.7 42.5 78.8 63.0 61.4 34.2 69.6 51.6
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 118,934: 8,148 0 578 105,129 111,957 113,855 112,535: 5,079 6,399
Old : 118,934: 8,148 0 578 105,129 111,957 113,855 112,535: 5,079 6,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -8,323: -575 0 -30 -6,725 -7,623 -7,330 -7,653: -993 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.5 88.4 94.1 95.7 94.6: 4.3 5.4
Old : 100.0: 6.9 0.0 0.5 88.4 94.1 95.7 94.6: 4.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 1 20 16 23 17:
Old : 28: 3 0 1 20 16 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 78.4 70.4 88.7 48.8 77.2 68.7 84.0
Old : 49.5 78.4 70.4 88.7 48.8 77.2 68.7 84.0
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 92,696: 0 0 0 86,985 90,366 86,985 90,366: 5,711 2,330
Old : 92,696: 0 0 0 86,985 90,366 86,985 90,366: 5,711 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -4,469: -240 0 0 -5,422 -4,441 -5,662 -4,441: 1,193 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.8 97.5 93.8 97.5: 6.2 2.5
Old : 100.0: 0.0 0.0 0.0 93.8 97.5 93.8 97.5: 6.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 19 16 19 16:
Old : 23: 0 0 0 19 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 75.2 77.9 90.5 50.2 69.0 68.2 77.8
Old : 54.1 75.2 77.9 90.5 50.2 69.0 68.2 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 98,079: 763 0 0 91,974 96,048 92,737 96,048: 5,342 2,031
Old : 98,079: 763 0 0 91,974 96,048 92,737 96,048: 5,342 2,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -7,885: -782 0 0 -6,818 -6,836 -7,600 -6,836: -285 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 93.8 97.9 94.6 97.9: 5.4 2.1
Old : 100.0: 0.8 0.0 0.0 93.8 97.9 94.6 97.9: 5.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 21 19 22 19:
Old : 29: 1 0 0 21 19 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 : 66.8 52.6 79.8 76.1 55.5 46.8 62.6 61.4
Old : 66.8 52.6 79.8 76.1 55.5 46.8 62.6 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,334: 2,608 868 1,017 85,523 92,389 89,148 94,274: 16,186 11,060
Old : 105,334: 2,608 868 1,017 85,523 92,389 89,148 94,274: 16,186 11,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -11,417: 1,633 -3,300 -2,186 -12,252 -7,766 -12,805 -13,252: 1,388 1,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.8 1.0 81.2 87.7 84.6 89.5: 15.4 10.5
Old : 100.0: 2.5 0.8 1.0 81.2 87.7 84.6 89.5: 15.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 2 25 27 27 30:
Old : 36: 2 1 2 25 27 27 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 : 31.0 41.1 52.9 62.8 24.2 32.1 39.3 47.6
Old : 31.0 41.1 52.9 62.8 24.2 32.1 39.3 47.6
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 34,473: 3,332 0 0 29,781 33,628 33,113 33,628: 1,360 845
Old : 34,473: 3,332 0 0 29,781 33,628 33,113 33,628: 1,360 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -13,113: -2,288 0 0 -10,536 -13,404 -12,824 -13,404: -289 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 0.0 86.4 97.5 96.1 97.5: 3.9 2.5
Old : 100.0: 9.7 0.0 0.0 86.4 97.5 96.1 97.5: 3.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 0 16 16 19 16:
Old : 27: 3 0 0 16 16 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 : 49.6 68.6 74.1 88.1 47.9 64.8 71.3 82.2
Old : 49.6 68.6 74.1 88.1 47.9 64.8 71.3 82.2
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 38,205: 330 0 0 36,995 38,023 37,325 38,023: 880 182
Old : 38,205: 330 0 0 36,995 38,023 37,325 38,023: 880 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -10,672: 0 -434 0 -10,697 -10,176 -10,697 -10,610: 25 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 96.8 99.5 97.7 99.5: 2.3 0.5
Old : 100.0: 0.9 0.0 0.0 96.8 99.5 97.7 99.5: 2.3 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 : 26: 1 0 0 18 13 19 13:
Old : 26: 1 0 0 18 13 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 : 52.6 70.0 79.6 93.6 52.6 66.0 77.5 84.7
Old : 52.6 70.0 79.6 93.6 52.6 66.0 77.5 84.7
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, September 06, 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 : 177,208: 8,055 5,465 1,894 160,589 164,186 170,538 171,545: 6,670 5,663
Old : 177,208: 8,055 5,465 1,894 160,589 164,186 170,538 171,545: 6,670 5,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -17,832: -632 253 -400 -16,878 -18,410 -17,910 -18,557: 78 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 3.1 1.1 90.6 92.7 96.2 96.8: 3.8 3.2
Old : 100.0: 4.5 3.1 1.1 90.6 92.7 96.2 96.8: 3.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 3 6 5 43 36 48 45:
Old : 58: 3 6 5 43 36 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 52.3 47.3 65.9 23.3 45.9 38.4 56.8
Old : 29.1 52.3 47.3 65.9 23.3 45.9 38.4 56.8
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 104,291: 3,023 0 0 94,037 97,614 97,060 97,614: 7,231 6,677
Old : 104,291: 3,023 0 0 94,037 97,614 97,060 97,614: 7,231 6,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -3,352: 702 0 -60 -2,394 -5,012 -1,752 -5,072: -1,600 1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 90.2 93.6 93.1 93.6: 6.9 6.4
Old : 100.0: 2.9 0.0 0.0 90.2 93.6 93.1 93.6: 6.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 20 21 21 21:
Old : 28: 1 0 0 20 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 : 61.3 56.8 77.6 74.4 57.6 54.8 73.2 70.2
Old : 61.3 56.8 77.6 74.4 57.6 54.8 73.2 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 83,640: 0 0 0 77,478 78,512 77,478 78,512: 6,162 5,128
Old : 83,640: 0 0 0 77,478 78,512 77,478 78,512: 6,162 5,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 4,665: 0 0 0 4,353 5,201 4,353 5,201: 312 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.6 93.9 92.6 93.9: 7.4 6.1
Old : 100.0: 0.0 0.0 0.0 92.6 93.9 92.6 93.9: 7.4 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 : 28: 0 0 0 20 19 20 19:
Old : 28: 0 0 0 20 19 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 72.5 71.0 85.3 32.7 54.5 49.4 62.3
Old : 50.2 72.5 71.0 85.3 32.7 54.5 49.4 62.3
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, September 06, 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 : 65,845: 242 0 270 59,344 59,807 59,856 60,077: 5,989 5,768
Old : 65,845: 242 0 270 59,344 59,807 59,856 60,077: 5,989 5,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -8,589: -57 0 -184 -7,676 -8,473 -7,917 -8,657: -672 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.4 90.1 90.8 90.9 91.2: 9.1 8.8
Old : 100.0: 0.4 0.0 0.4 90.1 90.8 90.9 91.2: 9.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 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 : 67.0 69.0 78.9 80.7 66.1 67.1 76.0 74.7
Old : 67.0 69.0 78.9 80.7 66.1 67.1 76.0 74.7
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, September 06, 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 : 112,683: 6,087 0 0 96,504 111,269 102,591 111,269: 10,092 1,414
Old : 112,683: 6,087 0 0 96,504 111,269 102,591 111,269: 10,092 1,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -6,959: 1,600 0 0 -6,848 -6,616 -5,248 -6,616: -1,711 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 0.0 85.6 98.7 91.0 98.7: 9.0 1.3
Old : 100.0: 5.4 0.0 0.0 85.6 98.7 91.0 98.7: 9.0 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 : 32: 2 0 0 24 16 26 16:
Old : 32: 2 0 0 24 16 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 81.6 74.7 92.4 58.0 79.8 74.7 90.3
Old : 58.0 81.6 74.7 92.4 58.0 79.8 74.7 90.3
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, September 06, 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 : 158,105: 30,878 9,261 12,980 113,658 135,128 157,516 157,369: 589 736
Old : 158,105: 30,878 9,261 12,980 113,658 135,128 157,516 157,369: 589 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -6,530: -196 -83 -845 -5,605 -5,586 -6,645 -6,514: 115 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 5.9 8.2 71.9 85.5 99.6 99.5: 0.4 0.5
Old : 100.0: 19.5 5.9 8.2 71.9 85.5 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 14 12 20 46 48 69 71:
Old : 77: 14 12 20 46 48 69 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 32.8 64.4 53.7 32.6 25.2 40.6 35.7
Old : 49.4 32.8 64.4 53.7 32.6 25.2 40.6 35.7
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, September 06, 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 : 42,221: 1,619 391 946 39,656 40,884 42,221 42,221: 0 0
Old : 42,221: 1,619 391 946 39,656 40,884 42,221 42,221: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -4,236: -156 -190 -246 -3,835 -3,800 -4,236 -4,236: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.9 2.2 93.9 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.8 0.9 2.2 93.9 96.8 100.0 100.0: 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 : 33: 3 2 3 23 22 27 26:
Old : 33: 3 2 3 23 22 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 46.4 78.1 73.9 39.3 34.0 48.8 49.6
Old : 52.8 46.4 78.1 73.9 39.3 34.0 48.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 332,978: 1,616 5,072 320 331,042 327,586 332,978 332,978: 0 0
Old : 332,978: 1,616 5,072 320 331,042 327,586 332,978 332,978: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -39,008: -624 -7,488 0 -38,384 -31,520 -39,008 -39,008: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.5 0.1 99.4 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 1.5 0.1 99.4 98.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 22 21 24 23:
Old : 28: 1 2 1 22 21 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 : 53.6 50.6 77.4 84.0 49.7 50.1 61.7 65.3
Old : 53.6 50.6 77.4 84.0 49.7 50.1 61.7 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 1,534,436: 29,623 83,619 65,934 1,438,879 1,384,883 1,534,436 1,534,436: 0 0
Old : 1,534,436: 29,623 83,619 65,934 1,438,879 1,384,883 1,534,436 1,534,436: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -58,303: 1,176 -12,301 2,902 -61,180 -47,703 -57,102 -57,102: -1,201 -1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.4 4.3 93.8 90.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 5.4 4.3 93.8 90.3 100.0 100.0: 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 : 57: 5 7 5 38 39 45 49:
Old : 57: 5 7 5 38 39 45 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 : 46.2 44.2 67.2 64.9 37.7 37.4 48.0 50.3
Old : 46.2 44.2 67.2 64.9 37.7 37.4 48.0 50.3
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, September 06, 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 : 72,395: 4,107 5,174 3,629 64,659 63,431 72,395 72,233: 0 162
Old : 72,395: 4,107 5,174 3,629 64,659 63,431 72,395 72,233: 0 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 960: -381 -26 482 859 342 960 798: 0 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.1 5.0 89.3 87.6 100.0 99.8: 0.0 0.2
Old : 100.0: 5.7 7.1 5.0 89.3 87.6 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.6 57.6 77.1 79.0 47.7 51.9 64.0 62.8
Old : 53.6 57.6 77.1 79.0 47.7 51.9 64.0 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 315,897: 2,528 8 320 313,049 313,073 315,897 313,401: 0 2,496
Old : 315,897: 2,528 8 320 313,049 313,073 315,897 313,401: 0 2,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 321: 0 0 0 321 -2,175 321 -2,175: 0 2,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.1 99.1 99.1 100.0 99.2: 0.0 0.8
Old : 100.0: 0.8 0.0 0.1 99.1 99.1 100.0 99.2: 0.0 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 : 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 67.4 91.4 86.2 44.6 53.8 62.6 60.8
Old : 64.6 67.4 91.4 86.2 44.6 53.8 62.6 60.8
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 428,653: 4,241 2,248 8,632 415,780 417,773 428,653 428,653: 0 0
Old : 428,653: 4,241 2,248 8,632 415,780 417,773 428,653 428,653: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -17,184: -1,504 384 0 -15,680 -17,568 -17,184 -17,184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.5 2.0 97.0 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.5 2.0 97.0 97.5 100.0 100.0: 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 : 41: 2 2 1 29 26 32 28:
Old : 41: 2 2 1 29 26 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 59.3 72.4 79.5 41.4 53.9 57.5 64.8
Old : 47.2 59.3 72.4 79.5 41.4 53.9 57.5 64.8
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 31,471: 729 42 719 29,373 30,186 30,821 30,947: 650 524
Old : 31,471: 729 42 719 29,373 30,186 30,821 30,947: 650 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -3,179: -457 -165 -64 -2,923 -3,029 -3,444 -3,258: 265 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.1 2.3 93.3 95.9 97.9 98.3: 2.1 1.7
Old : 100.0: 2.3 0.1 2.3 93.3 95.9 97.9 98.3: 2.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 1 2 23 24 29 27:
Old : 37: 6 1 2 23 24 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 59.6 68.9 77.5 43.2 55.5 61.7 69.1
Old : 46.4 59.6 68.9 77.5 43.2 55.5 61.7 69.1
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,285: 140 0 0 50,762 51,265 50,902 51,265: 383 20
Old : 51,285: 140 0 0 50,762 51,265 50,902 51,265: 383 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -4,706: -50 0 0 -4,629 -4,705 -4,679 -4,705: -27 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.0 100.0 99.3 100.0: 0.7 0.0
Old : 100.0: 0.3 0.0 0.0 99.0 100.0 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 : 39: 1 0 0 30 29 31 29:
Old : 39: 1 0 0 30 29 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 : 59.7 58.8 74.4 73.6 59.4 57.0 71.8 69.3
Old : 59.7 58.8 74.4 73.6 59.4 57.0 71.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 4,300: 1,100 150 150 2,900 4,000 4,150 4,300: 150 0
Old : 4,300: 1,100 150 150 2,900 4,000 4,150 4,300: 150 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 3.5 3.5 67.4 93.0 96.5 100.0: 3.5 0.0
Old : 100.0: 25.6 3.5 3.5 67.4 93.0 96.5 100.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 13 11 16 12:
Old : 23: 2 1 1 13 11 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 61.6 77.9 89.5 58.1 61.6 69.8 73.3
Old : 60.5 61.6 77.9 89.5 58.1 61.6 69.8 73.3
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 72,824: 40 25 0 72,383 72,680 72,423 72,705: 401 119
Old : 72,824: 40 25 0 72,383 72,680 72,423 72,705: 401 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -8,501: -882 25 0 -7,825 -8,525 -8,707 -8,500: 206 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.4 99.8 99.4 99.8: 0.6 0.2
Old : 100.0: 0.1 0.0 0.0 99.4 99.8 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 1 0 33 30 34 31:
Old : 42: 1 1 0 33 30 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 63.6 73.0 77.6 56.4 61.2 72.2 73.9
Old : 56.6 63.6 73.0 77.6 56.4 61.2 72.2 73.9
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,401: 525 1,175 0 26,292 26,106 26,817 27,281: 584 120
Old : 27,401: 525 1,175 0 26,292 26,106 26,817 27,281: 584 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 1,523: 0 0 0 1,483 1,523 1,483 1,523: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.3 0.0 96.0 95.3 97.9 99.6: 2.1 0.4
Old : 100.0: 1.9 4.3 0.0 96.0 95.3 97.9 99.6: 2.1 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 : 28: 2 2 0 19 16 21 18:
Old : 28: 2 2 0 19 16 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 : 60.4 69.5 82.3 88.8 59.3 69.2 74.1 79.6
Old : 60.4 69.5 82.3 88.8 59.3 69.2 74.1 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 300,312: 11,944 0 384 287,984 299,928 300,312 300,312: 0 0
Old : 300,312: 11,944 0 384 287,984 299,928 300,312 300,312: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 5,440: 0 0 0 5,440 5,440 5,440 5,440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.1 95.9 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 0.0 0.1 95.9 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 24 18 26 19:
Old : 31: 2 0 1 24 18 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 73.6 67.1 89.9 41.3 66.1 60.0 75.5
Old : 45.6 73.6 67.1 89.9 41.3 66.1 60.0 75.5
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 9,623: 1,540 1,856 240 7,819 7,506 9,599 9,602: 24 21
Old : 9,623: 1,540 1,856 240 7,819 7,506 9,599 9,602: 24 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 107: 0 0 0 128 170 128 170: -21 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.3 2.5 81.3 78.0 99.8 99.8: 0.2 0.2
Old : 100.0: 16.0 19.3 2.5 81.3 78.0 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 1 2 20 20 26 22:
Old : 31: 5 1 2 20 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 64.6 62.7 81.9 35.6 58.7 59.0 70.8
Old : 35.6 64.6 62.7 81.9 35.6 58.7 59.0 70.8
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,340: 3,750 0 0 6,470 10,160 10,220 10,160: 120 180
Old : 10,340: 3,750 0 0 6,470 10,160 10,220 10,160: 120 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 0.0 0.0 62.6 98.3 98.8 98.3: 1.2 1.7
Old : 100.0: 36.3 0.0 0.0 62.6 98.3 98.8 98.3: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 48.8 61.9 80.5 83.8 48.8 55.4 74.7 67.6
Old : 48.8 61.9 80.5 83.8 48.8 55.4 74.7 67.6
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,085: 1,275 300 480 7,750 9,125 9,505 9,905: 580 180
Old : 10,085: 1,275 300 480 7,750 9,125 9,505 9,905: 580 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,085: -515 -75 0 -655 -1,170 -1,170 -1,245: 85 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 3.0 4.8 76.8 90.5 94.2 98.2: 5.8 1.8
Old : 100.0: 12.6 3.0 4.8 76.8 90.5 94.2 98.2: 5.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 2 11 13 13 17:
Old : 20: 2 2 2 11 13 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 68.8 84.0 86.6 32.8 32.4 43.1 43.1
Old : 61.4 68.8 84.0 86.6 32.8 32.4 43.1 43.1
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,670: 450 1,625 0 37,150 35,925 37,600 37,550: 70 120
Old : 37,670: 450 1,625 0 37,150 35,925 37,600 37,550: 70 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 1,753: 0 0 0 1,683 1,753 1,683 1,753: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 4.3 0.0 98.6 95.4 99.8 99.7: 0.2 0.3
Old : 100.0: 1.2 4.3 0.0 98.6 95.4 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.0 70.7 75.4 84.5 49.3 69.1 65.8 76.7
Old : 53.0 70.7 75.4 84.5 49.3 69.1 65.8 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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,509: 710 75 0 24,559 25,334 25,269 25,409: 240 100
Old : 25,509: 710 75 0 24,559 25,334 25,269 25,409: 240 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 480: 0 0 0 480 480 480 480: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.3 0.0 96.3 99.3 99.1 99.6: 0.9 0.4
Old : 100.0: 2.8 0.3 0.0 96.3 99.3 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 46.3 64.8 68.9 86.7 41.8 52.2 57.7 64.1
Old : 46.3 64.8 68.9 86.7 41.8 52.2 57.7 64.1
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 21,939: 115 1,126 214 21,052 20,021 21,381 21,361: 558 578
Old : 21,939: 115 1,126 214 21,052 20,021 21,381 21,361: 558 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -313: 0 0 0 -313 -313 -313 -313: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.1 1.0 96.0 91.3 97.5 97.4: 2.5 2.6
Old : 100.0: 0.5 5.1 1.0 96.0 91.3 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 25 23 27 28:
Old : 35: 1 5 1 25 23 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 53.3 68.0 72.2 37.5 45.1 55.6 56.6
Old : 42.6 53.3 68.0 72.2 37.5 45.1 55.6 56.6
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,141: 1,331 2,060 1,777 51,486 51,179 54,594 55,016: 547 125
Old : 55,141: 1,331 2,060 1,777 51,486 51,179 54,594 55,016: 547 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 327: 0 100 20 -240 212 -220 332: 547 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.7 3.2 93.4 92.8 99.0 99.8: 1.0 0.2
Old : 100.0: 2.4 3.7 3.2 93.4 92.8 99.0 99.8: 1.0 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 : 43: 2 3 3 34 27 38 31:
Old : 43: 2 3 3 34 27 38 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 : 46.7 44.2 67.2 67.4 42.0 43.7 61.4 63.9
Old : 46.7 44.2 67.2 67.4 42.0 43.7 61.4 63.9
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 71,418: 1,789 11,392 1,099 68,109 58,807 70,997 71,298: 421 120
Old : 71,418: 1,789 11,392 1,099 68,109 58,807 70,997 71,298: 421 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 398: 5 482 -149 171 -30 27 303: 371 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 16.0 1.5 95.4 82.3 99.4 99.8: 0.6 0.2
Old : 100.0: 2.5 16.0 1.5 95.4 82.3 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 6 8 7 37 33 47 44:
Old : 56: 6 8 7 37 33 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 45.0 56.9 66.7 38.0 41.9 53.3 58.2
Old : 38.5 45.0 56.9 66.7 38.0 41.9 53.3 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,960: 665 0 0 46,275 46,960 46,940 46,960: 20 0
Old : 46,960: 665 0 0 46,275 46,960 46,940 46,960: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -5,190: -95 0 0 -5,090 -5,190 -5,185 -5,190: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 98.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 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 : 29: 1 0 0 27 10 28 10:
Old : 29: 1 0 0 27 10 28 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 : 58.9 98.1 80.1 99.7 56.5 94.7 77.6 94.8
Old : 58.9 98.1 80.1 99.7 56.5 94.7 77.6 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,875: 1,165 0 0 51,690 52,875 52,855 52,875: 20 0
Old : 52,875: 1,165 0 0 51,690 52,875 52,855 52,875: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -6,140: -180 0 0 -5,955 -6,140 -6,135 -6,140: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 97.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 0.0 0.0 97.8 100.0 100.0 100.0: 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 26 15 27 15:
Old : 31: 1 0 0 26 15 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 94.8 79.5 98.7 60.4 93.3 78.5 94.9
Old : 61.3 94.8 79.5 98.7 60.4 93.3 78.5 94.9
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 340,842: 54,018 17,361 5,820 276,868 315,781 336,706 338,962: 4,136 1,880
Old : 340,842: 54,018 17,361 5,820 276,868 315,781 336,706 338,962: 4,136 1,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 794: -362 0 770 -3,750 -1,856 -3,342 -1,086: 4,136 1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 5.1 1.7 81.2 92.6 98.8 99.4: 1.2 0.6
Old : 100.0: 15.8 5.1 1.7 81.2 92.6 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 : 43: 4 2 2 28 30 32 34:
Old : 43: 4 2 2 28 30 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 48.0 75.2 68.0 47.5 46.5 65.1 63.9
Old : 52.5 48.0 75.2 68.0 47.5 46.5 65.1 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 27,214: 2,994 2,277 1,754 21,924 22,899 26,671 26,929: 543 285
Old : 27,214: 2,994 2,277 1,754 21,924 22,899 26,671 26,929: 543 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 149: 395 -107 -89 -595 211 -288 16: 437 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.4 6.4 80.6 84.1 98.0 99.0: 2.0 1.0
Old : 100.0: 11.0 8.4 6.4 80.6 84.1 98.0 99.0: 2.0 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 : 45: 4 5 7 26 31 33 40:
Old : 45: 4 5 7 26 31 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 : 50.2 45.2 72.7 59.2 44.5 45.1 64.4 56.7
Old : 50.2 45.2 72.7 59.2 44.5 45.1 64.4 56.7
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 33,249: 1,988 338 26 31,235 32,885 33,249 33,249: 0 0
Old : 33,249: 1,988 338 26 31,235 32,885 33,249 33,249: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 78: 52 26 0 26 52 78 78: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.0 0.1 93.9 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.0 1.0 0.1 93.9 98.9 100.0 100.0: 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: 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 : 74.4 81.3 91.4 95.7 71.6 77.4 82.1 83.4
Old : 74.4 81.3 91.4 95.7 71.6 77.4 82.1 83.4
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 276,022: 760 20,385 0 275,262 255,637 276,022 276,022: 0 0
Old : 276,022: 760 20,385 0 275,262 255,637 276,022 276,022: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -8,945: 0 0 0 -8,945 -8,945 -8,945 -8,945: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 7.4 0.0 99.7 92.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 7.4 0.0 99.7 92.6 100.0 100.0: 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 : 29: 1 3 0 20 17 21 20:
Old : 29: 1 3 0 20 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 62.5 83.7 80.9 59.8 49.0 67.8 66.0
Old : 71.1 62.5 83.7 80.9 59.8 49.0 67.8 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 19,444: 252 1,018 0 19,088 17,922 19,340 18,940: 104 504
Old : 19,444: 252 1,018 0 19,088 17,922 19,340 18,940: 104 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,411: -138 -115 0 -1,250 -1,393 -1,388 -1,508: -23 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.2 0.0 98.2 92.2 99.5 97.4: 0.5 2.6
Old : 100.0: 1.3 5.2 0.0 98.2 92.2 99.5 97.4: 0.5 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 : 25: 1 1 0 18 17 19 18:
Old : 25: 1 1 0 18 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 : 69.6 70.6 85.2 86.0 61.6 64.7 74.2 74.1
Old : 69.6 70.6 85.2 86.0 61.6 64.7 74.2 74.1
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 10,962: 1,193 0 617 8,880 9,248 10,690 9,865: 272 1,097
Old : 10,962: 1,193 0 617 8,880 9,248 10,690 9,865: 272 1,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -690: -317 -207 -23 -404 -274 -744 -504: 54 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.0 5.6 81.0 84.4 97.5 90.0: 2.5 10.0
Old : 100.0: 10.9 0.0 5.6 81.0 84.4 97.5 90.0: 2.5 10.0
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: 4 0 2 18 17 22 19:
Old : 26: 4 0 2 18 17 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 : 53.7 51.0 73.3 74.2 41.1 47.9 57.7 59.8
Old : 53.7 51.0 73.3 74.2 41.1 47.9 57.7 59.8
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 129,655: 4,281 1,658 1,944 123,046 125,669 129,271 129,271: 384 384
Old : 129,655: 4,281 1,658 1,944 123,046 125,669 129,271 129,271: 384 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -18,416: -744 0 -376 -17,296 -18,040 -18,416 -18,416: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.3 1.5 94.9 96.9 99.7 99.7: 0.3 0.3
Old : 100.0: 3.3 1.3 1.5 94.9 96.9 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 2 15 14 19 16:
Old : 26: 3 1 2 15 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 65.7 83.9 86.6 60.0 65.1 77.0 81.1
Old : 64.2 65.7 83.9 86.6 60.0 65.1 77.0 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 17,048: 230 1,895 319 16,248 14,328 16,797 16,542: 251 506
Old : 17,048: 230 1,895 319 16,248 14,328 16,797 16,542: 251 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -996: 94 -512 -161 -881 -296 -948 -969: -48 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 11.1 1.9 95.3 84.0 98.5 97.0: 1.5 3.0
Old : 100.0: 1.3 11.1 1.9 95.3 84.0 98.5 97.0: 1.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 4 3 20 26 23 32:
Old : 35: 2 4 3 20 26 23 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 : 61.7 35.4 78.1 56.2 55.1 32.6 60.4 45.6
Old : 61.7 35.4 78.1 56.2 55.1 32.6 60.4 45.6
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 182,249: 768 9,318 408 181,073 172,523 182,249 182,249: 0 0
Old : 182,249: 768 9,318 408 181,073 172,523 182,249 182,249: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -18,888: -768 -368 0 -18,120 -18,520 -18,888 -18,888: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.1 0.2 99.4 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 5.1 0.2 99.4 94.7 100.0 100.0: 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 : 29: 1 2 1 18 19 20 21:
Old : 29: 1 2 1 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 59.8 83.1 81.3 41.5 46.2 54.6 57.4
Old : 65.7 59.8 83.1 81.3 41.5 46.2 54.6 57.4
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,640: 0 325 200 10,380 10,095 10,580 10,620: 60 20
Old : 10,640: 0 325 200 10,380 10,095 10,580 10,620: 60 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -745: -50 -250 150 -845 -640 -745 -740: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 1.9 97.6 94.9 99.4 99.8: 0.6 0.2
Old : 100.0: 0.0 3.1 1.9 97.6 94.9 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 1 17 13 18 16:
Old : 23: 0 3 1 17 13 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 78.2 85.1 92.7 36.2 49.6 53.1 57.8
Old : 62.6 78.2 85.1 92.7 36.2 49.6 53.1 57.8
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 27,634: 1,550 610 1,309 24,775 25,715 27,634 27,634: 0 0
Old : 27,634: 1,550 610 1,309 24,775 25,715 27,634 27,634: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -175: 324 -249 1,050 -1,549 -976 -175 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.2 4.7 89.7 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.6 2.2 4.7 89.7 93.1 100.0 100.0: 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 : 28: 2 2 2 19 17 21 21:
Old : 28: 2 2 2 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 : 64.6 55.3 87.4 76.9 45.2 48.2 58.1 60.3
Old : 64.6 55.3 87.4 76.9 45.2 48.2 58.1 60.3
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 235,418: 0 4,184 0 235,418 231,234 235,418 235,418: 0 0
Old : 235,418: 0 4,184 0 235,418 231,234 235,418 235,418: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -8,424: 0 0 0 -8,424 -8,424 -8,424 -8,424: 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 : 23: 0 1 0 15 17 15 18:
Old : 23: 0 1 0 15 17 15 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 : 80.2 66.5 94.8 88.8 53.6 36.4 59.4 54.7
Old : 80.2 66.5 94.8 88.8 53.6 36.4 59.4 54.7
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,650: 400 1,580 0 9,690 9,050 10,090 10,630: 560 20
Old : 10,650: 400 1,580 0 9,690 9,050 10,090 10,630: 560 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -845: 0 -100 0 -1,245 -740 -1,245 -840: 400 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 14.8 0.0 91.0 85.0 94.7 99.8: 5.3 0.2
Old : 100.0: 3.8 14.8 0.0 91.0 85.0 94.7 99.8: 5.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 13 13 14 14:
Old : 20: 1 1 0 13 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 76.6 84.0 92.6 58.2 64.2 70.1 77.7
Old : 69.1 76.6 84.0 92.6 58.2 64.2 70.1 77.7
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,030: 205 1,580 155 10,210 9,265 10,570 11,000: 460 30
Old : 11,030: 205 1,580 155 10,210 9,265 10,570 11,000: 460 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,705: -100 -1,015 0 -2,005 -675 -2,105 -1,690: 400 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 14.3 1.4 92.6 84.0 95.8 99.7: 4.2 0.3
Old : 100.0: 1.9 14.3 1.4 92.6 84.0 95.8 99.7: 4.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 14 14 16 16:
Old : 22: 2 1 1 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 70.6 83.6 89.1 56.2 58.6 67.4 74.3
Old : 67.5 70.6 83.6 89.1 56.2 58.6 67.4 74.3
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, September 06, 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 : 742,310: 71,026 23,955 128,888 541,384 589,467 741,298 742,310: 1,012 0
Old : 742,310: 71,026 23,955 128,888 541,384 589,467 741,298 742,310: 1,012 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -239: 5,254 -4,337 -1,742 -3,618 5,840 -106 -239: -133 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 3.2 17.4 72.9 79.4 99.9 100.0: 0.1 0.0
Old : 100.0: 9.6 3.2 17.4 72.9 79.4 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 60.4 57.8 81.3 88.0 17.8 26.2 23.8 27.8
Old : 60.4 57.8 81.3 88.0 17.8 26.2 23.8 27.8
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,115: 0 0 0 15,840 16,095 15,840 16,095: 275 20
Old : 16,115: 0 0 0 15,840 16,095 15,840 16,095: 275 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,495: 0 0 0 -1,580 -1,495 -1,580 -1,495: 85 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.3 99.9 98.3 99.9: 1.7 0.1
Old : 100.0: 0.0 0.0 0.0 98.3 99.9 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 : 23: 0 0 0 15 13 15 13:
Old : 23: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 84.1 88.8 96.4 61.6 82.6 81.1 90.6
Old : 65.3 84.1 88.8 96.4 61.6 82.6 81.1 90.6
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,046: 200 0 50 18,676 18,996 18,926 19,046: 120 0
Old : 19,046: 200 0 50 18,676 18,996 18,926 19,046: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,910: -425 0 0 -1,485 -1,910 -1,910 -1,910: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.3 98.1 99.7 99.4 100.0: 0.6 0.0
Old : 100.0: 1.1 0.0 0.3 98.1 99.7 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 18 16 20 17:
Old : 26: 2 0 1 18 16 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 : 68.8 75.4 86.2 93.1 60.2 64.5 71.1 74.1
Old : 68.8 75.4 86.2 93.1 60.2 64.5 71.1 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,279: 150 50 0 12,862 13,229 13,012 13,279: 267 0
Old : 13,279: 150 50 0 12,862 13,229 13,012 13,279: 267 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,208: -25 -125 0 -1,160 -1,083 -1,185 -1,208: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.4 0.0 96.9 99.6 98.0 100.0: 2.0 0.0
Old : 100.0: 1.1 0.4 0.0 96.9 99.6 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 : 24: 2 1 0 16 14 18 15:
Old : 24: 2 1 0 16 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 75.6 84.2 92.4 56.9 61.7 70.0 72.6
Old : 66.5 75.6 84.2 92.4 56.9 61.7 70.0 72.6
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,670: 0 400 0 19,270 19,100 19,270 19,500: 400 170
Old : 19,670: 0 400 0 19,270 19,100 19,270 19,500: 400 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,950: 0 -250 0 -2,260 -1,700 -2,260 -1,950: 310 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 98.0 97.1 98.0 99.1: 2.0 0.9
Old : 100.0: 0.0 2.0 0.0 98.0 97.1 98.0 99.1: 2.0 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 : 23: 0 2 0 14 14 14 16:
Old : 23: 0 2 0 14 14 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 82.6 93.4 92.2 69.1 82.3 88.3 89.9
Old : 72.1 82.6 93.4 92.2 69.1 82.3 88.3 89.9
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,140: 0 140 75 16,800 16,885 16,875 17,100: 265 40
Old : 17,140: 0 140 75 16,800 16,885 16,875 17,100: 265 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,470: 0 -10 0 -1,425 -1,450 -1,425 -1,460: -45 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.4 98.0 98.5 98.5 99.8: 1.5 0.2
Old : 100.0: 0.0 0.8 0.4 98.0 98.5 98.5 99.8: 1.5 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 : 21: 0 1 1 15 11 16 12:
Old : 21: 0 1 1 15 11 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 84.9 87.5 98.3 59.4 71.0 70.5 75.5
Old : 70.4 84.9 87.5 98.3 59.4 71.0 70.5 75.5
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,587: 435 0 40 17,837 18,507 18,312 18,547: 275 40
Old : 18,587: 435 0 40 17,837 18,507 18,312 18,547: 275 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,640: -125 0 0 -1,465 -1,630 -1,590 -1,630: -50 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.2 96.0 99.6 98.5 99.8: 1.5 0.2
Old : 100.0: 2.3 0.0 0.2 96.0 99.6 98.5 99.8: 1.5 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 : 21: 1 0 1 15 10 16 11:
Old : 21: 1 0 1 15 10 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 : 65.8 90.6 83.9 98.9 50.4 76.2 66.5 77.9
Old : 65.8 90.6 83.9 98.9 50.4 76.2 66.5 77.9
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 97,358: 3,565 1,445 170 93,623 95,608 97,358 97,223: 0 135
Old : 97,358: 3,565 1,445 170 93,623 95,608 97,358 97,223: 0 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -9,929: -460 110 -225 -9,244 -9,794 -9,929 -9,909: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.5 0.2 96.2 98.2 100.0 99.9: 0.0 0.1
Old : 100.0: 3.7 1.5 0.2 96.2 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 : 50: 5 2 2 37 34 43 37:
Old : 50: 5 2 2 37 34 43 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 : 43.7 48.8 64.6 74.0 39.8 41.0 51.3 55.3
Old : 43.7 48.8 64.6 74.0 39.8 41.0 51.3 55.3
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 111,949: 3,230 2,520 1,365 107,339 107,919 111,934 111,804: 15 145
Old : 111,949: 3,230 2,520 1,365 107,339 107,919 111,934 111,804: 15 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -11,249: -295 -1,541 -140 -10,814 -9,563 -11,249 -11,244: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.3 1.2 95.9 96.4 100.0 99.9: 0.0 0.1
Old : 100.0: 2.9 2.3 1.2 95.9 96.4 100.0 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 : 54: 3 5 5 44 37 51 43:
Old : 54: 3 5 5 44 37 51 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 50.3 61.3 72.6 36.9 48.1 49.0 59.2
Old : 45.4 50.3 61.3 72.6 36.9 48.1 49.0 59.2
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 174,244: 9,804 16,390 10,972 153,399 146,830 174,176 174,192: 68 52
Old : 174,244: 9,804 16,390 10,972 153,399 146,830 174,176 174,192: 68 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -6,682: 350 -1,252 -1,014 -6,019 -4,426 -6,683 -6,692: 1 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.4 6.3 88.0 84.3 100.0 100.0: 0.0 0.0
Old : 100.0: 5.6 9.4 6.3 88.0 84.3 100.0 100.0: 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 : 72: 9 12 12 44 46 59 64:
Old : 72: 9 12 12 44 46 59 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 59.2 54.0 70.4 36.1 49.2 51.3 56.3
Old : 37.9 59.2 54.0 70.4 36.1 49.2 51.3 56.3
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 120,919: 6,067 4,057 2,157 112,632 114,705 120,856 120,919: 63 0
Old : 120,919: 6,067 4,057 2,157 112,632 114,705 120,856 120,919: 63 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -3,057: 2,124 15 442 -5,616 -3,504 -3,050 -3,047: -7 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.4 1.8 93.1 94.9 99.9 100.0: 0.1 0.0
Old : 100.0: 5.0 3.4 1.8 93.1 94.9 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 5 4 37 34 42 41:
Old : 49: 3 5 4 37 34 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 62.6 51.8 78.5 29.3 50.8 44.2 61.4
Old : 32.1 62.6 51.8 78.5 29.3 50.8 44.2 61.4
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,995: 1,685 950 165 33,135 33,880 34,985 34,995: 10 0
Old : 34,995: 1,685 950 165 33,135 33,880 34,985 34,995: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -2,100: 75 0 -135 -2,040 -1,965 -2,100 -2,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.7 0.5 94.7 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 2.7 0.5 94.7 96.8 100.0 100.0: 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 1 25 14 27 16:
Old : 29: 2 1 1 25 14 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 91.2 75.6 97.9 59.5 85.3 72.7 86.2
Old : 60.0 91.2 75.6 97.9 59.5 85.3 72.7 86.2
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,940: 1,085 220 130 29,725 30,590 30,940 30,940: 0 0
Old : 30,940: 1,085 220 130 29,725 30,590 30,940 30,940: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,565: 20 20 -70 -1,505 -1,515 -1,555 -1,565: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.7 0.4 96.1 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.7 0.4 96.1 98.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 25 13 27 16:
Old : 29: 1 2 2 25 13 27 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 : 59.4 92.8 78.4 98.2 57.6 80.4 71.8 82.0
Old : 59.4 92.8 78.4 98.2 57.6 80.4 71.8 82.0
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 33,860: 1,200 0 250 32,236 33,445 33,686 33,695: 174 165
Old : 33,860: 1,200 0 250 32,236 33,445 33,686 33,695: 174 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,505: 0 0 0 -1,485 -1,490 -1,485 -1,490: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.7 95.2 98.8 99.5 99.5: 0.5 0.5
Old : 100.0: 3.5 0.0 0.7 95.2 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 29 28 31 29:
Old : 37: 2 0 1 29 28 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 : 43.9 55.5 60.8 77.8 39.9 49.7 53.3 62.3
Old : 43.9 55.5 60.8 77.8 39.9 49.7 53.3 62.3
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 15,801: 525 0 0 15,276 15,671 15,801 15,671: 0 130
Old : 15,801: 525 0 0 15,276 15,671 15,801 15,671: 0 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 1,120: 0 0 0 1,120 1,120 1,120 1,120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 96.7 99.2 100.0 99.2: 0.0 0.8
Old : 100.0: 3.3 0.0 0.0 96.7 99.2 100.0 99.2: 0.0 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 : 26: 2 0 0 21 17 23 17:
Old : 26: 2 0 0 21 17 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 61.2 62.9 84.7 33.4 51.3 51.3 59.7
Old : 40.3 61.2 62.9 84.7 33.4 51.3 51.3 59.7
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,423: 2,334 2,269 421 23,623 23,698 26,378 26,388: 45 35
Old : 26,423: 2,334 2,269 421 23,623 23,698 26,378 26,388: 45 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,657: -224 -157 -170 -1,108 -1,265 -1,502 -1,592: -155 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 8.6 1.6 89.4 89.7 99.8 99.9: 0.2 0.1
Old : 100.0: 8.8 8.6 1.6 89.4 89.7 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 2 2 26 24 32 27:
Old : 39: 5 2 2 26 24 32 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 : 46.4 48.3 70.8 69.1 41.2 46.3 58.4 64.4
Old : 46.4 48.3 70.8 69.1 41.2 46.3 58.4 64.4
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,724: 1,466 0 53 17,990 19,351 19,509 19,404: 215 320
Old : 19,724: 1,466 0 53 17,990 19,351 19,509 19,404: 215 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,060: -100 0 -10 -820 -1,355 -930 -1,365: -130 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 0.3 91.2 98.1 98.9 98.4: 1.1 1.6
Old : 100.0: 7.4 0.0 0.3 91.2 98.1 98.9 98.4: 1.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 2 21 22 24 24:
Old : 30: 3 0 2 21 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 : 47.3 50.3 70.3 73.8 44.9 50.3 59.1 66.3
Old : 47.3 50.3 70.3 73.8 44.9 50.3 59.1 66.3
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,643: 1,312 3,245 1,306 31,711 30,080 34,329 34,631: 314 12
Old : 34,643: 1,312 3,245 1,306 31,711 30,080 34,329 34,631: 314 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -2,860: 40 -227 -380 -2,478 -2,228 -2,818 -2,835: -42 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 9.4 3.8 91.5 86.8 99.1 100.0: 0.9 0.0
Old : 100.0: 3.8 9.4 3.8 91.5 86.8 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 4 5 27 28 33 33:
Old : 40: 2 4 5 27 28 33 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 : 58.2 48.3 72.7 72.1 52.6 46.4 64.1 68.2
Old : 58.2 48.3 72.7 72.1 52.6 46.4 64.1 68.2
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,041: 160 35 30 20,413 20,976 20,603 21,041: 438 0
Old : 21,041: 160 35 30 20,413 20,976 20,603 21,041: 438 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,014: -45 25 -15 -939 -1,022 -999 -1,012: -15 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.2 0.1 97.0 99.7 97.9 100.0: 2.1 0.0
Old : 100.0: 0.8 0.2 0.1 97.0 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 : 31: 1 1 1 27 21 28 23:
Old : 31: 1 1 1 27 21 28 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 : 56.9 47.7 72.7 79.3 45.7 42.3 58.5 64.8
Old : 56.9 47.7 72.7 79.3 45.7 42.3 58.5 64.8
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,325: 0 2,363 196 24,009 21,766 24,205 24,325: 120 0
Old : 24,325: 0 2,363 196 24,009 21,766 24,205 24,325: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 101: 0 39 -174 306 246 132 111: -31 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 0.8 98.7 89.5 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 9.7 0.8 98.7 89.5 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 3 1 22 16 23 19:
Old : 28: 0 3 1 22 16 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 : 51.1 53.2 77.1 74.9 50.6 47.4 72.4 66.2
Old : 51.1 53.2 77.1 74.9 50.6 47.4 72.4 66.2
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,324: 129 200 0 14,639 15,032 14,768 15,232: 556 92
Old : 15,324: 129 200 0 14,639 15,032 14,768 15,232: 556 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -490: -35 -50 0 -505 -426 -540 -476: 50 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.3 0.0 95.5 98.1 96.4 99.4: 3.6 0.6
Old : 100.0: 0.8 1.3 0.0 95.5 98.1 96.4 99.4: 3.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 0 19 16 20 18:
Old : 26: 1 2 0 19 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 : 60.5 67.3 82.3 85.8 60.3 65.4 80.4 83.1
Old : 60.5 67.3 82.3 85.8 60.3 65.4 80.4 83.1
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,518: 100 500 300 35,784 35,663 36,184 36,463: 334 55
Old : 36,518: 100 500 300 35,784 35,663 36,184 36,463: 334 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,925: 0 0 0 -1,905 -1,915 -1,905 -1,915: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.4 0.8 98.0 97.7 99.1 99.8: 0.9 0.2
Old : 100.0: 0.3 1.4 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 : 37: 1 2 1 28 26 30 28:
Old : 37: 1 2 1 28 26 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 52.1 67.7 72.2 46.9 49.7 62.9 63.3
Old : 49.3 52.1 67.7 72.2 46.9 49.7 62.9 63.3
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 15,344: 436 150 18 14,190 15,029 14,644 15,197: 700 147
Old : 15,344: 436 150 18 14,190 15,029 14,644 15,197: 700 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -805: -13 0 -7 -755 -790 -775 -797: -30 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.0 0.1 92.5 97.9 95.4 99.0: 4.6 1.0
Old : 100.0: 2.8 1.0 0.1 92.5 97.9 95.4 99.0: 4.6 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 : 25: 1 1 1 19 17 20 19:
Old : 25: 1 1 1 19 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 75.4 65.7 89.9 37.9 68.2 57.8 74.3
Old : 43.0 75.4 65.7 89.9 37.9 68.2 57.8 74.3
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 12,674: 941 0 18 11,695 12,632 12,654 12,650: 20 24
Old : 12,674: 941 0 18 11,695 12,632 12,654 12,650: 20 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,036: -84 0 0 -947 -1,060 -1,031 -1,060: -5 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 0.1 92.3 99.7 99.8 99.8: 0.2 0.2
Old : 100.0: 7.4 0.0 0.1 92.3 99.7 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 22 19 23 20:
Old : 25: 1 0 1 22 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 71.0 65.5 88.5 36.2 59.4 55.0 67.9
Old : 40.4 71.0 65.5 88.5 36.2 59.4 55.0 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV REAL-TIME PK - ICE FUTURES ENERGY DIV Code-064IAN
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 2,909: 0 80 0 2,734 2,587 2,734 2,667: 175 242
Old : 2,909: 0 80 0 2,734 2,587 2,734 2,667: 175 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 94.0 88.9 94.0 91.7: 6.0 8.3
Old : 100.0: 0.0 2.8 0.0 94.0 88.9 94.0 91.7: 6.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 14 9 14 11:
Old : 20: 0 2 0 14 9 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 70.8 85.0 89.4 57.8 69.9 79.7 80.8
Old : 63.1 70.8 85.0 89.4 57.8 69.9 79.7 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2016