CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,564: 1,725 429 25 6,805 8,104 8,555 8,558: 9 6
Old : 8,564: 1,725 429 25 6,805 8,104 8,555 8,558: 9 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -150: 0 -150 0 -152 0 -152 -150: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 5.0 0.3 79.5 94.6 99.9 99.9: 0.1 0.1
Old : 100.0: 20.1 5.0 0.3 79.5 94.6 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 4 1 5 9 12 14:
Old : 23: 7 4 1 5 9 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.0 74.7 97.1 97.2 88.0 71.6 95.7 94.1
Old : 88.0 74.7 97.1 97.2 88.0 71.6 95.7 94.1
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 33,280: 17,230 11,380 500 15,550 21,400 33,280 33,280: 0 0
Old : 33,280: 17,230 11,380 500 15,550 21,400 33,280 33,280: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -900: -600 100 -100 -200 -900 -900 -900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 34.2 1.5 46.7 64.3 100.0 100.0: 0.0 0.0
Old : 100.0: 51.8 34.2 1.5 46.7 64.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 7 3 8 5 15 12:
Old : 23: 4 7 3 8 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 : 66.3 72.2 90.8 95.0 66.3 71.6 90.8 92.9
Old : 66.3 72.2 90.8 95.0 66.3 71.6 90.8 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 38,989: 13,984 23,795 20 24,985 15,174 38,989 38,989: 0 0
Old : 38,989: 13,984 23,795 20 24,985 15,174 38,989 38,989: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 4,229: 4,500 2,250 -101 -150 2,080 4,249 4,229: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 61.0 0.1 64.1 38.9 100.0 100.0: 0.0 0.0
Old : 100.0: 35.9 61.0 0.1 64.1 38.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 10 2 9 5 16 15:
Old : 26: 5 10 2 9 5 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 66.5 87.3 90.2 63.1 62.9 87.3 83.8
Old : 63.1 66.5 87.3 90.2 63.1 62.9 87.3 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,227: 5,555 1,206 4,546 25,096 29,460 35,197 35,212: 30 15
Old : 35,227: 5,555 1,206 4,546 25,096 29,460 35,197 35,212: 30 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,542: 814 -67 51 660 1,558 1,525 1,542: 17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 3.4 12.9 71.2 83.6 99.9 100.0: 0.1 0.0
Old : 100.0: 15.8 3.4 12.9 71.2 83.6 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 : 30: 9 7 8 10 12 24 22:
Old : 30: 9 7 8 10 12 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 58.8 80.5 77.1 40.9 44.9 51.2 53.2
Old : 64.9 58.8 80.5 77.1 40.9 44.9 51.2 53.2
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,509: 7,739 1,817 0 29,770 35,682 37,509 37,499: 0 10
Old : 37,509: 7,739 1,817 0 29,770 35,682 37,509 37,499: 0 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 145: -25 45 0 170 100 145 145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.8 0.0 79.4 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 20.6 4.8 0.0 79.4 95.1 100.0 100.0: 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 : 21: 3 1 0 10 10 13 11:
Old : 21: 3 1 0 10 10 13 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 : 82.5 86.6 97.1 98.9 80.2 86.6 94.8 96.2
Old : 82.5 86.6 97.1 98.9 80.2 86.6 94.8 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 29,830: 7,275 14,350 275 22,280 15,205 29,830 29,830: 0 0
Old : 29,830: 7,275 14,350 275 22,280 15,205 29,830 29,830: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,252: -738 -2,198 -400 2,400 3,850 1,262 1,252: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 48.1 0.9 74.7 51.0 100.0 100.0: 0.0 0.0
Old : 100.0: 24.4 48.1 0.9 74.7 51.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 6 2 8 5 16 12:
Old : 24: 7 6 2 8 5 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 : 69.8 77.8 88.4 95.2 69.8 75.6 88.4 92.1
Old : 69.8 77.8 88.4 95.2 69.8 75.6 88.4 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 16,075: 4,390 5,070 0 11,685 11,005 16,075 16,075: 0 0
Old : 16,075: 4,390 5,070 0 11,685 11,005 16,075 16,075: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 3,268: 1,598 1,648 0 1,685 1,620 3,283 3,268: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 31.5 0.0 72.7 68.5 100.0 100.0: 0.0 0.0
Old : 100.0: 27.3 31.5 0.0 72.7 68.5 100.0 100.0: 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 : 22: 4 7 0 8 3 12 10:
Old : 22: 4 7 0 8 3 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 75.6 95.6 93.2 77.2 75.6 95.6 93.2
Old : 77.2 75.6 95.6 93.2 77.2 75.6 95.6 93.2
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,914: 8,295 6,615 0 7,619 9,299 15,914 15,914: 0 0
Old : 15,914: 8,295 6,615 0 7,619 9,299 15,914 15,914: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 684: 703 400 0 1 284 704 684: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 41.6 0.0 47.9 58.4 100.0 100.0: 0.0 0.0
Old : 100.0: 52.1 41.6 0.0 47.9 58.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 3 0 8 8 14 11:
Old : 22: 6 3 0 8 8 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 : 64.4 68.9 88.3 93.3 63.2 67.4 87.0 91.4
Old : 64.4 68.9 88.3 93.3 63.2 67.4 87.0 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,761: 9,208 10,050 700 16,852 16,011 26,761 26,761: 0 0
Old : 26,761: 9,208 10,050 700 16,852 16,011 26,761 26,761: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 4,120: 1,065 150 0 3,055 3,970 4,120 4,120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 37.6 2.6 63.0 59.8 100.0 100.0: 0.0 0.0
Old : 100.0: 34.4 37.6 2.6 63.0 59.8 100.0 100.0: 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 : 23: 5 6 3 11 6 18 13:
Old : 23: 5 6 3 11 6 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 72.8 79.7 93.8 50.9 69.5 78.9 86.7
Old : 51.6 72.8 79.7 93.8 50.9 69.5 78.9 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,070: 7,770 5,800 100 9,200 11,170 17,070 17,070: 0 0
Old : 17,070: 7,770 5,800 100 9,200 11,170 17,070 17,070: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,350: -500 -1,250 0 1,850 2,600 1,350 1,350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 34.0 0.6 53.9 65.4 100.0 100.0: 0.0 0.0
Old : 100.0: 45.5 34.0 0.6 53.9 65.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 4 1 8 3 15 7:
Old : 21: 6 4 1 8 3 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 87.1 81.4 100.0 54.2 86.5 81.4 99.4
Old : 54.2 87.1 81.4 100.0 54.2 86.5 81.4 99.4
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,185,640: 1,073,841 60,791 820,861 3,249,037 4,289,596 5,143,739 5,171,248: 41,901 14,392
Old : 5,185,640: 1,073,841 60,791 820,861 3,249,037 4,289,596 5,143,739 5,171,248: 41,901 14,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 49,245: 26,997 -11,123 156,041 -133,610 -94,711 49,428 50,207: -183 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 1.2 15.8 62.7 82.7 99.2 99.7: 0.8 0.3
Old : 100.0: 20.7 1.2 15.8 62.7 82.7 99.2 99.7: 0.8 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 : 219: 56 15 56 134 129 201 189:
Old : 219: 56 15 56 134 129 201 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 32.3 45.6 48.7 24.8 31.4 38.9 44.0
Old : 27.7 32.3 45.6 48.7 24.8 31.4 38.9 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,987,455: 110,137 35,602 910,361 964,846 1,040,336 1,985,344 1,986,299: 2,110 1,155
Old : 1,987,455: 110,137 35,602 910,361 964,846 1,040,336 1,985,344 1,986,299: 2,110 1,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 384,797: 3,547 452 198,532 182,734 185,168 384,813 384,151: -16 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.8 45.8 48.5 52.3 99.9 99.9: 0.1 0.1
Old : 100.0: 5.5 1.8 45.8 48.5 52.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 17 13 28 57 53 87 81:
Old : 89: 17 13 28 57 53 87 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 65.2 76.0 77.3 6.1 5.1 6.9 6.9
Old : 65.7 65.2 76.0 77.3 6.1 5.1 6.9 6.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 165,901: 475 742 360 143,656 159,244 144,491 160,346: 21,410 5,555
Old : 165,901: 475 742 360 143,656 159,244 144,491 160,346: 21,410 5,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -14,496: -2,491 -78 -148 -11,949 -15,325 -14,588 -15,551: 92 1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.4 0.2 86.6 96.0 87.1 96.7: 12.9 3.3
Old : 100.0: 0.3 0.4 0.2 86.6 96.0 87.1 96.7: 12.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 2 2 32 27 34 30:
Old : 42: 1 2 2 32 27 34 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 55.1 62.7 79.8 41.2 49.1 53.8 68.5
Old : 46.5 55.1 62.7 79.8 41.2 49.1 53.8 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 98,330: 0 0 0 94,636 94,878 94,636 94,878: 3,694 3,452
Old : 98,330: 0 0 0 94,636 94,878 94,636 94,878: 3,694 3,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -8,802: -1,812 0 0 -7,166 -8,692 -8,978 -8,692: 176 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.2 96.5 96.2 96.5: 3.8 3.5
Old : 100.0: 0.0 0.0 0.0 96.2 96.5 96.2 96.5: 3.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 27 29 27 29:
Old : 32: 0 0 0 27 29 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 : 68.4 46.0 81.0 63.2 63.3 40.0 67.8 54.1
Old : 68.4 46.0 81.0 63.2 63.3 40.0 67.8 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 133,453: 609 742 1,073 115,611 121,782 117,293 123,597: 16,160 9,856
Old : 133,453: 609 742 1,073 115,611 121,782 117,293 123,597: 16,160 9,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -7,159: 489 -1,260 -175 -6,769 -3,220 -6,455 -4,655: -704 -2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.6 0.8 86.6 91.3 87.9 92.6: 12.1 7.4
Old : 100.0: 0.5 0.6 0.8 86.6 91.3 87.9 92.6: 12.1 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 1 2 28 26 31 28:
Old : 39: 2 1 2 28 26 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 49.4 63.3 70.0 42.5 49.3 54.6 63.8
Old : 46.7 49.4 63.3 70.0 42.5 49.3 54.6 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 893,378: 0 882 4,523 870,994 883,770 875,517 889,175: 17,861 4,203
Old : 893,378: 0 882 4,523 870,994 883,770 875,517 889,175: 17,861 4,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -37,693: 0 -88 241 -41,027 -38,802 -40,786 -38,649: 3,093 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.5 97.5 98.9 98.0 99.5: 2.0 0.5
Old : 100.0: 0.0 0.1 0.5 97.5 98.9 98.0 99.5: 2.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 0 4 4 48 35 52 39:
Old : 57: 0 4 4 48 35 52 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 : 38.0 57.2 59.6 81.5 36.7 56.1 54.5 72.5
Old : 38.0 57.2 59.6 81.5 36.7 56.1 54.5 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 385,301: 5,770 0 368 366,810 376,052 372,948 376,420: 12,353 8,881
Old : 385,301: 5,770 0 368 366,810 376,052 372,948 376,420: 12,353 8,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -8,285: -1,397 -1,220 -31 -11,307 -9,248 -12,735 -10,499: 4,450 2,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.1 95.2 97.6 96.8 97.7: 3.2 2.3
Old : 100.0: 1.5 0.0 0.1 95.2 97.6 96.8 97.7: 3.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 2 0 1 35 43 37 44:
Old : 55: 2 0 1 35 43 37 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 : 60.6 33.3 77.6 55.6 58.2 32.8 71.4 51.1
Old : 60.6 33.3 77.6 55.6 58.2 32.8 71.4 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 292,643: 1,481 0 2,020 282,337 288,676 285,838 290,696: 6,805 1,947
Old : 292,643: 1,481 0 2,020 282,337 288,676 285,838 290,696: 6,805 1,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -12,681: -932 -308 62 -9,603 -12,146 -10,473 -12,392: -2,208 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.7 96.5 98.6 97.7 99.3: 2.3 0.7
Old : 100.0: 0.5 0.0 0.7 96.5 98.6 97.7 99.3: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 0 3 37 43 40 46:
Old : 53: 3 0 3 37 43 40 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 39.5 74.8 60.5 59.1 36.4 68.8 54.1
Old : 59.7 39.5 74.8 60.5 59.1 36.4 68.8 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,099: 1,069 0 1,043 111,457 112,709 113,569 113,752: 9,530 9,347
Old : 123,099: 1,069 0 1,043 111,457 112,709 113,569 113,752: 9,530 9,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,333: -1,336 -752 224 -2,253 1,279 -3,365 751: 2,032 -2,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.8 90.5 91.6 92.3 92.4: 7.7 7.6
Old : 100.0: 0.9 0.0 0.8 90.5 91.6 92.3 92.4: 7.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 2 23 23 25 25:
Old : 34: 2 0 2 23 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 43.0 78.6 69.9 64.9 41.2 78.3 66.4
Old : 64.9 43.0 78.6 69.9 64.9 41.2 78.3 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,296: 2,230 5,679 1,297 83,257 80,551 86,784 87,527: 6,512 5,769
Old : 93,296: 2,230 5,679 1,297 83,257 80,551 86,784 87,527: 6,512 5,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -4,659: -321 1,953 -405 -5,626 -6,509 -6,352 -4,961: 1,693 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.1 1.4 89.2 86.3 93.0 93.8: 7.0 6.2
Old : 100.0: 2.4 6.1 1.4 89.2 86.3 93.0 93.8: 7.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 1 20 21 22 24:
Old : 32: 1 3 1 20 21 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 42.9 74.3 63.9 55.0 40.9 67.6 60.1
Old : 61.5 42.9 74.3 63.9 55.0 40.9 67.6 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 17,429: 0 0 0 15,715 17,261 15,715 17,261: 1,714 168
Old : 17,429: 0 0 0 15,715 17,261 15,715 17,261: 1,714 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -11,904: -189 -352 -400 -10,726 -11,056 -11,315 -11,808: -589 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.2 99.0 90.2 99.0: 9.8 1.0
Old : 100.0: 0.0 0.0 0.0 90.2 99.0 90.2 99.0: 9.8 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 : 24: 0 0 0 14 16 14 16:
Old : 24: 0 0 0 14 16 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 : 58.9 57.8 78.1 80.3 58.9 57.8 78.1 74.5
Old : 58.9 57.8 78.1 80.3 58.9 57.8 78.1 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 92,847: 0 686 933 83,550 87,110 84,483 88,729: 8,364 4,118
Old : 92,847: 0 686 933 83,550 87,110 84,483 88,729: 8,364 4,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -7,517: -882 -521 413 -6,694 -6,765 -7,163 -6,873: -354 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 1.0 90.0 93.8 91.0 95.6: 9.0 4.4
Old : 100.0: 0.0 0.7 1.0 90.0 93.8 91.0 95.6: 9.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 2 20 18 22 20:
Old : 29: 0 2 2 20 18 22 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 : 50.2 68.1 72.3 87.0 49.2 66.3 67.7 81.8
Old : 50.2 68.1 72.3 87.0 49.2 66.3 67.7 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 167,169: 0 0 0 159,558 164,272 159,558 164,272: 7,611 2,897
Old : 167,169: 0 0 0 159,558 164,272 159,558 164,272: 7,611 2,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -7,218: 0 0 0 -7,044 -8,452 -7,044 -8,452: -174 1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 98.3 95.4 98.3: 4.6 1.7
Old : 100.0: 0.0 0.0 0.0 95.4 98.3 95.4 98.3: 4.6 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 : 35: 0 0 0 27 24 27 24:
Old : 35: 0 0 0 27 24 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 77.1 70.6 87.4 52.5 77.1 69.5 87.1
Old : 53.6 77.1 70.6 87.4 52.5 77.1 69.5 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 484,445: 26,915 49 2,142 444,792 472,322 473,849 474,513: 10,596 9,932
Old : 484,445: 26,915 49 2,142 444,792 472,322 473,849 474,513: 10,596 9,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 10,656: 2,328 -2,305 533 6,377 12,407 9,238 10,635: 1,418 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.4 91.8 97.5 97.8 97.9: 2.2 2.1
Old : 100.0: 5.6 0.0 0.4 91.8 97.5 97.8 97.9: 2.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 6 1 3 55 45 62 48:
Old : 67: 6 1 3 55 45 62 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 55.2 52.8 69.0 28.2 50.9 41.7 59.9
Old : 34.2 55.2 52.8 69.0 28.2 50.9 41.7 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,118: 194 217 1,136 75,958 78,899 77,288 80,252: 9,830 6,866
Old : 87,118: 194 217 1,136 75,958 78,899 77,288 80,252: 9,830 6,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,752: 194 -2,200 288 -10,483 -3,904 -10,001 -5,816: 4,249 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 1.3 87.2 90.6 88.7 92.1: 11.3 7.9
Old : 100.0: 0.2 0.2 1.3 87.2 90.6 88.7 92.1: 11.3 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 19 17 20 19:
Old : 27: 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 : 54.5 50.9 76.5 79.9 51.5 47.0 73.2 72.3
Old : 54.5 50.9 76.5 79.9 51.5 47.0 73.2 72.3
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,006: 915 0 801 73,579 72,081 75,295 72,882: 1,711 4,124
Old : 77,006: 915 0 801 73,579 72,081 75,295 72,882: 1,711 4,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,417: 423 0 -292 -1,698 -87 -1,567 -379: 150 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 1.0 95.5 93.6 97.8 94.6: 2.2 5.4
Old : 100.0: 1.2 0.0 1.0 95.5 93.6 97.8 94.6: 2.2 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 : 25: 1 0 1 17 18 18 19:
Old : 25: 1 0 1 17 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 57.7 81.6 80.4 49.6 57.0 78.3 73.9
Old : 52.7 57.7 81.6 80.4 49.6 57.0 78.3 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,088: 30,006 812 0 68,764 96,820 98,770 97,632: 318 1,456
Old : 99,088: 30,006 812 0 68,764 96,820 98,770 97,632: 318 1,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -33,287: -18,827 -2,810 -8,571 -5,170 -21,756 -32,568 -33,137: -719 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 0.8 0.0 69.4 97.7 99.7 98.5: 0.3 1.5
Old : 100.0: 30.3 0.8 0.0 69.4 97.7 99.7 98.5: 0.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 8 2 0 18 40 26 42:
Old : 58: 8 2 0 18 40 26 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 49.0 77.4 65.2 42.4 46.7 65.8 57.5
Old : 45.6 49.0 77.4 65.2 42.4 46.7 65.8 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,806: 0 308 0 43,430 40,916 43,430 41,224: 376 2,582
Old : 43,806: 0 308 0 43,430 40,916 43,430 41,224: 376 2,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -8,201: 0 31 -31 -7,904 -8,171 -7,935 -8,171: -266 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 99.1 93.4 99.1 94.1: 0.9 5.9
Old : 100.0: 0.0 0.7 0.0 99.1 93.4 99.1 94.1: 0.9 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 : 28: 0 1 0 17 15 17 16:
Old : 28: 0 1 0 17 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 73.6 81.3 88.9 57.7 71.6 74.4 81.4
Old : 61.1 73.6 81.3 88.9 57.7 71.6 74.4 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 253,404: 233 0 694 245,814 244,229 246,741 244,923: 6,663 8,481
Old : 253,404: 233 0 694 245,814 244,229 246,741 244,923: 6,663 8,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -8,195: 13 0 -35 -10,097 -8,742 -10,119 -8,777: 1,924 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.3 97.0 96.4 97.4 96.7: 2.6 3.3
Old : 100.0: 0.1 0.0 0.3 97.0 96.4 97.4 96.7: 2.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 0 1 34 32 35 33:
Old : 41: 1 0 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 : 58.5 59.2 72.0 75.0 55.8 50.5 66.1 62.4
Old : 58.5 59.2 72.0 75.0 55.8 50.5 66.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,974: 0 2,212 583 82,169 77,607 82,752 80,402: 3,222 5,572
Old : 85,974: 0 2,212 583 82,169 77,607 82,752 80,402: 3,222 5,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -9,023: 0 -1,950 232 -9,015 -8,589 -8,783 -10,307: -240 1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.7 95.6 90.3 96.3 93.5: 3.7 6.5
Old : 100.0: 0.0 2.6 0.7 95.6 90.3 96.3 93.5: 3.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 1 23 23 24 24:
Old : 32: 0 1 1 23 23 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 : 57.4 52.1 78.6 69.9 41.9 39.6 56.3 50.1
Old : 57.4 52.1 78.6 69.9 41.9 39.6 56.3 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 133,722: 3,601 0 401 121,755 128,948 125,757 129,349: 7,965 4,373
Old : 133,722: 3,601 0 401 121,755 128,948 125,757 129,349: 7,965 4,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -6,553: -162 -641 -51 -5,354 -4,688 -5,567 -5,380: -986 -1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.3 91.1 96.4 94.0 96.7: 6.0 3.3
Old : 100.0: 2.7 0.0 0.3 91.1 96.4 94.0 96.7: 6.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 1 17 17 20 18:
Old : 26: 3 0 1 17 17 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 : 66.5 78.8 83.8 90.5 63.8 77.8 79.9 86.2
Old : 66.5 78.8 83.8 90.5 63.8 77.8 79.9 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,865: 0 0 0 91,344 96,988 91,344 96,988: 9,521 3,877
Old : 100,865: 0 0 0 91,344 96,988 91,344 96,988: 9,521 3,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,429: -476 0 0 451 -1,692 -25 -1,692: -2,404 -737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 96.2 90.6 96.2: 9.4 3.8
Old : 100.0: 0.0 0.0 0.0 90.6 96.2 90.6 96.2: 9.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 17 17 17:
Old : 21: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 70.6 78.8 87.7 59.9 67.9 74.2 80.4
Old : 62.3 70.6 78.8 87.7 59.9 67.9 74.2 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,809: 217 341 0 108,872 110,289 109,089 110,630: 4,720 3,179
Old : 113,809: 217 341 0 108,872 110,289 109,089 110,630: 4,720 3,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,473: -364 -674 0 591 -2,464 227 -3,138: -1,700 1,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 0.0 95.7 96.9 95.9 97.2: 4.1 2.8
Old : 100.0: 0.2 0.3 0.0 95.7 96.9 95.9 97.2: 4.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 22 19 23 20:
Old : 28: 1 1 0 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 : 63.1 58.3 77.1 78.2 57.8 56.0 68.4 73.8
Old : 63.1 58.3 77.1 78.2 57.8 56.0 68.4 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 139,194: 0 741 2,198 121,195 127,519 123,393 130,458: 15,801 8,736
Old : 139,194: 0 741 2,198 121,195 127,519 123,393 130,458: 15,801 8,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -4,478: -23 -2,827 204 -3,626 -771 -3,445 -3,394: -1,033 -1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 1.6 87.1 91.6 88.6 93.7: 11.4 6.3
Old : 100.0: 0.0 0.5 1.6 87.1 91.6 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 : 33: 0 2 1 26 19 27 21:
Old : 33: 0 2 1 26 19 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 65.5 51.5 81.0 33.9 60.6 47.9 73.1
Old : 36.2 65.5 51.5 81.0 33.9 60.6 47.9 73.1
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 11,250: 336 336 0 10,200 10,174 10,536 10,510: 714 740
Old : 11,250: 336 336 0 10,200 10,174 10,536 10,510: 714 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,704: -1,302 0 -56 -3,990 -5,332 -5,348 -5,388: -356 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 3.0 0.0 90.7 90.4 93.7 93.4: 6.3 6.6
Old : 100.0: 3.0 3.0 0.0 90.7 90.4 93.7 93.4: 6.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 0 16 13 17 14:
Old : 25: 1 1 0 16 13 17 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 : 57.3 57.8 77.4 76.9 57.3 55.9 77.4 75.0
Old : 57.3 57.8 77.4 76.9 57.3 55.9 77.4 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 175,668: 9,897 3,696 2,910 153,469 160,997 166,276 167,603: 9,392 8,065
Old : 175,668: 9,897 3,696 2,910 153,469 160,997 166,276 167,603: 9,392 8,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,583: 1,013 -1,343 551 -6,438 -6,243 -4,874 -7,035: -709 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.1 1.7 87.4 91.6 94.7 95.4: 5.3 4.6
Old : 100.0: 5.6 2.1 1.7 87.4 91.6 94.7 95.4: 5.3 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 : 46: 3 2 3 36 32 40 36:
Old : 46: 3 2 3 36 32 40 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 : 39.5 53.2 56.0 66.9 37.5 51.7 52.0 60.7
Old : 39.5 53.2 56.0 66.9 37.5 51.7 52.0 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 85,398: 0 0 0 76,526 78,520 76,526 78,520: 8,872 6,878
Old : 85,398: 0 0 0 76,526 78,520 76,526 78,520: 8,872 6,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -4,772: 0 0 0 -4,471 -3,982 -4,471 -3,982: -301 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.6 91.9 89.6 91.9: 10.4 8.1
Old : 100.0: 0.0 0.0 0.0 89.6 91.9 89.6 91.9: 10.4 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 19 21 19 21:
Old : 26: 0 0 0 19 21 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 52.5 72.5 71.0 47.0 50.1 59.6 60.9
Old : 50.0 52.5 72.5 71.0 47.0 50.1 59.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 97,253: 0 0 0 92,758 91,927 92,758 91,927: 4,495 5,326
Old : 97,253: 0 0 0 92,758 91,927 92,758 91,927: 4,495 5,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,998: 0 0 0 -3,437 -5,477 -3,437 -5,477: 439 2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 94.5 95.4 94.5: 4.6 5.5
Old : 100.0: 0.0 0.0 0.0 95.4 94.5 95.4 94.5: 4.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 24 16 24 16:
Old : 28: 0 0 0 24 16 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 75.0 69.7 89.3 37.7 72.2 62.5 81.8
Old : 44.2 75.0 69.7 89.3 37.7 72.2 62.5 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 122,682: 3,082 0 0 105,891 116,729 108,973 116,729: 13,709 5,953
Old : 122,682: 3,082 0 0 105,891 116,729 108,973 116,729: 13,709 5,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -10,236: -1,132 0 0 -9,343 -10,094 -10,475 -10,094: 239 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 86.3 95.1 88.8 95.1: 11.2 4.9
Old : 100.0: 2.5 0.0 0.0 86.3 95.1 88.8 95.1: 11.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 20 16 22 16:
Old : 27: 2 0 0 20 16 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 74.9 66.3 89.6 47.7 69.6 65.4 84.1
Old : 48.0 74.9 66.3 89.6 47.7 69.6 65.4 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 63,326: 2,630 0 0 58,839 61,366 61,469 61,366: 1,857 1,960
Old : 63,326: 2,630 0 0 58,839 61,366 61,469 61,366: 1,857 1,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -589: 62 0 0 -1,270 -579 -1,208 -579: 619 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 0.0 92.9 96.9 97.1 96.9: 2.9 3.1
Old : 100.0: 4.2 0.0 0.0 92.9 96.9 97.1 96.9: 2.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 16 12 17 12:
Old : 21: 1 0 0 16 12 17 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 : 57.4 78.8 78.5 93.7 54.8 78.8 75.3 90.7
Old : 57.4 78.8 78.5 93.7 54.8 78.8 75.3 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 153,449: 23,686 14,249 16,046 113,220 122,982 152,952 153,277: 497 171
Old : 153,449: 23,686 14,249 16,046 113,220 122,982 152,952 153,277: 497 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -6,598: -1,185 -893 872 -6,177 -6,476 -6,490 -6,497: -108 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 9.3 10.5 73.8 80.1 99.7 99.9: 0.3 0.1
Old : 100.0: 15.4 9.3 10.5 73.8 80.1 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 : 75: 13 12 19 45 48 68 69:
Old : 75: 13 12 19 45 48 68 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 32.3 60.3 53.1 29.5 24.7 37.7 36.1
Old : 43.3 32.3 60.3 53.1 29.5 24.7 37.7 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,132: 1,577 595 1,008 39,547 40,529 42,132 42,132: 0 0
Old : 42,132: 1,577 595 1,008 39,547 40,529 42,132 42,132: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,951: 10 282 -417 -1,368 -1,791 -1,776 -1,927: -175 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.4 2.4 93.9 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.7 1.4 2.4 93.9 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 3 4 26 22 32 28:
Old : 36: 5 3 4 26 22 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 : 46.0 50.3 69.2 76.2 35.5 40.4 46.4 51.5
Old : 46.0 50.3 69.2 76.2 35.5 40.4 46.4 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 381,164: 17,440 8 5,616 358,108 375,540 381,164 381,164: 0 0
Old : 381,164: 17,440 8 5,616 358,108 375,540 381,164 381,164: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -21,635: 3,121 0 24 -24,092 -21,659 -20,947 -21,635: -688 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 1.5 94.0 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.6 0.0 1.5 94.0 98.5 100.0 100.0: 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 : 34: 5 1 2 22 23 28 25:
Old : 34: 5 1 2 22 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 50.1 80.2 76.3 45.2 41.9 53.5 50.8
Old : 59.7 50.1 80.2 76.3 45.2 41.9 53.5 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,359,422: 32,765 121,254 44,762 1,281,895 1,193,406 1,359,422 1,359,422: 0 0
Old : 1,359,422: 32,765 121,254 44,762 1,281,895 1,193,406 1,359,422 1,359,422: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -100,021: 1,429 15,176 -15,363 -86,087 -99,834 -100,021 -100,021: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 8.9 3.3 94.3 87.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 8.9 3.3 94.3 87.8 100.0 100.0: 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 : 57: 7 5 4 39 42 48 49:
Old : 57: 7 5 4 39 42 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 42.4 65.0 63.2 35.0 35.3 49.3 48.4
Old : 41.1 42.4 65.0 63.2 35.0 35.3 49.3 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 59,699: 572 5,536 1,743 57,384 52,420 59,699 59,699: 0 0
Old : 59,699: 572 5,536 1,743 57,384 52,420 59,699 59,699: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,985: 21 -314 274 -2,280 -1,945 -1,985 -1,985: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 9.3 2.9 96.1 87.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 9.3 2.9 96.1 87.8 100.0 100.0: 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 : 37: 1 9 6 23 21 30 30:
Old : 37: 1 9 6 23 21 30 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 : 66.7 72.9 81.0 84.7 63.7 62.2 72.3 72.0
Old : 66.7 72.9 81.0 84.7 63.7 62.2 72.3 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 297,274: 6,664 7,624 328 290,282 289,322 297,274 297,274: 0 0
Old : 297,274: 6,664 7,624 328 290,282 289,322 297,274 297,274: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -16,293: 0 -344 0 -16,293 -15,949 -16,293 -16,293: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.6 0.1 97.6 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 2.6 0.1 97.6 97.3 100.0 100.0: 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 : 26: 2 3 1 16 15 19 18:
Old : 26: 2 3 1 16 15 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 : 71.4 77.6 87.7 90.7 69.4 62.4 74.7 72.0
Old : 71.4 77.6 87.7 90.7 69.4 62.4 74.7 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 299,131: 1,056 5,816 8,224 289,851 285,091 299,131 299,131: 0 0
Old : 299,131: 1,056 5,816 8,224 289,851 285,091 299,131 299,131: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -26,766: -2,856 5,088 -408 -23,502 -31,446 -26,766 -26,766: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.9 2.7 96.9 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 1.9 2.7 96.9 95.3 100.0 100.0: 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 : 35: 2 2 1 23 25 26 27:
Old : 35: 2 2 1 23 25 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 47.7 75.0 70.1 39.1 44.1 55.3 57.3
Old : 53.4 47.7 75.0 70.1 39.1 44.1 55.3 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 23,532: 531 220 40 22,859 22,807 23,430 23,067: 102 465
Old : 23,532: 531 220 40 22,859 22,807 23,430 23,067: 102 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,105: -204 -124 40 -898 -1,234 -1,062 -1,318: -43 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.9 0.2 97.1 96.9 99.6 98.0: 0.4 2.0
Old : 100.0: 2.3 0.9 0.2 97.1 96.9 99.6 98.0: 0.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 2 1 20 25 25 28:
Old : 34: 5 2 1 20 25 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 57.8 71.3 79.1 40.1 51.8 52.9 60.9
Old : 48.5 57.8 71.3 79.1 40.1 51.8 52.9 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,566: 310 0 0 51,937 52,426 52,247 52,426: 319 140
Old : 52,566: 310 0 0 51,937 52,426 52,247 52,426: 319 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,674: -40 0 0 -5,601 -5,646 -5,641 -5,646: -33 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 98.8 99.7 99.4 99.7: 0.6 0.3
Old : 100.0: 0.6 0.0 0.0 98.8 99.7 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 0 0 27 28 28 28:
Old : 37: 1 0 0 27 28 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 55.9 72.4 73.8 52.7 54.6 63.6 67.3
Old : 56.4 55.9 72.4 73.8 52.7 54.6 63.6 67.3
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 70,466: 335 200 0 69,918 70,151 70,253 70,351: 213 115
Old : 70,466: 335 200 0 69,918 70,151 70,253 70,351: 213 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -6,819: -40 150 0 -6,755 -6,961 -6,795 -6,811: -24 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.3 0.0 99.2 99.6 99.7 99.8: 0.3 0.2
Old : 100.0: 0.5 0.3 0.0 99.2 99.6 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 2 0 27 28 28 30:
Old : 40: 1 2 0 27 28 28 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 : 53.3 61.5 71.6 77.7 50.6 60.8 66.4 73.8
Old : 53.3 61.5 71.6 77.7 50.6 60.8 66.4 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,595: 700 600 0 30,266 30,780 30,966 31,380: 629 215
Old : 31,595: 700 600 0 30,266 30,780 30,966 31,380: 629 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -650: 0 0 0 -875 -665 -875 -665: 225 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.9 0.0 95.8 97.4 98.0 99.3: 2.0 0.7
Old : 100.0: 2.2 1.9 0.0 95.8 97.4 98.0 99.3: 2.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 21 16 22 17:
Old : 27: 1 1 0 21 16 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 72.7 68.7 87.9 42.8 66.7 54.6 71.5
Old : 48.5 72.7 68.7 87.9 42.8 66.7 54.6 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 325,088: 18,392 0 736 303,512 323,536 322,640 324,272: 2,448 816
Old : 325,088: 18,392 0 736 303,512 323,536 322,640 324,272: 2,448 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,888: 368 0 0 -928 1,072 -560 1,072: 2,448 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.2 93.4 99.5 99.2 99.7: 0.8 0.3
Old : 100.0: 5.7 0.0 0.2 93.4 99.5 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 1 21 19 24 20:
Old : 31: 3 0 1 21 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 71.8 74.1 87.4 51.1 62.1 61.5 72.1
Old : 55.8 71.8 74.1 87.4 51.1 62.1 61.5 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 7,792: 508 907 82 6,543 6,417 7,133 7,406: 659 386
Old : 7,792: 508 907 82 6,543 6,417 7,133 7,406: 659 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 507: 0 43 0 381 464 381 507: 126 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 11.6 1.1 84.0 82.4 91.5 95.0: 8.5 5.0
Old : 100.0: 6.5 11.6 1.1 84.0 82.4 91.5 95.0: 8.5 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 : 25: 1 2 1 21 16 23 18:
Old : 25: 1 2 1 21 16 23 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 : 42.5 60.2 66.8 77.4 36.3 57.2 57.4 68.8
Old : 42.5 60.2 66.8 77.4 36.3 57.2 57.4 68.8
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,185: 715 0 325 12,675 13,805 13,715 14,130: 470 55
Old : 14,185: 715 0 325 12,675 13,805 13,715 14,130: 470 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -880: -115 0 0 -755 -875 -870 -875: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 2.3 89.4 97.3 96.7 99.6: 3.3 0.4
Old : 100.0: 5.0 0.0 2.3 89.4 97.3 96.7 99.6: 3.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 7 16 10 18:
Old : 21: 2 0 2 7 16 10 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 : 80.8 69.0 95.5 86.4 78.0 68.0 88.1 85.3
Old : 80.8 69.0 95.5 86.4 78.0 68.0 88.1 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,114: 0 760 0 36,751 36,167 36,751 36,927: 363 187
Old : 37,114: 0 760 0 36,751 36,167 36,751 36,927: 363 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -135: 0 0 0 -493 -200 -493 -200: 358 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 99.0 97.4 99.0 99.5: 1.0 0.5
Old : 100.0: 0.0 2.0 0.0 99.0 97.4 99.0 99.5: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 0 24 24 24 26:
Old : 32: 0 2 0 24 24 24 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 : 47.0 69.4 75.4 83.4 45.3 63.1 64.0 71.1
Old : 47.0 69.4 75.4 83.4 45.3 63.1 64.0 71.1
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,981: 1,175 100 0 25,436 26,708 26,611 26,808: 370 173
Old : 26,981: 1,175 100 0 25,436 26,708 26,611 26,808: 370 173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5: 0 0 0 -165 -48 -165 -48: 160 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.4 0.0 94.3 99.0 98.6 99.4: 1.4 0.6
Old : 100.0: 4.4 0.4 0.0 94.3 99.0 98.6 99.4: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 21 19 23 20:
Old : 29: 2 1 0 21 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 : 55.4 68.6 73.4 88.4 50.9 60.8 68.5 75.9
Old : 55.4 68.6 73.4 88.4 50.9 60.8 68.5 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 20,434: 1,314 149 208 18,383 19,401 19,905 19,758: 529 676
Old : 20,434: 1,314 149 208 18,383 19,401 19,905 19,758: 529 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 100: -22 65 22 -6 -218 -6 -131: 106 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.7 1.0 90.0 94.9 97.4 96.7: 2.6 3.3
Old : 100.0: 6.4 0.7 1.0 90.0 94.9 97.4 96.7: 2.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 2 20 18 24 21:
Old : 29: 3 2 2 20 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 52.1 69.1 76.6 36.6 39.1 54.0 59.1
Old : 42.4 52.1 69.1 76.6 36.6 39.1 54.0 59.1
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,964: 375 4,383 297 55,283 51,083 55,955 55,763: 9 201
Old : 55,964: 375 4,383 297 55,283 51,083 55,955 55,763: 9 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,066: -20 -407 -35 -3,008 -2,632 -3,063 -3,074: -3 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 7.8 0.5 98.8 91.3 100.0 99.6: 0.0 0.4
Old : 100.0: 0.7 7.8 0.5 98.8 91.3 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 3 2 30 23 34 26:
Old : 39: 2 3 2 30 23 34 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 : 48.8 52.1 73.1 80.5 48.6 49.0 68.3 71.6
Old : 48.8 52.1 73.1 80.5 48.6 49.0 68.3 71.6
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 74,411: 1,183 14,920 1,806 71,398 57,665 74,387 74,391: 24 20
Old : 74,411: 1,183 14,920 1,806 71,398 57,665 74,387 74,391: 24 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,791: 40 -664 -11 -3,789 -3,030 -3,760 -3,705: -31 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 20.1 2.4 96.0 77.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 20.1 2.4 96.0 77.5 100.0 100.0: 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 : 55: 6 6 8 36 31 47 41:
Old : 55: 6 6 8 36 31 47 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 : 45.3 49.7 63.9 75.8 40.1 48.7 54.4 65.9
Old : 45.3 49.7 63.9 75.8 40.1 48.7 54.4 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,225: 775 0 0 41,165 42,035 41,940 42,035: 285 190
Old : 42,225: 775 0 0 41,165 42,035 41,940 42,035: 285 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,435: -90 0 0 -5,320 -5,435 -5,410 -5,435: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 97.5 99.6 99.3 99.6: 0.7 0.4
Old : 100.0: 1.8 0.0 0.0 97.5 99.6 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 22 12 23 12:
Old : 25: 1 0 0 22 12 23 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 : 50.3 95.3 75.3 98.9 50.1 93.7 71.7 93.7
Old : 50.3 95.3 75.3 98.9 50.1 93.7 71.7 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,000: 1,385 2,400 0 48,390 47,600 49,775 50,000: 225 0
Old : 50,000: 1,385 2,400 0 48,390 47,600 49,775 50,000: 225 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -4,245: -95 0 0 -4,140 -4,245 -4,235 -4,245: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 4.8 0.0 96.8 95.2 99.6 100.0: 0.5 0.0
Old : 100.0: 2.8 4.8 0.0 96.8 95.2 99.6 100.0: 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 : 27: 1 1 0 23 13 24 14:
Old : 27: 1 1 0 23 13 24 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 : 46.8 92.6 73.3 98.4 45.4 89.1 71.7 93.3
Old : 46.8 92.6 73.3 98.4 45.4 89.1 71.7 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 273,216: 37,407 400 1,551 234,258 271,265 273,216 273,216: 0 0
Old : 273,216: 37,407 400 1,551 234,258 271,265 273,216 273,216: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -29,427: -4,568 0 0 -24,859 -29,427 -29,427 -29,427: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.1 0.6 85.7 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 13.7 0.1 0.6 85.7 99.3 100.0 100.0: 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 : 36: 2 1 2 23 29 25 32:
Old : 36: 2 1 2 23 29 25 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 : 59.2 50.9 76.9 72.6 56.4 48.8 70.1 66.2
Old : 59.2 50.9 76.9 72.6 56.4 48.8 70.1 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 24,619: 5,734 1,011 1,303 16,725 21,972 23,762 24,286: 857 333
Old : 24,619: 5,734 1,011 1,303 16,725 21,972 23,762 24,286: 857 333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,192: -310 -441 -24 -1,881 -1,643 -2,215 -2,108: 23 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 4.1 5.3 67.9 89.2 96.5 98.6: 3.5 1.4
Old : 100.0: 23.3 4.1 5.3 67.9 89.2 96.5 98.6: 3.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 5 5 25 30 30 37:
Old : 39: 2 5 5 25 30 30 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 : 57.6 48.2 73.2 61.4 53.9 44.7 65.6 55.8
Old : 57.6 48.2 73.2 61.4 53.9 44.7 65.6 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 37,799: 1,347 267 75 36,377 37,457 37,799 37,799: 0 0
Old : 37,799: 1,347 267 75 36,377 37,457 37,799 37,799: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,699: -339 27 -100 -2,260 -2,626 -2,699 -2,699: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.7 0.2 96.2 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 3.6 0.7 0.2 96.2 99.1 100.0 100.0: 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 : 29: 5 1 1 15 16 20 18:
Old : 29: 5 1 1 15 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 : 77.5 83.8 92.3 94.8 73.5 78.4 84.3 85.8
Old : 77.5 83.8 92.3 94.8 73.5 78.4 84.3 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 295,853: 4,680 15,692 3,108 288,065 277,053 295,853 295,853: 0 0
Old : 295,853: 4,680 15,692 3,108 288,065 277,053 295,853 295,853: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -7,217: 2,232 0 0 -9,449 -7,217 -7,217 -7,217: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 5.3 1.1 97.4 93.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 5.3 1.1 97.4 93.6 100.0 100.0: 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 : 26: 1 1 1 17 18 19 19:
Old : 26: 1 1 1 17 18 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 : 70.7 67.6 89.7 87.4 69.2 52.8 76.0 68.6
Old : 70.7 67.6 89.7 87.4 69.2 52.8 76.0 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 18,812: 730 646 1,102 16,129 15,981 17,961 17,729: 851 1,083
Old : 18,812: 730 646 1,102 16,129 15,981 17,961 17,729: 851 1,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,070: 148 40 -40 -1,115 -1,050 -1,007 -1,050: -63 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 3.4 5.9 85.7 85.0 95.5 94.2: 4.5 5.8
Old : 100.0: 3.9 3.4 5.9 85.7 85.0 95.5 94.2: 4.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 2 14 15 17 18:
Old : 23: 2 2 2 14 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 62.0 79.6 81.0 53.1 52.6 61.2 59.9
Old : 62.2 62.0 79.6 81.0 53.1 52.6 61.2 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 138,583: 352 0 0 138,231 138,583 138,583 138,583: 0 0
Old : 138,583: 352 0 0 138,231 138,583 138,583 138,583: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 11 11 12 11:
Old : 20: 1 0 0 11 11 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 88.2 97.5 99.2 81.2 88.2 94.7 94.7
Old : 81.2 88.2 97.5 99.2 81.2 88.2 94.7 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 10,623: 466 490 80 9,102 8,997 9,648 9,567: 975 1,056
Old : 10,623: 466 490 80 9,102 8,997 9,648 9,567: 975 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -475: -42 21 -105 -265 -328 -412 -412: -63 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.6 0.8 85.7 84.7 90.8 90.1: 9.2 9.9
Old : 100.0: 4.4 4.6 0.8 85.7 84.7 90.8 90.1: 9.2 9.9
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 : 21: 1 3 1 13 14 15 17:
Old : 21: 1 3 1 13 14 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 64.2 76.7 83.4 58.7 59.5 71.2 74.7
Old : 59.2 64.2 76.7 83.4 58.7 59.5 71.2 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 78,460: 1,760 0 0 76,700 78,460 78,460 78,460: 0 0
Old : 78,460: 1,760 0 0 76,700 78,460 78,460 78,460: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -9,384: -1,632 0 0 -7,752 -9,384 -9,384 -9,384: 0 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 : 23: 3 0 0 11 14 14 14:
Old : 23: 3 0 0 11 14 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 : 67.9 67.5 91.3 91.3 57.9 67.5 77.9 79.9
Old : 67.9 67.5 91.3 91.3 57.9 67.5 77.9 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,627: 286 1,089 170 13,005 12,136 13,461 13,395: 166 232
Old : 13,627: 286 1,089 170 13,005 12,136 13,461 13,395: 166 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,017: -234 -401 0 -402 -239 -636 -640: -381 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 8.0 1.2 95.4 89.1 98.8 98.3: 1.2 1.7
Old : 100.0: 2.1 8.0 1.2 95.4 89.1 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 : 29: 1 3 2 21 22 23 26:
Old : 29: 1 3 2 21 22 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 35.5 81.5 58.1 42.4 29.4 58.2 48.7
Old : 60.8 35.5 81.5 58.1 42.4 29.4 58.2 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 150,936: 0 8,790 0 150,936 142,146 150,936 150,936: 0 0
Old : 150,936: 0 8,790 0 150,936 142,146 150,936 150,936: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -4,265: 0 -1,224 0 -4,265 -3,041 -4,265 -4,265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 0.0 100.0 94.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.8 0.0 100.0 94.2 100.0 100.0: 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 : 26: 0 2 0 20 14 20 16:
Old : 26: 0 2 0 20 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 58.1 87.3 84.5 59.6 54.0 78.0 74.2
Old : 67.9 58.1 87.3 84.5 59.6 54.0 78.0 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,621: 498 538 2,046 19,053 19,037 21,597 21,621: 24 0
Old : 21,621: 498 538 2,046 19,053 19,037 21,597 21,621: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,245: -500 0 -25 -644 -1,220 -1,169 -1,245: -76 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.5 9.5 88.1 88.0 99.9 100.0: 0.1 0.0
Old : 100.0: 2.3 2.5 9.5 88.1 88.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 3 19 14 22 18:
Old : 25: 2 2 3 19 14 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 : 54.0 59.3 82.0 83.8 46.1 44.0 59.1 58.0
Old : 54.0 59.3 82.0 83.8 46.1 44.0 59.1 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,370: 520 0 500 12,980 13,850 14,000 14,350: 370 20
Old : 14,370: 520 0 500 12,980 13,850 14,000 14,350: 370 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 320: 220 -30 -220 340 570 340 320: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 3.5 90.3 96.4 97.4 99.9: 2.6 0.1
Old : 100.0: 3.6 0.0 3.5 90.3 96.4 97.4 99.9: 2.6 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 : 22: 2 0 1 16 14 18 15:
Old : 22: 2 0 1 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 : 62.9 80.6 83.3 95.8 50.3 72.3 62.8 74.0
Old : 62.9 80.6 83.3 95.8 50.3 72.3 62.8 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,435: 485 0 490 13,140 13,925 14,115 14,415: 320 20
Old : 14,435: 485 0 490 13,140 13,925 14,115 14,415: 320 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 495: 210 0 -225 530 720 515 495: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 3.4 91.0 96.5 97.8 99.9: 2.2 0.1
Old : 100.0: 3.4 0.0 3.4 91.0 96.5 97.8 99.9: 2.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 2 18 13 20 15:
Old : 24: 2 0 2 18 13 20 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 : 62.0 81.6 81.8 94.6 51.5 74.2 64.6 75.9
Old : 62.0 81.6 81.8 94.6 51.5 74.2 64.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 456,685: 0 57,076 79,503 375,795 319,180 455,297 455,758: 1,388 927
Old : 456,685: 0 57,076 79,503 375,795 319,180 455,297 455,758: 1,388 927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 17.4 82.3 69.9 99.7 99.8: 0.3 0.2
Old : 100.0: 0.0 12.5 17.4 82.3 69.9 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 4 3 14 13 17 17:
Old : 20: 0 4 3 14 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 58.8 91.3 86.8 33.2 30.1 36.2 35.5
Old : 65.8 58.8 91.3 86.8 33.2 30.1 36.2 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,465: 350 130 25 21,799 22,310 22,174 22,465: 291 0
Old : 22,465: 350 130 25 21,799 22,310 22,174 22,465: 291 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,575: -70 -45 -5 1,584 1,625 1,509 1,575: 66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.6 0.1 97.0 99.3 98.7 100.0: 1.3 0.0
Old : 100.0: 1.6 0.6 0.1 97.0 99.3 98.7 100.0: 1.3 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 : 29: 2 2 1 20 17 23 19:
Old : 29: 2 2 1 20 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 63.2 89.1 91.1 58.3 53.5 65.2 65.7
Old : 76.6 63.2 89.1 91.1 58.3 53.5 65.2 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,808: 420 125 15 19,100 19,668 19,535 19,808: 273 0
Old : 19,808: 420 125 15 19,100 19,668 19,535 19,808: 273 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 4,540: 20 -50 15 4,525 4,605 4,560 4,570: -20 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.6 0.1 96.4 99.3 98.6 100.0: 1.4 0.0
Old : 100.0: 2.1 0.6 0.1 96.4 99.3 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 1 20 16 23 18:
Old : 28: 3 1 1 20 16 23 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 : 76.8 65.8 89.5 91.2 52.5 46.6 59.0 57.4
Old : 76.8 65.8 89.5 91.2 52.5 46.6 59.0 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,940: 200 575 0 18,395 18,305 18,595 18,880: 345 60
Old : 18,940: 200 575 0 18,395 18,305 18,595 18,880: 345 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,845: 75 -25 -100 -2,805 -2,720 -2,830 -2,845: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.0 0.0 97.1 96.6 98.2 99.7: 1.8 0.3
Old : 100.0: 1.1 3.0 0.0 97.1 96.6 98.2 99.7: 1.8 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 : 27: 2 1 0 18 15 20 16:
Old : 27: 2 1 0 18 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 80.2 86.3 92.9 57.2 78.4 76.9 84.9
Old : 63.9 80.2 86.3 92.9 57.2 78.4 76.9 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,450: 275 300 0 12,885 12,970 13,160 13,270: 290 180
Old : 13,450: 275 300 0 12,885 12,970 13,160 13,270: 290 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.2 0.0 95.8 96.4 97.8 98.7: 2.2 1.3
Old : 100.0: 2.0 2.2 0.0 95.8 96.4 97.8 98.7: 2.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 13 12 15 13:
Old : 21: 2 1 0 13 12 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 : 58.3 77.3 86.2 94.3 47.4 73.9 74.9 79.4
Old : 58.3 77.3 86.2 94.3 47.4 73.9 74.9 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,100: 0 750 75 16,985 16,260 17,060 17,085: 40 15
Old : 17,100: 0 750 75 16,985 16,260 17,060 17,085: 40 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -860: 0 -40 65 -900 -880 -835 -855: -25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.4 99.3 95.1 99.8 99.9: 0.2 0.1
Old : 100.0: 0.0 4.4 0.4 99.3 95.1 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 4 1 15 14 16 18:
Old : 25: 0 4 1 15 14 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 59.6 92.4 88.8 40.2 47.7 56.7 58.2
Old : 68.1 59.6 92.4 88.8 40.2 47.7 56.7 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,801: 125 500 25 18,576 18,261 18,726 18,786: 75 15
Old : 18,801: 125 500 25 18,576 18,261 18,726 18,786: 75 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -825: -30 -50 0 -760 -775 -790 -825: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.7 0.1 98.8 97.1 99.6 99.9: 0.4 0.1
Old : 100.0: 0.7 2.7 0.1 98.8 97.1 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 1 15 13 16 16:
Old : 24: 1 2 1 15 13 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 78.0 88.9 94.3 40.7 54.1 60.7 63.6
Old : 64.5 78.0 88.9 94.3 40.7 54.1 60.7 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 110,042: 495 2,722 710 108,802 106,610 110,007 110,042: 35 0
Old : 110,042: 495 2,722 710 108,802 106,610 110,007 110,042: 35 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,153: -115 -160 35 -5,058 -5,013 -5,138 -5,138: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.5 0.6 98.9 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 2.5 0.6 98.9 96.9 100.0 100.0: 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 : 49: 3 6 4 36 32 42 39:
Old : 49: 3 6 4 36 32 42 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 : 42.3 61.1 66.2 86.1 41.4 47.2 58.0 65.7
Old : 42.3 61.1 66.2 86.1 41.4 47.2 58.0 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 126,961: 600 5,955 725 125,556 120,261 126,881 126,941: 80 20
Old : 126,961: 600 5,955 725 125,556 120,261 126,881 126,941: 80 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -7,887: -384 -672 -458 -7,095 -6,732 -7,937 -7,862: 50 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.7 0.6 98.9 94.7 99.9 100.0: 0.1 0.0
Old : 100.0: 0.5 4.7 0.6 98.9 94.7 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 : 52: 2 7 5 40 35 46 43:
Old : 52: 2 7 5 40 35 46 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 : 41.2 61.6 62.7 80.8 39.0 51.0 54.3 63.0
Old : 41.2 61.6 62.7 80.8 39.0 51.0 54.3 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 188,070: 9,382 29,994 6,360 172,293 151,660 188,035 188,014: 35 56
Old : 188,070: 9,382 29,994 6,360 172,293 151,660 188,035 188,014: 35 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,037: -1,267 5,350 -3,718 2,950 -3,681 -2,035 -2,049: -2 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.9 3.4 91.6 80.6 100.0 100.0: 0.0 0.0
Old : 100.0: 5.0 15.9 3.4 91.6 80.6 100.0 100.0: 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 : 73: 10 12 11 38 48 55 64:
Old : 73: 10 12 11 38 48 55 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 : 36.8 59.7 57.1 72.2 34.7 54.5 52.6 63.5
Old : 36.8 59.7 57.1 72.2 34.7 54.5 52.6 63.5
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 124,359: 575 8,675 2,850 120,860 112,834 124,285 124,359: 74 0
Old : 124,359: 575 8,675 2,850 120,860 112,834 124,285 124,359: 74 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,269: -3,622 2,081 747 4,154 -1,559 1,279 1,269: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 7.0 2.3 97.2 90.7 99.9 100.0: 0.1 0.0
Old : 100.0: 0.5 7.0 2.3 97.2 90.7 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 : 52: 3 9 2 38 31 42 41:
Old : 52: 3 9 2 38 31 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 : 38.4 65.9 60.5 80.5 38.4 58.2 54.8 66.3
Old : 38.4 65.9 60.5 80.5 38.4 58.2 54.8 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,990: 1,475 175 25 40,335 41,765 41,835 41,965: 155 25
Old : 41,990: 1,475 175 25 40,335 41,765 41,835 41,965: 155 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 6,600: -425 -450 -25 6,970 7,075 6,520 6,600: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.4 0.1 96.1 99.5 99.6 99.9: 0.4 0.1
Old : 100.0: 3.5 0.4 0.1 96.1 99.5 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 1 23 12 25 15:
Old : 29: 2 2 1 23 12 25 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 : 62.7 90.9 82.4 97.1 59.1 86.1 78.0 89.5
Old : 62.7 90.9 82.4 97.1 59.1 86.1 78.0 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,985: 645 225 25 37,170 37,735 37,840 37,985: 145 0
Old : 37,985: 645 225 25 37,170 37,735 37,840 37,985: 145 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 6,970: -140 -120 -5 7,025 7,095 6,880 6,970: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.6 0.1 97.9 99.3 99.6 100.0: 0.4 0.0
Old : 100.0: 1.7 0.6 0.1 97.9 99.3 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 : 29: 2 2 1 23 13 25 16:
Old : 29: 2 2 1 23 13 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 92.2 82.2 97.9 62.8 86.8 80.5 90.4
Old : 63.0 92.2 82.2 97.9 62.8 86.8 80.5 90.4
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 28,872: 1,000 100 250 27,390 28,522 28,640 28,872: 232 0
Old : 28,872: 1,000 100 250 27,390 28,522 28,640 28,872: 232 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -455: -75 -100 0 -363 -355 -438 -455: -17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.3 0.9 94.9 98.8 99.2 100.0: 0.8 0.0
Old : 100.0: 3.5 0.3 0.9 94.9 98.8 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 1 28 26 30 28:
Old : 36: 2 1 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 : 44.3 45.2 66.3 71.4 37.6 39.6 57.2 58.6
Old : 44.3 45.2 66.3 71.4 37.6 39.6 57.2 58.6
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 22,336: 2,325 0 0 20,011 22,041 22,336 22,041: 0 295
Old : 22,336: 2,325 0 0 20,011 22,041 22,336 22,041: 0 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 395: 0 0 0 395 220 395 220: 0 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.0 89.6 98.7 100.0 98.7: 0.0 1.3
Old : 100.0: 10.4 0.0 0.0 89.6 98.7 100.0 98.7: 0.0 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 : 26: 2 0 0 19 18 21 18:
Old : 26: 2 0 0 19 18 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 : 42.1 54.6 64.4 83.4 37.6 47.5 54.8 67.6
Old : 42.1 54.6 64.4 83.4 37.6 47.5 54.8 67.6
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,812: 1,677 2,200 12 23,745 23,577 25,434 25,789: 378 23
Old : 25,812: 1,677 2,200 12 23,745 23,577 25,434 25,789: 378 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,280: -369 -70 -30 -1,850 -2,185 -2,249 -2,285: -31 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.5 0.0 92.0 91.3 98.5 99.9: 1.5 0.1
Old : 100.0: 6.5 8.5 0.0 92.0 91.3 98.5 99.9: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 2 1 20 21 25 24:
Old : 35: 5 2 1 20 21 25 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 : 47.9 51.5 74.7 74.8 46.6 45.3 67.1 67.8
Old : 47.9 51.5 74.7 74.8 46.6 45.3 67.1 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,472: 1,021 50 168 16,653 17,939 17,842 18,157: 630 315
Old : 18,472: 1,021 50 168 16,653 17,939 17,842 18,157: 630 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,365: 111 25 -166 -1,275 -1,181 -1,330 -1,322: -35 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.3 0.9 90.2 97.1 96.6 98.3: 3.4 1.7
Old : 100.0: 5.5 0.3 0.9 90.2 97.1 96.6 98.3: 3.4 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 : 28: 2 1 1 18 18 20 20:
Old : 28: 2 1 1 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 49.8 72.0 73.6 45.7 49.5 62.4 68.4
Old : 51.3 49.8 72.0 73.6 45.7 49.5 62.4 68.4
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,464: 2,048 4,633 645 30,606 28,186 33,299 33,464: 165 0
Old : 33,464: 2,048 4,633 645 30,606 28,186 33,299 33,464: 165 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,783: -786 -1,044 -42 -2,934 -2,697 -3,762 -3,783: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 13.8 1.9 91.5 84.2 99.5 100.0: 0.5 0.0
Old : 100.0: 6.1 13.8 1.9 91.5 84.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 3 4 31 26 36 32:
Old : 44: 4 3 4 31 26 36 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 : 54.2 53.1 68.5 77.3 52.6 52.5 65.3 75.7
Old : 54.2 53.1 68.5 77.3 52.6 52.5 65.3 75.7
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,098: 129 0 15 19,339 20,068 19,483 20,083: 615 15
Old : 20,098: 129 0 15 19,339 20,068 19,483 20,083: 615 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,038: -139 0 0 -884 -1,013 -1,023 -1,013: -15 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.1 96.2 99.9 96.9 99.9: 3.1 0.1
Old : 100.0: 0.6 0.0 0.1 96.2 99.9 96.9 99.9: 3.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 2 23 20 25 22:
Old : 32: 2 0 2 23 20 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 60.9 73.5 83.1 49.7 59.7 67.6 79.9
Old : 52.8 60.9 73.5 83.1 49.7 59.7 67.6 79.9
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,421: 0 1,498 85 21,175 19,838 21,260 21,421: 161 0
Old : 21,421: 0 1,498 85 21,175 19,838 21,260 21,421: 161 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,742: 0 -211 0 -1,721 -1,531 -1,721 -1,742: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.4 98.9 92.6 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 7.0 0.4 98.9 92.6 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 3 1 20 16 21 19:
Old : 27: 0 3 1 20 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 64.6 84.9 83.0 53.8 59.7 76.6 75.5
Old : 58.4 64.6 84.9 83.0 53.8 59.7 76.6 75.5
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,225: 0 0 0 13,629 13,907 13,629 13,907: 596 318
Old : 14,225: 0 0 0 13,629 13,907 13,629 13,907: 596 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -851: 0 0 0 -795 -823 -795 -823: -56 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.8 97.8 95.8 97.8: 4.2 2.2
Old : 100.0: 0.0 0.0 0.0 95.8 97.8 95.8 97.8: 4.2 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 : 21: 0 0 0 16 13 16 13:
Old : 21: 0 0 0 16 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 72.6 82.4 93.8 52.8 68.7 71.4 78.7
Old : 59.4 72.6 82.4 93.8 52.8 68.7 71.4 78.7
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,655: 84 575 0 32,284 32,025 32,368 32,600: 287 55
Old : 32,655: 84 575 0 32,284 32,025 32,368 32,600: 287 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -987: -16 -125 0 -821 -917 -837 -1,042: -150 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.8 0.0 98.9 98.1 99.1 99.8: 0.9 0.2
Old : 100.0: 0.3 1.8 0.0 98.9 98.1 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 : 38: 2 3 0 30 24 32 27:
Old : 38: 2 3 0 30 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 : 39.2 53.3 63.8 79.5 38.3 45.7 59.2 64.7
Old : 39.2 53.3 63.8 79.5 38.3 45.7 59.2 64.7
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 17,656: 432 0 34 16,869 17,372 17,335 17,406: 321 250
Old : 17,656: 432 0 34 16,869 17,372 17,335 17,406: 321 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 525: 13 0 -13 545 558 545 545: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.2 95.5 98.4 98.2 98.6: 1.8 1.4
Old : 100.0: 2.4 0.0 0.2 95.5 98.4 98.2 98.6: 1.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 21 15 22 16:
Old : 23: 1 0 1 21 15 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 84.1 71.1 93.9 39.3 74.4 60.0 76.1
Old : 44.8 84.1 71.1 93.9 39.3 74.4 60.0 76.1
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,057: 690 0 0 12,302 12,980 12,992 12,980: 65 77
Old : 13,057: 690 0 0 12,302 12,980 12,992 12,980: 65 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -252: -65 0 0 -172 -250 -237 -250: -15 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 0.0 94.2 99.4 99.5 99.4: 0.5 0.6
Old : 100.0: 5.3 0.0 0.0 94.2 99.4 99.5 99.4: 0.5 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 : 23: 1 0 0 20 14 21 14:
Old : 23: 1 0 0 20 14 21 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 : 49.2 72.5 74.5 93.6 32.0 47.2 49.9 58.6
Old : 49.2 72.5 74.5 93.6 32.0 47.2 49.9 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2017