CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 7,613: 1,455 175 0 6,154 7,432 7,609 7,607: 4 6
Old : 7,613: 1,455 175 0 6,154 7,432 7,609 7,607: 4 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 2.3 0.0 80.8 97.6 99.9 99.9: 0.1 0.1
Old : 100.0: 19.1 2.3 0.0 80.8 97.6 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 : 22: 6 3 0 6 10 12 13:
Old : 22: 6 3 0 6 10 12 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 : 86.5 81.6 96.0 96.9 85.2 77.1 92.2 92.1
Old : 86.5 81.6 96.0 96.9 85.2 77.1 92.2 92.1
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 32,398: 17,140 11,559 500 14,758 20,339 32,398 32,398: 0 0
Old : 32,398: 17,140 11,559 500 14,758 20,339 32,398 32,398: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -179: -100 200 -100 21 -279 -179 -179: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 35.7 1.5 45.6 62.8 100.0 100.0: 0.0 0.0
Old : 100.0: 52.9 35.7 1.5 45.6 62.8 100.0 100.0: 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 : 22: 5 5 3 9 5 17 10:
Old : 22: 5 5 3 9 5 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 76.2 88.3 95.8 62.7 74.3 88.3 91.7
Old : 62.7 76.2 88.3 95.8 62.7 74.3 88.3 91.7
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 43,236: 15,876 20,503 20 27,340 22,713 43,236 43,236: 0 0
Old : 43,236: 15,876 20,503 20 27,340 22,713 43,236 43,236: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 47.4 0.0 63.2 52.5 100.0 100.0: 0.0 0.0
Old : 100.0: 36.7 47.4 0.0 63.2 52.5 100.0 100.0: 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 : 27: 6 10 2 9 6 17 16:
Old : 27: 6 10 2 9 6 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 : 63.2 63.7 89.3 88.8 63.2 59.8 89.3 83.5
Old : 63.2 63.7 89.3 88.8 63.2 59.8 89.3 83.5
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, April 18, 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 : 41,576: 5,126 6,365 3,976 32,463 31,174 41,566 41,516: 10 60
Old : 41,576: 5,126 6,365 3,976 32,463 31,174 41,566 41,516: 10 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 65: 6 751 17 54 -728 77 40: -12 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.3 9.6 78.1 75.0 100.0 99.9: 0.0 0.1
Old : 100.0: 12.3 15.3 9.6 78.1 75.0 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 11 8 13 12 26 24:
Old : 32: 6 11 8 13 12 26 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 : 62.9 50.0 80.8 70.9 43.8 42.5 56.6 56.5
Old : 62.9 50.0 80.8 70.9 43.8 42.5 56.6 56.5
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, April 18, 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 : 39,003: 7,989 2,317 0 31,014 36,676 39,003 38,993: 0 10
Old : 39,003: 7,989 2,317 0 31,014 36,676 39,003 38,993: 0 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -55: 0 -50 0 -55 -5 -55 -55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 5.9 0.0 79.5 94.0 100.0 100.0: 0.0 0.0
Old : 100.0: 20.5 5.9 0.0 79.5 94.0 100.0 100.0: 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 : 25: 3 5 0 9 11 12 16:
Old : 25: 3 5 0 9 11 12 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 : 83.2 83.3 98.7 95.5 80.7 82.9 94.6 93.0
Old : 83.2 83.3 98.7 95.5 80.7 82.9 94.6 93.0
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 34,110: 6,955 15,753 275 26,880 18,082 34,110 34,110: 0 0
Old : 34,110: 6,955 15,753 275 26,880 18,082 34,110 34,110: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 46.2 0.8 78.8 53.0 100.0 100.0: 0.0 0.0
Old : 100.0: 20.4 46.2 0.8 78.8 53.0 100.0 100.0: 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: 6 7 2 8 5 15 13:
Old : 24: 6 7 2 8 5 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 : 73.7 78.2 91.5 94.4 73.7 76.3 91.4 92.4
Old : 73.7 78.2 91.5 94.4 73.7 76.3 91.4 92.4
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 24,410: 5,050 7,680 0 19,360 16,730 24,410 24,410: 0 0
Old : 24,410: 5,050 7,680 0 19,360 16,730 24,410 24,410: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 31.5 0.0 79.3 68.5 100.0 100.0: 0.0 0.0
Old : 100.0: 20.7 31.5 0.0 79.3 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 7 4 11 11:
Old : 22: 4 7 0 7 4 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 78.4 97.2 94.1 72.6 78.4 97.2 94.1
Old : 72.6 78.4 97.2 94.1 72.6 78.4 97.2 94.1
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, April 18, 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 : 17,330: 8,780 7,020 0 8,550 10,310 17,330 17,330: 0 0
Old : 17,330: 8,780 7,020 0 8,550 10,310 17,330 17,330: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,100: -500 200 0 2,600 1,900 2,100 2,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 40.5 0.0 49.3 59.5 100.0 100.0: 0.0 0.0
Old : 100.0: 50.7 40.5 0.0 49.3 59.5 100.0 100.0: 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 : 24: 6 5 0 8 8 14 13:
Old : 24: 6 5 0 8 8 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 69.5 87.3 92.3 61.3 68.0 86.2 90.9
Old : 62.5 69.5 87.3 92.3 61.3 68.0 86.2 90.9
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, April 18, 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 : 28,501: 10,630 16,250 700 17,171 11,551 28,501 28,501: 0 0
Old : 28,501: 10,630 16,250 700 17,171 11,551 28,501 28,501: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -116: 209 200 0 -325 -316 -116 -116: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 57.0 2.5 60.2 40.5 100.0 100.0: 0.0 0.0
Old : 100.0: 37.3 57.0 2.5 60.2 40.5 100.0 100.0: 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 : 24: 5 6 3 9 7 16 14:
Old : 24: 5 6 3 9 7 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 63.9 82.9 89.8 52.8 62.1 80.8 87.4
Old : 54.9 63.9 82.9 89.8 52.8 62.1 80.8 87.4
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, April 18, 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 : 17,995: 8,895 5,900 100 9,000 11,995 17,995 17,995: 0 0
Old : 17,995: 8,895 5,900 100 9,000 11,995 17,995 17,995: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -700: 100 100 0 -800 -800 -700 -700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 32.8 0.6 50.0 66.7 100.0 100.0: 0.0 0.0
Old : 100.0: 49.4 32.8 0.6 50.0 66.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 3 1 7 5 16 8:
Old : 23: 8 3 1 7 5 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 80.6 79.7 100.0 56.3 80.0 79.7 99.4
Old : 56.3 80.6 79.7 100.0 56.3 80.0 79.7 99.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 18,191: 2,093 1,250 244 15,854 16,697 18,191 18,191: 0 0
Old : 18,191: 2,093 1,250 244 15,854 16,697 18,191 18,191: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 284: 63 0 15 206 269 284 284: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 6.9 1.3 87.2 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 11.5 6.9 1.3 87.2 91.8 100.0 100.0: 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 3 3 10 12 16 17:
Old : 23: 5 3 3 10 12 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 69.0 90.4 91.4 72.8 62.8 85.8 82.7
Old : 73.0 69.0 90.4 91.4 72.8 62.8 85.8 82.7
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,598,842: 1,121,630 60,627 861,625 3,577,457 4,662,545 5,560,712 5,584,797: 38,130 14,045
Old : 5,598,842: 1,121,630 60,627 861,625 3,577,457 4,662,545 5,560,712 5,584,797: 38,130 14,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 43,985: 17,068 -2,593 9,359 18,063 37,106 44,490 43,872: -505 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 1.1 15.4 63.9 83.3 99.3 99.7: 0.7 0.3
Old : 100.0: 20.0 1.1 15.4 63.9 83.3 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 68 15 66 132 125 214 193:
Old : 228: 68 15 66 132 125 214 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 31.0 43.0 47.4 23.6 29.7 36.5 42.0
Old : 27.2 31.0 43.0 47.4 23.6 29.7 36.5 42.0
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,729,814: 145,482 47,472 784,563 796,797 897,200 1,726,841 1,729,235: 2,973 580
Old : 1,729,814: 145,482 47,472 784,563 796,797 897,200 1,726,841 1,729,235: 2,973 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 41,815: -5,917 -1,954 34,255 13,473 9,496 41,811 41,797: 4 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.7 45.4 46.1 51.9 99.8 100.0: 0.2 0.0
Old : 100.0: 8.4 2.7 45.4 46.1 51.9 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 19 15 29 54 53 86 84:
Old : 92: 19 15 29 54 53 86 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 58.8 72.9 73.0 8.6 7.5 9.5 9.6
Old : 59.6 58.8 72.9 73.0 8.6 7.5 9.5 9.6
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, April 18, 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 : 184,884: 2,128 3,119 1,476 164,384 174,773 167,988 179,368: 16,896 5,516
Old : 184,884: 2,128 3,119 1,476 164,384 174,773 167,988 179,368: 16,896 5,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 3,204: 130 469 519 3,462 3,256 4,111 4,244: -907 -1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.7 0.8 88.9 94.5 90.9 97.0: 9.1 3.0
Old : 100.0: 1.2 1.7 0.8 88.9 94.5 90.9 97.0: 9.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 3 4 32 30 36 36:
Old : 44: 2 3 4 32 30 36 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 : 35.9 48.8 55.9 74.8 30.6 44.0 43.1 57.4
Old : 35.9 48.8 55.9 74.8 30.6 44.0 43.1 57.4
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, April 18, 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 : 95,801: 1,226 0 186 89,091 93,076 90,503 93,262: 5,298 2,539
Old : 95,801: 1,226 0 186 89,091 93,076 90,503 93,262: 5,298 2,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 441: 143 0 -31 328 379 440 348: 1 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.2 93.0 97.2 94.5 97.3: 5.5 2.7
Old : 100.0: 1.3 0.0 0.2 93.0 97.2 94.5 97.3: 5.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 2 30 30 32 32:
Old : 35: 2 0 2 30 30 32 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 : 44.8 43.5 72.8 68.0 39.2 40.2 54.6 53.8
Old : 44.8 43.5 72.8 68.0 39.2 40.2 54.6 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 149,095: 66 767 2,358 130,326 137,110 132,750 140,235: 16,345 8,860
Old : 149,095: 66 767 2,358 130,326 137,110 132,750 140,235: 16,345 8,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,478: 66 -2,283 1,365 1,050 1,911 2,481 993: -1,003 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 1.6 87.4 92.0 89.0 94.1: 11.0 5.9
Old : 100.0: 0.0 0.5 1.6 87.4 92.0 89.0 94.1: 11.0 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 : 37: 1 2 3 26 26 29 29:
Old : 37: 1 2 3 26 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 41.0 64.6 62.5 35.1 40.4 47.1 53.6
Old : 44.2 41.0 64.6 62.5 35.1 40.4 47.1 53.6
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, April 18, 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 : 1,056,152: 179 1,919 9,068 1,035,770 1,043,583 1,045,017 1,054,570: 11,135 1,582
Old : 1,056,152: 179 1,919 9,068 1,035,770 1,043,583 1,045,017 1,054,570: 11,135 1,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 8,440: -218 35 1,038 7,358 7,631 8,178 8,704: 262 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.9 98.1 98.8 98.9 99.9: 1.1 0.1
Old : 100.0: 0.0 0.2 0.9 98.1 98.8 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 1 3 4 53 38 57 42:
Old : 61: 1 3 4 53 38 57 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 : 40.7 55.1 61.1 78.5 32.0 54.8 50.3 71.4
Old : 40.7 55.1 61.1 78.5 32.0 54.8 50.3 71.4
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, April 18, 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 : 433,944: 8,569 0 286 408,847 426,162 417,702 426,448: 16,242 7,496
Old : 433,944: 8,569 0 286 408,847 426,162 417,702 426,448: 16,242 7,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 5,885: 182 -55 -527 5,648 6,037 5,303 5,455: 582 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.1 94.2 98.2 96.3 98.3: 3.7 1.7
Old : 100.0: 2.0 0.0 0.1 94.2 98.2 96.3 98.3: 3.7 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 : 53: 2 0 1 32 42 34 43:
Old : 53: 2 0 1 32 42 34 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 : 59.0 37.3 77.3 58.5 57.0 35.8 71.6 54.5
Old : 59.0 37.3 77.3 58.5 57.0 35.8 71.6 54.5
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, April 18, 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 : 352,502: 3,014 0 2,625 333,371 343,661 339,010 346,286: 13,492 6,216
Old : 352,502: 3,014 0 2,625 333,371 343,661 339,010 346,286: 13,492 6,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 17,724: 1,963 -55 -465 14,798 17,256 16,296 16,736: 1,428 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.7 94.6 97.5 96.2 98.2: 3.8 1.8
Old : 100.0: 0.9 0.0 0.7 94.6 97.5 96.2 98.2: 3.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 0 3 36 43 39 46:
Old : 51: 3 0 3 36 43 39 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 : 61.2 37.2 75.9 59.4 60.8 35.0 72.6 56.5
Old : 61.2 37.2 75.9 59.4 60.8 35.0 72.6 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 162,425: 0 1,725 1,007 157,471 147,577 158,478 150,309: 3,947 12,116
Old : 162,425: 0 1,725 1,007 157,471 147,577 158,478 150,309: 3,947 12,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,594: -158 1,719 -1,268 2,892 1,111 1,466 1,562: 128 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.6 96.9 90.9 97.6 92.5: 2.4 7.5
Old : 100.0: 0.0 1.1 0.6 96.9 90.9 97.6 92.5: 2.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 3 2 29 29 31 32:
Old : 41: 0 3 2 29 29 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 42.0 79.5 61.9 66.8 41.5 77.6 59.7
Old : 66.9 42.0 79.5 61.9 66.8 41.5 77.6 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,535: 8,474 4,060 1,199 93,874 98,646 103,547 103,905: 3,988 3,630
Old : 107,535: 8,474 4,060 1,199 93,874 98,646 103,547 103,905: 3,988 3,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,819: 703 -213 -35 1,428 2,004 2,096 1,756: -277 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.8 1.1 87.3 91.7 96.3 96.6: 3.7 3.4
Old : 100.0: 7.9 3.8 1.1 87.3 91.7 96.3 96.6: 3.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 1 22 24 25 26:
Old : 34: 2 2 1 22 24 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 44.6 74.2 64.6 59.0 44.2 72.1 62.1
Old : 60.2 44.6 74.2 64.6 59.0 44.2 72.1 62.1
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,819: 1,459 0 951 90,637 94,237 93,047 95,188: 8,772 6,631
Old : 101,819: 1,459 0 951 90,637 94,237 93,047 95,188: 8,772 6,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 3,084: -792 0 108 3,971 2,064 3,287 2,172: -203 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.9 89.0 92.6 91.4 93.5: 8.6 6.5
Old : 100.0: 1.4 0.0 0.9 89.0 92.6 91.4 93.5: 8.6 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 : 26: 1 0 1 17 17 18 18:
Old : 26: 1 0 1 17 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 62.0 72.8 82.1 46.4 61.8 63.6 72.3
Old : 47.6 62.0 72.8 82.1 46.4 61.8 63.6 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 167,729: 0 0 0 160,095 165,515 160,095 165,515: 7,634 2,214
Old : 167,729: 0 0 0 160,095 165,515 160,095 165,515: 7,634 2,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,475: 0 0 0 1,688 1,535 1,688 1,535: -213 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 98.7 95.4 98.7: 4.6 1.3
Old : 100.0: 0.0 0.0 0.0 95.4 98.7 95.4 98.7: 4.6 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 : 38: 0 0 0 25 26 25 26:
Old : 38: 0 0 0 25 26 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 76.3 72.8 85.2 56.6 76.3 72.3 84.9
Old : 57.1 76.3 72.8 85.2 56.6 76.3 72.3 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 56,994: 1,472 0 0 46,328 51,670 47,800 51,670: 9,194 5,324
Old : 56,994: 1,472 0 0 46,328 51,670 47,800 51,670: 9,194 5,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,782: 0 0 0 926 1,199 926 1,199: 1,856 1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 81.3 90.7 83.9 90.7: 16.1 9.3
Old : 100.0: 2.6 0.0 0.0 81.3 90.7 83.9 90.7: 16.1 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 14 13 15 13:
Old : 21: 1 0 0 14 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 63.6 69.7 79.7 44.8 60.7 64.6 74.5
Old : 47.4 63.6 69.7 79.7 44.8 60.7 64.6 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 19,292: 1,980 450 0 16,156 17,972 18,136 18,422: 1,156 870
Old : 19,292: 1,980 450 0 16,156 17,972 18,136 18,422: 1,156 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,542: 0 0 0 2,542 2,542 2,542 2,542: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.3 0.0 83.7 93.2 94.0 95.5: 6.0 4.5
Old : 100.0: 10.3 2.3 0.0 83.7 93.2 94.0 95.5: 6.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 8 11 10 12:
Old : 21: 2 1 0 8 11 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 71.9 88.3 90.5 62.0 71.9 88.1 90.5
Old : 62.0 71.9 88.3 90.5 62.0 71.9 88.1 90.5
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 571,774: 42,458 8,281 7,279 514,897 546,663 564,634 562,223: 7,140 9,551
Old : 571,774: 42,458 8,281 7,279 514,897 546,663 564,634 562,223: 7,140 9,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 6,550: 596 -337 953 6,397 6,819 7,946 7,435: -1,396 -885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.4 1.3 90.1 95.6 98.8 98.3: 1.2 1.7
Old : 100.0: 7.4 1.4 1.3 90.1 95.6 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 : 73: 7 3 5 54 50 63 56:
Old : 73: 7 3 5 54 50 63 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 53.7 47.4 68.3 26.5 51.4 40.5 61.2
Old : 30.4 53.7 47.4 68.3 26.5 51.4 40.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 124,586: 2,024 2,457 1,717 113,066 112,889 116,807 117,063: 7,779 7,523
Old : 124,586: 2,024 2,457 1,717 113,066 112,889 116,807 117,063: 7,779 7,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 3,113: 242 0 33 2,746 2,650 3,021 2,683: 92 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.0 1.4 90.8 90.6 93.8 94.0: 6.2 6.0
Old : 100.0: 1.6 2.0 1.4 90.8 90.6 93.8 94.0: 6.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 5 20 18 25 24:
Old : 31: 4 2 5 20 18 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 : 51.7 52.2 75.1 73.3 38.6 49.0 61.6 65.7
Old : 51.7 52.2 75.1 73.3 38.6 49.0 61.6 65.7
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,927: 183 0 248 76,924 75,547 77,355 75,795: 2,572 4,132
Old : 79,927: 183 0 248 76,924 75,547 77,355 75,795: 2,572 4,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 221: -126 0 0 246 548 120 548: 101 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.3 96.2 94.5 96.8 94.8: 3.2 5.2
Old : 100.0: 0.2 0.0 0.3 96.2 94.5 96.8 94.8: 3.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 16 18 17 19:
Old : 23: 1 0 1 16 18 17 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 : 60.9 58.2 84.7 80.0 58.4 55.7 80.4 75.7
Old : 60.9 58.2 84.7 80.0 58.4 55.7 80.4 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 94,789: 310 0 0 93,375 91,054 93,685 91,054: 1,104 3,735
Old : 94,789: 310 0 0 93,375 91,054 93,685 91,054: 1,104 3,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 7,441: 310 0 0 7,007 8,053 7,317 8,053: 124 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 98.5 96.1 98.8 96.1: 1.2 3.9
Old : 100.0: 0.3 0.0 0.0 98.5 96.1 98.8 96.1: 1.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 14 18 15 18:
Old : 24: 1 0 0 14 18 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 62.8 91.7 81.6 57.1 57.8 71.9 67.5
Old : 59.0 62.8 91.7 81.6 57.1 57.8 71.9 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 123,302: 32,140 6,088 0 88,768 115,546 120,908 121,634: 2,394 1,668
Old : 123,302: 32,140 6,088 0 88,768 115,546 120,908 121,634: 2,394 1,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 6,490: 310 0 0 6,056 6,366 6,366 6,366: 124 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 4.9 0.0 72.0 93.7 98.1 98.6: 1.9 1.4
Old : 100.0: 26.1 4.9 0.0 72.0 93.7 98.1 98.6: 1.9 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 : 65: 8 9 0 21 37 29 46:
Old : 65: 8 9 0 21 37 29 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 : 48.2 48.7 74.8 64.3 48.2 44.0 68.1 56.5
Old : 48.2 48.7 74.8 64.3 48.2 44.0 68.1 56.5
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,066: 0 0 0 72,185 69,046 72,185 69,046: 881 4,020
Old : 73,066: 0 0 0 72,185 69,046 72,185 69,046: 881 4,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,944: 0 0 0 2,944 2,944 2,944 2,944: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 94.5 98.8 94.5: 1.2 5.5
Old : 100.0: 0.0 0.0 0.0 98.8 94.5 98.8 94.5: 1.2 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 : 32: 0 0 0 16 21 16 21:
Old : 32: 0 0 0 16 21 16 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 : 82.3 68.9 93.5 82.7 82.3 68.3 92.9 82.1
Old : 82.3 68.9 93.5 82.7 82.3 68.3 92.9 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 279,977: 0 0 0 266,873 269,768 266,873 269,768: 13,104 10,209
Old : 279,977: 0 0 0 266,873 269,768 266,873 269,768: 13,104 10,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,904: 0 -1,160 -808 3,117 2,077 2,309 109: 595 2,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 96.4 95.3 96.4: 4.7 3.6
Old : 100.0: 0.0 0.0 0.0 95.3 96.4 95.3 96.4: 4.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 30 30 30 30:
Old : 36: 0 0 0 30 30 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 : 61.3 48.2 75.7 69.5 60.2 39.5 69.6 56.0
Old : 61.3 48.2 75.7 69.5 60.2 39.5 69.6 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 26,225: 1,084 1,710 0 22,791 21,918 23,875 23,628: 2,350 2,597
Old : 26,225: 1,084 1,710 0 22,791 21,918 23,875 23,628: 2,350 2,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 465: 124 0 0 341 248 465 248: 0 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.5 0.0 86.9 83.6 91.0 90.1: 9.0 9.9
Old : 100.0: 4.1 6.5 0.0 86.9 83.6 91.0 90.1: 9.0 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 : 25: 2 3 0 13 9 15 12:
Old : 25: 2 3 0 13 9 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 : 70.7 64.4 82.8 83.0 70.7 63.9 81.3 82.5
Old : 70.7 64.4 82.8 83.0 70.7 63.9 81.3 82.5
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,690: 0 2,772 273 110,536 108,597 110,809 111,642: 4,881 4,048
Old : 115,690: 0 2,772 273 110,536 108,597 110,809 111,642: 4,881 4,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 760: 0 860 0 1,709 465 1,709 1,325: -949 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.2 95.5 93.9 95.8 96.5: 4.2 3.5
Old : 100.0: 0.0 2.4 0.2 95.5 93.9 95.8 96.5: 4.2 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 : 27: 0 2 1 21 19 22 21:
Old : 27: 0 2 1 21 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 57.5 80.0 76.5 54.8 51.4 67.9 63.3
Old : 58.6 57.5 80.0 76.5 54.8 51.4 67.9 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,554: 59 2,045 575 30,191 29,090 30,825 31,710: 1,729 844
Old : 32,554: 59 2,045 575 30,191 29,090 30,825 31,710: 1,729 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.3 1.8 92.7 89.4 94.7 97.4: 5.3 2.6
Old : 100.0: 0.2 6.3 1.8 92.7 89.4 94.7 97.4: 5.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 2 13 16 15 18:
Old : 20: 1 1 2 13 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 73.1 87.3 83.5 56.4 59.0 65.2 65.7
Old : 68.5 73.1 87.3 83.5 56.4 59.0 65.2 65.7
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 146,967: 4,028 0 1,444 134,181 139,645 139,653 141,089: 7,314 5,878
Old : 146,967: 4,028 0 1,444 134,181 139,645 139,653 141,089: 7,314 5,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,779: -798 0 -124 4,736 1,442 3,814 1,318: -2,035 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 1.0 91.3 95.0 95.0 96.0: 5.0 4.0
Old : 100.0: 2.7 0.0 1.0 91.3 95.0 95.0 96.0: 5.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 18 16 20 17:
Old : 25: 2 0 1 18 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 71.5 78.9 87.3 53.4 67.6 69.6 79.2
Old : 59.5 71.5 78.9 87.3 53.4 67.6 69.6 79.2
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 122,564: 0 0 0 114,728 119,990 114,728 119,990: 7,836 2,574
Old : 122,564: 0 0 0 114,728 119,990 114,728 119,990: 7,836 2,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,600: 0 0 0 3,577 2,480 3,577 2,480: -977 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.6 97.9 93.6 97.9: 6.4 2.1
Old : 100.0: 0.0 0.0 0.0 93.6 97.9 93.6 97.9: 6.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 22 17 22 17:
Old : 24: 0 0 0 22 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 73.4 80.3 88.5 60.5 70.9 76.8 81.5
Old : 62.1 73.4 80.3 88.5 60.5 70.9 76.8 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,149: 0 300 0 66,659 66,609 66,659 66,909: 490 240
Old : 67,149: 0 300 0 66,659 66,609 66,659 66,909: 490 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 17,575: 0 0 0 18,679 17,759 18,679 17,759: -1,104 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 99.3 99.2 99.3 99.6: 0.7 0.4
Old : 100.0: 0.0 0.4 0.0 99.3 99.2 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 : 23: 0 1 0 12 14 12 15:
Old : 23: 0 1 0 12 14 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.0 89.1 98.3 95.8 91.0 89.1 98.2 95.6
Old : 91.0 89.1 98.3 95.8 91.0 89.1 98.2 95.6
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 114,029: 0 0 0 107,160 109,434 107,160 109,434: 6,869 4,595
Old : 114,029: 0 0 0 107,160 109,434 107,160 109,434: 6,869 4,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,766: -198 0 -1,114 1,617 1,185 305 71: 1,461 1,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.0 96.0 94.0 96.0: 6.0 4.0
Old : 100.0: 0.0 0.0 0.0 94.0 96.0 94.0 96.0: 6.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 18 21 18:
Old : 25: 0 0 0 21 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 : 57.0 67.9 77.7 85.3 55.6 64.6 68.6 76.0
Old : 57.0 67.9 77.7 85.3 55.6 64.6 68.6 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 149,376: 1,515 1,255 1,531 133,365 136,862 136,411 139,648: 12,965 9,728
Old : 149,376: 1,515 1,255 1,531 133,365 136,862 136,411 139,648: 12,965 9,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,206: 0 906 -155 1,328 21 1,173 772: 33 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.8 1.0 89.3 91.6 91.3 93.5: 8.7 6.5
Old : 100.0: 1.0 0.8 1.0 89.3 91.6 91.3 93.5: 8.7 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 : 36: 1 1 2 28 21 30 23:
Old : 36: 1 1 2 28 21 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 69.6 56.0 82.7 33.7 61.9 48.9 73.3
Old : 38.1 69.6 56.0 82.7 33.7 61.9 48.9 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 16,285: 0 0 0 16,165 15,895 16,165 15,895: 120 390
Old : 16,285: 0 0 0 16,165 15,895 16,165 15,895: 120 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,085: 0 0 0 1,085 1,085 1,085 1,085: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 97.6 99.3 97.6: 0.7 2.4
Old : 100.0: 0.0 0.0 0.0 99.3 97.6 99.3 97.6: 0.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 9 15 9 15:
Old : 21: 0 0 0 9 15 9 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.9 58.4 98.0 82.5 77.7 58.4 87.0 77.4
Old : 85.9 58.4 98.0 82.5 77.7 58.4 87.0 77.4
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,997: 0 217 0 18,156 20,540 18,156 20,757: 2,841 240
Old : 20,997: 0 217 0 18,156 20,540 18,156 20,757: 2,841 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 86.5 97.8 86.5 98.9: 13.5 1.1
Old : 100.0: 0.0 1.0 0.0 86.5 97.8 86.5 98.9: 13.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 12 12 12 13:
Old : 20: 0 1 0 12 12 12 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 : 59.3 70.7 79.4 90.2 51.4 69.7 64.4 78.0
Old : 59.3 70.7 79.4 90.2 51.4 69.7 64.4 78.0
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, April 18, 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 : 191,891: 19,083 6,493 3,221 161,359 168,015 183,663 177,729: 8,228 14,162
Old : 191,891: 19,083 6,493 3,221 161,359 168,015 183,663 177,729: 8,228 14,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 6,645: 1,522 246 0 4,848 7,255 6,370 7,501: 275 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.4 1.7 84.1 87.6 95.7 92.6: 4.3 7.4
Old : 100.0: 9.9 3.4 1.7 84.1 87.6 95.7 92.6: 4.3 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 : 42: 3 4 4 30 26 36 31:
Old : 42: 3 4 4 30 26 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 59.2 61.1 71.2 42.3 56.1 59.7 66.4
Old : 43.3 59.2 61.1 71.2 42.3 56.1 59.7 66.4
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 83,255: 0 0 0 69,153 75,252 69,153 75,252: 14,102 8,003
Old : 83,255: 0 0 0 69,153 75,252 69,153 75,252: 14,102 8,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -1,201: 0 0 0 -1,753 518 -1,753 518: 552 -1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.1 90.4 83.1 90.4: 16.9 9.6
Old : 100.0: 0.0 0.0 0.0 83.1 90.4 83.1 90.4: 16.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 17 18 17 18:
Old : 24: 0 0 0 17 18 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 : 45.3 46.8 67.0 72.9 37.9 44.9 52.7 62.3
Old : 45.3 46.8 67.0 72.9 37.9 44.9 52.7 62.3
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, April 18, 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 : 98,678: 0 0 0 89,859 94,334 89,859 94,334: 8,819 4,344
Old : 98,678: 0 0 0 89,859 94,334 89,859 94,334: 8,819 4,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 5,948: 0 0 0 5,948 6,132 5,948 6,132: 0 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.1 95.6 91.1 95.6: 8.9 4.4
Old : 100.0: 0.0 0.0 0.0 91.1 95.6 91.1 95.6: 8.9 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 : 28: 0 0 0 21 13 21 13:
Old : 28: 0 0 0 21 13 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 72.7 65.0 86.7 38.5 72.5 58.8 82.7
Old : 44.8 72.7 65.0 86.7 38.5 72.5 58.8 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 34,119: 1,338 0 0 30,714 33,519 32,052 33,519: 2,067 600
Old : 34,119: 1,338 0 0 30,714 33,519 32,052 33,519: 2,067 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 0.0 90.0 98.2 93.9 98.2: 6.1 1.8
Old : 100.0: 3.9 0.0 0.0 90.0 98.2 93.9 98.2: 6.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 11 10 12 10:
Old : 20: 1 0 0 11 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 89.7 87.9 96.8 69.9 89.7 86.2 95.9
Old : 71.6 89.7 87.9 96.8 69.9 89.7 86.2 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 118,503: 0 0 0 106,110 106,658 106,110 106,658: 12,393 11,845
Old : 118,503: 0 0 0 106,110 106,658 106,110 106,658: 12,393 11,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -528: 0 0 0 1,488 -528 1,488 -528: -2,016 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.5 90.0 89.5 90.0: 10.5 10.0
Old : 100.0: 0.0 0.0 0.0 89.5 90.0 89.5 90.0: 10.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 21 15 21 15:
Old : 27: 0 0 0 21 15 21 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 : 42.3 66.7 63.9 82.5 41.7 61.8 61.7 74.5
Old : 42.3 66.7 63.9 82.5 41.7 61.8 61.7 74.5
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, April 18, 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 : 65,079: 6,256 0 0 54,962 60,766 61,218 60,766: 3,861 4,313
Old : 65,079: 6,256 0 0 54,962 60,766 61,218 60,766: 3,861 4,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,470: 1,104 0 0 2,937 2,719 4,041 2,719: -2,571 -1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 84.5 93.4 94.1 93.4: 5.9 6.6
Old : 100.0: 9.6 0.0 0.0 84.5 93.4 94.1 93.4: 5.9 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 : 23: 1 0 0 16 15 17 15:
Old : 23: 1 0 0 16 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 60.5 75.3 77.9 49.5 57.9 66.1 70.2
Old : 56.7 60.5 75.3 77.9 49.5 57.9 66.1 70.2
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, April 18, 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 : 147,930: 19,717 9,942 14,780 113,003 122,669 147,500 147,391: 429 538
Old : 147,930: 19,717 9,942 14,780 113,003 122,669 147,500 147,391: 429 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 423: 98 179 -31 334 320 401 468: 21 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 6.7 10.0 76.4 82.9 99.7 99.6: 0.3 0.4
Old : 100.0: 13.3 6.7 10.0 76.4 82.9 99.7 99.6: 0.3 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 : 72: 15 10 20 43 46 65 69:
Old : 72: 15 10 20 43 46 65 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 : 39.4 31.0 56.0 50.5 23.8 20.5 33.3 31.0
Old : 39.4 31.0 56.0 50.5 23.8 20.5 33.3 31.0
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, April 18, 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 : 48,892: 7,176 357 417 41,299 48,118 48,892 48,892: 0 0
Old : 48,892: 7,176 357 417 41,299 48,118 48,892 48,892: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 196: 56 -14 13 126 197 196 196: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.7 0.9 84.5 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 14.7 0.7 0.9 84.5 98.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 2 3 29 27 36 32:
Old : 41: 7 2 3 29 27 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 : 42.5 54.6 65.2 76.5 35.9 39.8 50.3 52.9
Old : 42.5 54.6 65.2 76.5 35.9 39.8 50.3 52.9
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, April 18, 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 : 422,942: 24,920 5,624 2,192 395,830 415,126 422,942 422,942: 0 0
Old : 422,942: 24,920 5,624 2,192 395,830 415,126 422,942 422,942: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 9,952: 2,368 1,272 -32 7,616 8,712 9,952 9,952: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.3 0.5 93.6 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.9 1.3 0.5 93.6 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 2 2 25 23 29 26:
Old : 36: 3 2 2 25 23 29 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 : 56.4 47.3 74.9 74.7 40.5 38.7 48.4 46.1
Old : 56.4 47.3 74.9 74.7 40.5 38.7 48.4 46.1
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, April 18, 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 : 1,275,776: 25,949 142,785 16,026 1,233,801 1,116,965 1,275,776 1,275,776: 0 0
Old : 1,275,776: 25,949 142,785 16,026 1,233,801 1,116,965 1,275,776 1,275,776: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,816: 0 392 392 1,424 1,032 1,816 1,816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.2 1.3 96.7 87.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 11.2 1.3 96.7 87.6 100.0 100.0: 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 : 53: 4 6 3 35 39 42 45:
Old : 53: 4 6 3 35 39 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 44.1 67.2 63.9 34.9 32.5 49.0 49.8
Old : 41.5 44.1 67.2 63.9 34.9 32.5 49.0 49.8
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, April 18, 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 : 68,691: 1,714 4,418 1,986 64,991 62,287 68,691 68,691: 0 0
Old : 68,691: 1,714 4,418 1,986 64,991 62,287 68,691 68,691: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,075: 104 343 -166 1,137 898 1,075 1,075: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 6.4 2.9 94.6 90.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 6.4 2.9 94.6 90.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 8 8 21 23 31 33:
Old : 38: 4 8 8 21 23 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 70.0 83.9 80.4 70.5 62.3 75.4 69.8
Old : 73.8 70.0 83.9 80.4 70.5 62.3 75.4 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 301,974: 1,414 11,233 2,781 297,779 287,960 301,974 301,974: 0 0
Old : 301,974: 1,414 11,233 2,781 297,779 287,960 301,974 301,974: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 6,954: 198 1,312 2,781 3,975 2,861 6,954 6,954: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.7 0.9 98.6 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 3.7 0.9 98.6 95.4 100.0 100.0: 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 : 26: 2 4 1 15 16 17 21:
Old : 26: 2 4 1 15 16 17 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 : 76.8 71.0 89.0 86.0 75.0 59.6 77.7 70.7
Old : 76.8 71.0 89.0 86.0 75.0 59.6 77.7 70.7
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 330,603: 392 10,079 7,122 323,089 313,402 330,603 330,603: 0 0
Old : 330,603: 392 10,079 7,122 323,089 313,402 330,603 330,603: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -4,330: 0 0 0 -4,330 -4,330 -4,330 -4,330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.0 2.2 97.7 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 3.0 2.2 97.7 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 3 1 20 25 22 28:
Old : 33: 1 3 1 20 25 22 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 : 58.6 45.4 74.9 71.4 39.3 38.2 51.0 53.0
Old : 58.6 45.4 74.9 71.4 39.3 38.2 51.0 53.0
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 22,515: 256 263 210 21,626 21,385 22,092 21,858: 423 657
Old : 22,515: 256 263 210 21,626 21,385 22,092 21,858: 423 657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 82: 0 0 0 82 82 82 82: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.2 0.9 96.1 95.0 98.1 97.1: 1.9 2.9
Old : 100.0: 1.1 1.2 0.9 96.1 95.0 98.1 97.1: 1.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 1 22 19 25 21:
Old : 30: 2 2 1 22 19 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 52.6 72.1 77.7 40.4 49.6 50.6 58.6
Old : 50.6 52.6 72.1 77.7 40.4 49.6 50.6 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 62,382: 535 12,600 50 61,558 49,732 62,143 62,382: 239 0
Old : 62,382: 535 12,600 50 61,558 49,732 62,143 62,382: 239 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,730: 0 1,200 0 1,730 530 1,730 1,730: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 20.2 0.1 98.7 79.7 99.6 100.0: 0.4 0.0
Old : 100.0: 0.9 20.2 0.1 98.7 79.7 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 1 27 26 29 28:
Old : 37: 2 1 1 27 26 29 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 : 57.6 67.8 72.4 81.6 55.1 66.5 65.2 77.2
Old : 57.6 67.8 72.4 81.6 55.1 66.5 65.2 77.2
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 79,373: 640 12,600 50 78,513 66,608 79,203 79,258: 170 115
Old : 79,373: 640 12,600 50 78,513 66,608 79,203 79,258: 170 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,660: 0 1,200 0 1,660 460 1,660 1,660: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 15.9 0.1 98.9 83.9 99.8 99.9: 0.2 0.1
Old : 100.0: 0.8 15.9 0.1 98.9 83.9 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 1 1 27 26 30 28:
Old : 39: 3 1 1 27 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 : 55.4 66.9 72.2 81.9 54.3 66.0 68.9 78.8
Old : 55.4 66.9 72.2 81.9 54.3 66.0 68.9 78.8
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,390: 700 1,050 0 32,492 32,190 33,192 33,240: 198 150
Old : 33,390: 700 1,050 0 32,492 32,190 33,192 33,240: 198 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -300: 0 0 0 -300 -300 -300 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.1 0.0 97.3 96.4 99.4 99.6: 0.6 0.4
Old : 100.0: 2.1 3.1 0.0 97.3 96.4 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 23 16 24 17:
Old : 28: 1 1 0 23 16 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 73.8 71.2 86.8 40.3 65.8 55.9 69.3
Old : 45.4 73.8 71.2 86.8 40.3 65.8 55.9 69.3
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 271,200: 15,864 0 736 254,600 270,464 271,200 271,200: 0 0
Old : 271,200: 15,864 0 736 254,600 270,464 271,200 271,200: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 4,680: 0 0 0 4,680 4,680 4,680 4,680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 0.3 93.9 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 0.0 0.3 93.9 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 1 20 19 23 20:
Old : 30: 3 0 1 20 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 : 50.1 70.9 72.6 84.8 43.2 59.8 56.5 67.3
Old : 50.1 70.9 72.6 84.8 43.2 59.8 56.5 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 7,722: 702 831 0 7,020 6,209 7,722 7,040: 0 682
Old : 7,722: 702 831 0 7,020 6,209 7,722 7,040: 0 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 327: 43 0 0 306 327 349 327: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 10.8 0.0 90.9 80.4 100.0 91.2: 0.0 8.8
Old : 100.0: 9.1 10.8 0.0 90.9 80.4 100.0 91.2: 0.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 0 19 20 23 22:
Old : 31: 4 2 0 19 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 39.3 69.0 65.1 42.1 35.8 60.0 53.1
Old : 46.5 39.3 69.0 65.1 42.1 35.8 60.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,567: 900 1,032 0 6,502 6,235 7,402 7,267: 165 300
Old : 7,567: 900 1,032 0 6,502 6,235 7,402 7,267: 165 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 13.6 0.0 85.9 82.4 97.8 96.0: 2.2 4.0
Old : 100.0: 11.9 13.6 0.0 85.9 82.4 97.8 96.0: 2.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 12 13 13 14:
Old : 20: 1 1 0 12 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 54.9 90.0 83.7 54.9 53.2 72.2 70.4
Old : 62.7 54.9 90.0 83.7 54.9 53.2 72.2 70.4
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,935: 530 100 300 12,675 13,490 13,505 13,890: 430 45
Old : 13,935: 530 100 300 12,675 13,490 13,505 13,890: 430 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.7 2.2 91.0 96.8 96.9 99.7: 3.1 0.3
Old : 100.0: 3.8 0.7 2.2 91.0 96.8 96.9 99.7: 3.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 1 8 13 11 15:
Old : 20: 3 1 1 8 13 11 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 : 80.0 68.5 94.8 86.4 75.5 68.5 85.2 84.7
Old : 80.0 68.5 94.8 86.4 75.5 68.5 85.2 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,492: 0 1,050 0 41,492 40,342 41,492 41,392: 0 100
Old : 41,492: 0 1,050 0 41,492 40,342 41,492 41,392: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -120: 0 0 0 -120 -120 -120 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 100.0 97.2 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 2.5 0.0 100.0 97.2 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 0 24 25 24 26:
Old : 30: 0 1 0 24 25 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 : 41.6 67.5 72.6 81.4 34.5 59.2 51.3 63.5
Old : 41.6 67.5 72.6 81.4 34.5 59.2 51.3 63.5
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,101: 825 0 0 25,096 26,101 25,921 26,101: 180 0
Old : 26,101: 825 0 0 25,096 26,101 25,921 26,101: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 545: 0 0 0 545 545 545 545: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.0 96.1 100.0 99.3 100.0: 0.7 0.0
Old : 100.0: 3.2 0.0 0.0 96.1 100.0 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 22 22 24 22:
Old : 28: 2 0 0 22 22 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 68.0 69.3 89.6 39.8 57.7 58.0 68.9
Old : 49.2 68.0 69.3 89.6 39.8 57.7 58.0 68.9
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,673: 819 106 422 16,856 17,614 18,097 18,142: 576 531
Old : 18,673: 819 106 422 16,856 17,614 18,097 18,142: 576 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -450: -44 0 0 -661 -450 -705 -450: 255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.6 2.3 90.3 94.3 96.9 97.2: 3.1 2.8
Old : 100.0: 4.4 0.6 2.3 90.3 94.3 96.9 97.2: 3.1 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 : 33: 3 1 2 25 18 28 21:
Old : 33: 3 1 2 25 18 28 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 : 41.1 52.4 67.1 76.0 32.5 49.0 49.9 62.7
Old : 41.1 52.4 67.1 76.0 32.5 49.0 49.9 62.7
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 58,084: 280 6,416 153 57,564 51,251 57,997 57,820: 87 264
Old : 58,084: 280 6,416 153 57,564 51,251 57,997 57,820: 87 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,467: 0 739 -132 1,589 860 1,457 1,467: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 11.0 0.3 99.1 88.2 99.9 99.5: 0.1 0.5
Old : 100.0: 0.5 11.0 0.3 99.1 88.2 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 4 2 30 23 33 27:
Old : 38: 1 4 2 30 23 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 53.0 76.0 79.8 51.9 49.1 73.2 73.0
Old : 52.0 53.0 76.0 79.8 51.9 49.1 73.2 73.0
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 76,636: 1,250 15,163 1,026 74,321 60,371 76,597 76,560: 39 76
Old : 76,636: 1,250 15,163 1,026 74,321 60,371 76,597 76,560: 39 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,776: 75 567 75 2,621 2,134 2,771 2,776: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 19.8 1.3 97.0 78.8 99.9 99.9: 0.1 0.1
Old : 100.0: 1.6 19.8 1.3 97.0 78.8 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 : 51: 8 6 6 32 30 43 39:
Old : 51: 8 6 6 32 30 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 52.0 67.2 77.6 45.3 48.1 59.0 67.6
Old : 45.7 52.0 67.2 77.6 45.3 48.1 59.0 67.6
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,310: 1,325 445 300 44,235 45,365 45,860 46,110: 450 200
Old : 46,310: 1,325 445 300 44,235 45,365 45,860 46,110: 450 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,735: 20 25 0 1,710 1,730 1,730 1,755: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.0 0.6 95.5 98.0 99.0 99.6: 1.0 0.4
Old : 100.0: 2.9 1.0 0.6 95.5 98.0 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 1 20 9 23 10:
Old : 25: 2 1 1 20 9 23 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 : 48.7 95.9 72.9 99.4 48.7 91.8 72.8 92.6
Old : 48.7 95.9 72.9 99.4 48.7 91.8 72.8 92.6
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,060: 1,680 2,545 475 53,700 53,040 55,855 56,060: 205 0
Old : 56,060: 1,680 2,545 475 53,700 53,040 55,855 56,060: 205 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,310: 0 -275 175 2,135 2,410 2,310 2,310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.5 0.8 95.8 94.6 99.6 100.0: 0.4 0.0
Old : 100.0: 3.0 4.5 0.8 95.8 94.6 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 25 13 28 15:
Old : 29: 2 2 1 25 13 28 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 : 41.6 90.3 69.5 97.6 41.6 87.1 67.5 90.3
Old : 41.6 90.3 69.5 97.6 41.6 87.1 67.5 90.3
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 286,270: 47,080 1,200 1,160 238,030 283,910 286,270 286,270: 0 0
Old : 286,270: 47,080 1,200 1,160 238,030 283,910 286,270 286,270: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 695: 392 0 0 303 695 695 695: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.4 0.4 83.1 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 16.4 0.4 0.4 83.1 99.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 1 23 28 25 30:
Old : 35: 2 1 1 23 28 25 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 : 56.4 47.3 73.7 66.1 53.0 44.3 67.3 57.6
Old : 56.4 47.3 73.7 66.1 53.0 44.3 67.3 57.6
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 23,334: 5,645 1,279 800 16,167 20,960 22,612 23,039: 722 295
Old : 23,334: 5,645 1,279 800 16,167 20,960 22,612 23,039: 722 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -9: 132 50 -1 -140 -80 -9 -31: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 5.5 3.4 69.3 89.8 96.9 98.7: 3.1 1.3
Old : 100.0: 24.2 5.5 3.4 69.3 89.8 96.9 98.7: 3.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 4 5 21 30 26 36:
Old : 37: 2 4 5 21 30 26 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 : 57.4 40.3 75.0 57.9 54.2 36.2 65.8 50.4
Old : 57.4 40.3 75.0 57.9 54.2 36.2 65.8 50.4
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 37,197: 1,332 103 327 35,538 36,767 37,197 37,197: 0 0
Old : 37,197: 1,332 103 327 35,538 36,767 37,197 37,197: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 508: 336 -25 0 172 533 508 508: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.3 0.9 95.5 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.6 0.3 0.9 95.5 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 2 16 15 20 18:
Old : 27: 4 1 2 16 15 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 : 72.2 79.8 89.7 92.1 69.4 72.5 78.0 78.9
Old : 72.2 79.8 89.7 92.1 69.4 72.5 78.0 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 311,221: 9,450 17,285 2,331 299,440 291,605 311,221 311,221: 0 0
Old : 311,221: 9,450 17,285 2,331 299,440 291,605 311,221 311,221: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -9,857: 0 0 0 -9,857 -9,857 -9,857 -9,857: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.6 0.7 96.2 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 5.6 0.7 96.2 93.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 1 18 18 21 20:
Old : 28: 2 2 1 18 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 68.0 86.0 85.5 66.9 53.5 73.8 68.0
Old : 69.1 68.0 86.0 85.5 66.9 53.5 73.8 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 18,933: 676 606 1,102 16,710 16,035 18,488 17,743: 445 1,190
Old : 18,933: 676 606 1,102 16,710 16,035 18,488 17,743: 445 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -156: 0 0 0 -156 -156 -156 -156: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.2 5.8 88.3 84.7 97.6 93.7: 2.4 6.3
Old : 100.0: 3.6 3.2 5.8 88.3 84.7 97.6 93.7: 2.4 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 : 25: 3 1 2 18 18 22 20:
Old : 25: 3 1 2 18 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 : 56.8 61.3 77.6 80.0 52.4 50.2 60.4 59.3
Old : 56.8 61.3 77.6 80.0 52.4 50.2 60.4 59.3
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 153,271: 0 14,040 0 153,271 139,231 153,271 153,271: 0 0
Old : 153,271: 0 14,040 0 153,271 139,231 153,271 153,271: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 0.0 100.0 90.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.2 0.0 100.0 90.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 13 11 13 12:
Old : 20: 0 1 0 13 11 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 84.3 93.3 94.6 73.6 81.2 89.2 89.0
Old : 75.6 84.3 93.3 94.6 73.6 81.2 89.2 89.0
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,941: 880 569 324 12,612 12,161 13,816 13,053: 125 888
Old : 13,941: 880 569 324 12,612 12,161 13,816 13,053: 125 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 62: 0 -2 1 61 63 62 62: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.1 2.3 90.5 87.2 99.1 93.6: 0.9 6.4
Old : 100.0: 6.3 4.1 2.3 90.5 87.2 99.1 93.6: 0.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 3 20 19 24 22:
Old : 29: 2 2 3 20 19 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 : 55.3 48.6 74.8 66.3 36.8 34.9 50.4 48.2
Old : 55.3 48.6 74.8 66.3 36.8 34.9 50.4 48.2
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 170,079: 14,040 5,530 0 156,039 164,549 170,079 170,079: 0 0
Old : 170,079: 14,040 5,530 0 156,039 164,549 170,079 170,079: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 816: 0 0 0 816 816 816 816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.3 0.0 91.7 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 8.3 3.3 0.0 91.7 96.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 19 15 20 16:
Old : 26: 1 1 0 19 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 : 65.9 65.6 83.2 87.6 54.6 59.2 70.8 73.5
Old : 65.9 65.6 83.2 87.6 54.6 59.2 70.8 73.5
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,457: 0 795 1,356 18,101 17,306 19,457 19,457: 0 0
Old : 19,457: 0 795 1,356 18,101 17,306 19,457 19,457: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 282: 0 0 0 282 282 282 282: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 7.0 93.0 88.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.1 7.0 93.0 88.9 100.0 100.0: 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 : 23: 0 3 2 17 15 19 18:
Old : 23: 0 3 2 17 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 : 60.0 64.8 82.4 86.9 53.0 51.6 66.3 63.2
Old : 60.0 64.8 82.4 86.9 53.0 51.6 66.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 176,347: 0 2,921 0 176,347 173,426 176,347 176,347: 0 0
Old : 176,347: 0 2,921 0 176,347 173,426 176,347 176,347: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,609: 0 0 0 2,609 2,609 2,609 2,609: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 14 13 14 14:
Old : 20: 0 1 0 14 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 78.3 93.2 94.3 70.2 66.0 79.5 78.9
Old : 77.0 78.3 93.2 94.3 70.2 66.0 79.5 78.9
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,150: 800 0 245 15,375 16,905 16,420 17,150: 730 0
Old : 17,150: 800 0 245 15,375 16,905 16,420 17,150: 730 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 1.4 89.7 98.6 95.7 100.0: 4.3 0.0
Old : 100.0: 4.7 0.0 1.4 89.7 98.6 95.7 100.0: 4.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 3 20 13 23 16:
Old : 27: 3 0 3 20 13 23 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 : 67.4 87.8 80.3 95.4 47.4 72.1 58.8 73.1
Old : 67.4 87.8 80.3 95.4 47.4 72.1 58.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,715: 585 0 395 16,455 17,320 17,435 17,715: 280 0
Old : 17,715: 585 0 395 16,455 17,320 17,435 17,715: 280 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 420: -200 0 30 590 390 420 420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 2.2 92.9 97.8 98.4 100.0: 1.6 0.0
Old : 100.0: 3.3 0.0 2.2 92.9 97.8 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 0 3 24 14 28 17:
Old : 32: 4 0 3 24 14 28 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 85.6 78.1 93.2 47.4 70.6 57.2 71.9
Old : 64.7 85.6 78.1 93.2 47.4 70.6 57.2 71.9
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, April 18, 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 : 551,627: 0 68,905 78,696 472,551 402,931 551,246 550,532: 380 1,095
Old : 551,627: 0 68,905 78,696 472,551 402,931 551,246 550,532: 380 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -5,804: -1,602 -2,607 -3,752 73 556 -5,281 -5,802: -523 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 14.3 85.7 73.0 99.9 99.8: 0.1 0.2
Old : 100.0: 0.0 12.5 14.3 85.7 73.0 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 5 4 19 19 23 24:
Old : 26: 0 5 4 19 19 23 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 : 62.2 52.2 88.7 80.1 28.0 26.0 30.8 29.7
Old : 62.2 52.2 88.7 80.1 28.0 26.0 30.8 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,180: 180 0 0 10,740 11,180 10,920 11,180: 260 0
Old : 11,180: 180 0 0 10,740 11,180 10,920 11,180: 260 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -145: 0 0 0 -145 -145 -145 -145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 96.1 100.0 97.7 100.0: 2.3 0.0
Old : 100.0: 1.6 0.0 0.0 96.1 100.0 97.7 100.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 12 13 13 13:
Old : 22: 1 0 0 12 13 13 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 : 70.5 78.8 90.9 93.2 63.9 78.8 84.3 90.5
Old : 70.5 78.8 90.9 93.2 63.9 78.8 84.3 90.5
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,833: 1,425 0 0 29,757 31,805 31,182 31,805: 651 28
Old : 31,833: 1,425 0 0 29,757 31,805 31,182 31,805: 651 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.0 93.5 99.9 98.0 99.9: 2.0 0.1
Old : 100.0: 4.5 0.0 0.0 93.5 99.9 98.0 99.9: 2.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 0 16 14 18 14:
Old : 23: 2 0 0 16 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 78.6 88.6 97.6 71.9 73.7 79.6 84.2
Old : 77.2 78.6 88.6 97.6 71.9 73.7 79.6 84.2
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,314: 1,325 0 0 27,587 29,290 28,912 29,290: 402 24
Old : 29,314: 1,325 0 0 27,587 29,290 28,912 29,290: 402 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.0 94.1 99.9 98.6 99.9: 1.4 0.1
Old : 100.0: 4.5 0.0 0.0 94.1 99.9 98.6 99.9: 1.4 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 : 23: 3 0 0 16 13 19 13:
Old : 23: 3 0 0 16 13 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 84.7 91.1 98.2 69.7 72.4 77.1 80.8
Old : 78.2 84.7 91.1 98.2 69.7 72.4 77.1 80.8
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,535: 0 425 0 14,355 13,950 14,355 14,375: 180 160
Old : 14,535: 0 425 0 14,355 13,950 14,355 14,375: 180 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 98.8 96.0 98.8 98.9: 1.2 1.1
Old : 100.0: 0.0 2.9 0.0 98.8 96.0 98.8 98.9: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 15 12 15 13:
Old : 22: 0 1 0 15 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 : 65.8 78.3 89.2 92.4 63.4 76.0 83.7 85.5
Old : 65.8 78.3 89.2 92.4 63.4 76.0 83.7 85.5
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,633: 0 2,375 75 23,518 21,183 23,593 23,633: 40 0
Old : 23,633: 0 2,375 75 23,518 21,183 23,593 23,633: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 575: 0 600 0 575 -25 575 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.0 0.3 99.5 89.6 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 10.0 0.3 99.5 89.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 4 1 17 19 18 23:
Old : 29: 0 4 1 17 19 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 66.0 89.8 88.9 70.0 63.2 86.7 85.4
Old : 72.7 66.0 89.8 88.9 70.0 63.2 86.7 85.4
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,911: 100 2,200 25 25,746 23,686 25,871 25,911: 40 0
Old : 25,911: 100 2,200 25 25,746 23,686 25,871 25,911: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 575: 0 600 0 575 -25 575 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 8.5 0.1 99.4 91.4 99.8 100.0: 0.2 0.0
Old : 100.0: 0.4 8.5 0.1 99.4 91.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 1 18 17 19 21:
Old : 27: 1 3 1 18 17 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 : 71.1 72.5 88.1 93.4 62.0 56.4 75.8 76.2
Old : 71.1 72.5 88.1 93.4 62.0 56.4 75.8 76.2
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 105,781: 465 3,027 360 104,931 102,309 105,756 105,696: 25 85
Old : 105,781: 465 3,027 360 104,931 102,309 105,756 105,696: 25 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,400: 0 0 0 1,400 1,400 1,400 1,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.9 0.3 99.2 96.7 100.0 99.9: 0.0 0.1
Old : 100.0: 0.4 2.9 0.3 99.2 96.7 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 4 3 35 32 39 37:
Old : 47: 2 4 3 35 32 39 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 : 45.1 62.9 70.6 88.3 44.5 58.0 59.8 71.4
Old : 45.1 62.9 70.6 88.3 44.5 58.0 59.8 71.4
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 127,398: 415 6,102 410 126,508 120,836 127,333 127,348: 65 50
Old : 127,398: 415 6,102 410 126,508 120,836 127,333 127,348: 65 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,590: 0 100 130 2,460 2,360 2,590 2,590: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.8 0.3 99.3 94.8 99.9 100.0: 0.1 0.0
Old : 100.0: 0.3 4.8 0.3 99.3 94.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 7 3 37 33 41 41:
Old : 52: 2 7 3 37 33 41 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 : 41.9 58.2 59.8 82.6 40.3 52.3 53.4 69.7
Old : 41.9 58.2 59.8 82.6 40.3 52.3 53.4 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 195,313: 9,058 22,927 12,154 173,832 160,109 195,045 195,190: 268 123
Old : 195,313: 9,058 22,927 12,154 173,832 160,109 195,045 195,190: 268 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 363: -72 74 255 180 25 363 354: 0 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.7 6.2 89.0 82.0 99.9 99.9: 0.1 0.1
Old : 100.0: 4.6 11.7 6.2 89.0 82.0 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 : 72: 9 13 10 43 40 58 57:
Old : 72: 9 13 10 43 40 58 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 57.6 58.7 72.3 34.2 53.4 50.9 60.7
Old : 37.3 57.6 58.7 72.3 34.2 53.4 50.9 60.7
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 123,452: 1,748 8,961 2,315 119,340 112,146 123,403 123,422: 49 30
Old : 123,452: 1,748 8,961 2,315 119,340 112,146 123,403 123,422: 49 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -2,080: 60 -25 0 -2,140 -2,055 -2,080 -2,080: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 7.3 1.9 96.7 90.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 7.3 1.9 96.7 90.8 100.0 100.0: 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 : 51: 3 7 3 37 31 41 40:
Old : 51: 3 7 3 37 31 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 66.5 62.4 81.4 39.2 59.3 57.7 69.0
Old : 39.4 66.5 62.4 81.4 39.2 59.3 57.7 69.0
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,335: 860 750 30 47,320 47,530 48,210 48,310: 125 25
Old : 48,335: 860 750 30 47,320 47,530 48,210 48,310: 125 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.6 0.1 97.9 98.3 99.7 99.9: 0.3 0.1
Old : 100.0: 1.8 1.6 0.1 97.9 98.3 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 : 27: 3 1 1 21 13 24 15:
Old : 27: 3 1 1 21 13 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 93.2 82.4 98.0 60.3 85.8 76.5 88.7
Old : 61.9 93.2 82.4 98.0 60.3 85.8 76.5 88.7
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,410: 550 650 0 44,760 44,735 45,310 45,385: 100 25
Old : 45,410: 550 650 0 44,760 44,735 45,310 45,385: 100 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.4 0.0 98.6 98.5 99.8 99.9: 0.2 0.1
Old : 100.0: 1.2 1.4 0.0 98.6 98.5 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 20 11 21 12:
Old : 26: 1 1 0 20 11 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 94.1 83.5 98.7 62.2 84.3 76.5 87.6
Old : 65.7 94.1 83.5 98.7 62.2 84.3 76.5 87.6
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 29,164: 975 0 225 27,801 28,869 29,001 29,094: 163 70
Old : 29,164: 975 0 225 27,801 28,869 29,001 29,094: 163 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 120: 0 0 0 120 120 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.8 95.3 99.0 99.4 99.8: 0.6 0.2
Old : 100.0: 3.3 0.0 0.8 95.3 99.0 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 1 26 25 27 26:
Old : 32: 1 0 1 26 25 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 50.8 67.8 76.4 37.2 44.5 52.4 62.3
Old : 44.7 50.8 67.8 76.4 37.2 44.5 52.4 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 21,201: 1,800 0 0 19,401 21,141 21,201 21,141: 0 60
Old : 21,201: 1,800 0 0 19,401 21,141 21,201 21,141: 0 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,405: 0 0 0 1,405 1,405 1,405 1,405: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.0 91.5 99.7 100.0 99.7: 0.0 0.3
Old : 100.0: 8.5 0.0 0.0 91.5 99.7 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 20 17 22 17:
Old : 25: 2 0 0 20 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 63.9 63.7 88.1 32.5 56.0 50.5 68.8
Old : 39.2 63.9 63.7 88.1 32.5 56.0 50.5 68.8
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,126: 1,290 1,925 0 23,917 24,141 25,207 26,066: 919 60
Old : 26,126: 1,290 1,925 0 23,917 24,141 25,207 26,066: 919 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 172: 0 0 0 172 172 172 172: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 7.4 0.0 91.5 92.4 96.5 99.8: 3.5 0.2
Old : 100.0: 4.9 7.4 0.0 91.5 92.4 96.5 99.8: 3.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 0 18 18 19 20:
Old : 29: 1 2 0 18 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 51.1 78.7 72.0 48.0 50.0 69.7 68.9
Old : 49.3 51.1 78.7 72.0 48.0 50.0 69.7 68.9
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,143: 1,118 0 7 15,393 16,866 16,518 16,873: 625 270
Old : 17,143: 1,118 0 7 15,393 16,866 16,518 16,873: 625 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 0.0 89.8 98.4 96.4 98.4: 3.6 1.6
Old : 100.0: 6.5 0.0 0.0 89.8 98.4 96.4 98.4: 3.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 16 17 18 18:
Old : 26: 2 0 1 16 17 18 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 : 52.9 57.5 74.8 79.1 51.1 57.3 69.4 76.6
Old : 52.9 57.5 74.8 79.1 51.1 57.3 69.4 76.6
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,884: 1,540 4,307 395 31,755 29,084 33,690 33,786: 194 98
Old : 33,884: 1,540 4,307 395 31,755 29,084 33,690 33,786: 194 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -169: 0 100 0 -169 -304 -169 -204: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 12.7 1.2 93.7 85.8 99.4 99.7: 0.6 0.3
Old : 100.0: 4.5 12.7 1.2 93.7 85.8 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 : 40: 4 4 1 25 21 29 26:
Old : 40: 4 4 1 25 21 29 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 : 55.9 51.9 71.4 77.8 50.4 49.8 61.9 74.7
Old : 55.9 51.9 71.4 77.8 50.4 49.8 61.9 74.7
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,592: 50 0 0 22,477 22,478 22,527 22,478: 65 114
Old : 22,592: 50 0 0 22,477 22,478 22,527 22,478: 65 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.5 99.5 99.7 99.5: 0.3 0.5
Old : 100.0: 0.2 0.0 0.0 99.5 99.5 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 24 20 25 20:
Old : 31: 1 0 0 24 20 25 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 59.2 75.6 78.8 51.8 56.1 69.2 72.4
Old : 55.4 59.2 75.6 78.8 51.8 56.1 69.2 72.4
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,852: 0 1,535 85 20,647 19,232 20,732 20,852: 120 0
Old : 20,852: 0 1,535 85 20,647 19,232 20,732 20,852: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 21: 0 0 0 21 21 21 21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 0.4 99.0 92.2 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 7.4 0.4 99.0 92.2 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 1 21 15 22 18:
Old : 29: 0 3 1 21 15 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 70.0 81.1 85.2 53.3 67.1 76.0 80.1
Old : 58.5 70.0 81.1 85.2 53.3 67.1 76.0 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,774: 180 525 5 33,471 32,814 33,656 33,344: 118 430
Old : 33,774: 180 525 5 33,471 32,814 33,656 33,344: 118 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -4: 0 0 0 -4 -64 -4 -64: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.6 0.0 99.1 97.2 99.7 98.7: 0.3 1.3
Old : 100.0: 0.5 1.6 0.0 99.1 97.2 99.7 98.7: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 1 26 23 28 25:
Old : 32: 2 1 1 26 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 : 41.4 54.8 62.9 77.7 40.1 50.4 56.7 66.3
Old : 41.4 54.8 62.9 77.7 40.1 50.4 56.7 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 18,461: 613 0 0 17,644 18,126 18,257 18,126: 204 335
Old : 18,461: 613 0 0 17,644 18,126 18,257 18,126: 204 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -424: -20 0 0 -404 -469 -424 -469: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 95.6 98.2 98.9 98.2: 1.1 1.8
Old : 100.0: 3.3 0.0 0.0 95.6 98.2 98.9 98.2: 1.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 21 17 23 17:
Old : 25: 2 0 0 21 17 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 75.6 69.2 92.4 40.2 67.2 55.5 72.8
Old : 50.5 75.6 69.2 92.4 40.2 67.2 55.5 72.8
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, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 15,190: 985 0 0 13,375 14,640 14,360 14,640: 830 550
Old : 15,190: 985 0 0 13,375 14,640 14,360 14,640: 830 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -35: 0 0 0 -35 -35 -35 -35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 0.0 88.1 96.4 94.5 96.4: 5.5 3.6
Old : 100.0: 6.5 0.0 0.0 88.1 96.4 94.5 96.4: 5.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 18 15 20 15:
Old : 22: 2 0 0 18 15 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 : 45.5 58.8 69.3 81.9 29.7 39.0 43.9 51.1
Old : 45.5 58.8 69.3 81.9 29.7 39.0 43.9 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2017