CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 6,804: 325 125 0 6,454 6,673 6,779 6,798: 25 6
Old : 6,804: 325 125 0 6,454 6,673 6,779 6,798: 25 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.8 0.0 94.9 98.1 99.6 99.9: 0.4 0.1
Old : 100.0: 4.8 1.8 0.0 94.9 98.1 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 2 0 7 8 11 10:
Old : 20: 4 2 0 7 8 11 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 : 87.6 87.1 96.8 98.4 87.6 84.2 95.1 95.6
Old : 87.6 87.1 96.8 98.4 87.6 84.2 95.1 95.6
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 25,247: 14,510 9,073 251 10,486 15,923 25,247 25,247: 0 0
Old : 25,247: 14,510 9,073 251 10,486 15,923 25,247 25,247: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 101: -50 99 1 150 1 101 101: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 35.9 1.0 41.5 63.1 100.0 100.0: 0.0 0.0
Old : 100.0: 57.5 35.9 1.0 41.5 63.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 8 3 6 6 12 14:
Old : 23: 3 8 3 6 6 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 65.9 98.6 87.5 77.6 65.9 98.6 87.5
Old : 77.6 65.9 98.6 87.5 77.6 65.9 98.6 87.5
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 46,196: 16,406 21,733 20 29,770 24,443 46,196 46,196: 0 0
Old : 46,196: 16,406 21,733 20 29,770 24,443 46,196 46,196: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 160: 160 0 0 0 160 160 160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 47.0 0.0 64.4 52.9 100.0 100.0: 0.0 0.0
Old : 100.0: 35.5 47.0 0.0 64.4 52.9 100.0 100.0: 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 : 28: 6 9 2 9 8 17 17:
Old : 28: 6 9 2 9 8 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 63.2 88.4 90.0 60.8 59.2 88.4 85.9
Old : 60.8 63.2 88.4 90.0 60.8 59.2 88.4 85.9
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, July 25, 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 : 62,390: 2,345 7,406 5,834 54,205 49,095 62,385 62,335: 5 55
Old : 62,390: 2,345 7,406 5,834 54,205 49,095 62,385 62,335: 5 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 58: -346 -104 33 371 128 58 58: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 11.9 9.4 86.9 78.7 100.0 99.9: 0.0 0.1
Old : 100.0: 3.8 11.9 9.4 86.9 78.7 100.0 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 : 36: 7 10 9 15 15 30 26:
Old : 36: 7 10 9 15 15 30 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 : 70.2 44.8 84.7 69.4 51.4 38.4 58.5 55.1
Old : 70.2 44.8 84.7 69.4 51.4 38.4 58.5 55.1
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, July 25, 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 : 38,943: 7,739 896 0 31,204 38,047 38,943 38,943: 0 0
Old : 38,943: 7,739 896 0 31,204 38,047 38,943 38,943: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -149: 0 0 0 -149 -149 -149 -149: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 2.3 0.0 80.1 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 19.9 2.3 0.0 80.1 97.7 100.0 100.0: 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 : 22: 3 4 0 9 10 12 14:
Old : 22: 3 4 0 9 10 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.0 85.9 97.7 96.5 80.5 85.9 93.0 93.2
Old : 83.0 85.9 97.7 96.5 80.5 85.9 93.0 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 33,742: 6,625 14,223 637 26,480 18,882 33,742 33,742: 0 0
Old : 33,742: 6,625 14,223 637 26,480 18,882 33,742 33,742: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 42.2 1.9 78.5 56.0 100.0 100.0: 0.0 0.0
Old : 100.0: 19.6 42.2 1.9 78.5 56.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 7 2 8 6 14 14:
Old : 23: 5 7 2 8 6 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 : 76.8 80.6 93.3 92.2 76.8 78.6 93.3 90.2
Old : 76.8 80.6 93.3 92.2 76.8 78.6 93.3 90.2
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 23,522: 4,307 5,685 0 19,215 17,837 23,522 23,522: 0 0
Old : 23,522: 4,307 5,685 0 19,215 17,837 23,522 23,522: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 24.2 0.0 81.7 75.8 100.0 100.0: 0.0 0.0
Old : 100.0: 18.3 24.2 0.0 81.7 75.8 100.0 100.0: 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 6 0 7 4 12 10:
Old : 22: 5 6 0 7 4 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 78.6 94.5 96.9 77.4 78.6 94.5 96.9
Old : 77.4 78.6 94.5 96.9 77.4 78.6 94.5 96.9
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, July 25, 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 : 16,217: 7,375 5,370 0 8,842 10,847 16,217 16,217: 0 0
Old : 16,217: 7,375 5,370 0 8,842 10,847 16,217 16,217: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 610: -25 0 0 635 610 610 610: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 33.1 0.0 54.5 66.9 100.0 100.0: 0.0 0.0
Old : 100.0: 45.5 33.1 0.0 54.5 66.9 100.0 100.0: 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: 5 4 0 9 8 14 12:
Old : 23: 5 4 0 9 8 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 78.5 88.1 95.4 67.9 75.8 87.8 92.6
Old : 67.9 78.5 88.1 95.4 67.9 75.8 87.8 92.6
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, July 25, 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 : 29,043: 14,200 14,145 700 14,143 14,198 29,043 29,043: 0 0
Old : 29,043: 14,200 14,145 700 14,143 14,198 29,043 29,043: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -23: 0 0 0 -23 -23 -23 -23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 48.7 2.4 48.7 48.9 100.0 100.0: 0.0 0.0
Old : 100.0: 48.9 48.7 2.4 48.7 48.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 6 3 9 7 17 14:
Old : 25: 6 6 3 9 7 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 64.8 83.3 89.7 56.9 61.4 82.6 84.8
Old : 57.6 64.8 83.3 89.7 56.9 61.4 82.6 84.8
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, July 25, 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 : 18,945: 9,495 6,407 100 9,350 12,438 18,945 18,945: 0 0
Old : 18,945: 9,495 6,407 100 9,350 12,438 18,945 18,945: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 33.8 0.5 49.4 65.7 100.0 100.0: 0.0 0.0
Old : 100.0: 50.1 33.8 0.5 49.4 65.7 100.0 100.0: 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: 7 4 1 7 5 15 9:
Old : 23: 7 4 1 7 5 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 60.9 81.4 95.7 59.1 60.9 81.4 95.2
Old : 59.1 60.9 81.4 95.7 59.1 60.9 81.4 95.2
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, July 25, 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 : 20,388: 1,375 2,308 262 18,732 17,818 20,368 20,388: 20 0
Old : 20,388: 1,375 2,308 262 18,732 17,818 20,368 20,388: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -185: 0 8 -8 -177 -185 -185 -185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 11.3 1.3 91.9 87.4 99.9 100.0: 0.1 0.0
Old : 100.0: 6.7 11.3 1.3 91.9 87.4 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 6 3 14 11 20 18:
Old : 28: 4 6 3 14 11 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 64.8 88.5 89.6 77.8 58.1 86.3 80.8
Old : 77.8 64.8 88.5 89.6 77.8 58.1 86.3 80.8
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,572,009: 974,420 75,712 817,153 3,741,703 4,666,823 5,533,276 5,559,688: 38,733 12,321
Old : 5,572,009: 974,420 75,712 817,153 3,741,703 4,666,823 5,533,276 5,559,688: 38,733 12,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 99,170: -43,749 -7,141 56,720 87,506 50,158 100,477 99,737: -1,307 -567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 1.4 14.7 67.2 83.8 99.3 99.8: 0.7 0.2
Old : 100.0: 17.5 1.4 14.7 67.2 83.8 99.3 99.8: 0.7 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 : 230: 61 22 59 136 123 214 187:
Old : 230: 61 22 59 136 123 214 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 34.6 42.4 49.8 23.1 34.0 36.0 44.1
Old : 26.3 34.6 42.4 49.8 23.1 34.0 36.0 44.1
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,750,868: 112,538 27,093 849,020 786,157 873,421 1,747,714 1,749,534: 3,154 1,334
Old : 1,750,868: 112,538 27,093 849,020 786,157 873,421 1,747,714 1,749,534: 3,154 1,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 75,283: 6,045 11,661 46,511 23,055 16,617 75,612 74,790: -329 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.5 48.5 44.9 49.9 99.8 99.9: 0.2 0.1
Old : 100.0: 6.4 1.5 48.5 44.9 49.9 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 : 96: 21 15 28 58 56 92 86:
Old : 96: 21 15 28 58 56 92 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 55.5 72.7 72.4 5.7 5.6 7.0 7.9
Old : 55.9 55.5 72.7 72.4 5.7 5.6 7.0 7.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 198,775: 7,352 1,390 3,611 170,848 191,545 181,811 196,546: 16,964 2,229
Old : 198,775: 7,352 1,390 3,611 170,848 191,545 181,811 196,546: 16,964 2,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 3,905: -420 -1,287 374 3,509 4,910 3,463 3,997: 442 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.7 1.8 86.0 96.4 91.5 98.9: 8.5 1.1
Old : 100.0: 3.7 0.7 1.8 86.0 96.4 91.5 98.9: 8.5 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 : 48: 4 2 4 34 33 40 37:
Old : 48: 4 2 4 34 33 40 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 : 45.9 55.0 60.5 78.9 44.4 47.0 55.5 65.5
Old : 45.9 55.0 60.5 78.9 44.4 47.0 55.5 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 96,162: 3,387 0 0 88,776 91,964 92,163 91,964: 3,999 4,198
Old : 96,162: 3,387 0 0 88,776 91,964 92,163 91,964: 3,999 4,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -1,769: 1,780 0 -60 -3,582 -1,710 -1,862 -1,770: 93 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 92.3 95.6 95.8 95.6: 4.2 4.4
Old : 100.0: 3.5 0.0 0.0 92.3 95.6 95.8 95.6: 4.2 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 : 38: 2 0 0 28 31 30 31:
Old : 38: 2 0 0 28 31 30 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 : 58.5 45.5 76.0 63.6 56.6 45.1 66.8 56.7
Old : 58.5 45.5 76.0 63.6 56.6 45.1 66.8 56.7
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, July 25, 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 : 240,550: 2,356 1,286 1,429 224,939 230,054 228,724 232,769: 11,826 7,781
Old : 240,550: 2,356 1,286 1,429 224,939 230,054 228,724 232,769: 11,826 7,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 8,115: 1,012 919 -397 8,916 7,751 9,531 8,273: -1,416 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.5 0.6 93.5 95.6 95.1 96.8: 4.9 3.2
Old : 100.0: 1.0 0.5 0.6 93.5 95.6 95.1 96.8: 4.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 2 2 30 28 32 31:
Old : 40: 1 2 2 30 28 32 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 : 63.4 59.1 77.1 74.0 58.2 58.8 67.7 71.0
Old : 63.4 59.1 77.1 74.0 58.2 58.8 67.7 71.0
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, July 25, 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 : 981,672: 784 18,668 9,800 959,648 947,515 970,232 975,983: 11,440 5,689
Old : 981,672: 784 18,668 9,800 959,648 947,515 970,232 975,983: 11,440 5,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 3,121: 200 74 -4 3,474 3,081 3,670 3,151: -549 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.9 1.0 97.8 96.5 98.8 99.4: 1.2 0.6
Old : 100.0: 0.1 1.9 1.0 97.8 96.5 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 2 3 52 33 56 36:
Old : 59: 2 2 3 52 33 56 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 : 41.8 60.0 61.5 81.7 34.7 59.6 54.2 75.2
Old : 41.8 60.0 61.5 81.7 34.7 59.6 54.2 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 435,184: 7,049 0 0 407,922 428,117 414,971 428,117: 20,213 7,067
Old : 435,184: 7,049 0 0 407,922 428,117 414,971 428,117: 20,213 7,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -1,487: 897 -1,075 -1,027 -3,314 -383 -3,444 -2,485: 1,957 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 93.7 98.4 95.4 98.4: 4.6 1.6
Old : 100.0: 1.6 0.0 0.0 93.7 98.4 95.4 98.4: 4.6 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 : 56: 2 0 0 36 47 38 47:
Old : 56: 2 0 0 36 47 38 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 38.0 78.3 57.9 57.7 35.6 70.8 52.8
Old : 60.2 38.0 78.3 57.9 57.7 35.6 70.8 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 427,687: 1,942 0 546 409,381 420,645 411,869 421,191: 15,818 6,496
Old : 427,687: 1,942 0 546 409,381 420,645 411,869 421,191: 15,818 6,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -348: -81 0 -898 -211 -413 -1,190 -1,311: 842 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.1 95.7 98.4 96.3 98.5: 3.7 1.5
Old : 100.0: 0.5 0.0 0.1 95.7 98.4 96.3 98.5: 3.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 0 2 42 42 45 44:
Old : 54: 3 0 2 42 42 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 43.7 68.3 65.5 45.7 42.4 58.2 59.6
Old : 51.6 43.7 68.3 65.5 45.7 42.4 58.2 59.6
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, July 25, 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 : 201,496: 505 2,139 1,722 192,435 189,470 194,662 193,331: 6,834 8,165
Old : 201,496: 505 2,139 1,722 192,435 189,470 194,662 193,331: 6,834 8,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 9,540: -2,191 2,139 1,090 12,579 4,761 11,478 7,990: -1,938 1,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.1 0.9 95.5 94.0 96.6 95.9: 3.4 4.1
Old : 100.0: 0.3 1.1 0.9 95.5 94.0 96.6 95.9: 3.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 2 2 35 32 37 35:
Old : 45: 1 2 2 35 32 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 40.4 73.1 68.0 52.0 40.2 67.1 66.0
Old : 55.0 40.4 73.1 68.0 52.0 40.2 67.1 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,268: 5,452 3,407 1,501 77,640 76,347 84,593 81,255: 4,675 8,013
Old : 89,268: 5,452 3,407 1,501 77,640 76,347 84,593 81,255: 4,675 8,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -1,924: 69 -386 559 -4,689 -3,227 -4,061 -3,054: 2,137 1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.8 1.7 87.0 85.5 94.8 91.0: 5.2 9.0
Old : 100.0: 6.1 3.8 1.7 87.0 85.5 94.8 91.0: 5.2 9.0
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: 4 2 3 23 23 28 27:
Old : 35: 4 2 3 23 23 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 42.7 72.5 59.9 51.4 40.5 64.4 56.0
Old : 55.1 42.7 72.5 59.9 51.4 40.5 64.4 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 28,833: 1,416 0 0 26,828 28,151 28,244 28,151: 589 682
Old : 28,833: 1,416 0 0 26,828 28,151 28,244 28,151: 589 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,488: 403 0 0 899 1,240 1,302 1,240: 186 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 0.0 93.0 97.6 98.0 97.6: 2.0 2.4
Old : 100.0: 4.9 0.0 0.0 93.0 97.6 98.0 97.6: 2.0 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 : 24: 1 0 0 14 13 15 13:
Old : 24: 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 : 70.2 63.4 88.9 87.9 70.2 63.4 87.3 87.9
Old : 70.2 63.4 88.9 87.9 70.2 63.4 87.3 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,998: 0 29 1,627 90,726 93,272 92,353 94,928: 7,645 5,070
Old : 99,998: 0 29 1,627 90,726 93,272 92,353 94,928: 7,645 5,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 2,142: -92 29 124 2,202 2,222 2,234 2,375: -92 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 1.6 90.7 93.3 92.4 94.9: 7.6 5.1
Old : 100.0: 0.0 0.0 1.6 90.7 93.3 92.4 94.9: 7.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 20 19 21 20:
Old : 26: 0 1 1 20 19 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 : 51.4 60.2 76.4 86.1 48.3 56.3 71.3 77.8
Old : 51.4 60.2 76.4 86.1 48.3 56.3 71.3 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 163,289: 837 0 0 155,477 159,678 156,314 159,678: 6,975 3,611
Old : 163,289: 837 0 0 155,477 159,678 156,314 159,678: 6,975 3,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,352: 248 0 0 1,049 58 1,297 58: 55 1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 95.2 97.8 95.7 97.8: 4.3 2.2
Old : 100.0: 0.5 0.0 0.0 95.2 97.8 95.7 97.8: 4.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 0 0 28 28 29 28:
Old : 40: 1 0 0 28 28 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 : 52.8 74.6 70.7 85.8 51.0 74.6 68.8 85.6
Old : 52.8 74.6 70.7 85.8 51.0 74.6 68.8 85.6
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 69,429: 0 0 0 64,198 66,978 64,198 66,978: 5,231 2,451
Old : 69,429: 0 0 0 64,198 66,978 64,198 66,978: 5,231 2,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 496: 0 0 0 678 620 678 620: -182 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.5 96.5 92.5 96.5: 7.5 3.5
Old : 100.0: 0.0 0.0 0.0 92.5 96.5 92.5 96.5: 7.5 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 : 25: 0 0 0 18 19 18 19:
Old : 25: 0 0 0 18 19 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 47.3 78.8 73.8 44.3 44.0 57.7 62.0
Old : 57.7 47.3 78.8 73.8 44.3 44.0 57.7 62.0
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,511: 2,077 0 62 17,766 20,798 19,905 20,860: 1,606 651
Old : 21,511: 2,077 0 62 17,766 20,798 19,905 20,860: 1,606 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 4,076: 2,077 0 62 1,627 4,382 3,766 4,444: 310 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 0.3 82.6 96.7 92.5 97.0: 7.5 3.0
Old : 100.0: 9.7 0.0 0.3 82.6 96.7 92.5 97.0: 7.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 19 16 21 17:
Old : 29: 2 0 1 19 16 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 61.3 63.3 80.9 38.4 58.1 58.7 75.3
Old : 42.7 61.3 63.3 80.9 38.4 58.1 58.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 561,661: 47,441 5,515 1,793 503,747 546,453 552,981 553,761: 8,680 7,900
Old : 561,661: 47,441 5,515 1,793 503,747 546,453 552,981 553,761: 8,680 7,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -4,280: -634 659 694 -5,661 -5,697 -5,601 -4,344: 1,321 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 1.0 0.3 89.7 97.3 98.5 98.6: 1.5 1.4
Old : 100.0: 8.4 1.0 0.3 89.7 97.3 98.5 98.6: 1.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 7 4 6 54 55 64 62:
Old : 77: 7 4 6 54 55 64 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 56.3 51.5 68.4 30.1 55.1 45.1 61.7
Old : 31.0 56.3 51.5 68.4 30.1 55.1 45.1 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,385: 4,285 1,113 744 100,511 99,677 105,540 101,534: 3,845 7,851
Old : 109,385: 4,285 1,113 744 100,511 99,677 105,540 101,534: 3,845 7,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -625: 479 -4,266 112 -1,431 2,199 -840 -1,955: 215 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.0 0.7 91.9 91.1 96.5 92.8: 3.5 7.2
Old : 100.0: 3.9 1.0 0.7 91.9 91.1 96.5 92.8: 3.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 1 27 22 29 25:
Old : 37: 2 2 1 27 22 29 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 : 39.3 51.6 61.8 78.3 35.9 47.3 55.2 65.3
Old : 39.3 51.6 61.8 78.3 35.9 47.3 55.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 16,782: 496 0 0 14,803 15,256 15,299 15,256: 1,483 1,526
Old : 16,782: 496 0 0 14,803 15,256 15,299 15,256: 1,483 1,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,612: 0 0 0 1,364 1,209 1,364 1,209: 248 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.0 88.2 90.9 91.2 90.9: 8.8 9.1
Old : 100.0: 3.0 0.0 0.0 88.2 90.9 91.2 90.9: 8.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 16 14 17 14:
Old : 24: 1 0 0 16 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 66.9 72.7 82.0 51.0 62.2 68.2 74.2
Old : 54.0 66.9 72.7 82.0 51.0 62.2 68.2 74.2
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,040: 0 1,057 90 71,105 67,838 71,195 68,985: 1,845 4,055
Old : 73,040: 0 1,057 90 71,105 67,838 71,195 68,985: 1,845 4,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,939: 0 667 -65 1,758 999 1,693 1,601: 246 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.1 97.4 92.9 97.5 94.4: 2.5 5.6
Old : 100.0: 0.0 1.4 0.1 97.4 92.9 97.5 94.4: 2.5 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 14 18 15 19:
Old : 22: 0 1 1 14 18 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 55.6 87.0 77.9 60.5 54.2 78.0 74.9
Old : 64.0 55.6 87.0 77.9 60.5 54.2 78.0 74.9
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,770: 3,309 4,092 0 99,795 97,964 103,104 102,056: 1,666 2,714
Old : 104,770: 3,309 4,092 0 99,795 97,964 103,104 102,056: 1,666 2,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 13,216: 3,309 1,612 0 9,310 12,401 12,619 14,013: 597 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.9 0.0 95.3 93.5 98.4 97.4: 1.6 2.6
Old : 100.0: 3.2 3.9 0.0 95.3 93.5 98.4 97.4: 1.6 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 : 42: 2 3 0 18 27 20 30:
Old : 42: 2 3 0 18 27 20 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 : 63.5 63.5 87.5 76.5 60.8 63.0 78.1 73.3
Old : 63.5 63.5 87.5 76.5 60.8 63.0 78.1 73.3
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 129,672: 31,310 9,517 0 95,865 119,256 127,175 128,773: 2,497 899
Old : 129,672: 31,310 9,517 0 95,865 119,256 127,175 128,773: 2,497 899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 13,347: 3,565 1,736 0 9,286 12,045 12,851 13,781: 496 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 7.3 0.0 73.9 92.0 98.1 99.3: 1.9 0.7
Old : 100.0: 24.1 7.3 0.0 73.9 92.0 98.1 99.3: 1.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 11 9 0 23 43 34 52:
Old : 74: 11 9 0 23 43 34 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 42.7 72.5 58.6 45.9 37.3 68.3 49.8
Old : 46.1 42.7 72.5 58.6 45.9 37.3 68.3 49.8
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 147,404: 0 1,259 0 146,509 142,259 146,509 143,518: 895 3,886
Old : 147,404: 0 1,259 0 146,509 142,259 146,509 143,518: 895 3,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 4,491: 0 -496 0 4,739 5,848 4,739 5,352: -248 -861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 99.4 96.5 99.4 97.4: 0.6 2.6
Old : 100.0: 0.0 0.9 0.0 99.4 96.5 99.4 97.4: 0.6 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 : 36: 0 2 0 20 25 20 27:
Old : 36: 0 2 0 20 25 20 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 : 75.2 71.0 93.0 86.7 74.3 68.1 87.3 83.2
Old : 75.2 71.0 93.0 86.7 74.3 68.1 87.3 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 259,755: 1,111 0 1,132 250,470 249,496 252,713 250,628: 7,042 9,127
Old : 259,755: 1,111 0 1,132 250,470 249,496 252,713 250,628: 7,042 9,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -2,409: 856 0 -215 -1,224 -1,404 -583 -1,619: -1,826 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.4 96.4 96.1 97.3 96.5: 2.7 3.5
Old : 100.0: 0.4 0.0 0.4 96.4 96.1 97.3 96.5: 2.7 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 : 43: 1 0 1 36 35 37 36:
Old : 43: 1 0 1 36 35 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 50.4 73.2 67.0 52.4 42.6 63.1 56.1
Old : 58.3 50.4 73.2 67.0 52.4 42.6 63.1 56.1
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 20,089: 620 2,108 0 16,401 15,583 17,021 17,691: 3,068 2,398
Old : 20,089: 620 2,108 0 16,401 15,583 17,021 17,691: 3,068 2,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 2,201: 217 465 0 2,170 1,765 2,387 2,230: -186 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 10.5 0.0 81.6 77.6 84.7 88.1: 15.3 11.9
Old : 100.0: 3.1 10.5 0.0 81.6 77.6 84.7 88.1: 15.3 11.9
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 3 0 10 12 11 15:
Old : 24: 1 3 0 10 12 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 : 55.1 53.3 78.2 74.5 53.6 53.3 71.6 70.9
Old : 55.1 53.3 78.2 74.5 53.6 53.3 71.6 70.9
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 121,981: 0 1,979 2,239 116,759 116,337 118,998 120,555: 2,983 1,426
Old : 121,981: 0 1,979 2,239 116,759 116,337 118,998 120,555: 2,983 1,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 583: 0 1,143 -56 2,043 -598 1,987 489: -1,404 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 1.8 95.7 95.4 97.6 98.8: 2.4 1.2
Old : 100.0: 0.0 1.6 1.8 95.7 95.4 97.6 98.8: 2.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 3 2 22 29 24 32:
Old : 37: 0 3 2 22 29 24 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 : 58.2 48.7 80.5 67.3 51.7 46.5 68.7 59.6
Old : 58.2 48.7 80.5 67.3 51.7 46.5 68.7 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 139,033: 5,149 0 690 124,934 130,643 130,773 131,333: 8,260 7,700
Old : 139,033: 5,149 0 690 124,934 130,643 130,773 131,333: 8,260 7,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 2,435: 151 0 -59 2,309 2,491 2,401 2,432: 34 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.5 89.9 94.0 94.1 94.5: 5.9 5.5
Old : 100.0: 3.7 0.0 0.5 89.9 94.0 94.1 94.5: 5.9 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 21 15 23 16:
Old : 28: 2 0 1 21 15 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 : 52.2 74.0 74.0 88.6 48.1 71.3 65.5 80.5
Old : 52.2 74.0 74.0 88.6 48.1 71.3 65.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 124,662: 403 0 0 114,750 121,443 115,153 121,443: 9,509 3,219
Old : 124,662: 403 0 0 114,750 121,443 115,153 121,443: 9,509 3,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,931: 403 0 0 3,667 467 4,070 467: -2,139 1,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 92.0 97.4 92.4 97.4: 7.6 2.6
Old : 100.0: 0.3 0.0 0.0 92.0 97.4 92.4 97.4: 7.6 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 : 23: 1 0 0 19 18 20 18:
Old : 23: 1 0 0 19 18 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 76.7 80.7 90.0 57.9 74.9 77.5 84.9
Old : 60.0 76.7 80.7 90.0 57.9 74.9 77.5 84.9
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,766: 0 0 0 75,812 76,179 75,812 76,179: 954 587
Old : 76,766: 0 0 0 75,812 76,179 75,812 76,179: 954 587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 10,106: 0 0 0 9,920 10,044 9,920 10,044: 186 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 99.2 98.8 99.2: 1.2 0.8
Old : 100.0: 0.0 0.0 0.0 98.8 99.2 98.8 99.2: 1.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 12 14 12 14:
Old : 21: 0 0 0 12 14 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 87.4 94.4 94.4 81.0 80.3 87.8 86.2
Old : 81.9 87.4 94.4 94.4 81.0 80.3 87.8 86.2
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,926: 403 836 216 108,767 112,868 109,386 113,920: 7,540 3,006
Old : 116,926: 403 836 216 108,767 112,868 109,386 113,920: 7,540 3,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -497: -214 836 -280 -666 -832 -1,160 -276: 663 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.7 0.2 93.0 96.5 93.6 97.4: 6.4 2.6
Old : 100.0: 0.3 0.7 0.2 93.0 96.5 93.6 97.4: 6.4 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 : 29: 1 2 1 21 20 23 22:
Old : 29: 1 2 1 21 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 65.3 76.7 86.0 54.3 57.5 68.3 75.3
Old : 59.0 65.3 76.7 86.0 54.3 57.5 68.3 75.3
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 159,834: 717 4,396 8,443 140,468 139,144 149,628 151,983: 10,206 7,851
Old : 159,834: 717 4,396 8,443 140,468 139,144 149,628 151,983: 10,206 7,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -222: 527 1,534 0 234 -790 761 744: -983 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.8 5.3 87.9 87.1 93.6 95.1: 6.4 4.9
Old : 100.0: 0.4 2.8 5.3 87.9 87.1 93.6 95.1: 6.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 2 3 33 26 36 31:
Old : 42: 2 2 3 33 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 : 39.0 62.3 56.8 76.4 32.2 52.1 44.1 62.1
Old : 39.0 62.3 56.8 76.4 32.2 52.1 44.1 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 28,855: 3,937 899 62 23,103 27,274 27,102 28,235: 1,753 620
Old : 28,855: 3,937 899 62 23,103 27,274 27,102 28,235: 1,753 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 2,883: -744 -62 62 3,751 2,883 3,069 2,883: -186 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 3.1 0.2 80.1 94.5 93.9 97.9: 6.1 2.1
Old : 100.0: 13.6 3.1 0.2 80.1 94.5 93.9 97.9: 6.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 2 1 15 15 20 17:
Old : 29: 4 2 1 15 15 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 : 45.6 62.7 70.9 81.3 45.6 62.7 69.3 75.4
Old : 45.6 62.7 70.9 81.3 45.6 62.7 69.3 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 35,097: 930 279 0 33,241 33,520 34,171 33,799: 926 1,298
Old : 35,097: 930 279 0 33,241 33,520 34,171 33,799: 926 1,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 11,110: 62 0 0 11,602 11,048 11,664 11,048: -554 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.8 0.0 94.7 95.5 97.4 96.3: 2.6 3.7
Old : 100.0: 2.6 0.8 0.0 94.7 95.5 97.4 96.3: 2.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 0 13 15 15 16:
Old : 26: 2 1 0 13 15 15 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 : 79.1 70.1 88.5 88.5 78.6 66.0 85.6 84.5
Old : 79.1 70.1 88.5 88.5 78.6 66.0 85.6 84.5
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, July 25, 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 : 192,735: 11,497 3,890 300 174,193 178,252 185,990 182,442: 6,745 10,293
Old : 192,735: 11,497 3,890 300 174,193 178,252 185,990 182,442: 6,745 10,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 5,469: -455 578 0 6,416 5,714 5,961 6,292: -492 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.0 0.2 90.4 92.5 96.5 94.7: 3.5 5.3
Old : 100.0: 6.0 2.0 0.2 90.4 92.5 96.5 94.7: 3.5 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 2 1 36 32 38 35:
Old : 45: 2 2 1 36 32 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 53.1 62.6 67.0 42.0 51.9 58.1 63.5
Old : 44.4 53.1 62.6 67.0 42.0 51.9 58.1 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 17,675: 0 0 0 17,274 17,489 17,274 17,489: 401 186
Old : 17,675: 0 0 0 17,274 17,489 17,274 17,489: 401 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.7 98.9 97.7 98.9: 2.3 1.1
Old : 100.0: 0.0 0.0 0.0 97.7 98.9 97.7 98.9: 2.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 10 13 10:
Old : 20: 0 0 0 13 10 13 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 : 64.8 83.9 87.6 96.0 64.8 82.9 87.6 91.5
Old : 64.8 83.9 87.6 96.0 64.8 82.9 87.6 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 95,002: 2,697 0 93 83,785 86,497 86,575 86,590: 8,427 8,412
Old : 95,002: 2,697 0 93 83,785 86,497 86,575 86,590: 8,427 8,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -1,290: 243 0 0 -1,647 -1,923 -1,404 -1,923: 114 633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.1 88.2 91.0 91.1 91.1: 8.9 8.9
Old : 100.0: 2.8 0.0 0.1 88.2 91.0 91.1 91.1: 8.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 1 22 22 25 23:
Old : 33: 3 0 1 22 22 25 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 : 45.5 39.4 69.3 65.1 38.9 35.5 53.2 57.1
Old : 45.5 39.4 69.3 65.1 38.9 35.5 53.2 57.1
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, July 25, 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 : 92,492: 0 0 0 85,031 88,310 85,031 88,310: 7,461 4,182
Old : 92,492: 0 0 0 85,031 88,310 85,031 88,310: 7,461 4,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -454: 0 0 0 244 -268 244 -268: -698 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.9 95.5 91.9 95.5: 8.1 4.5
Old : 100.0: 0.0 0.0 0.0 91.9 95.5 91.9 95.5: 8.1 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 : 32: 0 0 0 27 19 27 19:
Old : 32: 0 0 0 27 19 27 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 : 40.0 65.2 61.6 83.8 33.4 64.6 53.8 78.6
Old : 40.0 65.2 61.6 83.8 33.4 64.6 53.8 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 79,931: 5,809 445 496 67,589 75,417 73,894 76,358: 6,037 3,573
Old : 79,931: 5,809 445 496 67,589 75,417 73,894 76,358: 6,037 3,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,228: 428 367 -124 312 770 616 1,013: 612 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.6 0.6 84.6 94.4 92.4 95.5: 7.6 4.5
Old : 100.0: 7.3 0.6 0.6 84.6 94.4 92.4 95.5: 7.6 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 : 29: 2 1 1 16 21 19 22:
Old : 29: 2 1 1 16 21 19 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 : 48.4 53.6 72.6 74.7 41.6 46.2 56.4 57.2
Old : 48.4 53.6 72.6 74.7 41.6 46.2 56.4 57.2
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, July 25, 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 : 35,339: 3,906 0 0 29,984 34,688 33,890 34,688: 1,449 651
Old : 35,339: 3,906 0 0 29,984 34,688 33,890 34,688: 1,449 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 4,247: 1,302 0 0 3,224 4,061 4,526 4,061: -279 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 0.0 84.8 98.2 95.9 98.2: 4.1 1.8
Old : 100.0: 11.1 0.0 0.0 84.8 98.2 95.9 98.2: 4.1 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 : 27: 2 0 0 13 16 15 16:
Old : 27: 2 0 0 13 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 72.2 83.9 88.0 62.0 71.8 83.3 85.6
Old : 62.0 72.2 83.9 88.0 62.0 71.8 83.3 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 117,594: 2,623 0 0 105,938 109,581 108,561 109,581: 9,033 8,013
Old : 117,594: 2,623 0 0 105,938 109,581 108,561 109,581: 9,033 8,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,131: 0 0 0 1,260 97 1,260 97: -129 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 90.1 93.2 92.3 93.2: 7.7 6.8
Old : 100.0: 2.2 0.0 0.0 90.1 93.2 92.3 93.2: 7.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 0 26 17 28 17:
Old : 33: 2 0 0 26 17 28 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 65.7 62.3 84.4 38.4 63.4 58.6 77.1
Old : 39.2 65.7 62.3 84.4 38.4 63.4 58.6 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 75,138: 0 0 0 65,261 70,596 65,261 70,596: 9,877 4,542
Old : 75,138: 0 0 0 65,261 70,596 65,261 70,596: 9,877 4,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -854: 0 0 0 -978 -823 -978 -823: 124 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.9 94.0 86.9 94.0: 13.1 6.0
Old : 100.0: 0.0 0.0 0.0 86.9 94.0 86.9 94.0: 13.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 17 15 17 15:
Old : 23: 0 0 0 17 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 : 53.4 64.8 71.3 84.0 40.6 60.3 56.3 70.4
Old : 53.4 64.8 71.3 84.0 40.6 60.3 56.3 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 131,314: 20,657 8,461 14,233 95,954 108,168 130,844 130,862: 470 452
Old : 131,314: 20,657 8,461 14,233 95,954 108,168 130,844 130,862: 470 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,843: 5 68 495 1,329 1,273 1,829 1,836: 14 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.4 10.8 73.1 82.4 99.6 99.7: 0.4 0.3
Old : 100.0: 15.7 6.4 10.8 73.1 82.4 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 13 10 19 41 43 63 63:
Old : 68: 13 10 19 41 43 63 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 31.6 55.6 50.6 22.4 18.1 30.4 27.7
Old : 37.3 31.6 55.6 50.6 22.4 18.1 30.4 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 35,199: 2,150 450 300 32,749 34,449 35,199 35,199: 0 0
Old : 35,199: 2,150 450 300 32,749 34,449 35,199 35,199: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -762: 1,125 -25 -2,100 213 1,363 -762 -762: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.3 0.9 93.0 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 1.3 0.9 93.0 97.9 100.0 100.0: 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 : 40: 7 3 4 28 22 36 28:
Old : 40: 7 3 4 28 22 36 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 : 45.3 51.2 67.8 79.6 32.0 44.1 43.3 52.9
Old : 45.3 51.2 67.8 79.6 32.0 44.1 43.3 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, July 25, 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 : 25,479: 1,225 475 125 24,105 24,639 25,455 25,239: 24 240
Old : 25,479: 1,225 475 125 24,105 24,639 25,455 25,239: 24 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -735: -25 -100 -75 -635 -560 -735 -735: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.9 0.5 94.6 96.7 99.9 99.1: 0.1 0.9
Old : 100.0: 4.8 1.9 0.5 94.6 96.7 99.9 99.1: 0.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 1 24 20 28 22:
Old : 32: 4 1 1 24 20 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 49.7 78.2 78.5 54.8 36.1 63.4 57.3
Old : 63.0 49.7 78.2 78.5 54.8 36.1 63.4 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 186,025: 8,379 34,220 3,971 173,639 147,829 185,989 186,020: 36 5
Old : 186,025: 8,379 34,220 3,971 173,639 147,829 185,989 186,020: 36 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,407: 645 210 5 767 1,192 1,417 1,407: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 18.4 2.1 93.3 79.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.5 18.4 2.1 93.3 79.5 100.0 100.0: 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 : 60: 7 7 4 39 40 48 49:
Old : 60: 7 7 4 39 40 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 45.3 57.9 75.6 29.3 39.0 45.5 56.4
Old : 37.5 45.3 57.9 75.6 29.3 39.0 45.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 62,497: 1,908 6,929 2,361 58,191 53,107 62,460 62,397: 37 100
Old : 62,497: 1,908 6,929 2,361 58,191 53,107 62,460 62,397: 37 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -2,181: 195 561 -2,006 -370 -836 -2,181 -2,281: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 11.1 3.8 93.1 85.0 99.9 99.8: 0.1 0.2
Old : 100.0: 3.1 11.1 3.8 93.1 85.0 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 : 33: 4 6 6 22 22 30 30:
Old : 33: 4 6 6 22 22 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 : 75.6 72.4 86.3 86.7 72.7 66.7 78.7 78.8
Old : 75.6 72.4 86.3 86.7 72.7 66.7 78.7 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 26,650: 0 75 450 26,195 26,125 26,645 26,650: 5 0
Old : 26,650: 0 75 450 26,195 26,125 26,645 26,650: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 2,249: 0 0 0 2,249 2,249 2,249 2,249: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.7 98.3 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.3 1.7 98.3 98.0 100.0 100.0: 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 : 21: 0 1 1 13 16 14 18:
Old : 21: 0 1 1 13 16 14 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 : 79.0 83.5 91.9 94.5 75.4 74.5 79.6 78.5
Old : 79.0 83.5 91.9 94.5 75.4 74.5 79.6 78.5
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 56,663: 540 4,150 450 55,636 52,003 56,626 56,603: 37 60
Old : 56,663: 540 4,150 450 55,636 52,003 56,626 56,603: 37 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 170: 0 0 0 170 170 170 170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 7.3 0.8 98.2 91.8 99.9 99.9: 0.1 0.1
Old : 100.0: 1.0 7.3 0.8 98.2 91.8 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 : 40: 1 4 1 28 31 30 35:
Old : 40: 1 4 1 28 31 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 43.7 71.4 70.6 30.0 33.8 44.5 48.9
Old : 47.9 43.7 71.4 70.6 30.0 33.8 44.5 48.9
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 56,671: 1,730 2,400 255 54,509 53,641 56,494 56,296: 177 375
Old : 56,671: 1,730 2,400 255 54,509 53,641 56,494 56,296: 177 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 175: 0 0 0 135 160 135 160: 40 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.2 0.4 96.2 94.7 99.7 99.3: 0.3 0.7
Old : 100.0: 3.1 4.2 0.4 96.2 94.7 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 6 3 26 27 30 34:
Old : 40: 2 6 3 26 27 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 48.9 63.8 72.6 34.6 47.6 53.5 60.7
Old : 42.2 48.9 63.8 72.6 34.6 47.6 53.5 60.7
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 64,132: 410 17,400 0 63,360 46,560 63,770 63,960: 362 172
Old : 64,132: 410 17,400 0 63,360 46,560 63,770 63,960: 362 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 570: 25 0 0 545 570 570 570: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 27.1 0.0 98.8 72.6 99.4 99.7: 0.6 0.3
Old : 100.0: 0.6 27.1 0.0 98.8 72.6 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 : 38: 1 1 0 29 26 30 27:
Old : 38: 1 1 0 29 26 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 70.3 66.2 83.7 40.9 64.6 56.4 74.7
Old : 44.5 70.3 66.2 83.7 40.9 64.6 56.4 74.7
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 81,923: 735 18,824 0 80,882 62,854 81,617 81,678: 306 245
Old : 81,923: 735 18,824 0 80,882 62,854 81,617 81,678: 306 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,325: 100 650 0 1,225 735 1,325 1,385: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 23.0 0.0 98.7 76.7 99.6 99.7: 0.4 0.3
Old : 100.0: 0.9 23.0 0.0 98.7 76.7 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 3 0 30 26 31 29:
Old : 40: 1 3 0 30 26 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 65.7 64.0 81.1 40.2 62.9 59.7 75.4
Old : 42.1 65.7 64.0 81.1 40.2 62.9 59.7 75.4
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,384: 450 900 0 33,802 33,364 34,252 34,264: 132 120
Old : 34,384: 450 900 0 33,802 33,364 34,252 34,264: 132 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.6 0.0 98.3 97.0 99.6 99.7: 0.4 0.3
Old : 100.0: 1.3 2.6 0.0 98.3 97.0 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 22 18 23 19:
Old : 27: 1 1 0 22 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 72.2 72.0 84.9 33.5 58.5 49.5 60.5
Old : 42.6 72.2 72.0 84.9 33.5 58.5 49.5 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 36,322: 1,975 0 100 34,187 35,910 36,262 36,010: 60 312
Old : 36,322: 1,975 0 100 34,187 35,910 36,262 36,010: 60 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 20: 0 0 0 20 20 20 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 0.3 94.1 98.9 99.8 99.1: 0.2 0.9
Old : 100.0: 5.4 0.0 0.3 94.1 98.9 99.8 99.1: 0.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 1 23 25 26 26:
Old : 32: 3 0 1 23 25 26 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 : 40.1 69.2 62.4 85.6 21.6 49.4 35.2 53.9
Old : 40.1 69.2 62.4 85.6 21.6 49.4 35.2 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 13,840: 0 750 0 13,840 13,090 13,840 13,840: 0 0
Old : 13,840: 0 750 0 13,840 13,090 13,840 13,840: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 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 5.4 0.0 100.0 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.4 0.0 100.0 94.6 100.0 100.0: 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 : 21: 0 3 0 16 12 16 15:
Old : 21: 0 3 0 16 12 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 63.2 84.8 87.0 69.8 57.7 80.1 77.6
Old : 70.7 63.2 84.8 87.0 69.8 57.7 80.1 77.6
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 19,949: 1,000 3,320 800 17,919 15,528 19,719 19,648: 230 301
Old : 19,949: 1,000 3,320 800 17,919 15,528 19,719 19,648: 230 301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 409: 100 -146 100 204 455 404 409: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 16.6 4.0 89.8 77.8 98.8 98.5: 1.2 1.5
Old : 100.0: 5.0 16.6 4.0 89.8 77.8 98.8 98.5: 1.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 5 3 26 26 30 33:
Old : 37: 3 5 3 26 26 30 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 : 42.1 38.2 64.1 61.0 38.9 30.0 52.8 44.5
Old : 42.1 38.2 64.1 61.0 38.9 30.0 52.8 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,352: 600 1,032 900 6,702 6,120 8,202 8,052: 150 300
Old : 8,352: 600 1,032 900 6,702 6,120 8,202 8,052: 150 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.4 10.8 80.2 73.3 98.2 96.4: 1.8 3.6
Old : 100.0: 7.2 12.4 10.8 80.2 73.3 98.2 96.4: 1.8 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 : 20: 1 1 2 11 12 14 15:
Old : 20: 1 1 2 11 12 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 52.5 80.4 80.6 41.9 48.2 63.6 61.2
Old : 49.8 52.5 80.4 80.6 41.9 48.2 63.6 61.2
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,875: 120 600 575 9,820 9,670 10,515 10,845: 360 30
Old : 10,875: 120 600 575 9,820 9,670 10,515 10,845: 360 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 30: 0 0 0 30 30 30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.5 5.3 90.3 88.9 96.7 99.7: 3.3 0.3
Old : 100.0: 1.1 5.5 5.3 90.3 88.9 96.7 99.7: 3.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 2 14 14 16 17:
Old : 23: 1 2 2 14 14 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 : 57.3 55.2 79.2 84.6 44.0 48.7 56.2 60.0
Old : 57.3 55.2 79.2 84.6 44.0 48.7 56.2 60.0
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,474: 800 325 600 42,074 42,459 43,474 43,384: 0 90
Old : 43,474: 800 325 600 42,074 42,459 43,474 43,384: 0 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -50: 0 25 0 -50 -75 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.7 1.4 96.8 97.7 100.0 99.8: 0.0 0.2
Old : 100.0: 1.8 0.7 1.4 96.8 97.7 100.0 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 : 32: 1 2 1 24 24 25 27:
Old : 32: 1 2 1 24 24 25 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 : 42.8 61.7 70.5 80.0 31.5 53.2 47.1 56.9
Old : 42.8 61.7 70.5 80.0 31.5 53.2 47.1 56.9
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 49,684: 1,650 1,600 150 47,564 47,824 49,364 49,574: 320 110
Old : 49,684: 1,650 1,600 150 47,564 47,824 49,364 49,574: 320 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 665: -50 50 -50 765 665 665 665: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.2 0.3 95.7 96.3 99.4 99.8: 0.6 0.2
Old : 100.0: 3.3 3.2 0.3 95.7 96.3 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 4 2 28 25 32 30:
Old : 40: 2 4 2 28 25 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 58.9 65.9 77.7 37.8 54.6 54.0 67.6
Old : 44.9 58.9 65.9 77.7 37.8 54.6 54.0 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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,494: 1,310 35 360 49,734 51,099 51,404 51,494: 90 0
Old : 51,494: 1,310 35 360 49,734 51,099 51,404 51,494: 90 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 720: 0 -300 60 660 960 720 720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.1 0.7 96.6 99.2 99.8 100.0: 0.2 0.0
Old : 100.0: 2.5 0.1 0.7 96.6 99.2 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 1 21 13 24 14:
Old : 28: 2 1 1 21 13 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 95.0 71.0 98.3 38.8 91.5 65.6 91.9
Old : 41.6 95.0 71.0 98.3 38.8 91.5 65.6 91.9
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 61,479: 2,145 2,400 175 58,984 58,904 61,304 61,479: 175 0
Old : 61,479: 2,145 2,400 175 58,984 58,904 61,304 61,479: 175 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 445: 300 200 -240 385 485 445 445: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.9 0.3 95.9 95.8 99.7 100.0: 0.3 0.0
Old : 100.0: 3.5 3.9 0.3 95.9 95.8 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 1 26 14 29 16:
Old : 33: 3 1 1 26 14 29 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 : 39.2 88.3 67.1 96.7 37.4 86.7 63.4 90.4
Old : 39.2 88.3 67.1 96.7 37.4 86.7 63.4 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 73,194: 215 1,976 139 72,821 70,728 73,175 72,843: 19 351
Old : 73,194: 215 1,976 139 72,821 70,728 73,175 72,843: 19 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 633: 0 295 -41 674 379 633 633: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.7 0.2 99.5 96.6 100.0 99.5: 0.0 0.5
Old : 100.0: 0.3 2.7 0.2 99.5 96.6 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 2 1 29 30 31 32:
Old : 41: 1 2 1 29 30 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 : 56.1 60.4 77.6 81.8 55.9 56.6 75.8 77.5
Old : 56.1 60.4 77.6 81.8 55.9 56.6 75.8 77.5
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 104,345: 5,889 4,996 1,444 96,796 97,851 104,129 104,291: 216 54
Old : 104,345: 5,889 4,996 1,444 96,796 97,851 104,129 104,291: 216 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,272: -347 135 135 1,374 1,376 1,162 1,647: 110 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 4.8 1.4 92.8 93.8 99.8 99.9: 0.2 0.1
Old : 100.0: 5.6 4.8 1.4 92.8 93.8 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 : 55: 10 5 4 32 33 43 41:
Old : 55: 10 5 4 32 33 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 52.6 67.4 74.2 43.4 47.2 59.7 64.2
Old : 45.9 52.6 67.4 74.2 43.4 47.2 59.7 64.2
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 30,403: 250 0 50 30,103 30,353 30,403 30,403: 0 0
Old : 30,403: 250 0 50 30,103 30,353 30,403 30,403: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 280: 150 -25 0 130 305 280 280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.2 99.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.0 0.2 99.0 99.8 100.0 100.0: 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: 4 0 1 16 12 20 13:
Old : 23: 4 0 1 16 12 20 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 : 80.9 85.4 94.9 97.2 77.3 77.7 79.1 80.1
Old : 80.9 85.4 94.9 97.2 77.3 77.7 79.1 80.1
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 44,393: 1,742 4,550 0 42,270 39,598 44,012 44,148: 381 245
Old : 44,393: 1,742 4,550 0 42,270 39,598 44,012 44,148: 381 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 670: 0 0 0 670 670 670 670: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 10.2 0.0 95.2 89.2 99.1 99.4: 0.9 0.6
Old : 100.0: 3.9 10.2 0.0 95.2 89.2 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 0 26 18 30 19:
Old : 31: 4 1 0 26 18 30 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 : 57.1 72.4 77.0 89.2 55.6 64.4 67.4 75.7
Old : 57.1 72.4 77.0 89.2 55.6 64.4 67.4 75.7
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 49,332: 4,525 1,550 1,920 42,707 45,562 49,152 49,032: 180 300
Old : 49,332: 4,525 1,550 1,920 42,707 45,562 49,152 49,032: 180 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 381: 150 -200 0 251 591 401 391: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.1 3.9 86.6 92.4 99.6 99.4: 0.4 0.6
Old : 100.0: 9.2 3.1 3.9 86.6 92.4 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 2 3 24 19 31 23:
Old : 34: 6 2 3 24 19 31 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 : 42.2 65.1 66.0 80.7 33.7 55.1 48.9 62.8
Old : 42.2 65.1 66.0 80.7 33.7 55.1 48.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 36,965: 0 2,230 145 36,740 34,350 36,885 36,725: 80 240
Old : 36,965: 0 2,230 145 36,740 34,350 36,885 36,725: 80 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 28: 0 -15 0 28 43 28 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 0.4 99.4 92.9 99.8 99.4: 0.2 0.6
Old : 100.0: 0.0 6.0 0.4 99.4 92.9 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 2 20 17 22 20:
Old : 29: 0 3 2 20 17 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 : 60.4 69.0 82.8 86.5 60.4 66.9 81.9 83.9
Old : 60.4 69.0 82.8 86.5 60.4 66.9 81.9 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 32,983: 0 1,590 150 32,641 31,213 32,791 32,953: 192 30
Old : 32,983: 0 1,590 150 32,641 31,213 32,791 32,953: 192 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 37: 0 0 0 37 37 37 37: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.5 99.0 94.6 99.4 99.9: 0.6 0.1
Old : 100.0: 0.0 4.8 0.5 99.0 94.6 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 17 14 18 16:
Old : 26: 0 2 1 17 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 74.7 86.9 88.3 64.7 74.0 83.4 86.4
Old : 65.8 74.7 86.9 88.3 64.7 74.0 83.4 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 31,340: 1,220 70 592 29,102 30,618 30,914 31,280: 426 60
Old : 31,340: 1,220 70 592 29,102 30,618 30,914 31,280: 426 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 945: 0 0 0 945 1,005 945 1,005: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.2 1.9 92.9 97.7 98.6 99.8: 1.4 0.2
Old : 100.0: 3.9 0.2 1.9 92.9 97.7 98.6 99.8: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 1 2 22 22 27 25:
Old : 34: 5 1 2 22 22 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 54.6 70.9 74.9 48.7 53.9 59.4 68.3
Old : 55.1 54.6 70.9 74.9 48.7 53.9 59.4 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,647: 1,277 0 1 21,234 22,381 22,512 22,382: 135 265
Old : 22,647: 1,277 0 1 21,234 22,381 22,512 22,382: 135 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 275: -25 0 0 300 275 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.0 93.8 98.8 99.4 98.8: 0.6 1.2
Old : 100.0: 5.6 0.0 0.0 93.8 98.8 99.4 98.8: 0.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 19 18 21 19:
Old : 28: 2 0 1 19 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 63.2 81.7 83.3 63.0 61.9 77.9 79.9
Old : 65.2 63.2 81.7 83.3 63.0 61.9 77.9 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 48,119: 2,310 9,390 246 45,420 38,457 47,976 48,094: 143 25
Old : 48,119: 2,310 9,390 246 45,420 38,457 47,976 48,094: 143 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 94: -15 640 13 106 -568 104 84: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 19.5 0.5 94.4 79.9 99.7 99.9: 0.3 0.1
Old : 100.0: 4.8 19.5 0.5 94.4 79.9 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 : 39: 3 3 1 31 26 35 29:
Old : 39: 3 3 1 31 26 35 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 : 49.7 47.6 66.0 67.7 45.7 42.7 55.8 56.4
Old : 49.7 47.6 66.0 67.7 45.7 42.7 55.8 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 34,468: 1,500 4,370 0 32,938 30,092 34,438 34,462: 30 6
Old : 34,468: 1,500 4,370 0 32,938 30,092 34,438 34,462: 30 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 570: 0 600 0 600 -30 600 570: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 12.7 0.0 95.6 87.3 99.9 100.0: 0.1 0.0
Old : 100.0: 4.4 12.7 0.0 95.6 87.3 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 0 28 24 29 26:
Old : 35: 1 2 0 28 24 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 : 49.6 58.0 67.6 77.0 42.8 54.0 59.0 69.4
Old : 49.6 58.0 67.6 77.0 42.8 54.0 59.0 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MW :
: : :
All : 6,750: 0 210 90 6,330 6,420 6,420 6,720: 330 30
Old : 6,750: 0 210 90 6,330 6,420 6,420 6,720: 330 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 1.3 93.8 95.1 95.1 99.6: 4.9 0.4
Old : 100.0: 0.0 3.1 1.3 93.8 95.1 95.1 99.6: 4.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 12 14 13 15:
Old : 20: 0 1 1 12 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 65.7 83.9 83.5 37.5 50.2 53.5 61.6
Old : 57.9 65.7 83.9 83.5 37.5 50.2 53.5 61.6
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,154: 0 4,000 950 20,204 16,204 21,154 21,154: 0 0
Old : 21,154: 0 4,000 950 20,204 16,204 21,154 21,154: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 215: 0 50 0 215 165 215 215: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.9 4.5 95.5 76.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 18.9 4.5 95.5 76.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 6 2 20 15 22 21:
Old : 30: 0 6 2 20 15 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 : 65.3 59.4 84.3 85.7 48.0 45.0 59.4 57.5
Old : 65.3 59.4 84.3 85.7 48.0 45.0 59.4 57.5
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 13,275: 0 150 0 13,268 13,125 13,268 13,275: 7 0
Old : 13,275: 0 150 0 13,268 13,125 13,268 13,275: 7 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 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 1.1 0.0 99.9 98.9 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 1.1 0.0 99.9 98.9 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 14 14 14 15:
Old : 21: 0 1 0 14 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 76.5 93.9 93.6 72.4 65.5 81.3 78.9
Old : 78.7 76.5 93.9 93.6 72.4 65.5 81.3 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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,485: 570 0 60 16,870 18,405 17,500 18,465: 985 20
Old : 18,485: 570 0 60 16,870 18,405 17,500 18,465: 985 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -240: 0 0 0 -240 -240 -240 -240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.3 91.3 99.6 94.7 99.9: 5.3 0.1
Old : 100.0: 3.1 0.0 0.3 91.3 99.6 94.7 99.9: 5.3 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 : 22: 2 0 2 17 11 19 13:
Old : 22: 2 0 2 17 11 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 : 70.3 90.1 82.3 97.8 64.1 89.7 76.0 89.7
Old : 70.3 90.1 82.3 97.8 64.1 89.7 76.0 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,930: 740 505 360 18,590 19,045 19,690 19,910: 240 20
Old : 19,930: 740 505 360 18,590 19,045 19,690 19,910: 240 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -160: -25 100 -45 -90 -215 -160 -160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.5 1.8 93.3 95.6 98.8 99.9: 1.2 0.1
Old : 100.0: 3.7 2.5 1.8 93.3 95.6 98.8 99.9: 1.2 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 : 28: 3 1 1 20 12 24 13:
Old : 28: 3 1 1 20 12 24 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 : 65.1 84.8 77.7 95.6 59.7 80.5 71.5 85.9
Old : 65.1 84.8 77.7 95.6 59.7 80.5 71.5 85.9
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, July 25, 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 : 644,297: 30,365 81,526 72,419 541,386 490,225 644,171 644,171: 126 126
Old : 644,297: 30,365 81,526 72,419 541,386 490,225 644,171 644,171: 126 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 22,733: 5,944 5,129 -58 16,847 17,662 22,733 22,733: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.7 11.2 84.0 76.1 100.0 100.0: 0.0 0.0
Old : 100.0: 4.7 12.7 11.2 84.0 76.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 3 4 19 19 24 24:
Old : 27: 3 3 4 19 19 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 53.6 85.7 82.2 29.6 28.2 32.4 32.3
Old : 62.9 53.6 85.7 82.2 29.6 28.2 32.4 32.3
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,480: 5 0 20 9,360 9,390 9,385 9,410: 95 70
Old : 9,480: 5 0 20 9,360 9,390 9,385 9,410: 95 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 125: 0 0 0 125 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.2 98.7 99.1 99.0 99.3: 1.0 0.7
Old : 100.0: 0.1 0.0 0.2 98.7 99.1 99.0 99.3: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 15 12 16 13:
Old : 24: 1 0 1 15 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 70.3 83.2 90.0 50.0 64.3 68.0 77.4
Old : 60.7 70.3 83.2 90.0 50.0 64.3 68.0 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,511: 1,150 150 0 26,773 28,325 27,923 28,475: 588 36
Old : 28,511: 1,150 150 0 26,773 28,325 27,923 28,475: 588 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -92: 50 50 0 -144 -175 -94 -125: 2 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.5 0.0 93.9 99.3 97.9 99.9: 2.1 0.1
Old : 100.0: 4.0 0.5 0.0 93.9 99.3 97.9 99.9: 2.1 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 : 30: 4 2 0 20 13 24 15:
Old : 30: 4 2 0 20 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 : 74.9 80.3 87.9 96.7 72.0 75.5 80.8 86.8
Old : 74.9 80.3 87.9 96.7 72.0 75.5 80.8 86.8
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,085: 1,200 150 0 24,520 25,910 25,720 26,060: 365 25
Old : 26,085: 1,200 150 0 24,520 25,910 25,720 26,060: 365 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -50: 50 50 0 -118 -125 -68 -75: 18 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.6 0.0 94.0 99.3 98.6 99.9: 1.4 0.1
Old : 100.0: 4.6 0.6 0.0 94.0 99.3 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 : 26: 4 2 0 17 9 21 11:
Old : 26: 4 2 0 17 9 21 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 : 74.0 87.4 87.4 98.8 68.8 77.8 77.6 84.4
Old : 74.0 87.4 87.4 98.8 68.8 77.8 77.6 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,335: 50 525 0 13,255 12,750 13,305 13,275: 30 60
Old : 13,335: 50 525 0 13,255 12,750 13,305 13,275: 30 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.9 0.0 99.4 95.6 99.8 99.6: 0.2 0.4
Old : 100.0: 0.4 3.9 0.0 99.4 95.6 99.8 99.6: 0.2 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 : 26: 1 3 0 15 15 16 18:
Old : 26: 1 3 0 15 15 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 61.2 85.3 85.2 56.4 60.7 78.4 74.5
Old : 60.8 61.2 85.3 85.2 56.4 60.7 78.4 74.5
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,012: 829 100 87 24,010 24,825 24,926 25,012: 86 0
Old : 25,012: 829 100 87 24,010 24,825 24,926 25,012: 86 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.4 0.3 96.0 99.3 99.7 100.0: 0.3 0.0
Old : 100.0: 3.3 0.4 0.3 96.0 99.3 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 2 16 16 20 19:
Old : 30: 3 1 2 16 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 74.6 86.8 91.5 58.4 69.6 69.1 76.9
Old : 65.9 74.6 86.8 91.5 58.4 69.6 69.1 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,389: 951 100 12 26,316 27,277 27,279 27,389: 110 0
Old : 27,389: 951 100 12 26,316 27,277 27,279 27,389: 110 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.4 0.0 96.1 99.6 99.6 100.0: 0.4 0.0
Old : 100.0: 3.5 0.4 0.0 96.1 99.6 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 : 30: 4 1 1 16 17 20 19:
Old : 30: 4 1 1 16 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 76.2 85.5 92.7 54.3 59.5 64.4 69.6
Old : 63.0 76.2 85.5 92.7 54.3 59.5 64.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 122,804: 150 8,202 285 122,324 114,317 122,759 122,804: 45 0
Old : 122,804: 150 8,202 285 122,324 114,317 122,759 122,804: 45 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 442: -30 320 80 392 42 442 442: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.7 0.2 99.6 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 6.7 0.2 99.6 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 10 2 36 31 39 42:
Old : 54: 1 10 2 36 31 39 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 : 50.2 57.3 70.3 82.6 50.2 48.8 66.8 69.0
Old : 50.2 57.3 70.3 82.6 50.2 48.8 66.8 69.0
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 139,013: 0 13,832 1,035 137,948 124,146 138,983 139,013: 30 0
Old : 139,013: 0 13,832 1,035 137,948 124,146 138,983 139,013: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -37: -145 -1,025 195 -87 793 -37 -37: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.0 0.7 99.2 89.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.0 0.7 99.2 89.3 100.0 100.0: 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 : 59: 0 14 6 38 35 44 50:
Old : 59: 0 14 6 38 35 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 53.7 63.9 80.0 47.3 45.7 61.8 69.0
Old : 47.5 53.7 63.9 80.0 47.3 45.7 61.8 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 218,594: 25,633 33,919 16,719 176,202 167,804 218,553 218,442: 41 152
Old : 218,594: 25,633 33,919 16,719 176,202 167,804 218,553 218,442: 41 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,162: 1,030 -1,537 1,282 -1,090 1,412 1,222 1,157: -60 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 15.5 7.6 80.6 76.8 100.0 99.9: 0.0 0.1
Old : 100.0: 11.7 15.5 7.6 80.6 76.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 14 16 20 48 47 70 75:
Old : 84: 14 16 20 48 47 70 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 35.6 46.8 51.2 27.8 29.1 37.6 39.3
Old : 29.9 35.6 46.8 51.2 27.8 29.1 37.6 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,230: 1,720 275 75 48,130 49,855 49,925 50,205: 305 25
Old : 50,230: 1,720 275 75 48,130 49,855 49,925 50,205: 305 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 250: 35 0 0 210 250 245 250: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.5 0.1 95.8 99.3 99.4 100.0: 0.6 0.0
Old : 100.0: 3.4 0.5 0.1 95.8 99.3 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 1 23 15 27 17:
Old : 31: 3 2 1 23 15 27 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 93.1 80.8 97.3 61.8 87.0 77.5 90.3
Old : 62.7 93.1 80.8 97.3 61.8 87.0 77.5 90.3
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, July 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,010: 1,235 275 75 44,460 45,635 45,770 45,985: 240 25
Old : 46,010: 1,235 275 75 44,460 45,635 45,770 45,985: 240 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 5: 0 0 0 0 5 0 5: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.6 0.2 96.6 99.2 99.5 99.9: 0.5 0.1
Old : 100.0: 2.7 0.6 0.2 96.6 99.2 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 1 21 14 25 16:
Old : 30: 3 2 1 21 14 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 94.0 81.2 97.8 63.7 85.8 77.0 89.3
Old : 63.8 94.0 81.2 97.8 63.7 85.8 77.0 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2017