CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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: August 29, 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 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 50,596: 17,106 25,223 20 33,470 25,353 50,596 50,596: 0 0
Old : 50,596: 17,106 25,223 20 33,470 25,353 50,596 50,596: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 300: 100 200 0 200 100 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 49.9 0.0 66.2 50.1 100.0 100.0: 0.0 0.0
Old : 100.0: 33.8 49.9 0.0 66.2 50.1 100.0 100.0: 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: 6 8 2 10 7 18 15:
Old : 27: 6 8 2 10 7 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 59.9 89.0 86.8 62.4 56.3 89.0 83.1
Old : 62.4 59.9 89.0 86.8 62.4 56.3 89.0 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 66,882: 3,733 7,976 6,667 56,441 52,238 66,841 66,882: 41 0
Old : 66,882: 3,733 7,976 6,667 56,441 52,238 66,841 66,882: 41 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 3,209: 351 484 351 2,497 2,399 3,199 3,234: 10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 11.9 10.0 84.4 78.1 99.9 100.0: 0.1 0.0
Old : 100.0: 5.6 11.9 10.0 84.4 78.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 11 11 14 15 29 28:
Old : 35: 6 11 11 14 15 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 : 65.4 42.6 84.2 68.1 41.3 29.9 49.8 43.7
Old : 65.4 42.6 84.2 68.1 41.3 29.9 49.8 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 38,784: 6,639 896 0 32,145 37,888 38,784 38,784: 0 0
Old : 38,784: 6,639 896 0 32,145 37,888 38,784 38,784: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 2.3 0.0 82.9 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 17.1 2.3 0.0 82.9 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 : 21: 2 4 0 9 10 11 14:
Old : 21: 2 4 0 9 10 11 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 : 83.6 86.3 97.8 96.7 81.0 86.3 91.9 92.9
Old : 83.6 86.3 97.8 96.7 81.0 86.3 91.9 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 37,492: 7,175 17,733 237 30,080 19,522 37,492 37,492: 0 0
Old : 37,492: 7,175 17,733 237 30,080 19,522 37,492 37,492: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 100 100 -100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 47.3 0.6 80.2 52.1 100.0 100.0: 0.0 0.0
Old : 100.0: 19.1 47.3 0.6 80.2 52.1 100.0 100.0: 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: 6 6 2 8 6 14 14:
Old : 23: 6 6 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 : 79.0 70.6 94.0 91.3 79.0 68.8 94.0 89.3
Old : 79.0 70.6 94.0 91.3 79.0 68.8 94.0 89.3
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 25,292: 4,157 7,655 0 21,135 17,637 25,292 25,292: 0 0
Old : 25,292: 4,157 7,655 0 21,135 17,637 25,292 25,292: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 30.3 0.0 83.6 69.7 100.0 100.0: 0.0 0.0
Old : 100.0: 16.4 30.3 0.0 83.6 69.7 100.0 100.0: 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: 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 : 78.7 73.8 95.5 95.5 78.7 73.8 95.5 95.5
Old : 78.7 73.8 95.5 95.5 78.7 73.8 95.5 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 29,077: 14,001 13,495 600 14,476 14,982 29,077 29,077: 0 0
Old : 29,077: 14,001 13,495 600 14,476 14,982 29,077 29,077: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -93: -100 0 0 6 -93 -93 -93: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 46.4 2.1 49.8 51.5 100.0 100.0: 0.0 0.0
Old : 100.0: 48.2 46.4 2.1 49.8 51.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 5 2 9 7 16 13:
Old : 24: 6 5 2 9 7 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 : 56.8 60.9 83.5 90.6 56.2 60.7 82.8 86.0
Old : 56.8 60.9 83.5 90.6 56.2 60.7 82.8 86.0
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, September 05, 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 : 19,945: 9,245 6,407 100 10,600 13,438 19,945 19,945: 0 0
Old : 19,945: 9,245 6,407 100 10,600 13,438 19,945 19,945: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -100: 0 0 0 -100 -100 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 32.1 0.5 53.1 67.4 100.0 100.0: 0.0 0.0
Old : 100.0: 46.4 32.1 0.5 53.1 67.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.7 62.9 84.3 96.0 59.7 62.9 84.3 95.5
Old : 59.7 62.9 84.3 96.0 59.7 62.9 84.3 95.5
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, September 05, 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 : 25,234: 755 3,336 255 24,224 21,628 25,234 25,219: 0 15
Old : 25,234: 755 3,336 255 24,224 21,628 25,234 25,219: 0 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 538: -100 363 -38 686 198 548 523: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 13.2 1.0 96.0 85.7 100.0 99.9: 0.0 0.1
Old : 100.0: 3.0 13.2 1.0 96.0 85.7 100.0 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 : 27: 2 8 2 14 11 17 20:
Old : 27: 2 8 2 14 11 17 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 : 77.6 56.0 90.8 84.0 75.0 48.2 82.3 69.7
Old : 77.6 56.0 90.8 84.0 75.0 48.2 82.3 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,223,698: 957,084 45,654 723,061 3,505,765 4,442,437 5,185,910 5,211,152: 37,788 12,546
Old : 5,223,698: 957,084 45,654 723,061 3,505,765 4,442,437 5,185,910 5,211,152: 37,788 12,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -364,142: -54,970 -12,691 -76,195 -208,230 -249,764 -339,395 -338,650: -24,747 -25,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 0.9 13.8 67.1 85.0 99.3 99.8: 0.7 0.2
Old : 100.0: 18.3 0.9 13.8 67.1 85.0 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 : 221: 61 19 58 128 117 201 182:
Old : 221: 61 19 58 128 117 201 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 35.9 41.1 50.5 23.2 35.2 34.8 46.4
Old : 26.2 35.9 41.1 50.5 23.2 35.2 34.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,430,120: 55,449 12,690 727,845 643,043 688,532 1,426,336 1,429,067: 3,784 1,053
Old : 1,430,120: 55,449 12,690 727,845 643,043 688,532 1,426,336 1,429,067: 3,784 1,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 31,486: -4,037 -4,706 28,685 6,808 7,483 31,456 31,462: 30 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.9 50.9 45.0 48.1 99.7 99.9: 0.3 0.1
Old : 100.0: 3.9 0.9 50.9 45.0 48.1 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 14 14 26 52 51 80 77:
Old : 83: 14 14 26 52 51 80 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 57.7 73.9 73.0 5.1 3.9 5.9 6.0
Old : 58.2 57.7 73.9 73.0 5.1 3.9 5.9 6.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 225,887: 7,559 6,727 2,888 196,329 211,402 206,776 221,017: 19,111 4,870
Old : 225,887: 7,559 6,727 2,888 196,329 211,402 206,776 221,017: 19,111 4,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 2,925: -1,871 442 523 4,237 1,042 2,889 2,007: 36 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.0 1.3 86.9 93.6 91.5 97.8: 8.5 2.2
Old : 100.0: 3.3 3.0 1.3 86.9 93.6 91.5 97.8: 8.5 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 : 46: 3 3 3 32 31 37 35:
Old : 46: 3 3 3 32 31 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 : 49.4 55.1 61.7 78.2 43.0 44.9 52.6 61.4
Old : 49.4 55.1 61.7 78.2 43.0 44.9 52.6 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 102,642: 2,898 0 0 96,426 98,135 99,324 98,135: 3,318 4,507
Old : 102,642: 2,898 0 0 96,426 98,135 99,324 98,135: 3,318 4,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 450: -777 0 -60 1,269 -373 432 -433: 18 883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 93.9 95.6 96.8 95.6: 3.2 4.4
Old : 100.0: 2.8 0.0 0.0 93.9 95.6 96.8 95.6: 3.2 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 : 39: 2 0 0 29 32 31 32:
Old : 39: 2 0 0 29 32 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 : 55.7 44.2 77.0 62.1 53.5 43.8 67.3 58.2
Old : 55.7 44.2 77.0 62.1 53.5 43.8 67.3 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 253,606: 760 1,144 2,149 238,473 242,654 241,382 245,947: 12,224 7,659
Old : 253,606: 760 1,144 2,149 238,473 242,654 241,382 245,947: 12,224 7,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 8,014: 91 -151 -151 7,788 7,738 7,728 7,436: 286 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 0.8 94.0 95.7 95.2 97.0: 4.8 3.0
Old : 100.0: 0.3 0.5 0.8 94.0 95.7 95.2 97.0: 4.8 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 : 39: 1 2 3 30 28 33 31:
Old : 39: 1 2 3 30 28 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 55.7 76.2 75.6 54.1 54.8 64.2 69.0
Old : 62.4 55.7 76.2 75.6 54.1 54.8 64.2 69.0
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, September 05, 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 : 910,673: 473 17,572 7,831 889,953 878,163 898,257 903,566: 12,416 7,107
Old : 910,673: 473 17,572 7,831 889,953 878,163 898,257 903,566: 12,416 7,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -33,946: -502 -173 -461 -31,842 -33,814 -32,805 -34,448: -1,141 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.9 0.9 97.7 96.4 98.6 99.2: 1.4 0.8
Old : 100.0: 0.1 1.9 0.9 97.7 96.4 98.6 99.2: 1.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 1 2 3 50 32 53 35:
Old : 56: 1 2 3 50 32 53 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 : 41.4 61.7 61.3 81.6 37.4 61.5 56.4 77.0
Old : 41.4 61.7 61.3 81.6 37.4 61.5 56.4 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 407,247: 5,701 0 930 384,982 397,082 391,613 398,012: 15,634 9,235
Old : 407,247: 5,701 0 930 384,982 397,082 391,613 398,012: 15,634 9,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 2,933: 215 0 930 3,590 668 4,735 1,598: -1,802 1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.2 94.5 97.5 96.2 97.7: 3.8 2.3
Old : 100.0: 1.4 0.0 0.2 94.5 97.5 96.2 97.7: 3.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 3 0 1 39 45 42 46:
Old : 61: 3 0 1 39 45 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 37.2 75.0 56.3 53.4 35.5 64.4 52.1
Old : 56.1 37.2 75.0 56.3 53.4 35.5 64.4 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 403,036: 997 0 478 384,631 389,389 386,106 389,867: 16,930 13,169
Old : 403,036: 997 0 478 384,631 389,389 386,106 389,867: 16,930 13,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -4,420: 308 -525 -1,045 -5,293 -10,384 -6,030 -11,954: 1,610 7,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.1 95.4 96.6 95.8 96.7: 4.2 3.3
Old : 100.0: 0.2 0.0 0.1 95.4 96.6 95.8 96.7: 4.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 3 0 2 43 43 46 45:
Old : 55: 3 0 2 43 43 46 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 44.6 67.6 67.6 46.2 43.5 59.1 61.4
Old : 50.3 44.6 67.6 67.6 46.2 43.5 59.1 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 226,219: 2,519 4,620 1,005 213,498 210,020 217,022 215,645: 9,197 10,574
Old : 226,219: 2,519 4,620 1,005 213,498 210,020 217,022 215,645: 9,197 10,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 10,401: 656 550 122 6,983 7,554 7,761 8,226: 2,640 2,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.0 0.4 94.4 92.8 95.9 95.3: 4.1 4.7
Old : 100.0: 1.1 2.0 0.4 94.4 92.8 95.9 95.3: 4.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 4 2 35 32 37 37:
Old : 47: 1 4 2 35 32 37 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 : 52.5 39.1 73.2 68.2 51.9 38.9 65.3 59.9
Old : 52.5 39.1 73.2 68.2 51.9 38.9 65.3 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,003: 901 590 2,403 72,328 70,883 75,632 73,876: 5,371 7,127
Old : 81,003: 901 590 2,403 72,328 70,883 75,632 73,876: 5,371 7,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 248: 522 -1,214 136 -832 -26 -174 -1,104: 422 1,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.7 3.0 89.3 87.5 93.4 91.2: 6.6 8.8
Old : 100.0: 1.1 0.7 3.0 89.3 87.5 93.4 91.2: 6.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 2 26 24 28 27:
Old : 34: 2 1 2 26 24 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 : 54.0 43.5 71.8 61.4 50.7 42.0 64.2 58.3
Old : 54.0 43.5 71.8 61.4 50.7 42.0 64.2 58.3
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 25,403: 1,013 0 0 23,564 23,554 24,577 23,554: 826 1,849
Old : 25,403: 1,013 0 0 23,564 23,554 24,577 23,554: 826 1,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 0 -961 0 -961: 0 961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.0 92.8 92.7 96.7 92.7: 3.3 7.3
Old : 100.0: 4.0 0.0 0.0 92.8 92.7 96.7 92.7: 3.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 14 15 15 15:
Old : 26: 1 0 0 14 15 15 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 : 73.3 53.8 89.4 74.8 72.2 53.8 88.3 74.8
Old : 73.3 53.8 89.4 74.8 72.2 53.8 88.3 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 122,408: 1,555 582 1,223 112,595 115,151 115,373 116,956: 7,035 5,452
Old : 122,408: 1,555 582 1,223 112,595 115,151 115,373 116,956: 7,035 5,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 -302 302 -302 -1,110 0 -1,110: 0 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.5 1.0 92.0 94.1 94.3 95.5: 5.7 4.5
Old : 100.0: 1.3 0.5 1.0 92.0 94.1 94.3 95.5: 5.7 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 : 27: 1 1 2 19 17 21 19:
Old : 27: 1 1 2 19 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 65.3 75.9 89.1 51.6 63.7 70.1 79.5
Old : 53.9 65.3 75.9 89.1 51.6 63.7 70.1 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 163,975: 885 0 0 154,804 160,309 155,689 160,309: 8,286 3,666
Old : 163,975: 885 0 0 154,804 160,309 155,689 160,309: 8,286 3,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 163: 0 0 0 -1,267 -947 -1,267 -947: 1,430 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 94.4 97.8 94.9 97.8: 5.1 2.2
Old : 100.0: 0.5 0.0 0.0 94.4 97.8 94.9 97.8: 5.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 0 0 25 28 26 28:
Old : 38: 1 0 0 25 28 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 72.3 70.5 85.0 52.1 72.1 67.7 84.4
Old : 54.4 72.3 70.5 85.0 52.1 72.1 67.7 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,391: 0 0 0 80,368 79,946 80,368 79,946: 4,023 4,445
Old : 84,391: 0 0 0 80,368 79,946 80,368 79,946: 4,023 4,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 670: 0 0 0 -350 -182 -350 -182: 1,020 852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.2 94.7 95.2 94.7: 4.8 5.3
Old : 100.0: 0.0 0.0 0.0 95.2 94.7 95.2 94.7: 4.8 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 : 25: 0 0 0 19 16 19 16:
Old : 25: 0 0 0 19 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 49.4 83.2 79.4 53.5 46.1 64.7 64.0
Old : 63.2 49.4 83.2 79.4 53.5 46.1 64.7 64.0
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,339: 2,984 0 90 16,344 16,568 19,418 16,658: 921 3,681
Old : 20,339: 2,984 0 90 16,344 16,568 19,418 16,658: 921 3,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 210: -60 0 60 -38 -3,105 -38 -3,045: 248 3,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.0 0.4 80.4 81.5 95.5 81.9: 4.5 18.1
Old : 100.0: 14.7 0.0 0.4 80.4 81.5 95.5 81.9: 4.5 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 0 1 17 20 21 21:
Old : 34: 4 0 1 17 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 49.0 66.9 65.5 43.8 44.5 65.3 60.2
Old : 45.3 49.0 66.9 65.5 43.8 44.5 65.3 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 580,967: 53,720 8,093 3,361 510,840 560,780 567,921 572,234: 13,046 8,733
Old : 580,967: 53,720 8,093 3,361 510,840 560,780 567,921 572,234: 13,046 8,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 4,850: 3,451 -489 869 -2,671 4,525 1,649 4,905: 3,201 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.4 0.6 87.9 96.5 97.8 98.5: 2.2 1.5
Old : 100.0: 9.2 1.4 0.6 87.9 96.5 97.8 98.5: 2.2 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 : 74: 7 4 7 52 52 62 60:
Old : 74: 7 4 7 52 52 62 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 53.6 54.3 65.7 31.9 52.0 46.2 60.6
Old : 33.7 53.6 54.3 65.7 31.9 52.0 46.2 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 127,758: 4,047 5,670 1,272 118,861 111,508 124,180 118,450: 3,578 9,308
Old : 127,758: 4,047 5,670 1,272 118,861 111,508 124,180 118,450: 3,578 9,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 3,459: 0 2,191 -1,515 4,044 2,065 2,529 2,741: 930 718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.4 1.0 93.0 87.3 97.2 92.7: 2.8 7.3
Old : 100.0: 3.2 4.4 1.0 93.0 87.3 97.2 92.7: 2.8 7.3
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 : 36: 1 4 3 27 20 31 24:
Old : 36: 1 4 3 27 20 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 41.7 60.3 69.6 27.6 38.9 42.5 53.2
Old : 35.7 41.7 60.3 69.6 27.6 38.9 42.5 53.2
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 18,648: 0 540 0 16,626 17,134 16,626 17,674: 2,022 974
Old : 18,648: 0 540 0 16,626 17,134 16,626 17,674: 2,022 974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -465 -60 -465 -60: 465 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 89.2 91.9 89.2 94.8: 10.8 5.2
Old : 100.0: 0.0 2.9 0.0 89.2 91.9 89.2 94.8: 10.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 14 14 14 15:
Old : 23: 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 : 58.4 64.3 75.7 84.6 48.3 50.4 61.7 70.7
Old : 58.4 64.3 75.7 84.6 48.3 50.4 61.7 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,062: 0 1,990 0 73,912 70,012 73,912 72,002: 2,150 4,060
Old : 76,062: 0 1,990 0 73,912 70,012 73,912 72,002: 2,150 4,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,030: 0 -124 0 1,030 38 1,030 -86: 0 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 97.2 92.0 97.2 94.7: 2.8 5.3
Old : 100.0: 0.0 2.6 0.0 97.2 92.0 97.2 94.7: 2.8 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 : 25: 0 2 0 18 20 18 22:
Old : 25: 0 2 0 18 20 18 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 : 65.0 60.2 86.8 80.8 63.6 58.9 80.3 77.5
Old : 65.0 60.2 86.8 80.8 63.6 58.9 80.3 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 148,045: 30,510 1,530 0 111,199 140,773 141,709 142,303: 6,336 5,742
Old : 148,045: 30,510 1,530 0 111,199 140,773 141,709 142,303: 6,336 5,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,405: -1,740 150 0 -2,435 -2,375 -4,175 -2,225: 5,580 3,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 1.0 0.0 75.1 95.1 95.7 96.1: 4.3 3.9
Old : 100.0: 20.6 1.0 0.0 75.1 95.1 95.7 96.1: 4.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 5 3 0 21 41 26 44:
Old : 58: 5 3 0 21 41 26 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 : 46.9 55.8 72.5 70.9 42.1 55.8 63.5 64.1
Old : 46.9 55.8 72.5 70.9 42.1 55.8 63.5 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 169,643: 48,756 4,413 2,480 112,033 156,172 163,269 163,065: 6,374 6,578
Old : 169,643: 48,756 4,413 2,480 112,033 156,172 163,269 163,065: 6,374 6,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,345: 496 -315 -930 -3,644 -2,773 -4,078 -4,018: 5,423 5,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 2.6 1.5 66.0 92.1 96.2 96.1: 3.8 3.9
Old : 100.0: 28.7 2.6 1.5 66.0 92.1 96.2 96.1: 3.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 9 5 1 28 51 37 57:
Old : 75: 9 5 1 28 51 37 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 42.5 65.9 58.5 35.6 39.4 52.7 49.8
Old : 41.9 42.5 65.9 58.5 35.6 39.4 52.7 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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 154,304: 0 0 0 153,106 151,262 153,106 151,262: 1,198 3,042
Old : 154,304: 0 0 0 153,106 151,262 153,106 151,262: 1,198 3,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 60: 0 0 0 -190 -152 -190 -152: 250 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 98.0 99.2 98.0: 0.8 2.0
Old : 100.0: 0.0 0.0 0.0 99.2 98.0 99.2 98.0: 0.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 24 27 24 27:
Old : 35: 0 0 0 24 27 24 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 : 75.8 69.6 91.3 87.6 63.6 64.4 77.3 75.1
Old : 75.8 69.6 91.3 87.6 63.6 64.4 77.3 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 251,223: 0 313 1,412 242,659 240,386 244,071 242,111: 7,152 9,112
Old : 251,223: 0 313 1,412 242,659 240,386 244,071 242,111: 7,152 9,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -1,481: 0 123 81 -1,766 -1,637 -1,685 -1,433: 204 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.6 96.6 95.7 97.2 96.4: 2.8 3.6
Old : 100.0: 0.0 0.1 0.6 96.6 95.7 97.2 96.4: 2.8 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 : 46: 0 1 1 37 38 38 39:
Old : 46: 0 1 1 37 38 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 48.2 69.9 65.1 44.4 40.1 59.2 50.5
Old : 52.8 48.2 69.9 65.1 44.4 40.1 59.2 50.5
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 15,755: 341 1,503 0 13,001 12,016 13,342 13,519: 2,413 2,236
Old : 15,755: 341 1,503 0 13,001 12,016 13,342 13,519: 2,413 2,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 0 -124 0 -124: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 9.5 0.0 82.5 76.3 84.7 85.8: 15.3 14.2
Old : 100.0: 2.2 9.5 0.0 82.5 76.3 84.7 85.8: 15.3 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 14 13 15 15:
Old : 25: 1 2 0 14 13 15 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 : 54.5 53.1 70.3 72.6 50.4 50.6 64.5 65.9
Old : 54.5 53.1 70.3 72.6 50.4 50.6 64.5 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,385: 0 1,673 958 56,593 60,939 57,551 63,570: 10,834 4,815
Old : 68,385: 0 1,673 958 56,593 60,939 57,551 63,570: 10,834 4,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 63: 0 0 0 -447 -177 -447 -177: 510 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 1.4 82.8 89.1 84.2 93.0: 15.8 7.0
Old : 100.0: 0.0 2.4 1.4 82.8 89.1 84.2 93.0: 15.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 12 16 14 18:
Old : 20: 0 2 2 12 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 : 60.8 59.5 80.4 82.6 45.9 47.7 51.3 57.4
Old : 60.8 59.5 80.4 82.6 45.9 47.7 51.3 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,003: 0 2,044 2,020 113,014 111,284 115,034 115,348: 1,969 1,655
Old : 117,003: 0 2,044 2,020 113,014 111,284 115,034 115,348: 1,969 1,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -305: 0 -128 0 96 -207 96 -335: -401 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 1.7 96.6 95.1 98.3 98.6: 1.7 1.4
Old : 100.0: 0.0 1.7 1.7 96.6 95.1 98.3 98.6: 1.7 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 : 37: 0 3 1 25 27 26 30:
Old : 37: 0 3 1 25 27 26 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 : 54.0 47.0 78.1 67.3 43.8 41.1 60.3 53.8
Old : 54.0 47.0 78.1 67.3 43.8 41.1 60.3 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,413: 0 0 0 27,589 29,346 27,589 29,346: 4,824 3,067
Old : 32,413: 0 0 0 27,589 29,346 27,589 29,346: 4,824 3,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.1 90.5 85.1 90.5: 14.9 9.5
Old : 100.0: 0.0 0.0 0.0 85.1 90.5 85.1 90.5: 14.9 9.5
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 : 20: 0 0 0 18 14 18 14:
Old : 20: 0 0 0 18 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 73.2 66.8 85.1 36.2 49.3 43.8 51.9
Old : 47.5 73.2 66.8 85.1 36.2 49.3 43.8 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 136,893: 9,239 0 1,036 118,440 131,276 128,715 132,312: 8,178 4,581
Old : 136,893: 9,239 0 1,036 118,440 131,276 128,715 132,312: 8,178 4,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 538: 426 0 0 -466 333 -40 333: 578 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 0.8 86.5 95.9 94.0 96.7: 6.0 3.3
Old : 100.0: 6.7 0.0 0.8 86.5 95.9 94.0 96.7: 6.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 1 23 17 26 18:
Old : 30: 3 0 1 23 17 26 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 : 48.6 75.5 72.6 89.3 44.4 71.4 63.0 78.0
Old : 48.6 75.5 72.6 89.3 44.4 71.4 63.0 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 125,245: 0 0 0 117,043 121,872 117,043 121,872: 8,202 3,373
Old : 125,245: 0 0 0 117,043 121,872 117,043 121,872: 8,202 3,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -126: 0 0 0 -248 -889 -248 -889: 122 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.5 97.3 93.5 97.3: 6.5 2.7
Old : 100.0: 0.0 0.0 0.0 93.5 97.3 93.5 97.3: 6.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 20 17 20 17:
Old : 22: 0 0 0 20 17 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 : 62.5 78.0 83.2 91.5 60.2 76.2 80.4 87.7
Old : 62.5 78.0 83.2 91.5 60.2 76.2 80.4 87.7
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 71,297: 848 0 0 69,444 70,160 70,292 70,160: 1,005 1,137
Old : 71,297: 848 0 0 69,444 70,160 70,292 70,160: 1,005 1,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 976: 0 0 0 976 329 976 329: 0 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 97.4 98.4 98.6 98.4: 1.4 1.6
Old : 100.0: 1.2 0.0 0.0 97.4 98.4 98.6 98.4: 1.4 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 : 21: 2 0 0 11 12 13 12:
Old : 21: 2 0 0 11 12 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 87.1 93.9 94.5 78.2 84.3 87.0 89.1
Old : 80.6 87.1 93.9 94.5 78.2 84.3 87.0 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 125,736: 780 627 0 117,183 121,502 117,963 122,129: 7,773 3,607
Old : 125,736: 780 627 0 117,183 121,502 117,963 122,129: 7,773 3,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 4,802: 0 29 -30 3,380 4,815 3,350 4,814: 1,452 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.5 0.0 93.2 96.6 93.8 97.1: 6.2 2.9
Old : 100.0: 0.6 0.5 0.0 93.2 96.6 93.8 97.1: 6.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 0 22 19 24 20:
Old : 30: 2 1 0 22 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 59.2 73.1 78.5 47.5 52.4 61.5 65.9
Old : 52.4 59.2 73.1 78.5 47.5 52.4 61.5 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 161,055: 0 4,025 8,415 142,218 142,578 150,633 155,018: 10,422 6,037
Old : 161,055: 0 4,025 8,415 142,218 142,578 150,633 155,018: 10,422 6,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 575: 0 -830 -70 -2,208 99 -2,278 -801: 2,853 1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 5.2 88.3 88.5 93.5 96.3: 6.5 3.7
Old : 100.0: 0.0 2.5 5.2 88.3 88.5 93.5 96.3: 6.5 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 : 45: 0 3 3 37 30 40 34:
Old : 45: 0 3 3 37 30 40 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 : 40.3 62.7 57.2 75.3 31.1 56.3 43.0 63.1
Old : 40.3 62.7 57.2 75.3 31.1 56.3 43.0 63.1
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 22,031: 1,866 0 0 17,780 21,049 19,646 21,049: 2,385 982
Old : 22,031: 1,866 0 0 17,780 21,049 19,646 21,049: 2,385 982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -620 0 -620 0: 620 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.0 80.7 95.5 89.2 95.5: 10.8 4.5
Old : 100.0: 8.5 0.0 0.0 80.7 95.5 89.2 95.5: 10.8 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 : 24: 3 0 0 12 13 15 13:
Old : 24: 3 0 0 12 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 : 50.7 67.2 74.2 84.6 48.7 67.2 71.8 83.3
Old : 50.7 67.2 74.2 84.6 48.7 67.2 71.8 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 41,318: 0 310 0 34,076 38,055 34,076 38,365: 7,242 2,953
Old : 41,318: 0 310 0 34,076 38,055 34,076 38,365: 7,242 2,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -5,053 -1,457 -5,053 -1,457: 5,053 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 82.5 92.1 82.5 92.9: 17.5 7.1
Old : 100.0: 0.0 0.8 0.0 82.5 92.1 82.5 92.9: 17.5 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 18 14 18 15:
Old : 24: 0 1 0 18 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 72.7 75.0 85.7 63.1 70.2 68.7 80.3
Old : 66.3 72.7 75.0 85.7 63.1 70.2 68.7 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 196,061: 10,626 5,268 553 177,407 179,860 188,586 185,681: 7,475 10,380
Old : 196,061: 10,626 5,268 553 177,407 179,860 188,586 185,681: 7,475 10,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 2,555: 0 -494 -156 1,235 782 1,079 132: 1,476 2,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.7 0.3 90.5 91.7 96.2 94.7: 3.8 5.3
Old : 100.0: 5.4 2.7 0.3 90.5 91.7 96.2 94.7: 3.8 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 : 44: 1 4 2 35 30 38 34:
Old : 44: 1 4 2 35 30 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 49.4 64.6 66.2 45.1 47.4 61.7 62.9
Old : 46.4 49.4 64.6 66.2 45.1 47.4 61.7 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 109,701: 0 0 0 104,684 102,095 104,684 102,095: 5,017 7,606
Old : 109,701: 0 0 0 104,684 102,095 104,684 102,095: 5,017 7,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,846: 0 0 0 1,295 -1,049 1,295 -1,049: 551 2,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 93.1 95.4 93.1: 4.6 6.9
Old : 100.0: 0.0 0.0 0.0 95.4 93.1 95.4 93.1: 4.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 22 25 22 25:
Old : 33: 0 0 0 22 25 22 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 : 48.0 41.1 73.0 66.4 45.2 37.7 61.1 56.6
Old : 48.0 41.1 73.0 66.4 45.2 37.7 61.1 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 85,081: 998 0 0 76,180 81,727 77,178 81,727: 7,903 3,354
Old : 85,081: 998 0 0 76,180 81,727 77,178 81,727: 7,903 3,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,051: 248 0 0 -757 1,051 -509 1,051: 1,560 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 89.5 96.1 90.7 96.1: 9.3 3.9
Old : 100.0: 1.2 0.0 0.0 89.5 96.1 90.7 96.1: 9.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 0 0 26 19 27 19:
Old : 34: 1 0 0 26 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 : 34.3 65.6 57.5 86.0 32.4 64.0 52.6 76.9
Old : 34.3 65.6 57.5 86.0 32.4 64.0 52.6 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 79,950: 2,962 0 428 70,461 73,426 73,851 73,854: 6,099 6,096
Old : 79,950: 2,962 0 428 70,461 73,426 73,851 73,854: 6,099 6,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 731: 29 0 0 -257 -1,611 -228 -1,611: 959 2,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.5 88.1 91.8 92.4 92.4: 7.6 7.6
Old : 100.0: 3.7 0.0 0.5 88.1 91.8 92.4 92.4: 7.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 1 18 23 20 24:
Old : 32: 2 0 1 18 23 20 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 : 49.2 54.3 71.6 73.2 41.8 47.9 57.7 57.0
Old : 49.2 54.3 71.6 73.2 41.8 47.9 57.7 57.0
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, September 05, 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 : 28,856: 1,766 0 0 25,116 24,425 26,882 24,425: 1,974 4,431
Old : 28,856: 1,766 0 0 25,116 24,425 26,882 24,425: 1,974 4,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 310: 186 0 0 -744 -4,061 -558 -4,061: 868 4,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 87.0 84.6 93.2 84.6: 6.8 15.4
Old : 100.0: 6.1 0.0 0.0 87.0 84.6 93.2 84.6: 6.8 15.4
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 : 31: 2 0 0 14 20 16 20:
Old : 31: 2 0 0 14 20 16 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 : 65.2 51.7 81.4 67.0 65.1 51.7 80.8 66.7
Old : 65.2 51.7 81.4 67.0 65.1 51.7 80.8 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 129,704: 0 0 0 119,444 121,902 119,444 121,902: 10,260 7,802
Old : 129,704: 0 0 0 119,444 121,902 119,444 121,902: 10,260 7,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 2,035: 0 0 0 1,557 774 1,557 774: 478 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.1 94.0 92.1 94.0: 7.9 6.0
Old : 100.0: 0.0 0.0 0.0 92.1 94.0 92.1 94.0: 7.9 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 : 35: 0 0 0 28 18 28 18:
Old : 35: 0 0 0 28 18 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 67.1 63.4 82.5 42.0 65.2 60.2 76.6
Old : 42.8 67.1 63.4 82.5 42.0 65.2 60.2 76.6
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, September 05, 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 : 78,205: 0 0 0 68,560 73,631 68,560 73,631: 9,645 4,574
Old : 78,205: 0 0 0 68,560 73,631 68,560 73,631: 9,645 4,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -710: 0 0 0 -861 -1,520 -861 -1,520: 151 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.7 94.2 87.7 94.2: 12.3 5.8
Old : 100.0: 0.0 0.0 0.0 87.7 94.2 87.7 94.2: 12.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 16 16 16 16:
Old : 23: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 69.3 73.6 86.6 42.2 58.7 57.6 70.6
Old : 53.0 69.3 73.6 86.6 42.2 58.7 57.6 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 117,527: 20,388 6,952 11,129 84,127 98,714 115,644 116,795: 1,883 732
Old : 117,527: 20,388 6,952 11,129 84,127 98,714 115,644 116,795: 1,883 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -3,354: 44 -35 -1,158 -3,711 -2,532 -4,826 -3,725: 1,472 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 5.9 9.5 71.6 84.0 98.4 99.4: 1.6 0.6
Old : 100.0: 17.3 5.9 9.5 71.6 84.0 98.4 99.4: 1.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 14 8 18 41 42 62 61:
Old : 67: 14 8 18 41 42 62 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 32.8 56.9 52.2 23.3 20.1 32.3 30.6
Old : 38.1 32.8 56.9 52.2 23.3 20.1 32.3 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 29,825: 1,150 525 100 28,575 29,200 29,825 29,825: 0 0
Old : 29,825: 1,150 525 100 28,575 29,200 29,825 29,825: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -3,994: 275 -225 -200 -4,054 -3,569 -3,979 -3,994: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.8 0.3 95.8 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 1.8 0.3 95.8 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 : 35: 4 4 2 25 19 30 24:
Old : 35: 4 4 2 25 19 30 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 : 49.4 53.5 73.6 84.9 40.4 48.9 49.7 55.6
Old : 49.4 53.5 73.6 84.9 40.4 48.9 49.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 21,454: 650 150 400 20,380 20,664 21,430 21,214: 24 240
Old : 21,454: 650 150 400 20,380 20,664 21,430 21,214: 24 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -2,140: -250 -525 100 -1,990 -1,715 -2,140 -2,140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.7 1.9 95.0 96.3 99.9 98.9: 0.1 1.1
Old : 100.0: 3.0 0.7 1.9 95.0 96.3 99.9 98.9: 0.1 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 : 27: 2 1 1 19 16 22 17:
Old : 27: 2 1 1 19 16 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 55.6 80.7 83.6 55.3 42.2 63.5 60.5
Old : 61.9 55.6 80.7 83.6 55.3 42.2 63.5 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 178,933: 8,825 34,153 4,173 165,788 138,701 178,786 177,027: 147 1,906
Old : 178,933: 8,825 34,153 4,173 165,788 138,701 178,786 177,027: 147 1,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 903: -107 40 50 849 -1,083 792 -993: 111 1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 19.1 2.3 92.7 77.5 99.9 98.9: 0.1 1.1
Old : 100.0: 4.9 19.1 2.3 92.7 77.5 99.9 98.9: 0.1 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 : 61: 7 8 6 40 40 50 51:
Old : 61: 7 8 6 40 40 50 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 41.7 58.8 70.0 32.1 35.6 47.2 53.6
Old : 36.5 41.7 58.8 70.0 32.1 35.6 47.2 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 57,806: 1,851 6,371 900 55,026 50,530 57,777 57,801: 29 5
Old : 57,806: 1,851 6,371 900 55,026 50,530 57,777 57,801: 29 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 93: -210 -75 0 303 168 93 93: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 11.0 1.6 95.2 87.4 99.9 100.0: 0.1 0.0
Old : 100.0: 3.2 11.0 1.6 95.2 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 : 38: 6 8 3 18 23 27 31:
Old : 38: 6 8 3 18 23 27 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 : 76.9 74.5 88.9 86.4 74.0 68.7 80.7 78.4
Old : 76.9 74.5 88.9 86.4 74.0 68.7 80.7 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 58,668: 200 3,250 885 56,883 54,218 57,968 58,353: 700 315
Old : 58,668: 200 3,250 885 56,883 54,218 57,968 58,353: 700 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 560: -10 0 0 -20 560 -30 560: 590 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.5 1.5 97.0 92.4 98.8 99.5: 1.2 0.5
Old : 100.0: 0.3 5.5 1.5 97.0 92.4 98.8 99.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 4 29 28 33 32:
Old : 37: 2 2 4 29 28 33 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 : 48.9 45.9 72.0 71.2 24.5 31.1 37.1 45.5
Old : 48.9 45.9 72.0 71.2 24.5 31.1 37.1 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 61,301: 1,715 1,635 240 58,756 59,072 60,711 60,947: 590 354
Old : 61,301: 1,715 1,635 240 58,756 59,072 60,711 60,947: 590 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 755: 630 210 -5 -245 546 380 751: 375 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.7 0.4 95.8 96.4 99.0 99.4: 1.0 0.6
Old : 100.0: 2.8 2.7 0.4 95.8 96.4 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 7 3 28 29 32 37:
Old : 43: 2 7 3 28 29 32 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 52.9 65.0 77.0 37.9 45.2 52.7 58.3
Old : 40.2 52.9 65.0 77.0 37.9 45.2 52.7 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 67,431: 775 17,400 0 66,089 49,507 66,864 66,907: 567 524
Old : 67,431: 775 17,400 0 66,089 49,507 66,864 66,907: 567 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 540: -65 0 0 490 175 425 175: 115 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 25.8 0.0 98.0 73.4 99.2 99.2: 0.8 0.8
Old : 100.0: 1.1 25.8 0.0 98.0 73.4 99.2 99.2: 0.8 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 : 38: 1 1 0 29 27 30 28:
Old : 38: 1 1 0 29 27 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 72.9 65.9 85.1 43.1 66.4 60.0 75.5
Old : 45.4 72.9 65.9 85.1 43.1 66.4 60.0 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 90,292: 1,255 25,050 0 88,321 64,837 89,576 89,887: 716 405
Old : 90,292: 1,255 25,050 0 88,321 64,837 89,576 89,887: 716 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 967: -165 350 0 788 492 623 842: 344 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 27.7 0.0 97.8 71.8 99.2 99.6: 0.8 0.4
Old : 100.0: 1.4 27.7 0.0 97.8 71.8 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 2 0 31 25 32 27:
Old : 39: 1 2 0 31 25 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 68.4 66.6 84.0 46.2 66.7 64.2 77.7
Old : 47.1 68.4 66.6 84.0 46.2 66.7 64.2 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,874: 425 850 0 33,339 32,914 33,764 33,764: 110 110
Old : 33,874: 425 850 0 33,339 32,914 33,764 33,764: 110 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 745: 0 0 0 745 745 745 745: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.5 0.0 98.4 97.2 99.7 99.7: 0.3 0.3
Old : 100.0: 1.3 2.5 0.0 98.4 97.2 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 23 19 24 20:
Old : 27: 1 1 0 23 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 70.5 69.0 83.6 31.6 55.4 45.9 56.7
Old : 42.1 70.5 69.0 83.6 31.6 55.4 45.9 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 37,691: 1,625 0 125 35,881 37,266 37,631 37,391: 60 300
Old : 37,691: 1,625 0 125 35,881 37,266 37,631 37,391: 60 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 250: -75 0 75 250 175 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.3 95.2 98.9 99.8 99.2: 0.2 0.8
Old : 100.0: 4.3 0.0 0.3 95.2 98.9 99.8 99.2: 0.2 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 : 32: 3 0 1 24 24 27 25:
Old : 32: 3 0 1 24 24 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 : 42.6 68.8 64.5 88.0 23.5 49.0 38.1 55.3
Old : 42.6 68.8 64.5 88.0 23.5 49.0 38.1 55.3
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 13,865: 800 300 0 13,065 13,565 13,865 13,865: 0 0
Old : 13,865: 800 300 0 13,065 13,565 13,865 13,865: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.2 0.0 94.2 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 2.2 0.0 94.2 97.8 100.0 100.0: 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 : 21: 1 1 0 17 13 18 14:
Old : 21: 1 1 0 17 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 60.7 82.7 90.6 66.7 56.4 78.6 80.2
Old : 66.7 60.7 82.7 90.6 66.7 56.4 78.6 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 21,082: 2,150 3,088 350 18,367 17,339 20,867 20,777: 215 305
Old : 21,082: 2,150 3,088 350 18,367 17,339 20,867 20,777: 215 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.6 1.7 87.1 82.2 99.0 98.6: 1.0 1.4
Old : 100.0: 10.2 14.6 1.7 87.1 82.2 99.0 98.6: 1.0 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 : 36: 4 4 2 25 24 29 30:
Old : 36: 4 4 2 25 24 29 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 38.0 68.8 59.6 38.9 35.5 57.1 52.2
Old : 44.9 38.0 68.8 59.6 38.9 35.5 57.1 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,047: 500 2,732 600 7,802 5,420 8,902 8,752: 145 295
Old : 9,047: 500 2,732 600 7,802 5,420 8,902 8,752: 145 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 30.2 6.6 86.2 59.9 98.4 96.7: 1.6 3.3
Old : 100.0: 5.5 30.2 6.6 86.2 59.9 98.4 96.7: 1.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 1 12 12 14 15:
Old : 21: 1 2 1 12 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 : 61.5 52.3 85.8 83.8 53.5 51.6 69.8 65.6
Old : 61.5 52.3 85.8 83.8 53.5 51.6 69.8 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,070: 175 150 375 10,175 10,435 10,725 10,960: 345 110
Old : 11,070: 175 150 375 10,175 10,435 10,725 10,960: 345 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -15: 0 0 0 -20 -100 -20 -100: 5 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.4 3.4 91.9 94.3 96.9 99.0: 3.1 1.0
Old : 100.0: 1.6 1.4 3.4 91.9 94.3 96.9 99.0: 3.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 14 14 16 17:
Old : 24: 2 1 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 : 66.3 63.5 85.3 88.2 64.9 60.8 73.4 70.9
Old : 66.3 63.5 85.3 88.2 64.9 60.8 73.4 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,658: 650 425 600 41,408 41,523 42,658 42,548: 0 110
Old : 42,658: 650 425 600 41,408 41,523 42,658 42,548: 0 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 596: 0 0 0 596 586 596 586: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.0 1.4 97.1 97.3 100.0 99.7: 0.0 0.3
Old : 100.0: 1.5 1.0 1.4 97.1 97.3 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 1 25 23 26 27:
Old : 32: 1 3 1 25 23 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 59.2 70.2 77.9 32.0 51.3 46.6 55.4
Old : 44.2 59.2 70.2 77.9 32.0 51.3 46.6 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 48,696: 1,075 1,475 175 47,126 46,956 48,376 48,606: 320 90
Old : 48,696: 1,075 1,475 175 47,126 46,956 48,376 48,606: 320 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 184: -300 0 0 484 184 184 184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.0 0.4 96.8 96.4 99.3 99.8: 0.7 0.2
Old : 100.0: 2.2 3.0 0.4 96.8 96.4 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 : 42: 1 7 2 28 26 30 34:
Old : 42: 1 7 2 28 26 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 : 46.6 58.6 68.0 80.6 40.0 54.0 58.4 72.4
Old : 46.6 58.6 68.0 80.6 40.0 54.0 58.4 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,448: 1,595 0 300 50,573 53,068 52,468 53,368: 980 80
Old : 53,448: 1,595 0 300 50,573 53,068 52,468 53,368: 980 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 300: 145 0 -60 -670 300 -585 240: 885 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.6 94.6 99.3 98.2 99.9: 1.8 0.1
Old : 100.0: 3.0 0.0 0.6 94.6 99.3 98.2 99.9: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 1 21 15 24 16:
Old : 29: 3 0 1 21 15 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 94.1 68.5 98.4 36.7 92.8 64.1 93.2
Old : 41.1 94.1 68.5 98.4 36.7 92.8 64.1 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,393: 2,170 2,250 175 57,128 57,913 59,473 60,338: 920 55
Old : 60,393: 2,170 2,250 175 57,128 57,913 59,473 60,338: 920 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 220: -30 0 0 -505 185 -535 185: 755 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.7 0.3 94.6 95.9 98.5 99.9: 1.5 0.1
Old : 100.0: 3.6 3.7 0.3 94.6 95.9 98.5 99.9: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 1 25 13 28 15:
Old : 32: 3 1 1 25 13 28 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 90.3 64.9 97.2 34.7 88.4 61.4 91.6
Old : 37.6 90.3 64.9 97.2 34.7 88.4 61.4 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 74,484: 210 1,837 79 74,168 72,240 74,457 74,156: 27 328
Old : 74,484: 210 1,837 79 74,168 72,240 74,457 74,156: 27 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 483: 0 -670 79 404 1,074 483 483: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.5 0.1 99.6 97.0 100.0 99.6: 0.0 0.4
Old : 100.0: 0.3 2.5 0.1 99.6 97.0 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 3 1 30 28 33 31:
Old : 43: 2 3 1 30 28 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 61.2 76.5 81.1 54.1 57.5 74.5 76.7
Old : 54.1 61.2 76.5 81.1 54.1 57.5 74.5 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 99,231: 5,656 4,988 1,461 92,034 92,736 99,151 99,185: 80 46
Old : 99,231: 5,656 4,988 1,461 92,034 92,736 99,151 99,185: 80 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 2,118: 420 708 148 1,550 1,262 2,118 2,118: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.0 1.5 92.7 93.5 99.9 100.0: 0.1 0.0
Old : 100.0: 5.7 5.0 1.5 92.7 93.5 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 : 58: 9 8 8 34 35 49 45:
Old : 58: 9 8 8 34 35 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 57.1 67.0 76.6 42.6 52.1 60.9 67.1
Old : 44.0 57.1 67.0 76.6 42.6 52.1 60.9 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 33,010: 150 0 0 32,816 33,010 32,966 33,010: 44 0
Old : 33,010: 150 0 0 32,816 33,010 32,966 33,010: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,000: 0 0 0 1,000 1,000 1,000 1,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.4 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.5 0.0 0.0 99.4 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 0 15 13 18 13:
Old : 23: 3 0 0 15 13 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 86.1 97.3 97.3 76.7 79.9 81.0 82.1
Old : 78.7 86.1 97.3 97.3 76.7 79.9 81.0 82.1
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 43,724: 1,085 4,675 164 42,075 37,898 43,324 42,737: 400 987
Old : 43,724: 1,085 4,675 164 42,075 37,898 43,324 42,737: 400 987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 20: -65 0 30 30 -752 -5 -722: 25 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 10.7 0.4 96.2 86.7 99.1 97.7: 0.9 2.3
Old : 100.0: 2.5 10.7 0.4 96.2 86.7 99.1 97.7: 0.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 3 3 26 17 29 22:
Old : 31: 2 3 3 26 17 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 76.7 74.9 90.3 54.5 68.1 69.6 77.7
Old : 54.8 76.7 74.9 90.3 54.5 68.1 69.6 77.7
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 45,447: 3,995 1,400 1,805 39,417 41,150 45,217 44,355: 230 1,092
Old : 45,447: 3,995 1,400 1,805 39,417 41,150 45,217 44,355: 230 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 320: 75 0 0 185 -472 260 -472: 60 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 3.1 4.0 86.7 90.5 99.5 97.6: 0.5 2.4
Old : 100.0: 8.8 3.1 4.0 86.7 90.5 99.5 97.6: 0.5 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 : 33: 5 1 2 25 21 30 24:
Old : 33: 5 1 2 25 21 30 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 : 44.5 63.7 67.0 80.5 32.3 50.3 47.7 60.9
Old : 44.5 63.7 67.0 80.5 32.3 50.3 47.7 60.9
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 38,346: 0 2,095 180 37,385 35,771 37,565 38,046: 781 300
Old : 38,346: 0 2,095 180 37,385 35,771 37,565 38,046: 781 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 615: 0 50 -5 -36 560 -41 605: 656 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 0.5 97.5 93.3 98.0 99.2: 2.0 0.8
Old : 100.0: 0.0 5.5 0.5 97.5 93.3 98.0 99.2: 2.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 2 21 16 23 19:
Old : 29: 0 3 2 21 16 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 72.4 82.6 87.1 60.4 70.8 79.9 84.5
Old : 60.4 72.4 82.6 87.1 60.4 70.8 79.9 84.5
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 33,063: 350 2,300 190 32,053 30,458 32,593 32,948: 470 115
Old : 33,063: 350 2,300 190 32,053 30,458 32,593 32,948: 470 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 85: 0 0 0 -275 10 -275 10: 360 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 7.0 0.6 96.9 92.1 98.6 99.7: 1.4 0.3
Old : 100.0: 1.1 7.0 0.6 96.9 92.1 98.6 99.7: 1.4 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 : 29: 2 2 1 19 15 22 17:
Old : 29: 2 2 1 19 15 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 75.6 86.2 88.2 68.1 75.6 83.8 85.6
Old : 68.7 75.6 86.2 88.2 68.1 75.6 83.8 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 28,588: 1,239 875 273 26,260 27,189 27,772 28,337: 816 251
Old : 28,588: 1,239 875 273 26,260 27,189 27,772 28,337: 816 251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -15: 0 0 0 -420 -211 -420 -211: 405 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.1 1.0 91.9 95.1 97.1 99.1: 2.9 0.9
Old : 100.0: 4.3 3.1 1.0 91.9 95.1 97.1 99.1: 2.9 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 : 34: 4 2 2 22 22 27 25:
Old : 34: 4 2 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 : 53.7 56.6 69.5 74.0 47.4 56.6 61.5 69.6
Old : 53.7 56.6 69.5 74.0 47.4 56.6 61.5 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,374: 949 25 301 19,804 20,826 21,054 21,152: 1,320 1,222
Old : 22,374: 949 25 301 19,804 20,826 21,054 21,152: 1,320 1,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 105: 0 25 0 -1,095 -962 -1,095 -937: 1,200 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.1 1.3 88.5 93.1 94.1 94.5: 5.9 5.5
Old : 100.0: 4.2 0.1 1.3 88.5 93.1 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 : 29: 2 1 2 17 19 19 22:
Old : 29: 2 1 2 17 19 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 : 65.7 64.5 79.1 82.6 65.4 64.4 76.8 80.6
Old : 65.7 64.5 79.1 82.6 65.4 64.4 76.8 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 49,236: 1,910 9,942 356 46,765 38,401 49,031 48,699: 205 537
Old : 49,236: 1,910 9,942 356 46,765 38,401 49,031 48,699: 205 537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 930: 25 131 -1 831 262 855 393: 75 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 20.2 0.7 95.0 78.0 99.6 98.9: 0.4 1.1
Old : 100.0: 3.9 20.2 0.7 95.0 78.0 99.6 98.9: 0.4 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 : 44: 5 4 2 32 26 38 31:
Old : 44: 5 4 2 32 26 38 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 48.3 67.1 68.1 47.4 44.6 55.6 56.3
Old : 51.4 48.3 67.1 68.1 47.4 44.6 55.6 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 33,386: 1,385 3,490 0 31,826 29,618 33,211 33,108: 175 278
Old : 33,386: 1,385 3,490 0 31,826 29,618 33,211 33,108: 175 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -20: 0 0 0 -95 -293 -95 -293: 75 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 10.5 0.0 95.3 88.7 99.5 99.2: 0.5 0.8
Old : 100.0: 4.1 10.5 0.0 95.3 88.7 99.5 99.2: 0.5 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 : 38: 2 4 0 29 23 31 27:
Old : 38: 2 4 0 29 23 31 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 : 48.7 58.0 69.5 81.5 43.3 52.4 63.5 71.6
Old : 48.7 58.0 69.5 81.5 43.3 52.4 63.5 71.6
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,047: 0 3,950 650 19,373 15,447 20,023 20,047: 24 0
Old : 20,047: 0 3,950 650 19,373 15,447 20,023 20,047: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -1,085: 0 -250 -125 -984 -710 -1,109 -1,085: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.7 3.2 96.6 77.1 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 19.7 3.2 96.6 77.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 16 16 17 18:
Old : 23: 0 2 1 16 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 67.3 89.4 87.4 55.6 55.5 67.7 65.1
Old : 71.7 67.3 89.4 87.4 55.6 55.5 67.7 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 12,300: 0 100 0 12,299 12,200 12,299 12,300: 1 0
Old : 12,300: 0 100 0 12,299 12,200 12,299 12,300: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -700: 0 -25 0 -695 -675 -695 -700: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 100.0 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.8 0.0 100.0 99.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 14 12 14 13:
Old : 20: 0 1 0 14 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 80.5 94.9 94.7 72.3 66.5 76.6 74.8
Old : 80.7 80.5 94.9 94.7 72.3 66.5 76.6 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,665: 625 0 5 15,765 17,510 16,395 17,515: 1,270 150
Old : 17,665: 625 0 5 15,765 17,510 16,395 17,515: 1,270 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -75 -130 -75 -130: 75 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 89.2 99.1 92.8 99.2: 7.2 0.8
Old : 100.0: 3.5 0.0 0.0 89.2 99.1 92.8 99.2: 7.2 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 : 22: 2 0 1 17 11 19 12:
Old : 22: 2 0 1 17 11 19 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 : 67.0 89.1 79.1 96.6 59.8 87.1 71.9 87.1
Old : 67.0 89.1 79.1 96.6 59.8 87.1 71.9 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,575: 400 100 360 17,460 17,865 18,220 18,325: 355 250
Old : 18,575: 400 100 360 17,460 17,865 18,220 18,325: 355 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -25 -230 -25 -230: 25 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.5 1.9 94.0 96.2 98.1 98.7: 1.9 1.3
Old : 100.0: 2.2 0.5 1.9 94.0 96.2 98.1 98.7: 1.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 1 20 12 23 13:
Old : 27: 2 1 1 20 12 23 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 84.8 77.1 94.1 56.6 79.8 68.6 81.6
Old : 63.0 84.8 77.1 94.1 56.6 79.8 68.6 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 731,461: 12,577 81,152 94,391 624,387 555,790 731,355 731,332: 106 129
Old : 731,461: 12,577 81,152 94,391 624,387 555,790 731,355 731,332: 106 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -5,137: -1,240 -3,768 938 -4,835 -2,330 -5,137 -5,160: 0 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.1 12.9 85.4 76.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 11.1 12.9 85.4 76.0 100.0 100.0: 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 : 27: 4 3 6 18 18 25 24:
Old : 27: 4 3 6 18 18 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 53.5 85.6 82.3 21.5 20.6 23.5 23.1
Old : 65.9 53.5 85.6 82.3 21.5 20.6 23.5 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,760: 15 0 10 10,440 10,725 10,465 10,735: 295 25
Old : 10,760: 15 0 10 10,440 10,725 10,465 10,735: 295 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -210 -25 -210 -25: 210 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.1 97.0 99.7 97.3 99.8: 2.7 0.2
Old : 100.0: 0.1 0.0 0.1 97.0 99.7 97.3 99.8: 2.7 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 : 24: 1 0 1 17 13 18 14:
Old : 24: 1 0 1 17 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 75.0 82.9 90.9 56.8 67.1 72.3 76.9
Old : 64.6 75.0 82.9 90.9 56.8 67.1 72.3 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,949: 1,035 125 50 25,121 26,715 26,206 26,890: 743 59
Old : 26,949: 1,035 125 50 25,121 26,715 26,206 26,890: 743 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 40: 0 0 0 -130 15 -130 15: 170 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.5 0.2 93.2 99.1 97.2 99.8: 2.8 0.2
Old : 100.0: 3.8 0.5 0.2 93.2 99.1 97.2 99.8: 2.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 2 2 20 15 25 18:
Old : 30: 4 2 2 20 15 25 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 : 74.1 79.5 85.6 94.5 69.4 74.3 76.9 82.9
Old : 74.1 79.5 85.6 94.5 69.4 74.3 76.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,690: 1,060 125 50 23,085 24,465 24,195 24,640: 495 50
Old : 24,690: 1,060 125 50 23,085 24,465 24,195 24,640: 495 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 30: 0 0 0 -115 5 -115 5: 145 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.5 0.2 93.5 99.1 98.0 99.8: 2.0 0.2
Old : 100.0: 4.3 0.5 0.2 93.5 99.1 98.0 99.8: 2.0 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 : 27: 4 2 2 17 12 22 15:
Old : 27: 4 2 2 17 12 22 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 : 72.5 84.2 85.3 96.7 65.6 73.1 73.3 79.9
Old : 72.5 84.2 85.3 96.7 65.6 73.1 73.3 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,065: 25 425 0 11,485 11,555 11,510 11,980: 555 85
Old : 12,065: 25 425 0 11,485 11,555 11,510 11,980: 555 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -335 -25 -335 -25: 335 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.5 0.0 95.2 95.8 95.4 99.3: 4.6 0.7
Old : 100.0: 0.2 3.5 0.0 95.2 95.8 95.4 99.3: 4.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 0 14 14 15 17:
Old : 25: 1 3 0 14 14 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 61.1 82.2 85.3 52.5 59.0 74.2 75.5
Old : 57.6 61.1 82.2 85.3 52.5 59.0 74.2 75.5
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,620: 685 100 62 23,631 24,168 24,378 24,330: 242 290
Old : 24,620: 685 100 62 23,631 24,168 24,378 24,330: 242 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 105: -47 0 0 35 -185 -12 -185: 117 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.4 0.3 96.0 98.2 99.0 98.8: 1.0 1.2
Old : 100.0: 2.8 0.4 0.3 96.0 98.2 99.0 98.8: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 2 15 16 20 19:
Old : 30: 5 1 2 15 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 : 62.2 71.7 86.2 90.0 55.5 67.1 68.7 73.6
Old : 62.2 71.7 86.2 90.0 55.5 67.1 68.7 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,402: 684 100 37 25,552 25,925 26,273 26,062: 129 340
Old : 26,402: 684 100 37 25,552 25,925 26,273 26,062: 129 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 105: -47 0 0 35 -235 -12 -235: 117 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.4 0.1 96.8 98.2 99.5 98.7: 0.5 1.3
Old : 100.0: 2.6 0.4 0.1 96.8 98.2 99.5 98.7: 0.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 2 16 18 20 21:
Old : 31: 4 1 2 16 18 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 72.8 86.3 90.3 52.2 58.8 62.9 65.1
Old : 59.8 72.8 86.3 90.3 52.2 58.8 62.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 116,624: 515 8,157 595 114,184 105,790 115,294 114,542: 1,330 2,082
Old : 116,624: 515 8,157 595 114,184 105,790 115,294 114,542: 1,330 2,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 908: 340 -215 115 -832 -1,062 -377 -1,162: 1,285 2,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.0 0.5 97.9 90.7 98.9 98.2: 1.1 1.8
Old : 100.0: 0.4 7.0 0.5 97.9 90.7 98.9 98.2: 1.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 9 4 38 32 43 43:
Old : 56: 3 9 4 38 32 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 58.3 67.3 82.4 49.6 52.7 66.3 72.8
Old : 49.6 58.3 67.3 82.4 49.6 52.7 66.3 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 130,551: 855 9,072 745 127,511 118,197 129,111 128,014: 1,440 2,537
Old : 130,551: 855 9,072 745 127,511 118,197 129,111 128,014: 1,440 2,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 793: 530 -45 -25 -1,092 -1,662 -587 -1,732: 1,380 2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 6.9 0.6 97.7 90.5 98.9 98.1: 1.1 1.9
Old : 100.0: 0.7 6.9 0.6 97.7 90.5 98.9 98.1: 1.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 5 11 6 40 38 48 52:
Old : 62: 5 11 6 40 38 48 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 : 48.9 54.7 64.6 79.2 48.7 48.7 62.2 71.0
Old : 48.9 54.7 64.6 79.2 48.7 48.7 62.2 71.0
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 234,119: 34,703 34,978 17,535 178,611 178,498 230,849 231,011: 3,270 3,108
Old : 234,119: 34,703 34,978 17,535 178,611 178,498 230,849 231,011: 3,270 3,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 4,366: 257 827 -333 1,177 857 1,101 1,351: 3,265 3,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.9 7.5 76.3 76.2 98.6 98.7: 1.4 1.3
Old : 100.0: 14.8 14.9 7.5 76.3 76.2 98.6 98.7: 1.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 13 21 18 49 47 72 76:
Old : 88: 13 21 18 49 47 72 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 30.0 52.4 47.1 26.5 23.4 40.0 33.4
Old : 33.6 30.0 52.4 47.1 26.5 23.4 40.0 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,339: 2,400 325 115 44,786 46,524 47,301 46,964: 1,038 1,375
Old : 48,339: 2,400 325 115 44,786 46,524 47,301 46,964: 1,038 1,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 9: -25 25 0 -744 -1,366 -769 -1,341: 778 1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.7 0.2 92.6 96.2 97.9 97.2: 2.1 2.8
Old : 100.0: 5.0 0.7 0.2 92.6 96.2 97.9 97.2: 2.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 2 2 26 15 31 18:
Old : 33: 4 2 2 26 15 31 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 : 60.3 87.7 77.8 94.4 59.4 79.1 73.3 83.1
Old : 60.3 87.7 77.8 94.4 59.4 79.1 73.3 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,899: 1,875 275 130 40,956 42,054 42,961 42,459: 938 1,440
Old : 43,899: 1,875 275 130 40,956 42,054 42,961 42,459: 938 1,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 134: 0 0 0 -569 -1,281 -569 -1,281: 703 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.6 0.3 93.3 95.8 97.9 96.7: 2.1 3.3
Old : 100.0: 4.3 0.6 0.3 93.3 95.8 97.9 96.7: 2.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 2 23 14 28 17:
Old : 31: 4 2 2 23 14 28 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 88.4 79.1 94.1 60.9 78.0 73.4 83.0
Old : 61.5 88.4 79.1 94.1 60.9 78.0 73.4 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2017