NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 47,654: 16,914 22,323 20 30,720 25,311 47,654 47,654: 0 0
Old : 47,654: 16,914 22,323 20 30,720 25,311 47,654 47,654: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -3,042: -142 -2,800 0 -2,900 -242 -3,042 -3,042: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 46.8 0.0 64.5 53.1 100.0 100.0: 0.0 0.0
Old : 100.0: 35.5 46.8 0.0 64.5 53.1 100.0 100.0: 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 : 26: 5 8 2 9 7 16 15:
Old : 26: 5 8 2 9 7 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 60.1 91.7 85.7 63.7 59.1 91.7 84.5
Old : 63.7 60.1 91.7 85.7 63.7 59.1 91.7 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 65,754: 4,714 6,282 6,295 54,729 53,177 65,738 65,754: 16 0
Old : 65,754: 4,714 6,282 6,295 54,729 53,177 65,738 65,754: 16 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -3,905: -2,370 -1,443 -441 -1,083 -2,020 -3,895 -3,905: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 9.6 9.6 83.2 80.9 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 9.6 9.6 83.2 80.9 100.0 100.0: 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: 7 9 10 14 15 28 28:
Old : 35: 7 9 10 14 15 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 44.2 82.2 71.5 43.0 33.4 53.9 48.2
Old : 63.0 44.2 82.2 71.5 43.0 33.4 53.9 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 36,099: 4,489 886 0 31,605 35,213 36,094 36,099: 5 0
Old : 36,099: 4,489 886 0 31,605 35,213 36,094 36,099: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -500: 0 0 0 -505 -500 -505 -500: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 2.5 0.0 87.6 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 12.4 2.5 0.0 87.6 97.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 4 0 8 9 10 13:
Old : 21: 2 4 0 8 9 10 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 : 84.3 84.8 99.5 97.5 81.5 84.8 92.7 91.9
Old : 84.3 84.8 99.5 97.5 81.5 84.8 92.7 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 33,135: 2,340 0 350 30,445 32,785 33,135 33,135: 0 0
Old : 33,135: 2,340 0 350 30,445 32,785 33,135 33,135: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 340: 0 0 0 350 340 350 340: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 1.1 91.9 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 7.1 0.0 1.1 91.9 98.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 0 2 9 8 17 10:
Old : 21: 6 0 2 9 8 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.9 84.6 95.1 99.4 88.9 83.6 92.7 94.2
Old : 88.9 84.6 95.1 99.4 88.9 83.6 92.7 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 37,530: 7,125 17,683 25 30,380 19,822 37,530 37,530: 0 0
Old : 37,530: 7,125 17,683 25 30,380 19,822 37,530 37,530: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 100: 100 0 0 0 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 47.1 0.1 80.9 52.8 100.0 100.0: 0.0 0.0
Old : 100.0: 19.0 47.1 0.1 80.9 52.8 100.0 100.0: 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 : 24: 7 6 1 8 6 15 13:
Old : 24: 7 6 1 8 6 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 : 79.7 67.7 94.4 90.8 79.7 66.0 94.3 88.5
Old : 79.7 67.7 94.4 90.8 79.7 66.0 94.3 88.5
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 25,967: 4,657 8,030 0 21,310 17,937 25,967 25,967: 0 0
Old : 25,967: 4,657 8,030 0 21,310 17,937 25,967 25,967: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 30.9 0.0 82.1 69.1 100.0 100.0: 0.0 0.0
Old : 100.0: 17.9 30.9 0.0 82.1 69.1 100.0 100.0: 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 : 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 : 76.7 73.4 96.4 94.8 76.7 73.4 96.4 94.8
Old : 76.7 73.4 96.4 94.8 76.7 73.4 96.4 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 28,710: 14,302 13,495 600 13,808 14,615 28,710 28,710: 0 0
Old : 28,710: 14,302 13,495 600 13,808 14,615 28,710 28,710: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -236: -202 0 0 -34 -236 -236 -236: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 47.0 2.1 48.1 50.9 100.0 100.0: 0.0 0.0
Old : 100.0: 49.8 47.0 2.1 48.1 50.9 100.0 100.0: 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 : 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 : 61.8 61.8 83.9 91.2 61.1 61.8 83.2 86.6
Old : 61.8 61.8 83.9 91.2 61.1 61.8 83.2 86.6
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, October 03, 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 : 19,745: 9,045 6,407 100 10,600 13,238 19,745 19,745: 0 0
Old : 19,745: 9,045 6,407 100 10,600 13,238 19,745 19,745: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -100: -100 0 0 0 -100 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 32.4 0.5 53.7 67.0 100.0 100.0: 0.0 0.0
Old : 100.0: 45.8 32.4 0.5 53.7 67.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 59.8 62.5 84.2 95.9 59.8 62.5 84.2 95.4
Old : 59.8 62.5 84.2 95.9 59.8 62.5 84.2 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 40,091: 3,055 3,028 417 36,619 36,611 40,091 40,056: 0 35
Old : 40,091: 3,055 3,028 417 36,619 36,611 40,091 40,056: 0 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -638: 250 -192 -158 -729 -285 -638 -635: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.6 1.0 91.3 91.3 100.0 99.9: 0.0 0.1
Old : 100.0: 7.6 7.6 1.0 91.3 91.3 100.0 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 : 28: 3 7 4 15 13 20 22:
Old : 28: 3 7 4 15 13 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 59.6 88.0 83.7 53.2 37.1 59.5 51.3
Old : 62.7 59.6 88.0 83.7 53.2 37.1 59.5 51.3
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,148,526: 1,010,488 41,128 626,911 3,477,582 4,467,167 5,114,981 5,135,206: 33,545 13,320
Old : 5,148,526: 1,010,488 41,128 626,911 3,477,582 4,467,167 5,114,981 5,135,206: 33,545 13,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -146,439: -16,259 5,301 -1,553 -129,270 -150,049 -147,082 -146,301: 643 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 0.8 12.2 67.5 86.8 99.3 99.7: 0.7 0.3
Old : 100.0: 19.6 0.8 12.2 67.5 86.8 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 58 20 56 130 112 200 176:
Old : 220: 58 20 56 130 112 200 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 36.9 40.7 52.3 22.7 35.7 34.2 46.5
Old : 25.9 36.9 40.7 52.3 22.7 35.7 34.2 46.5
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,332,414: 52,520 29,659 676,953 599,739 624,934 1,329,211 1,331,545: 3,204 869
Old : 1,332,414: 52,520 29,659 676,953 599,739 624,934 1,329,211 1,331,545: 3,204 869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -41,451: -11,344 -21,314 -7,979 -19,992 -4,402 -39,315 -33,695: -2,136 -7,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.2 50.8 45.0 46.9 99.8 99.9: 0.2 0.1
Old : 100.0: 3.9 2.2 50.8 45.0 46.9 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 13 16 26 49 49 75 78:
Old : 81: 13 16 26 49 49 75 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 55.7 71.7 71.7 5.1 3.3 5.9 5.5
Old : 56.7 55.7 71.7 71.7 5.1 3.3 5.9 5.5
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, October 03, 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 : 247,203: 9,643 6,965 4,487 216,152 231,594 230,282 243,046: 16,921 4,157
Old : 247,203: 9,643 6,965 4,487 216,152 231,594 230,282 243,046: 16,921 4,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 8,173: -43 7 537 9,358 8,527 9,852 9,071: -1,679 -898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.8 1.8 87.4 93.7 93.2 98.3: 6.8 1.7
Old : 100.0: 3.9 2.8 1.8 87.4 93.7 93.2 98.3: 6.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 2 4 29 29 37 34:
Old : 47: 7 2 4 29 29 37 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 : 47.5 59.0 62.8 79.4 42.4 47.2 53.1 64.2
Old : 47.5 59.0 62.8 79.4 42.4 47.2 53.1 64.2
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, October 03, 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 : 109,304: 1,544 110 1,252 102,658 102,450 105,454 103,812: 3,850 5,492
Old : 109,304: 1,544 110 1,252 102,658 102,450 105,454 103,812: 3,850 5,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 6,015: 717 -1,054 653 4,666 4,588 6,036 4,187: -21 1,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.1 1.1 93.9 93.7 96.5 95.0: 3.5 5.0
Old : 100.0: 1.4 0.1 1.1 93.9 93.7 96.5 95.0: 3.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 2 30 29 32 31:
Old : 38: 1 1 2 30 29 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 41.7 72.3 66.5 47.9 40.3 61.4 56.7
Old : 49.3 41.7 72.3 66.5 47.9 40.3 61.4 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 283,185: 0 5,675 3,401 269,700 267,505 273,101 276,581: 10,084 6,604
Old : 283,185: 0 5,675 3,401 269,700 267,505 273,101 276,581: 10,084 6,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 8,344: 0 1,166 -198 8,601 7,131 8,403 8,099: -59 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 1.2 95.2 94.5 96.4 97.7: 3.6 2.3
Old : 100.0: 0.0 2.0 1.2 95.2 94.5 96.4 97.7: 3.6 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 : 42: 0 5 3 30 29 33 34:
Old : 42: 0 5 3 30 29 33 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 : 64.7 52.3 77.8 75.5 55.7 52.3 65.5 66.2
Old : 64.7 52.3 77.8 75.5 55.7 52.3 65.5 66.2
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, October 03, 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 : 857,695: 1,934 17,305 7,138 836,844 830,871 845,916 855,314: 11,779 2,381
Old : 857,695: 1,934 17,305 7,138 836,844 830,871 845,916 855,314: 11,779 2,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -44,259: 1,934 -593 -83 -48,326 -42,222 -46,475 -42,898: 2,216 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.0 0.8 97.6 96.9 98.6 99.7: 1.4 0.3
Old : 100.0: 0.2 2.0 0.8 97.6 96.9 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 : 55: 1 3 3 49 31 53 34:
Old : 55: 1 3 3 49 31 53 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 65.7 61.4 85.2 42.1 65.5 59.8 80.6
Old : 42.5 65.7 61.4 85.2 42.1 65.5 59.8 80.6
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, October 03, 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 : 406,254: 6,193 3,627 699 384,564 392,827 391,456 397,153: 14,798 9,101
Old : 406,254: 6,193 3,627 699 384,564 392,827 391,456 397,153: 14,798 9,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 8,979: -434 3,627 459 10,333 4,514 10,358 8,600: -1,379 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.9 0.2 94.7 96.7 96.4 97.8: 3.6 2.2
Old : 100.0: 1.5 0.9 0.2 94.7 96.7 96.4 97.8: 3.6 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 : 65: 4 2 2 38 46 43 49:
Old : 65: 4 2 2 38 46 43 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 37.3 73.3 55.4 53.5 35.5 65.4 50.5
Old : 56.0 37.3 73.3 55.4 53.5 35.5 65.4 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 401,409: 1,198 0 403 381,773 371,444 383,374 371,847: 18,035 29,562
Old : 401,409: 1,198 0 403 381,773 371,444 383,374 371,847: 18,035 29,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 16,587: 176 0 -118 14,567 -7,898 14,625 -8,016: 1,962 24,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.1 95.1 92.5 95.5 92.6: 4.5 7.4
Old : 100.0: 0.3 0.0 0.1 95.1 92.5 95.5 92.6: 4.5 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 0 1 40 42 42 43:
Old : 53: 2 0 1 40 42 42 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 : 51.4 43.4 68.3 64.1 46.1 40.6 58.2 58.2
Old : 51.4 43.4 68.3 64.1 46.1 40.6 58.2 58.2
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, October 03, 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 : 234,778: 1,407 5,928 1,309 216,877 216,056 219,593 223,293: 15,185 11,485
Old : 234,778: 1,407 5,928 1,309 216,877 216,056 219,593 223,293: 15,185 11,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 3,268: -54 550 177 -4,300 873 -4,177 1,600: 7,445 1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.5 0.6 92.4 92.0 93.5 95.1: 6.5 4.9
Old : 100.0: 0.6 2.5 0.6 92.4 92.0 93.5 95.1: 6.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 6 2 34 29 36 36:
Old : 48: 1 6 2 34 29 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 38.9 70.9 64.5 44.0 38.0 57.8 54.8
Old : 48.9 38.9 70.9 64.5 44.0 38.0 57.8 54.8
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,453: 0 1,514 120 75,597 71,354 75,717 72,988: 3,736 6,465
Old : 79,453: 0 1,514 120 75,597 71,354 75,717 72,988: 3,736 6,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 739: 0 -642 -506 1,987 1,126 1,481 -22: -742 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.2 95.1 89.8 95.3 91.9: 4.7 8.1
Old : 100.0: 0.0 1.9 0.2 95.1 89.8 95.3 91.9: 4.7 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 2 1 28 25 29 27:
Old : 34: 0 2 1 28 25 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 47.6 72.4 64.8 49.5 46.7 66.4 61.5
Old : 54.8 47.6 72.4 64.8 49.5 46.7 66.4 61.5
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 22,065: 0 0 0 19,352 20,581 19,352 20,581: 2,713 1,484
Old : 22,065: 0 0 0 19,352 20,581 19,352 20,581: 2,713 1,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 62: 0 0 0 93 -937 93 -937: -31 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.7 93.3 87.7 93.3: 12.3 6.7
Old : 100.0: 0.0 0.0 0.0 87.7 93.3 87.7 93.3: 12.3 6.7
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 9 15 9 15:
Old : 22: 0 0 0 9 15 9 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 48.9 86.6 71.2 67.1 48.9 81.4 71.0
Old : 72.0 48.9 86.6 71.2 67.1 48.9 81.4 71.0
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 124,711: 1,844 463 1,394 113,693 118,114 116,931 119,971: 7,780 4,740
Old : 124,711: 1,844 463 1,394 113,693 118,114 116,931 119,971: 7,780 4,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,272: 302 3 31 1,788 998 2,121 1,032: 151 1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.4 1.1 91.2 94.7 93.8 96.2: 6.2 3.8
Old : 100.0: 1.5 0.4 1.1 91.2 94.7 93.8 96.2: 6.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 20 17 22 19:
Old : 26: 1 1 2 20 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 68.1 76.5 89.5 55.1 65.3 69.4 79.6
Old : 56.5 68.1 76.5 89.5 55.1 65.3 69.4 79.6
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, October 03, 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 : 166,265: 1,056 0 60 154,270 160,419 155,386 160,479: 10,879 5,786
Old : 166,265: 1,056 0 60 154,270 160,419 155,386 160,479: 10,879 5,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,523: -362 0 60 844 -332 542 -272: 1,981 2,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 92.8 96.5 93.5 96.5: 6.5 3.5
Old : 100.0: 0.6 0.0 0.0 92.8 96.5 93.5 96.5: 6.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 0 1 24 24 25 25:
Old : 35: 1 0 1 24 24 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 69.5 71.6 83.0 54.5 69.2 69.5 82.6
Old : 56.6 69.5 71.6 83.0 54.5 69.2 69.5 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,786: 0 0 0 88,832 87,147 88,832 87,147: 4,954 6,639
Old : 93,786: 0 0 0 88,832 87,147 88,832 87,147: 4,954 6,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,418: 0 -331 -248 1,426 1,605 1,178 1,026: 1,240 1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.7 92.9 94.7 92.9: 5.3 7.1
Old : 100.0: 0.0 0.0 0.0 94.7 92.9 94.7 92.9: 5.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 16 17 16 17:
Old : 24: 0 0 0 16 17 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 : 66.6 58.4 88.2 81.9 57.2 52.8 70.7 67.2
Old : 66.6 58.4 88.2 81.9 57.2 52.8 70.7 67.2
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 23,014: 4,438 682 0 17,473 21,244 21,911 21,926: 1,103 1,088
Old : 23,014: 4,438 682 0 17,473 21,244 21,911 21,926: 1,103 1,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 4,084: 434 0 0 3,836 3,450 4,270 3,450: -186 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.0 0.0 75.9 92.3 95.2 95.3: 4.8 4.7
Old : 100.0: 19.3 3.0 0.0 75.9 92.3 95.2 95.3: 4.8 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 : 34: 4 2 0 14 22 18 24:
Old : 34: 4 2 0 14 22 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 56.4 75.2 72.1 47.4 54.3 69.2 70.0
Old : 51.0 56.4 75.2 72.1 47.4 54.3 69.2 70.0
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 563,444: 70,236 7,103 2,180 478,786 539,328 551,202 548,611: 12,242 14,833
Old : 563,444: 70,236 7,103 2,180 478,786 539,328 551,202 548,611: 12,242 14,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 733: 3,671 -542 523 -6,108 -2,644 -1,914 -2,663: 2,647 3,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 1.3 0.4 85.0 95.7 97.8 97.4: 2.2 2.6
Old : 100.0: 12.5 1.3 0.4 85.0 95.7 97.8 97.4: 2.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 6 6 6 52 51 62 59:
Old : 73: 6 6 6 52 51 62 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 52.3 49.7 65.1 29.4 51.8 43.4 58.3
Old : 31.6 52.3 49.7 65.1 29.4 51.8 43.4 58.3
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 134,053: 4,180 7,547 1,740 125,287 118,624 131,207 127,911: 2,846 6,142
Old : 134,053: 4,180 7,547 1,740 125,287 118,624 131,207 127,911: 2,846 6,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 11,116: -119 1,327 484 10,317 13,738 10,682 15,549: 434 -4,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 5.6 1.3 93.5 88.5 97.9 95.4: 2.1 4.6
Old : 100.0: 3.1 5.6 1.3 93.5 88.5 97.9 95.4: 2.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 4 4 25 23 30 28:
Old : 40: 2 4 4 25 23 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 : 40.2 40.6 63.6 66.1 35.6 39.7 53.0 53.7
Old : 40.2 40.6 63.6 66.1 35.6 39.7 53.0 53.7
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 22,077: 525 912 248 17,844 19,975 18,617 21,135: 3,460 942
Old : 22,077: 525 912 248 17,844 19,975 18,617 21,135: 3,460 942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,114: 93 0 0 1,541 2,114 1,634 2,114: 480 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.1 1.1 80.8 90.5 84.3 95.7: 15.7 4.3
Old : 100.0: 2.4 4.1 1.1 80.8 90.5 84.3 95.7: 15.7 4.3
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 : 24: 1 2 1 13 14 15 16:
Old : 24: 1 2 1 13 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 46.2 77.2 72.7 54.7 41.6 65.6 65.2
Old : 66.3 46.2 77.2 72.7 54.7 41.6 65.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 69,537: 0 2,169 0 67,361 63,751 67,361 65,920: 2,176 3,617
Old : 69,537: 0 2,169 0 67,361 63,751 67,361 65,920: 2,176 3,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -102: 0 -82 0 77 -114 77 -196: -179 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 96.9 91.7 96.9 94.8: 3.1 5.2
Old : 100.0: 0.0 3.1 0.0 96.9 91.7 96.9 94.8: 3.1 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 : 24: 0 2 0 19 19 19 21:
Old : 24: 0 2 0 19 19 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 59.0 85.0 79.5 63.3 54.0 79.3 71.2
Old : 66.4 59.0 85.0 79.5 63.3 54.0 79.3 71.2
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 167,266: 28,365 2,673 0 120,463 157,019 148,828 159,692: 18,438 7,574
Old : 167,266: 28,365 2,673 0 120,463 157,019 148,828 159,692: 18,438 7,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 29,186: 12,555 224 0 -1,039 24,493 11,516 24,717: 17,670 4,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 1.6 0.0 72.0 93.9 89.0 95.5: 11.0 4.5
Old : 100.0: 17.0 1.6 0.0 72.0 93.9 89.0 95.5: 11.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 9 5 0 23 37 32 42:
Old : 62: 9 5 0 23 37 32 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 56.5 67.5 74.4 42.0 56.1 61.6 68.0
Old : 43.8 56.5 67.5 74.4 42.0 56.1 61.6 68.0
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 181,428: 59,189 4,723 211 114,994 163,403 174,394 168,337: 7,034 13,091
Old : 181,428: 59,189 4,723 211 114,994 163,403 174,394 168,337: 7,034 13,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 24,882: 12,007 2,566 -1,611 7,936 11,528 18,332 12,483: 6,550 12,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 2.6 0.1 63.4 90.1 96.1 92.8: 3.9 7.2
Old : 100.0: 32.6 2.6 0.1 63.4 90.1 96.1 92.8: 3.9 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 11 8 2 28 46 39 56:
Old : 81: 11 8 2 28 46 39 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 48.2 62.3 61.1 43.2 46.9 58.5 56.9
Old : 43.5 48.2 62.3 61.1 43.2 46.9 58.5 56.9
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 147,769: 620 0 0 145,751 144,427 146,371 144,427: 1,398 3,342
Old : 147,769: 620 0 0 145,751 144,427 146,371 144,427: 1,398 3,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,083: 0 0 0 1,263 2,333 1,263 2,333: 820 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 98.6 97.7 99.1 97.7: 0.9 2.3
Old : 100.0: 0.4 0.0 0.0 98.6 97.7 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 : 33: 1 0 0 21 21 22 21:
Old : 33: 1 0 0 21 21 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 74.9 92.9 92.3 62.4 65.4 75.8 75.0
Old : 77.9 74.9 92.9 92.3 62.4 65.4 75.8 75.0
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 268,765: 0 288 1,543 259,289 255,960 260,832 257,791: 7,933 10,974
Old : 268,765: 0 288 1,543 259,289 255,960 260,832 257,791: 7,933 10,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 9,352: 0 0 0 7,018 7,702 7,018 7,702: 2,334 1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.6 96.5 95.2 97.0 95.9: 3.0 4.1
Old : 100.0: 0.0 0.1 0.6 96.5 95.2 97.0 95.9: 3.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 1 1 35 36 36 37:
Old : 44: 0 1 1 35 36 36 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 : 51.6 48.6 68.8 67.3 41.5 37.1 56.2 47.8
Old : 51.6 48.6 68.8 67.3 41.5 37.1 56.2 47.8
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,620: 364 322 1,165 62,453 61,818 63,982 63,305: 6,638 7,315
Old : 70,620: 364 322 1,165 62,453 61,818 63,982 63,305: 6,638 7,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,777: 364 -2,092 233 578 1,313 1,175 -546: 602 2,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.5 1.6 88.4 87.5 90.6 89.6: 9.4 10.4
Old : 100.0: 0.5 0.5 1.6 88.4 87.5 90.6 89.6: 9.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 14 16 16 18:
Old : 21: 1 1 2 14 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 61.7 78.8 83.2 43.9 49.2 58.0 59.1
Old : 54.3 61.7 78.8 83.2 43.9 49.2 58.0 59.1
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,218: 502 744 1,923 108,256 108,932 110,681 111,599: 2,537 1,619
Old : 113,218: 502 744 1,923 108,256 108,932 110,681 111,599: 2,537 1,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,163: 0 0 0 1,602 946 1,602 946: -439 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.7 1.7 95.6 96.2 97.8 98.6: 2.2 1.4
Old : 100.0: 0.4 0.7 1.7 95.6 96.2 97.8 98.6: 2.2 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 : 32: 1 1 1 23 25 24 27:
Old : 32: 1 1 1 23 25 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 : 66.6 49.0 80.8 71.3 53.1 42.6 64.2 56.8
Old : 66.6 49.0 80.8 71.3 53.1 42.6 64.2 56.8
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,557: 718 0 0 27,019 30,512 27,737 30,512: 4,820 2,045
Old : 32,557: 718 0 0 27,019 30,512 27,737 30,512: 4,820 2,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 347: 0 0 0 1,179 238 1,179 238: -832 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 83.0 93.7 85.2 93.7: 14.8 6.3
Old : 100.0: 2.2 0.0 0.0 83.0 93.7 85.2 93.7: 14.8 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 20 14 21 14:
Old : 23: 1 0 0 20 14 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 76.7 59.1 88.6 32.3 57.7 43.7 60.7
Old : 40.2 76.7 59.1 88.6 32.3 57.7 43.7 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 141,781: 11,692 0 252 124,068 134,645 136,012 134,897: 5,769 6,884
Old : 141,781: 11,692 0 252 124,068 134,645 136,012 134,897: 5,769 6,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 5,439: 701 0 0 5,073 4,893 5,774 4,893: -335 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 0.2 87.5 95.0 95.9 95.1: 4.1 4.9
Old : 100.0: 8.2 0.0 0.2 87.5 95.0 95.9 95.1: 4.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 1 26 17 28 18:
Old : 31: 2 0 1 26 17 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 : 46.6 75.0 71.6 89.4 43.6 74.2 66.1 79.9
Old : 46.6 75.0 71.6 89.4 43.6 74.2 66.1 79.9
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,278: 1,081 0 0 106,193 113,663 107,274 113,663: 10,004 3,615
Old : 117,278: 1,081 0 0 106,193 113,663 107,274 113,663: 10,004 3,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,500: -31 0 0 600 -196 569 -196: 931 1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 90.5 96.9 91.5 96.9: 8.5 3.1
Old : 100.0: 0.9 0.0 0.0 90.5 96.9 91.5 96.9: 8.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 20 19 21 19:
Old : 23: 1 0 0 20 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 73.8 81.2 89.2 62.2 71.0 77.1 83.8
Old : 65.1 73.8 81.2 89.2 62.2 71.0 77.1 83.8
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,566: 755 465 0 68,847 69,917 69,602 70,382: 964 184
Old : 70,566: 755 465 0 68,847 69,917 69,602 70,382: 964 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 186: 0 217 0 -144 244 -144 461: 330 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.7 0.0 97.6 99.1 98.6 99.7: 1.4 0.3
Old : 100.0: 1.1 0.7 0.0 97.6 99.1 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 : 26: 1 2 0 11 18 12 20:
Old : 26: 1 2 0 11 18 12 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 : 79.8 86.4 94.8 92.3 77.9 82.3 89.5 86.5
Old : 79.8 86.4 94.8 92.3 77.9 82.3 89.5 86.5
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 143,832: 403 89 469 133,310 139,238 134,182 139,796: 9,650 4,036
Old : 143,832: 403 89 469 133,310 139,238 134,182 139,796: 9,650 4,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,493: -303 -159 -89 989 2,505 597 2,257: 1,896 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.1 0.3 92.7 96.8 93.3 97.2: 6.7 2.8
Old : 100.0: 0.3 0.1 0.3 92.7 96.8 93.3 97.2: 6.7 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 : 27: 1 1 1 20 19 22 20:
Old : 27: 1 1 1 20 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 58.5 77.7 82.1 50.6 48.2 60.4 63.8
Old : 59.0 58.5 77.7 82.1 50.6 48.2 60.4 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 161,399: 0 5,229 8,194 139,691 142,509 147,885 155,932: 13,514 5,467
Old : 161,399: 0 5,229 8,194 139,691 142,509 147,885 155,932: 13,514 5,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 5,888: 0 338 180 3,388 6,038 3,568 6,556: 2,320 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 5.1 86.6 88.3 91.6 96.6: 8.4 3.4
Old : 100.0: 0.0 3.2 5.1 86.6 88.3 91.6 96.6: 8.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 4 3 33 28 36 33:
Old : 42: 0 4 3 33 28 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 63.0 59.1 75.3 35.9 57.8 47.2 65.4
Old : 42.6 63.0 59.1 75.3 35.9 57.8 47.2 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,318: 2,112 0 0 17,691 20,022 19,803 20,022: 1,515 1,296
Old : 21,318: 2,112 0 0 17,691 20,022 19,803 20,022: 1,515 1,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 31: 31 0 0 0 -600 31 -600: 0 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 0.0 83.0 93.9 92.9 93.9: 7.1 6.1
Old : 100.0: 9.9 0.0 0.0 83.0 93.9 92.9 93.9: 7.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 0 0 14 11 18 11:
Old : 25: 4 0 0 14 11 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 71.3 77.7 90.7 56.5 71.3 77.5 89.6
Old : 56.6 71.3 77.7 90.7 56.5 71.3 77.5 89.6
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 34,367: 0 0 0 29,715 33,392 29,715 33,392: 4,652 975
Old : 34,367: 0 0 0 29,715 33,392 29,715 33,392: 4,652 975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -279: 0 0 0 -2,893 -616 -2,893 -616: 2,614 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.5 97.2 86.5 97.2: 13.5 2.8
Old : 100.0: 0.0 0.0 0.0 86.5 97.2 86.5 97.2: 13.5 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 : 23: 0 0 0 13 14 13 14:
Old : 23: 0 0 0 13 14 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 74.6 82.2 86.7 68.3 73.9 77.0 85.2
Old : 71.4 74.6 82.2 86.7 68.3 73.9 77.0 85.2
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, October 03, 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 : 194,584: 10,272 1,778 1,402 172,353 181,504 184,027 184,684: 10,557 9,900
Old : 194,584: 10,272 1,778 1,402 172,353 181,504 184,027 184,684: 10,557 9,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,118: 0 -440 1,000 -2,415 815 -1,415 1,375: 2,533 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.9 0.7 88.6 93.3 94.6 94.9: 5.4 5.1
Old : 100.0: 5.3 0.9 0.7 88.6 93.3 94.6 94.9: 5.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 3 2 36 31 39 34:
Old : 45: 1 3 2 36 31 39 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 50.7 64.7 66.8 44.7 49.5 62.5 65.1
Old : 46.6 50.7 64.7 66.8 44.7 49.5 62.5 65.1
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 109,296: 0 0 0 104,599 102,733 104,599 102,733: 4,697 6,563
Old : 109,296: 0 0 0 104,599 102,733 104,599 102,733: 4,697 6,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 3,159: 0 0 0 2,813 2,823 2,813 2,823: 346 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.7 94.0 95.7 94.0: 4.3 6.0
Old : 100.0: 0.0 0.0 0.0 95.7 94.0 95.7 94.0: 4.3 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 24 28 24 28:
Old : 35: 0 0 0 24 28 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 42.7 71.8 67.3 43.3 40.0 61.8 61.0
Old : 48.0 42.7 71.8 67.3 43.3 40.0 61.8 61.0
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, October 03, 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 : 102,314: 248 0 0 93,134 99,018 93,382 99,018: 8,932 3,296
Old : 102,314: 248 0 0 93,134 99,018 93,382 99,018: 8,932 3,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,227: 0 0 0 80 1,557 80 1,557: 1,147 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 91.0 96.8 91.3 96.8: 8.7 3.2
Old : 100.0: 0.2 0.0 0.0 91.0 96.8 91.3 96.8: 8.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 25 21 26 21:
Old : 33: 1 0 0 25 21 26 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 : 39.7 66.8 62.9 87.1 29.3 60.3 50.0 72.8
Old : 39.7 66.8 62.9 87.1 29.3 60.3 50.0 72.8
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, October 03, 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 : 76,223: 2,894 300 856 65,787 70,325 69,537 71,481: 6,686 4,742
Old : 76,223: 2,894 300 856 65,787 70,325 69,537 71,481: 6,686 4,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 624: -338 300 428 -184 -1,391 -94 -663: 718 1,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.4 1.1 86.3 92.3 91.2 93.8: 8.8 6.2
Old : 100.0: 3.8 0.4 1.1 86.3 92.3 91.2 93.8: 8.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 18 23 20 25:
Old : 31: 2 1 1 18 23 20 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 : 46.7 56.7 68.3 75.2 43.9 46.8 61.8 59.8
Old : 46.7 56.7 68.3 75.2 43.9 46.8 61.8 59.8
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, October 03, 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 : 28,591: 867 748 120 26,942 26,132 27,929 27,000: 662 1,591
Old : 28,591: 867 748 120 26,942 26,132 27,929 27,000: 662 1,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 3,656: 155 -155 0 2,901 2,311 3,056 2,156: 600 1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.6 0.4 94.2 91.4 97.7 94.4: 2.3 5.6
Old : 100.0: 3.0 2.6 0.4 94.2 91.4 97.7 94.4: 2.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 1 15 21 18 23:
Old : 33: 2 2 1 15 21 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 56.4 83.7 73.5 56.3 51.8 77.4 66.9
Old : 61.0 56.4 83.7 73.5 56.3 51.8 77.4 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 134,457: 0 0 0 121,803 129,309 121,803 129,309: 12,654 5,148
Old : 134,457: 0 0 0 121,803 129,309 121,803 129,309: 12,654 5,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 3,372: 0 0 0 -992 3,556 -992 3,556: 4,364 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 96.2 90.6 96.2: 9.4 3.8
Old : 100.0: 0.0 0.0 0.0 90.6 96.2 90.6 96.2: 9.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 30 19 30 19:
Old : 36: 0 0 0 30 19 30 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 64.7 61.9 83.4 39.4 61.8 60.1 75.0
Old : 39.9 64.7 61.9 83.4 39.4 61.8 60.1 75.0
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, October 03, 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 : 76,242: 0 0 0 64,916 72,657 64,916 72,657: 11,326 3,585
Old : 76,242: 0 0 0 64,916 72,657 64,916 72,657: 11,326 3,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 5,118: 0 0 0 4,418 3,571 4,418 3,571: 700 1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.1 95.3 85.1 95.3: 14.9 4.7
Old : 100.0: 0.0 0.0 0.0 85.1 95.3 85.1 95.3: 14.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 15 18 15 18:
Old : 23: 0 0 0 15 18 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 66.2 78.5 83.6 44.2 59.0 61.6 72.5
Old : 56.2 66.2 78.5 83.6 44.2 59.0 61.6 72.5
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, October 03, 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 : 111,979: 19,183 5,379 11,792 79,417 93,896 110,392 111,068: 1,587 912
Old : 111,979: 19,183 5,379 11,792 79,417 93,896 110,392 111,068: 1,587 912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,299: 63 382 436 -116 141 383 959: 916 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 4.8 10.5 70.9 83.9 98.6 99.2: 1.4 0.8
Old : 100.0: 17.1 4.8 10.5 70.9 83.9 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 : 61: 11 7 15 38 39 56 54:
Old : 61: 11 7 15 38 39 56 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.9 58.3 54.2 23.9 20.2 33.1 30.7
Old : 38.1 33.9 58.3 54.2 23.9 20.2 33.1 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 30,449: 1,390 200 250 28,809 29,999 30,449 30,449: 0 0
Old : 30,449: 1,390 200 250 28,809 29,999 30,449 30,449: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -2,246: -185 -125 -225 -1,836 -1,896 -2,246 -2,246: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.7 0.8 94.6 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.6 0.7 0.8 94.6 98.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 3 2 25 18 30 23:
Old : 34: 5 3 2 25 18 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 53.3 73.7 81.9 39.8 46.2 49.4 56.4
Old : 51.8 53.3 73.7 81.9 39.8 46.2 49.4 56.4
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, October 03, 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 : 19,908: 375 0 350 19,183 19,558 19,908 19,908: 0 0
Old : 19,908: 375 0 350 19,183 19,558 19,908 19,908: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -2,294: -250 -125 -75 -1,969 -2,094 -2,294 -2,294: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 1.8 96.4 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.0 1.8 96.4 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 1 21 18 24 19:
Old : 28: 3 0 1 21 18 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 57.6 83.8 85.9 56.2 41.9 59.4 58.3
Old : 65.3 57.6 83.8 85.9 56.2 41.9 59.4 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 176,665: 9,765 31,876 4,204 159,723 136,894 173,692 172,974: 2,973 3,691
Old : 176,665: 9,765 31,876 4,204 159,723 136,894 173,692 172,974: 2,973 3,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 3,375: -90 130 380 158 -815 448 -305: 2,927 3,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 18.0 2.4 90.4 77.5 98.3 97.9: 1.7 2.1
Old : 100.0: 5.5 18.0 2.4 90.4 77.5 98.3 97.9: 1.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 8 6 40 37 48 48:
Old : 56: 5 8 6 40 37 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 43.1 56.8 69.3 32.0 36.8 48.3 53.1
Old : 35.7 43.1 56.8 69.3 32.0 36.8 48.3 53.1
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, October 03, 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 : 57,846: 2,134 8,073 1,475 54,215 48,293 57,824 57,841: 22 5
Old : 57,846: 2,134 8,073 1,475 54,215 48,293 57,824 57,841: 22 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,983: 546 325 -50 1,487 1,708 1,983 1,983: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 14.0 2.5 93.7 83.5 100.0 100.0: 0.0 0.0
Old : 100.0: 3.7 14.0 2.5 93.7 83.5 100.0 100.0: 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 : 43: 11 7 5 21 23 35 32:
Old : 43: 11 7 5 21 23 35 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 : 73.9 67.2 85.8 85.3 71.7 61.0 78.1 75.8
Old : 73.9 67.2 85.8 85.3 71.7 61.0 78.1 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 58,670: 265 3,425 945 56,867 53,905 58,077 58,275: 593 395
Old : 58,670: 265 3,425 945 56,867 53,905 58,077 58,275: 593 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,544: -85 100 285 1,979 2,144 2,179 2,529: 365 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.8 1.6 96.9 91.9 99.0 99.3: 1.0 0.7
Old : 100.0: 0.5 5.8 1.6 96.9 91.9 99.0 99.3: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 3 3 29 27 33 31:
Old : 39: 2 3 3 29 27 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 : 47.3 49.3 70.3 73.3 23.9 35.2 36.9 46.8
Old : 47.3 49.3 70.3 73.3 23.9 35.2 36.9 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 64,969: 1,630 1,025 675 61,971 62,280 64,276 63,980: 693 989
Old : 64,969: 1,630 1,025 675 61,971 62,280 64,276 63,980: 693 989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,816: -235 -90 295 1,261 722 1,321 927: 495 889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.6 1.0 95.4 95.9 98.9 98.5: 1.1 1.5
Old : 100.0: 2.5 1.6 1.0 95.4 95.9 98.9 98.5: 1.1 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 : 41: 2 4 4 31 25 35 32:
Old : 41: 2 4 4 31 25 35 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 : 40.7 60.5 63.4 79.8 34.4 52.0 51.5 61.4
Old : 40.7 60.5 63.4 79.8 34.4 52.0 51.5 61.4
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 65,536: 1,450 17,450 0 63,716 47,567 65,166 65,017: 370 519
Old : 65,536: 1,450 17,450 0 63,716 47,567 65,166 65,017: 370 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 275: 380 50 0 -330 -135 50 -85: 225 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 26.6 0.0 97.2 72.6 99.4 99.2: 0.6 0.8
Old : 100.0: 2.2 26.6 0.0 97.2 72.6 99.4 99.2: 0.6 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 : 41: 3 2 0 29 26 32 28:
Old : 41: 3 2 0 29 26 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 69.0 66.1 82.7 41.8 65.4 59.8 78.1
Old : 44.9 69.0 66.1 82.7 41.8 65.4 59.8 78.1
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 88,460: 2,400 24,750 0 85,490 63,058 87,890 87,808: 570 652
Old : 88,460: 2,400 24,750 0 85,490 63,058 87,890 87,808: 570 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 340: 880 200 0 -1,004 -230 -124 -30: 464 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 28.0 0.0 96.6 71.3 99.4 99.3: 0.6 0.7
Old : 100.0: 2.7 28.0 0.0 96.6 71.3 99.4 99.3: 0.6 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 : 40: 3 2 0 30 25 33 27:
Old : 40: 3 2 0 30 25 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 68.7 65.2 83.8 44.6 67.2 62.4 79.9
Old : 45.9 68.7 65.2 83.8 44.6 67.2 62.4 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,991: 400 800 0 34,419 34,151 34,819 34,951: 172 40
Old : 34,991: 400 800 0 34,419 34,151 34,819 34,951: 172 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,955: 0 0 0 1,955 1,955 1,955 1,955: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.3 0.0 98.4 97.6 99.5 99.9: 0.5 0.1
Old : 100.0: 1.1 2.3 0.0 98.4 97.6 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 23 18 24 19:
Old : 27: 1 1 0 23 18 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 68.0 69.0 81.8 34.4 53.6 48.9 55.5
Old : 45.6 68.0 69.0 81.8 34.4 53.6 48.9 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 36,615: 1,725 420 75 34,755 35,952 36,555 36,447: 60 168
Old : 36,615: 1,725 420 75 34,755 35,952 36,555 36,447: 60 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 530: 0 0 0 530 530 530 530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.1 0.2 94.9 98.2 99.8 99.5: 0.2 0.5
Old : 100.0: 4.7 1.1 0.2 94.9 98.2 99.8 99.5: 0.2 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 : 31: 3 1 1 23 21 26 23:
Old : 31: 3 1 1 23 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 63.0 68.1 84.1 27.3 51.0 38.8 55.2
Old : 46.7 63.0 68.1 84.1 27.3 51.0 38.8 55.2
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 12,560: 1,200 0 0 11,360 12,560 12,560 12,560: 0 0
Old : 12,560: 1,200 0 0 11,360 12,560 12,560 12,560: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 115: 300 -300 0 -185 415 115 115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 90.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 9.6 0.0 0.0 90.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 0 17 14 20 14:
Old : 22: 3 0 0 17 14 20 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 : 65.8 66.4 83.3 91.5 63.9 62.9 77.4 83.2
Old : 65.8 66.4 83.3 91.5 63.9 62.9 77.4 83.2
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 20,331: 2,250 2,082 900 16,976 17,054 20,126 20,036: 205 295
Old : 20,331: 2,250 2,082 900 16,976 17,054 20,126 20,036: 205 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 640: -250 250 350 540 40 640 640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 10.2 4.4 83.5 83.9 99.0 98.5: 1.0 1.5
Old : 100.0: 11.1 10.2 4.4 83.5 83.9 99.0 98.5: 1.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 5 2 23 24 29 29:
Old : 37: 4 5 2 23 24 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 41.5 71.5 61.0 48.3 31.7 62.9 46.4
Old : 51.3 41.5 71.5 61.0 48.3 31.7 62.9 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,990: 0 170 305 10,155 10,335 10,460 10,810: 530 180
Old : 10,990: 0 170 305 10,155 10,335 10,460 10,810: 530 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 0: 0 0 0 -145 -40 -145 -40: 145 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 2.8 92.4 94.0 95.2 98.4: 4.8 1.6
Old : 100.0: 0.0 1.5 2.8 92.4 94.0 95.2 98.4: 4.8 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: 0 3 2 10 13 12 16:
Old : 21: 0 3 2 10 13 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 69.2 88.8 90.4 69.7 64.6 76.8 76.2
Old : 72.4 69.2 88.8 90.4 69.7 64.6 76.8 76.2
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,622: 400 450 600 41,622 41,472 42,622 42,522: 0 100
Old : 42,622: 400 450 600 41,622 41,472 42,622 42,522: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,650: 0 50 0 1,650 1,600 1,650 1,650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.1 1.4 97.7 97.3 100.0 99.8: 0.0 0.2
Old : 100.0: 0.9 1.1 1.4 97.7 97.3 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 3 1 26 22 27 26:
Old : 33: 1 3 1 26 22 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 58.2 69.6 75.1 32.1 48.8 49.8 54.8
Old : 42.7 58.2 69.6 75.1 32.1 48.8 49.8 54.8
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 51,127: 1,700 1,500 50 49,047 49,507 50,797 51,057: 330 70
Old : 51,127: 1,700 1,500 50 49,047 49,507 50,797 51,057: 330 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 3,886: -100 0 0 3,976 3,886 3,876 3,886: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.9 0.1 95.9 96.8 99.4 99.9: 0.6 0.1
Old : 100.0: 3.3 2.9 0.1 95.9 96.8 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 2 1 27 26 29 29:
Old : 37: 1 2 1 27 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 58.4 67.1 82.3 43.5 51.7 59.2 73.3
Old : 48.3 58.4 67.1 82.3 43.5 51.7 59.2 73.3
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,122: 1,470 5 330 49,272 51,437 51,072 51,772: 1,050 350
Old : 52,122: 1,470 5 330 49,272 51,437 51,072 51,772: 1,050 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 15: -105 5 30 -860 -185 -935 -150: 950 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.6 94.5 98.7 98.0 99.3: 2.0 0.7
Old : 100.0: 2.8 0.0 0.6 94.5 98.7 98.0 99.3: 2.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 1 21 13 25 14:
Old : 29: 3 1 1 21 13 25 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 : 40.3 93.6 68.8 98.0 37.5 91.9 65.6 92.4
Old : 40.3 93.6 68.8 98.0 37.5 91.9 65.6 92.4
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 59,348: 2,220 2,000 175 55,603 56,928 57,998 59,103: 1,350 245
Old : 59,348: 2,220 2,000 175 55,603 56,928 57,998 59,103: 1,350 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -15: -135 0 0 -1,075 -75 -1,210 -75: 1,195 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.4 0.3 93.7 95.9 97.7 99.6: 2.3 0.4
Old : 100.0: 3.7 3.4 0.3 93.7 95.9 97.7 99.6: 2.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 1 23 13 27 15:
Old : 30: 4 1 1 23 13 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 91.3 65.2 97.7 36.0 89.0 62.7 92.0
Old : 38.5 91.3 65.2 97.7 36.0 89.0 62.7 92.0
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 73,745: 257 0 641 72,784 72,789 73,682 73,430: 63 315
Old : 73,745: 257 0 641 72,784 72,789 73,682 73,430: 63 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 704: 102 -377 320 282 761 704 704: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.9 98.7 98.7 99.9 99.6: 0.1 0.4
Old : 100.0: 0.3 0.0 0.9 98.7 98.7 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 0 1 31 29 33 30:
Old : 41: 2 0 1 31 29 33 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 : 49.9 59.7 75.2 82.8 49.8 53.4 73.7 74.0
Old : 49.9 59.7 75.2 82.8 49.8 53.4 73.7 74.0
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 96,378: 5,631 2,383 2,220 88,386 91,496 96,237 96,099: 141 279
Old : 96,378: 5,631 2,383 2,220 88,386 91,496 96,237 96,099: 141 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,043: 5 -585 480 538 1,163 1,023 1,058: 20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.5 2.3 91.7 94.9 99.9 99.7: 0.1 0.3
Old : 100.0: 5.8 2.5 2.3 91.7 94.9 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 6 10 6 32 33 43 45:
Old : 57: 6 10 6 32 33 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 55.1 65.5 75.3 39.9 50.4 58.1 62.5
Old : 41.9 55.1 65.5 75.3 39.9 50.4 58.1 62.5
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 31,762: 375 0 0 31,335 31,762 31,710 31,762: 52 0
Old : 31,762: 375 0 0 31,335 31,762 31,710 31,762: 52 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -310: -50 -50 0 -260 -260 -310 -310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.7 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 1.2 0.0 0.0 98.7 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 0 14 12 17 12:
Old : 22: 3 0 0 14 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 83.9 97.1 96.9 78.5 77.5 82.1 82.1
Old : 80.5 83.9 97.1 96.9 78.5 77.5 82.1 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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 40,931: 898 4,755 299 39,485 35,065 40,682 40,119: 249 812
Old : 40,931: 898 4,755 299 39,485 35,065 40,682 40,119: 249 812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -300: 35 0 -35 -300 -832 -300 -867: 0 567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 11.6 0.7 96.5 85.7 99.4 98.0: 0.6 2.0
Old : 100.0: 2.2 11.6 0.7 96.5 85.7 99.4 98.0: 0.6 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 : 31: 2 4 4 24 18 28 24:
Old : 31: 2 4 4 24 18 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 71.8 73.1 89.2 52.8 62.7 64.9 76.4
Old : 53.2 71.8 73.1 89.2 52.8 62.7 64.9 76.4
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 43,911: 3,220 1,550 1,850 38,306 39,764 43,376 43,164: 535 747
Old : 43,911: 3,220 1,550 1,850 38,306 39,764 43,376 43,164: 535 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,849: 0 0 0 2,789 2,227 2,789 2,227: 60 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.5 4.2 87.2 90.6 98.8 98.3: 1.2 1.7
Old : 100.0: 7.3 3.5 4.2 87.2 90.6 98.8 98.3: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 2 25 22 29 26:
Old : 32: 4 2 2 25 22 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 57.7 65.6 76.5 33.6 41.7 45.5 54.6
Old : 45.1 57.7 65.6 76.5 33.6 41.7 45.5 54.6
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 42,053: 25 2,940 290 41,023 38,653 41,338 41,883: 715 170
Old : 42,053: 25 2,940 290 41,023 38,653 41,338 41,883: 715 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,258: 0 120 0 1,613 2,108 1,613 2,228: 645 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.0 0.7 97.6 91.9 98.3 99.6: 1.7 0.4
Old : 100.0: 0.1 7.0 0.7 97.6 91.9 98.3 99.6: 1.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 4 2 22 17 25 21:
Old : 33: 1 4 2 22 17 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 70.5 85.3 84.2 65.2 66.4 81.4 79.9
Old : 65.3 70.5 85.3 84.2 65.2 66.4 81.4 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 35,402: 350 2,320 140 34,319 32,882 34,809 35,342: 593 60
Old : 35,402: 350 2,320 140 34,319 32,882 34,809 35,342: 593 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,282: 0 120 0 777 1,137 777 1,257: 505 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 6.6 0.4 96.9 92.9 98.3 99.8: 1.7 0.2
Old : 100.0: 1.0 6.6 0.4 96.9 92.9 98.3 99.8: 1.7 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 : 29: 2 2 1 18 15 21 17:
Old : 29: 2 2 1 18 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 74.9 87.9 88.7 71.9 73.1 84.7 83.7
Old : 72.4 74.9 87.9 88.7 71.9 73.1 84.7 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 28,430: 1,718 1,380 174 25,914 26,530 27,806 28,084: 624 346
Old : 28,430: 1,718 1,380 174 25,914 26,530 27,806 28,084: 624 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 875: 415 650 -20 240 -40 635 590: 240 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.9 0.6 91.2 93.3 97.8 98.8: 2.2 1.2
Old : 100.0: 6.0 4.9 0.6 91.2 93.3 97.8 98.8: 2.2 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 : 35: 6 1 2 22 21 28 24:
Old : 35: 6 1 2 22 21 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 55.6 68.6 76.2 43.3 54.8 58.3 71.6
Old : 51.4 55.6 68.6 76.2 43.3 54.8 58.3 71.6
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,811: 1,136 110 586 19,756 20,878 21,478 21,574: 1,333 1,237
Old : 22,811: 1,136 110 586 19,756 20,878 21,478 21,574: 1,333 1,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 540: -285 85 285 -678 -927 -678 -557: 1,218 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.5 2.6 86.6 91.5 94.2 94.6: 5.8 5.4
Old : 100.0: 5.0 0.5 2.6 86.6 91.5 94.2 94.6: 5.8 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 2 17 21 20 24:
Old : 31: 2 2 2 17 21 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 : 66.9 60.1 79.2 79.0 66.6 60.0 76.8 76.9
Old : 66.9 60.1 79.2 79.0 66.6 60.0 76.8 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 53,773: 1,885 8,979 868 50,631 43,498 53,384 53,345: 389 428
Old : 53,773: 1,885 8,979 868 50,631 43,498 53,384 53,345: 389 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 3,038: -385 -104 439 2,847 2,284 2,901 2,620: 137 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 16.7 1.6 94.2 80.9 99.3 99.2: 0.7 0.8
Old : 100.0: 3.5 16.7 1.6 94.2 80.9 99.3 99.2: 0.7 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 : 44: 6 3 4 33 28 40 34:
Old : 44: 6 3 4 33 28 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 : 53.0 49.9 68.7 68.2 48.4 43.4 57.7 55.0
Old : 53.0 49.9 68.7 68.2 48.4 43.4 57.7 55.0
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 37,875: 1,235 3,935 25 35,994 33,747 37,254 37,707: 621 168
Old : 37,875: 1,235 3,935 25 35,994 33,747 37,254 37,707: 621 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,758: 5 55 25 1,362 1,514 1,392 1,594: 366 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 10.4 0.1 95.0 89.1 98.4 99.6: 1.6 0.4
Old : 100.0: 3.3 10.4 0.1 95.0 89.1 98.4 99.6: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 5 1 30 21 33 26:
Old : 39: 2 5 1 30 21 33 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 58.1 65.6 79.1 35.5 53.0 51.7 64.7
Old : 44.8 58.1 65.6 79.1 35.5 53.0 51.7 64.7
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,531: 0 4,100 525 22,006 17,906 22,531 22,531: 0 0
Old : 22,531: 0 4,100 525 22,006 17,906 22,531 22,531: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 70: 0 150 -125 219 45 94 70: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.2 2.3 97.7 79.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 18.2 2.3 97.7 79.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 1 15 16 16 19:
Old : 24: 0 3 1 15 16 16 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 : 73.5 63.6 91.4 85.7 56.1 48.4 65.0 59.6
Old : 73.5 63.6 91.4 85.7 56.1 48.4 65.0 59.6
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,075: 990 0 0 16,600 17,925 17,590 17,925: 485 150
Old : 18,075: 990 0 0 16,600 17,925 17,590 17,925: 485 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 85: -120 0 0 160 -45 40 -45: 45 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 0.0 91.8 99.2 97.3 99.2: 2.7 0.8
Old : 100.0: 5.5 0.0 0.0 91.8 99.2 97.3 99.2: 2.7 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 : 25: 3 0 0 18 13 21 13:
Old : 25: 3 0 0 18 13 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 86.1 79.2 95.7 51.0 78.9 64.9 79.2
Old : 64.9 86.1 79.2 95.7 51.0 78.9 64.9 79.2
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,495: 540 0 55 17,545 18,190 18,140 18,245: 355 250
Old : 18,495: 540 0 55 17,545 18,190 18,140 18,245: 355 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 185: 0 0 0 130 -45 130 -45: 55 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.3 94.9 98.4 98.1 98.6: 1.9 1.4
Old : 100.0: 2.9 0.0 0.3 94.9 98.4 98.1 98.6: 1.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 1 20 13 23 14:
Old : 27: 3 0 1 20 13 23 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 : 64.3 84.2 78.9 94.0 50.7 75.5 63.9 76.5
Old : 64.3 84.2 78.9 94.0 50.7 75.5 63.9 76.5
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, October 03, 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 : 754,067: 11,598 75,083 112,526 629,860 566,418 753,984 754,027: 83 40
Old : 754,067: 11,598 75,083 112,526 629,860 566,418 753,984 754,027: 83 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 26,298: -1,186 2,724 7,433 20,051 16,121 26,298 26,278: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 10.0 14.9 83.5 75.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 10.0 14.9 83.5 75.1 100.0 100.0: 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 1 6 19 18 26 24:
Old : 27: 6 1 6 19 18 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 53.1 83.3 78.8 25.4 23.1 27.5 27.4
Old : 62.7 53.1 83.3 78.8 25.4 23.1 27.5 27.4
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,005: 25 0 0 9,780 9,980 9,805 9,980: 200 25
Old : 10,005: 25 0 0 9,780 9,980 9,805 9,980: 200 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 0: 0 0 0 -195 -25 -195 -25: 195 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 97.8 99.8 98.0 99.8: 2.0 0.2
Old : 100.0: 0.2 0.0 0.0 97.8 99.8 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 : 22: 1 0 0 15 13 16 13:
Old : 22: 1 0 0 15 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 74.7 84.8 92.7 57.9 65.5 72.6 75.7
Old : 65.8 74.7 84.8 92.7 57.9 65.5 72.6 75.7
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,485: 1,215 150 50 22,974 24,172 24,239 24,372: 246 113
Old : 24,485: 1,215 150 50 22,974 24,172 24,239 24,372: 246 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 770: 125 0 0 545 737 670 737: 100 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.6 0.2 93.8 98.7 99.0 99.5: 1.0 0.5
Old : 100.0: 5.0 0.6 0.2 93.8 98.7 99.0 99.5: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 2 20 16 24 19:
Old : 31: 3 2 2 20 16 24 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 : 72.9 75.5 85.7 92.4 62.7 62.2 71.1 73.1
Old : 72.9 75.5 85.7 92.4 62.7 62.2 71.1 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,760: 1,215 150 50 20,842 22,430 22,107 22,630: 653 130
Old : 22,760: 1,215 150 50 20,842 22,430 22,107 22,630: 653 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 665: 125 0 0 455 640 580 640: 85 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.7 0.2 91.6 98.6 97.1 99.4: 2.9 0.6
Old : 100.0: 5.3 0.7 0.2 91.6 98.6 97.1 99.4: 2.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 2 18 14 22 17:
Old : 27: 3 2 2 18 14 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 : 73.1 78.0 86.2 94.8 59.7 62.6 67.0 71.3
Old : 73.1 78.0 86.2 94.8 59.7 62.6 67.0 71.3
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,785: 0 325 0 10,070 10,325 10,070 10,650: 715 135
Old : 10,785: 0 325 0 10,070 10,325 10,070 10,650: 715 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 0: 0 0 0 -515 -75 -515 -75: 515 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 93.4 95.7 93.4 98.7: 6.6 1.3
Old : 100.0: 0.0 3.0 0.0 93.4 95.7 93.4 98.7: 6.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 13 14 13 16:
Old : 22: 0 2 0 13 14 13 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 : 57.3 62.3 83.8 85.6 51.6 58.0 73.9 76.7
Old : 57.3 62.3 83.8 85.6 51.6 58.0 73.9 76.7
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,503: 838 100 29 21,387 22,214 22,254 22,343: 249 160
Old : 22,503: 838 100 29 21,387 22,214 22,254 22,343: 249 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -270: -47 0 0 -347 -430 -394 -430: 124 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.4 0.1 95.0 98.7 98.9 99.3: 1.1 0.7
Old : 100.0: 3.7 0.4 0.1 95.0 98.7 98.9 99.3: 1.1 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 : 29: 4 1 2 15 18 19 21:
Old : 29: 4 1 2 15 18 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 75.6 87.2 89.5 55.3 72.9 73.7 80.8
Old : 62.4 75.6 87.2 89.5 55.3 72.9 73.7 80.8
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,407: 813 150 29 22,292 23,073 23,134 23,252: 273 155
Old : 23,407: 813 150 29 22,292 23,073 23,134 23,252: 273 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -505: -46 0 0 -596 -660 -642 -660: 137 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.6 0.1 95.2 98.6 98.8 99.3: 1.2 0.7
Old : 100.0: 3.5 0.6 0.1 95.2 98.6 98.8 99.3: 1.2 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 : 29: 3 1 2 15 18 18 21:
Old : 29: 3 1 2 15 18 18 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 : 63.7 76.6 87.1 90.7 51.8 66.9 67.5 74.5
Old : 63.7 76.6 87.1 90.7 51.8 66.9 67.5 74.5
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 115,019: 1,095 8,662 760 111,984 103,636 113,839 113,058: 1,180 1,961
Old : 115,019: 1,095 8,662 760 111,984 103,636 113,839 113,058: 1,180 1,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 87: 830 -55 -70 -1,808 -1,721 -1,048 -1,846: 1,135 1,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 7.5 0.7 97.4 90.1 99.0 98.3: 1.0 1.7
Old : 100.0: 1.0 7.5 0.7 97.4 90.1 99.0 98.3: 1.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 9 4 37 31 43 42:
Old : 56: 4 9 4 37 31 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 56.0 63.3 80.4 44.6 47.8 59.9 65.0
Old : 45.3 56.0 63.3 80.4 44.6 47.8 59.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 128,168: 1,428 9,232 907 124,983 115,072 127,318 125,211: 850 2,957
Old : 128,168: 1,428 9,232 907 124,983 115,072 127,318 125,211: 850 2,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -635: 680 190 5 -2,125 -3,750 -1,440 -3,555: 805 2,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 7.2 0.7 97.5 89.8 99.3 97.7: 0.7 2.3
Old : 100.0: 1.1 7.2 0.7 97.5 89.8 99.3 97.7: 0.7 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: 6 9 5 40 34 48 46:
Old : 61: 6 9 5 40 34 48 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 : 46.2 54.2 63.1 77.7 44.6 48.0 57.0 63.2
Old : 46.2 54.2 63.1 77.7 44.6 48.0 57.0 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 228,282: 35,112 34,207 19,152 170,691 172,056 224,955 225,415: 3,327 2,867
Old : 228,282: 35,112 34,207 19,152 170,691 172,056 224,955 225,415: 3,327 2,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -849: -435 -158 429 -4,088 -3,861 -4,094 -3,590: 3,245 2,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 15.0 8.4 74.8 75.4 98.5 98.7: 1.5 1.3
Old : 100.0: 15.4 15.0 8.4 74.8 75.4 98.5 98.7: 1.5 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 : 86: 14 20 19 47 48 72 76:
Old : 86: 14 20 19 47 48 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 : 34.8 30.8 53.3 47.4 29.9 22.6 45.1 32.3
Old : 34.8 30.8 53.3 47.4 29.9 22.6 45.1 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 44,599: 2,445 300 115 40,906 42,739 43,466 43,154: 1,133 1,445
Old : 44,599: 2,445 300 115 40,906 42,739 43,466 43,154: 1,133 1,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 445: 0 0 0 -360 -955 -360 -955: 805 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.7 0.3 91.7 95.8 97.5 96.8: 2.5 3.2
Old : 100.0: 5.5 0.7 0.3 91.7 95.8 97.5 96.8: 2.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 2 23 15 28 18:
Old : 31: 4 2 2 23 15 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 : 58.2 88.8 74.7 94.3 57.4 82.6 72.2 85.5
Old : 58.2 88.8 74.7 94.3 57.4 82.6 72.2 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,914: 1,995 275 130 37,861 39,049 39,986 39,454: 928 1,460
Old : 40,914: 1,995 275 130 37,861 39,049 39,986 39,454: 928 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 120: 0 0 0 -525 -1,295 -525 -1,295: 645 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.7 0.3 92.5 95.4 97.7 96.4: 2.3 3.6
Old : 100.0: 4.9 0.7 0.3 92.5 95.4 97.7 96.4: 2.3 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 : 31: 4 2 2 22 17 27 20:
Old : 31: 4 2 2 22 17 27 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 : 58.9 88.4 75.7 93.7 57.6 80.7 71.6 84.3
Old : 58.9 88.4 75.7 93.7 57.6 80.7 71.6 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2017