NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 47,484: 13,345 23,003 20 34,119 24,461 47,484 47,484: 0 0
Old : 47,484: 13,345 23,003 20 34,119 24,461 47,484 47,484: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -350: -3,469 300 0 3,119 -650 -350 -350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 48.4 0.0 71.9 51.5 100.0 100.0: 0.0 0.0
Old : 100.0: 28.1 48.4 0.0 71.9 51.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 11 2 10 6 16 17:
Old : 28: 4 11 2 10 6 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 : 63.9 60.9 90.6 85.2 63.9 59.7 90.6 83.5
Old : 63.9 60.9 90.6 85.2 63.9 59.7 90.6 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 69,609: 5,885 5,854 6,301 57,387 57,454 69,573 69,609: 36 0
Old : 69,609: 5,885 5,854 6,301 57,387 57,454 69,573 69,609: 36 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 916: 899 -1,211 -43 45 2,170 901 916: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.4 9.1 82.4 82.5 99.9 100.0: 0.1 0.0
Old : 100.0: 8.5 8.4 9.1 82.4 82.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 9 9 14 15 28 27:
Old : 35: 8 9 9 14 15 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 43.5 80.2 73.2 41.5 33.3 52.8 48.5
Old : 59.9 43.5 80.2 73.2 41.5 33.3 52.8 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 35,249: 3,639 886 0 31,605 34,363 35,244 35,249: 5 0
Old : 35,249: 3,639 886 0 31,605 34,363 35,244 35,249: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -750: -750 0 0 0 -750 -750 -750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.5 0.0 89.7 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 10.3 2.5 0.0 89.7 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 : 83.9 84.5 99.5 97.4 81.1 84.5 92.5 91.7
Old : 83.9 84.5 99.5 97.4 81.1 84.5 92.5 91.7
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 24, 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 : 33,234: 2,276 0 364 30,594 32,870 33,234 33,234: 0 0
Old : 33,234: 2,276 0 364 30,594 32,870 33,234 33,234: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -24: 24 0 -24 -24 0 -24 -24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 1.1 92.1 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.8 0.0 1.1 92.1 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 : 20: 6 0 2 9 8 16 10:
Old : 20: 6 0 2 9 8 16 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 84.3 95.3 99.4 88.9 83.3 92.7 94.1
Old : 88.9 84.3 95.3 99.4 88.9 83.3 92.7 94.1
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 24, 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: 5,513 18,733 25 31,992 18,772 37,530 37,530: 0 0
Old : 37,530: 5,513 18,733 25 31,992 18,772 37,530 37,530: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 100: -1,312 1,000 0 1,412 -900 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 49.9 0.1 85.2 50.0 100.0 100.0: 0.0 0.0
Old : 100.0: 14.7 49.9 0.1 85.2 50.0 100.0 100.0: 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 : 26: 6 8 1 9 6 15 15:
Old : 26: 6 8 1 9 6 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.7 67.7 94.7 90.4 79.7 66.0 94.6 88.1
Old : 79.7 67.7 94.7 90.4 79.7 66.0 94.6 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 26,567: 4,552 8,730 0 22,015 17,837 26,567 26,567: 0 0
Old : 26,567: 4,552 8,730 0 22,015 17,837 26,567 26,567: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 500: -205 800 0 705 -300 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 32.9 0.0 82.9 67.1 100.0 100.0: 0.0 0.0
Old : 100.0: 17.1 32.9 0.0 82.9 67.1 100.0 100.0: 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 : 25: 5 8 0 8 4 13 12:
Old : 25: 5 8 0 8 4 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 71.9 95.3 92.8 76.1 71.9 95.3 92.8
Old : 76.1 71.9 95.3 92.8 76.1 71.9 95.3 92.8
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 24, 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 : 28,635: 13,654 12,350 200 14,782 16,085 28,635 28,635: 0 0
Old : 28,635: 13,654 12,350 200 14,782 16,085 28,635 28,635: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 85: 0 -1,045 -400 485 1,530 85 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 43.1 0.7 51.6 56.2 100.0 100.0: 0.0 0.0
Old : 100.0: 47.7 43.1 0.7 51.6 56.2 100.0 100.0: 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 : 23: 6 4 1 11 7 17 12:
Old : 23: 6 4 1 11 7 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 : 60.0 66.4 83.4 95.5 59.3 65.0 82.7 90.7
Old : 60.0 66.4 83.4 95.5 59.3 65.0 82.7 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 20,588: 10,795 5,600 100 9,693 14,888 20,588 20,588: 0 0
Old : 20,588: 10,795 5,600 100 9,693 14,888 20,588 20,588: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -307: 1,000 -807 0 -1,307 500 -307 -307: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 27.2 0.5 47.1 72.3 100.0 100.0: 0.0 0.0
Old : 100.0: 52.4 27.2 0.5 47.1 72.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 3 1 7 6 15 9:
Old : 23: 7 3 1 7 6 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 : 61.9 67.5 86.3 99.5 61.9 67.5 86.3 99.0
Old : 61.9 67.5 86.3 99.5 61.9 67.5 86.3 99.0
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 24, 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 : 48,742: 4,030 3,112 697 44,015 44,933 48,742 48,742: 0 0
Old : 48,742: 4,030 3,112 697 44,015 44,933 48,742 48,742: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,105: 875 20 -28 259 1,114 1,105 1,105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.4 1.4 90.3 92.2 100.0 100.0: 0.0 0.0
Old : 100.0: 8.3 6.4 1.4 90.3 92.2 100.0 100.0: 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 7 4 15 13 21 21:
Old : 28: 3 7 4 15 13 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 57.4 86.5 84.1 45.9 33.6 51.5 45.3
Old : 58.8 57.4 86.5 84.1 45.9 33.6 51.5 45.3
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,219,352: 970,177 39,035 720,723 3,489,070 4,445,701 5,179,970 5,205,459: 39,382 13,893
Old : 5,219,352: 970,177 39,035 720,723 3,489,070 4,445,701 5,179,970 5,205,459: 39,382 13,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 18,067: 4,862 5,087 26,184 -18,392 -12,610 12,654 18,661: 5,413 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 0.7 13.8 66.8 85.2 99.2 99.7: 0.8 0.3
Old : 100.0: 18.6 0.7 13.8 66.8 85.2 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 55 26 60 132 114 207 180:
Old : 227: 55 26 60 132 114 207 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 36.7 40.7 52.6 22.7 35.8 32.6 46.4
Old : 26.6 36.7 40.7 52.6 22.7 35.8 32.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,466,790: 56,197 42,799 751,505 656,187 671,337 1,463,889 1,465,641: 2,902 1,150
Old : 1,466,790: 56,197 42,799 751,505 656,187 671,337 1,463,889 1,465,641: 2,902 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 53,732: 8,441 9,689 21,992 23,487 21,854 53,920 53,535: -189 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 2.9 51.2 44.7 45.8 99.8 99.9: 0.2 0.1
Old : 100.0: 3.8 2.9 51.2 44.7 45.8 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 18 16 29 53 54 84 86:
Old : 90: 18 16 29 53 54 84 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 53.0 70.5 69.5 5.0 2.7 5.7 4.8
Old : 55.2 53.0 70.5 69.5 5.0 2.7 5.7 4.8
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 24, 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 : 219,772: 11,423 5,856 3,914 188,861 204,514 204,198 214,284: 15,574 5,488
Old : 219,772: 11,423 5,856 3,914 188,861 204,514 204,198 214,284: 15,574 5,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -18,293: 1,961 -83 -220 -21,024 -19,129 -19,283 -19,432: 990 1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.7 1.8 85.9 93.1 92.9 97.5: 7.1 2.5
Old : 100.0: 5.2 2.7 1.8 85.9 93.1 92.9 97.5: 7.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 1 4 30 27 36 32:
Old : 43: 6 1 4 30 27 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 57.4 61.7 77.9 41.8 45.5 51.2 59.0
Old : 48.6 57.4 61.7 77.9 41.8 45.5 51.2 59.0
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 24, 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 : 110,655: 593 4,284 698 103,047 101,548 104,338 106,530: 6,317 4,125
Old : 110,655: 593 4,284 698 103,047 101,548 104,338 106,530: 6,317 4,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,940: 593 667 458 2,182 1,791 3,233 2,916: -293 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.9 0.6 93.1 91.8 94.3 96.3: 5.7 3.7
Old : 100.0: 0.5 3.9 0.6 93.1 91.8 94.3 96.3: 5.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 2 3 26 24 29 27:
Old : 34: 1 2 3 26 24 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 : 53.6 49.7 74.9 69.9 44.2 44.8 62.6 57.8
Old : 53.6 49.7 74.9 69.9 44.2 44.8 62.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 252,625: 0 1,274 2,723 237,744 234,172 240,467 238,169: 12,158 14,456
Old : 252,625: 0 1,274 2,723 237,744 234,172 240,467 238,169: 12,158 14,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -5,631: -426 -1,121 217 -4,242 -4,120 -4,451 -5,024: -1,180 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 1.1 94.1 92.7 95.2 94.3: 4.8 5.7
Old : 100.0: 0.0 0.5 1.1 94.1 92.7 95.2 94.3: 4.8 5.7
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: 0 3 3 23 22 26 25:
Old : 34: 0 3 3 23 22 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 55.9 78.2 77.1 54.3 55.9 63.9 66.9
Old : 64.9 55.9 78.2 77.1 54.3 55.9 63.9 66.9
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 24, 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 : 858,741: 0 17,616 5,965 841,542 832,270 847,507 855,851: 11,234 2,890
Old : 858,741: 0 17,616 5,965 841,542 832,270 847,507 855,851: 11,234 2,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -20,449: -4,048 -421 -276 -16,500 -19,662 -20,824 -20,359: 375 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.7 98.0 96.9 98.7 99.7: 1.3 0.3
Old : 100.0: 0.0 2.1 0.7 98.0 96.9 98.7 99.7: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 0 3 3 50 33 53 36:
Old : 55: 0 3 3 50 33 53 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 : 42.3 67.9 60.1 87.6 41.9 67.5 58.5 84.6
Old : 42.3 67.9 60.1 87.6 41.9 67.5 58.5 84.6
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 24, 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 : 405,865: 4,817 1,026 871 382,493 396,478 388,181 398,375: 17,684 7,490
Old : 405,865: 4,817 1,026 871 382,493 396,478 388,181 398,375: 17,684 7,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 3,432: 81 -4,139 130 1,990 8,310 2,201 4,301: 1,231 -869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.3 0.2 94.2 97.7 95.6 98.2: 4.4 1.8
Old : 100.0: 1.2 0.3 0.2 94.2 97.7 95.6 98.2: 4.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 1 3 32 39 36 42:
Old : 57: 3 1 3 32 39 36 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 : 53.9 40.9 72.5 57.3 51.9 40.9 63.5 56.8
Old : 53.9 40.9 72.5 57.3 51.9 40.9 63.5 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 374,934: 762 11 2,081 363,033 366,943 365,876 369,035: 9,058 5,899
Old : 374,934: 762 11 2,081 363,033 366,943 365,876 369,035: 9,058 5,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 5,169: 762 4 1,344 9,102 6,339 11,208 7,687: -6,039 -2,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.6 96.8 97.9 97.6 98.4: 2.4 1.6
Old : 100.0: 0.2 0.0 0.6 96.8 97.9 97.6 98.4: 2.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 3 1 3 41 42 45 45:
Old : 59: 3 1 3 41 42 45 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 : 47.3 45.3 69.2 69.1 43.2 43.1 60.6 63.0
Old : 47.3 45.3 69.2 69.1 43.2 43.1 60.6 63.0
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 24, 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 : 228,018: 125 413 2,557 213,599 215,892 216,281 218,862: 11,737 9,156
Old : 228,018: 125 413 2,557 213,599 215,892 216,281 218,862: 11,737 9,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 7,931: -594 -343 756 3,554 7,244 3,716 7,657: 4,215 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.2 1.1 93.7 94.7 94.9 96.0: 5.1 4.0
Old : 100.0: 0.1 0.2 1.1 93.7 94.7 94.9 96.0: 5.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 1 3 35 31 38 35:
Old : 47: 3 1 3 35 31 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 42.0 70.9 66.4 43.8 40.7 59.7 56.3
Old : 50.3 42.0 70.9 66.4 43.8 40.7 59.7 56.3
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,487: 0 1,356 350 73,161 72,094 73,511 73,800: 4,976 4,687
Old : 78,487: 0 1,356 350 73,161 72,094 73,511 73,800: 4,976 4,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,422: 0 -573 266 1,580 3,341 1,846 3,034: 576 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.4 93.2 91.9 93.7 94.0: 6.3 6.0
Old : 100.0: 0.0 1.7 0.4 93.2 91.9 93.7 94.0: 6.3 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 : 32: 0 2 1 23 25 24 27:
Old : 32: 0 2 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 : 54.2 45.0 74.9 65.1 46.1 43.3 63.7 59.3
Old : 54.2 45.0 74.9 65.1 46.1 43.3 63.7 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 33,727: 0 0 0 30,641 31,719 30,641 31,719: 3,086 2,008
Old : 33,727: 0 0 0 30,641 31,719 30,641 31,719: 3,086 2,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.9 94.0 90.9 94.0: 9.1 6.0
Old : 100.0: 0.0 0.0 0.0 90.9 94.0 90.9 94.0: 9.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 13 17 13 17:
Old : 23: 0 0 0 13 17 13 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 : 54.4 59.2 81.5 79.9 45.6 59.2 64.4 68.8
Old : 54.4 59.2 81.5 79.9 45.6 59.2 64.4 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 119,833: 0 362 2,035 111,550 114,207 113,585 116,604: 6,248 3,229
Old : 119,833: 0 362 2,035 111,550 114,207 113,585 116,604: 6,248 3,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 3,037: -1,197 362 611 4,887 2,244 4,301 3,217: -1,264 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.7 93.1 95.3 94.8 97.3: 5.2 2.7
Old : 100.0: 0.0 0.3 1.7 93.1 95.3 94.8 97.3: 5.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 19 17 21 19:
Old : 26: 0 2 2 19 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 68.4 77.4 89.2 58.4 64.4 71.7 77.8
Old : 59.8 68.4 77.4 89.2 58.4 64.4 71.7 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 167,031: 0 0 0 156,981 160,707 156,981 160,707: 10,050 6,324
Old : 167,031: 0 0 0 156,981 160,707 156,981 160,707: 10,050 6,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 8,549: 0 0 0 10,321 9,079 10,321 9,079: -1,772 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.0 96.2 94.0 96.2: 6.0 3.8
Old : 100.0: 0.0 0.0 0.0 94.0 96.2 94.0 96.2: 6.0 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 26 26 26 26:
Old : 36: 0 0 0 26 26 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 68.7 75.0 82.0 57.4 68.7 72.8 81.4
Old : 59.2 68.7 75.0 82.0 57.4 68.7 72.8 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,749: 958 0 793 87,661 87,907 89,412 88,700: 4,337 5,049
Old : 93,749: 958 0 793 87,661 87,907 89,412 88,700: 4,337 5,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,705: 90 0 0 2,374 5,135 2,464 5,135: 241 -2,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.8 93.5 93.8 95.4 94.6: 4.6 5.4
Old : 100.0: 1.0 0.0 0.8 93.5 93.8 95.4 94.6: 4.6 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 : 24: 1 0 1 15 15 16 16:
Old : 24: 1 0 1 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 59.1 86.7 80.9 60.2 53.7 70.7 68.3
Old : 65.8 59.1 86.7 80.9 60.2 53.7 70.7 68.3
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,334: 11,158 892 0 14,709 25,772 25,867 26,664: 1,467 670
Old : 27,334: 11,158 892 0 14,709 25,772 25,867 26,664: 1,467 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 8,910: 6,000 0 0 2,280 8,978 8,280 8,978: 630 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 3.3 0.0 53.8 94.3 94.6 97.5: 5.4 2.5
Old : 100.0: 40.8 3.3 0.0 53.8 94.3 94.6 97.5: 5.4 2.5
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: 5 3 0 12 26 17 29:
Old : 37: 5 3 0 12 26 17 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 : 58.2 47.5 82.2 68.2 52.7 38.8 68.3 58.2
Old : 58.2 47.5 82.2 68.2 52.7 38.8 68.3 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 533,089: 68,903 6,191 2,888 449,749 512,936 521,540 522,015: 11,549 11,074
Old : 533,089: 68,903 6,191 2,888 449,749 512,936 521,540 522,015: 11,549 11,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -3,224: 3,092 1,016 -253 -4,398 -3,334 -1,559 -2,571: -1,665 -653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 1.2 0.5 84.4 96.2 97.8 97.9: 2.2 2.1
Old : 100.0: 12.9 1.2 0.5 84.4 96.2 97.8 97.9: 2.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 5 7 7 47 48 58 56:
Old : 69: 5 7 7 47 48 58 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 : 31.4 55.0 48.2 68.5 29.5 54.3 45.1 61.3
Old : 31.4 55.0 48.2 68.5 29.5 54.3 45.1 61.3
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 133,061: 3,927 3,251 1,166 125,789 120,022 130,882 124,439: 2,179 8,622
Old : 133,061: 3,927 3,251 1,166 125,789 120,022 130,882 124,439: 2,179 8,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 5,209: -824 597 462 5,245 3,692 4,883 4,751: 326 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.4 0.9 94.5 90.2 98.4 93.5: 1.6 6.5
Old : 100.0: 3.0 2.4 0.9 94.5 90.2 98.4 93.5: 1.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 3 3 22 22 26 25:
Old : 35: 1 3 3 22 22 26 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 : 43.2 42.0 67.5 69.8 39.5 41.6 54.5 54.9
Old : 43.2 42.0 67.5 69.8 39.5 41.6 54.5 54.9
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,250: 713 620 0 16,972 20,265 17,685 20,885: 3,565 365
Old : 21,250: 713 620 0 16,972 20,265 17,685 20,885: 3,565 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 3,373: 0 0 0 3,019 3,256 3,019 3,256: 354 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.9 0.0 79.9 95.4 83.2 98.3: 16.8 1.7
Old : 100.0: 3.4 2.9 0.0 79.9 95.4 83.2 98.3: 16.8 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 : 25: 2 1 0 12 16 14 17:
Old : 25: 2 1 0 12 16 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 47.5 76.1 74.7 54.3 43.2 63.8 67.6
Old : 64.9 47.5 76.1 74.7 54.3 43.2 63.8 67.6
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,206: 0 740 0 60,958 63,531 60,958 64,271: 7,248 3,935
Old : 68,206: 0 740 0 60,958 63,531 60,958 64,271: 7,248 3,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,438: 0 189 0 1,321 1,865 1,321 2,054: 117 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 89.4 93.1 89.4 94.2: 10.6 5.8
Old : 100.0: 0.0 1.1 0.0 89.4 93.1 89.4 94.2: 10.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 16 19 16 20:
Old : 23: 0 1 0 16 19 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 56.6 82.7 77.5 64.0 52.1 75.4 70.9
Old : 67.5 56.6 82.7 77.5 64.0 52.1 75.4 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 114,143: 7,178 7,046 0 105,885 104,243 113,063 111,289: 1,080 2,854
Old : 114,143: 7,178 7,046 0 105,885 104,243 113,063 111,289: 1,080 2,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 16,895: 7,178 4,080 0 9,610 11,416 16,788 15,496: 107 1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 6.2 0.0 92.8 91.3 99.1 97.5: 0.9 2.5
Old : 100.0: 6.3 6.2 0.0 92.8 91.3 99.1 97.5: 0.9 2.5
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: 5 6 0 17 20 22 26:
Old : 41: 5 6 0 17 20 22 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 : 64.6 63.1 87.1 80.5 61.8 63.1 83.5 79.1
Old : 64.6 63.1 87.1 80.5 61.8 63.1 83.5 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 144,111: 35,153 7,483 391 108,051 135,401 143,595 143,275: 516 836
Old : 144,111: 35,153 7,483 391 108,051 135,401 143,595 143,275: 516 836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 14,948: 6,788 3,690 391 7,688 10,988 14,867 15,069: 81 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.2 0.3 75.0 94.0 99.6 99.4: 0.4 0.6
Old : 100.0: 24.4 5.2 0.3 75.0 94.0 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 12 10 2 28 41 40 53:
Old : 79: 12 10 2 28 41 40 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 56.8 69.2 67.7 44.3 55.2 66.6 66.0
Old : 45.5 56.8 69.2 67.7 44.3 55.2 66.6 66.0
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 140,058: 620 540 0 138,637 136,832 139,257 137,372: 801 2,686
Old : 140,058: 620 540 0 138,637 136,832 139,257 137,372: 801 2,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,025: 0 0 0 4,901 4,095 4,901 4,095: -876 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.4 0.0 99.0 97.7 99.4 98.1: 0.6 1.9
Old : 100.0: 0.4 0.4 0.0 99.0 97.7 99.4 98.1: 0.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 0 18 21 19 22:
Old : 32: 1 1 0 18 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 74.4 94.8 91.4 68.3 68.2 81.1 77.4
Old : 81.4 74.4 94.8 91.4 68.3 68.2 81.1 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 268,330: 1,851 1,559 1,547 259,808 258,556 263,206 261,662: 5,124 6,668
Old : 268,330: 1,851 1,559 1,547 259,808 258,556 263,206 261,662: 5,124 6,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 3,749: 0 1,099 -106 3,787 6,081 3,681 7,074: 68 -3,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.6 0.6 96.8 96.4 98.1 97.5: 1.9 2.5
Old : 100.0: 0.7 0.6 0.6 96.8 96.4 98.1 97.5: 1.9 2.5
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 : 46: 1 2 1 34 35 36 37:
Old : 46: 1 2 1 34 35 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 : 52.2 48.0 69.1 68.8 44.6 38.2 60.3 51.0
Old : 52.2 48.0 69.1 68.8 44.6 38.2 60.3 51.0
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,001: 685 841 1,662 59,458 63,408 61,805 65,911: 8,196 4,090
Old : 70,001: 685 841 1,662 59,458 63,408 61,805 65,911: 8,196 4,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,220: 685 302 665 358 3,562 1,708 4,529: -488 -3,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.2 2.4 84.9 90.6 88.3 94.2: 11.7 5.8
Old : 100.0: 1.0 1.2 2.4 84.9 90.6 88.3 94.2: 11.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 15 16 17 18:
Old : 23: 1 1 2 15 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 57.5 76.8 82.3 43.5 44.8 55.8 62.2
Old : 55.0 57.5 76.8 82.3 43.5 44.8 55.8 62.2
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,227: 2,028 1,770 903 104,007 105,710 106,938 108,383: 2,289 844
Old : 109,227: 2,028 1,770 903 104,007 105,710 106,938 108,383: 2,289 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,947: 302 1,230 -62 2,234 1,899 2,474 3,067: 473 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.6 0.8 95.2 96.8 97.9 99.2: 2.1 0.8
Old : 100.0: 1.9 1.6 0.8 95.2 96.8 97.9 99.2: 2.1 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 : 33: 1 3 1 20 24 21 28:
Old : 33: 1 3 1 20 24 21 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 : 64.6 47.8 81.4 67.9 49.1 32.7 59.5 47.7
Old : 64.6 47.8 81.4 67.9 49.1 32.7 59.5 47.7
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 134,883: 11,726 0 498 115,638 126,838 127,862 127,336: 7,021 7,547
Old : 134,883: 11,726 0 498 115,638 126,838 127,862 127,336: 7,021 7,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -987: 333 0 0 -1,808 -473 -1,475 -473: 488 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 0.4 85.7 94.0 94.8 94.4: 5.2 5.6
Old : 100.0: 8.7 0.0 0.4 85.7 94.0 94.8 94.4: 5.2 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 : 30: 2 0 1 21 19 23 20:
Old : 30: 2 0 1 21 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 73.6 71.1 87.0 43.2 72.8 66.7 80.4
Old : 46.3 73.6 71.1 87.0 43.2 72.8 66.7 80.4
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,750: 0 0 0 106,220 110,088 106,220 110,088: 7,530 3,662
Old : 113,750: 0 0 0 106,220 110,088 106,220 110,088: 7,530 3,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 591: 0 0 0 -94 939 -94 939: 685 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.4 96.8 93.4 96.8: 6.6 3.2
Old : 100.0: 0.0 0.0 0.0 93.4 96.8 93.4 96.8: 6.6 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 : 22: 0 0 0 19 18 19 18:
Old : 22: 0 0 0 19 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 72.8 81.1 89.7 61.3 70.2 77.8 83.1
Old : 64.2 72.8 81.1 89.7 61.3 70.2 77.8 83.1
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,426: 635 465 0 67,791 67,748 68,426 68,213: 0 213
Old : 68,426: 635 465 0 67,791 67,748 68,426 68,213: 0 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 6,012: 635 0 0 5,656 5,923 6,291 5,923: -279 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.7 0.0 99.1 99.0 100.0 99.7: 0.0 0.3
Old : 100.0: 0.9 0.7 0.0 99.1 99.0 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 0 13 19 14 21:
Old : 28: 1 2 0 13 19 14 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 : 81.6 80.9 95.3 89.9 80.1 78.8 91.4 87.2
Old : 81.6 80.9 95.3 89.9 80.1 78.8 91.4 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 151,856: 4,098 0 635 138,688 147,697 143,421 148,332: 8,435 3,524
Old : 151,856: 4,098 0 635 138,688 147,697 143,421 148,332: 8,435 3,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,520: -202 0 557 2,403 882 2,758 1,439: -1,238 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.4 91.3 97.3 94.4 97.7: 5.6 2.3
Old : 100.0: 2.7 0.0 0.4 91.3 97.3 94.4 97.7: 5.6 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 : 28: 4 0 3 20 16 24 19:
Old : 28: 4 0 3 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 : 60.7 58.1 77.9 80.6 51.7 43.8 60.1 60.4
Old : 60.7 58.1 77.9 80.6 51.7 43.8 60.1 60.4
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 164,899: 0 3,584 7,360 145,342 147,453 152,702 158,397: 12,197 6,502
Old : 164,899: 0 3,584 7,360 145,342 147,453 152,702 158,397: 12,197 6,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 9,738: 0 1,674 -1,044 9,467 7,852 8,423 8,482: 1,315 1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 4.5 88.1 89.4 92.6 96.1: 7.4 3.9
Old : 100.0: 0.0 2.2 4.5 88.1 89.4 92.6 96.1: 7.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 2 29 23 31 26:
Old : 35: 0 2 2 29 23 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 65.5 65.9 77.3 44.4 59.6 56.0 67.7
Old : 49.1 65.5 65.9 77.3 44.4 59.6 56.0 67.7
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,058: 1,782 0 0 17,331 19,782 19,113 19,782: 945 276
Old : 20,058: 1,782 0 0 17,331 19,782 19,113 19,782: 945 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,760: 480 0 0 2,280 2,670 2,760 2,670: 0 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 0.0 86.4 98.6 95.3 98.6: 4.7 1.4
Old : 100.0: 8.9 0.0 0.0 86.4 98.6 95.3 98.6: 4.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 0 0 13 13 16 13:
Old : 24: 3 0 0 13 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 : 67.6 71.6 83.6 90.2 67.6 71.6 83.5 89.5
Old : 67.6 71.6 83.6 90.2 67.6 71.6 83.5 89.5
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,805: 872 0 0 27,011 29,405 27,883 29,405: 1,922 400
Old : 29,805: 872 0 0 27,011 29,405 27,883 29,405: 1,922 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,862: 872 0 0 2,596 2,927 3,468 2,927: -606 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 90.6 98.7 93.6 98.7: 6.4 1.3
Old : 100.0: 2.9 0.0 0.0 90.6 98.7 93.6 98.7: 6.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 15 15 16 15:
Old : 22: 1 0 0 15 15 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 : 72.7 82.9 84.6 90.8 71.1 78.2 81.2 85.0
Old : 72.7 82.9 84.6 90.8 71.1 78.2 81.2 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 184,626: 6,882 2,011 525 171,162 172,582 178,569 175,118: 6,057 9,508
Old : 184,626: 6,882 2,011 525 171,162 172,582 178,569 175,118: 6,057 9,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 5,190: -774 2,011 66 6,172 3,001 5,464 5,078: -274 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.1 0.3 92.7 93.5 96.7 94.9: 3.3 5.1
Old : 100.0: 3.7 1.1 0.3 92.7 93.5 96.7 94.9: 3.3 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 : 44: 3 2 2 32 31 36 34:
Old : 44: 3 2 2 32 31 36 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 : 48.8 58.0 66.6 71.2 47.3 57.0 63.9 69.7
Old : 48.8 58.0 66.6 71.2 47.3 57.0 63.9 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 101,732: 633 0 0 96,991 95,507 97,624 95,507: 4,108 6,225
Old : 101,732: 633 0 0 96,991 95,507 97,624 95,507: 4,108 6,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -2,334: 633 0 0 -2,359 -2,367 -1,726 -2,367: -608 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 95.3 93.9 96.0 93.9: 4.0 6.1
Old : 100.0: 0.6 0.0 0.0 95.3 93.9 96.0 93.9: 4.0 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 : 32: 1 0 0 22 25 23 25:
Old : 32: 1 0 0 22 25 23 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 : 50.9 44.9 72.4 71.7 44.0 40.6 58.8 58.1
Old : 50.9 44.9 72.4 71.7 44.0 40.6 58.8 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 99,980: 0 0 0 94,802 95,362 94,802 95,362: 5,178 4,618
Old : 99,980: 0 0 0 94,802 95,362 94,802 95,362: 5,178 4,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,616: 0 0 0 5,024 1,042 5,024 1,042: -3,408 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.8 95.4 94.8 95.4: 5.2 4.6
Old : 100.0: 0.0 0.0 0.0 94.8 95.4 94.8 95.4: 5.2 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 : 29: 0 0 0 23 19 23 19:
Old : 29: 0 0 0 23 19 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 67.1 64.1 89.7 29.9 61.3 50.2 73.9
Old : 41.5 67.1 64.1 89.7 29.9 61.3 50.2 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 68,863: 2,736 0 0 60,063 65,884 62,799 65,884: 6,064 2,979
Old : 68,863: 2,736 0 0 60,063 65,884 62,799 65,884: 6,064 2,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 329: 0 -360 0 358 477 358 117: -29 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.0 87.2 95.7 91.2 95.7: 8.8 4.3
Old : 100.0: 4.0 0.0 0.0 87.2 95.7 91.2 95.7: 8.8 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 : 25: 1 0 0 16 18 17 18:
Old : 25: 1 0 0 16 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 61.4 73.6 80.7 46.3 56.0 67.1 70.4
Old : 50.5 61.4 73.6 80.7 46.3 56.0 67.1 70.4
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 24, 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 : 26,263: 957 868 0 24,937 25,244 25,894 26,112: 369 151
Old : 26,263: 957 868 0 24,937 25,244 25,894 26,112: 369 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,628: 120 0 0 4,418 4,508 4,538 4,508: 90 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.3 0.0 95.0 96.1 98.6 99.4: 1.4 0.6
Old : 100.0: 3.6 3.3 0.0 95.0 96.1 98.6 99.4: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 0 15 17 17 19:
Old : 29: 2 2 0 15 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 57.4 83.4 76.6 45.3 55.4 68.1 69.7
Old : 54.4 57.4 83.4 76.6 45.3 55.4 68.1 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 130,464: 0 0 0 121,695 125,891 121,695 125,891: 8,769 4,573
Old : 130,464: 0 0 0 121,695 125,891 121,695 125,891: 8,769 4,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 6,514: 0 0 0 6,454 6,273 6,454 6,273: 60 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.3 96.5 93.3 96.5: 6.7 3.5
Old : 100.0: 0.0 0.0 0.0 93.3 96.5 93.3 96.5: 6.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 26 16 26 16:
Old : 32: 0 0 0 26 16 26 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 : 47.8 66.7 70.1 84.2 47.8 63.7 68.6 77.0
Old : 47.8 66.7 70.1 84.2 47.8 63.7 68.6 77.0
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 24, 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 : 80,529: 0 0 0 68,181 76,712 68,181 76,712: 12,348 3,817
Old : 80,529: 0 0 0 68,181 76,712 68,181 76,712: 12,348 3,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.7 95.3 84.7 95.3: 15.3 4.7
Old : 100.0: 0.0 0.0 0.0 84.7 95.3 84.7 95.3: 15.3 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 : 22: 0 0 0 12 17 12 17:
Old : 22: 0 0 0 12 17 12 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 : 53.2 65.9 76.9 83.8 44.7 61.0 61.4 74.4
Old : 53.2 65.9 76.9 83.8 44.7 61.0 61.4 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 107,155: 18,414 4,866 11,078 76,672 90,471 106,164 106,415: 991 739
Old : 107,155: 18,414 4,866 11,078 76,672 90,471 106,164 106,415: 991 739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -100: 17 78 -105 -16 -73 -104 -100: 5 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 4.5 10.3 71.6 84.4 99.1 99.3: 0.9 0.7
Old : 100.0: 17.2 4.5 10.3 71.6 84.4 99.1 99.3: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 13 7 16 36 39 56 55:
Old : 62: 13 7 16 36 39 56 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 35.3 60.0 55.3 24.9 19.8 34.5 31.4
Old : 39.0 35.3 60.0 55.3 24.9 19.8 34.5 31.4
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 24, 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 : 34,754: 2,075 250 450 32,229 34,054 34,754 34,754: 0 0
Old : 34,754: 2,075 250 450 32,229 34,054 34,754 34,754: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,538: 680 -25 25 1,833 2,538 2,538 2,538: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.7 1.3 92.7 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.0 0.7 1.3 92.7 98.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 2 3 25 18 31 23:
Old : 34: 5 2 3 25 18 31 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 56.2 74.3 81.6 43.1 49.8 53.3 59.3
Old : 53.8 56.2 74.3 81.6 43.1 49.8 53.3 59.3
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 21,625: 575 475 450 20,550 20,700 21,575 21,625: 50 0
Old : 21,625: 575 475 450 20,550 20,700 21,575 21,625: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,540: 400 300 -50 1,140 1,290 1,490 1,540: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.2 2.1 95.0 95.7 99.8 100.0: 0.2 0.0
Old : 100.0: 2.7 2.2 2.1 95.0 95.7 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 2 21 18 24 20:
Old : 28: 2 1 2 21 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 54.8 86.4 85.4 64.1 45.2 67.1 61.1
Old : 71.6 54.8 86.4 85.4 64.1 45.2 67.1 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 173,071: 9,250 27,039 3,791 159,984 142,231 173,025 173,061: 46 10
Old : 173,071: 9,250 27,039 3,791 159,984 142,231 173,025 173,061: 46 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,002: -615 -650 -380 1,997 2,037 1,002 1,007: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 15.6 2.2 92.4 82.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.3 15.6 2.2 92.4 82.2 100.0 100.0: 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 : 57: 6 8 7 39 39 49 50:
Old : 57: 6 8 7 39 39 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 44.8 57.8 69.8 34.2 38.0 49.2 56.6
Old : 38.4 44.8 57.8 69.8 34.2 38.0 49.2 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 57,905: 1,888 8,375 1,525 54,277 48,005 57,690 57,905: 215 0
Old : 57,905: 1,888 8,375 1,525 54,277 48,005 57,690 57,905: 215 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,609: 322 1,000 -59 1,146 668 1,409 1,609: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 14.5 2.6 93.7 82.9 99.6 100.0: 0.4 0.0
Old : 100.0: 3.3 14.5 2.6 93.7 82.9 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 7 6 6 19 22 31 30:
Old : 37: 7 6 6 19 22 31 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 : 73.2 61.0 85.3 84.3 71.0 52.1 77.5 72.4
Old : 73.2 61.0 85.3 84.3 71.0 52.1 77.5 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 58,673: 510 3,575 950 57,092 53,918 58,552 58,443: 121 230
Old : 58,673: 510 3,575 950 57,092 53,918 58,552 58,443: 121 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -240: -105 0 205 -340 -455 -240 -250: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 6.1 1.6 97.3 91.9 99.8 99.6: 0.2 0.4
Old : 100.0: 0.9 6.1 1.6 97.3 91.9 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 3 3 27 27 31 32:
Old : 38: 2 3 3 27 27 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 49.6 72.3 72.3 28.0 30.9 41.9 46.7
Old : 46.4 49.6 72.3 72.3 28.0 30.9 41.9 46.7
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 65,546: 1,015 1,075 945 63,370 63,476 65,330 65,496: 216 50
Old : 65,546: 1,015 1,075 945 63,370 63,476 65,330 65,496: 216 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 940: -202 0 62 1,080 998 940 1,060: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.6 1.4 96.7 96.8 99.7 99.9: 0.3 0.1
Old : 100.0: 1.5 1.6 1.4 96.7 96.8 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 5 4 34 27 39 34:
Old : 44: 3 5 4 34 27 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 : 42.5 56.7 64.6 77.9 35.4 48.6 49.4 57.7
Old : 42.5 56.7 64.6 77.9 35.4 48.6 49.4 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 65,960: 2,023 17,650 135 63,739 48,021 65,897 65,806: 63 154
Old : 65,960: 2,023 17,650 135 63,739 48,021 65,897 65,806: 63 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,405: 640 100 -50 815 1,375 1,405 1,425: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 26.8 0.2 96.6 72.8 99.9 99.8: 0.1 0.2
Old : 100.0: 3.1 26.8 0.2 96.6 72.8 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 2 1 27 27 31 30:
Old : 42: 4 2 1 27 27 31 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 : 43.6 67.0 64.6 82.2 42.7 62.9 60.6 76.4
Old : 43.6 67.0 64.6 82.2 42.7 62.9 60.6 76.4
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 86,971: 3,048 18,900 0 83,891 67,881 86,939 86,781: 32 190
Old : 86,971: 3,048 18,900 0 83,891 67,881 86,939 86,781: 32 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,235: 540 150 0 695 1,085 1,235 1,235: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 21.7 0.0 96.5 78.1 100.0 99.8: 0.0 0.2
Old : 100.0: 3.5 21.7 0.0 96.5 78.1 100.0 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 : 44: 4 2 0 29 28 33 30:
Old : 44: 4 2 0 29 28 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 : 46.3 63.2 64.4 81.2 45.2 61.4 63.1 78.7
Old : 46.3 63.2 64.4 81.2 45.2 61.4 63.1 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,661: 300 0 0 33,339 33,571 33,639 33,571: 22 90
Old : 33,661: 300 0 0 33,339 33,571 33,639 33,571: 22 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 102: 0 0 0 230 102 230 102: -128 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 99.0 99.7 99.9 99.7: 0.1 0.3
Old : 100.0: 0.9 0.0 0.0 99.0 99.7 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 : 27: 1 0 0 22 20 23 20:
Old : 27: 1 0 0 22 20 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 68.4 74.2 83.0 37.6 57.3 55.4 61.3
Old : 49.9 68.4 74.2 83.0 37.6 57.3 55.4 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 36,500: 1,700 420 0 34,740 36,068 36,440 36,488: 60 12
Old : 36,500: 1,700 420 0 34,740 36,068 36,440 36,488: 60 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 165: 25 0 0 140 309 165 309: 0 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.2 0.0 95.2 98.8 99.8 100.0: 0.2 0.0
Old : 100.0: 4.7 1.2 0.0 95.2 98.8 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 : 30: 3 1 0 23 21 26 22:
Old : 30: 3 1 0 23 21 26 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 : 50.2 63.1 72.4 86.2 28.1 53.1 41.9 58.3
Old : 50.2 63.1 72.4 86.2 28.1 53.1 41.9 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 11,960: 1,200 0 0 10,760 11,960 11,960 11,960: 0 0
Old : 11,960: 1,200 0 0 10,760 11,960 11,960 11,960: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.0 0.0 90.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 0.0 0.0 90.0 100.0 100.0 100.0: 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 13 20 13:
Old : 22: 3 0 0 17 13 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 70.6 82.0 94.4 61.6 66.0 75.8 83.6
Old : 63.6 70.6 82.0 94.4 61.6 66.0 75.8 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 21,772: 3,900 350 1,550 16,079 19,573 21,529 21,473: 243 299
Old : 21,772: 3,900 350 1,550 16,079 19,573 21,529 21,473: 243 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,247: 1,350 -100 100 -221 1,243 1,229 1,243: 18 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 1.6 7.1 73.9 89.9 98.9 98.6: 1.1 1.4
Old : 100.0: 17.9 1.6 7.1 73.9 89.9 98.9 98.6: 1.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 3 2 21 25 28 29:
Old : 36: 5 3 2 21 25 28 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 : 51.2 47.3 73.6 64.8 49.1 40.5 63.3 53.0
Old : 51.2 47.3 73.6 64.8 49.1 40.5 63.3 53.0
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,815: 0 215 210 9,260 9,255 9,470 9,680: 345 135
Old : 9,815: 0 215 210 9,260 9,255 9,470 9,680: 345 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 2.1 94.3 94.3 96.5 98.6: 3.5 1.4
Old : 100.0: 0.0 2.2 2.1 94.3 94.3 96.5 98.6: 3.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 1 10 12 11 15:
Old : 20: 0 3 1 10 12 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 71.1 90.8 92.5 75.6 68.3 83.3 80.0
Old : 75.7 71.1 90.8 92.5 75.6 68.3 83.3 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,499: 0 400 0 41,449 40,949 41,449 41,349: 50 150
Old : 41,499: 0 400 0 41,449 40,949 41,449 41,349: 50 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 633: 0 0 0 633 633 633 633: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 99.9 98.7 99.9 99.6: 0.1 0.4
Old : 100.0: 0.0 1.0 0.0 99.9 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 : 31: 0 3 0 25 23 25 26:
Old : 31: 0 3 0 25 23 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 59.0 73.4 74.9 36.4 50.7 55.4 56.8
Old : 46.1 59.0 73.4 74.9 36.4 50.7 55.4 56.8
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 52,158: 1,850 1,150 50 49,373 50,898 51,273 52,098: 885 60
Old : 52,158: 1,850 1,150 50 49,373 50,898 51,273 52,098: 885 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 147: 250 0 0 -163 147 87 147: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.2 0.1 94.7 97.6 98.3 99.9: 1.7 0.1
Old : 100.0: 3.5 2.2 0.1 94.7 97.6 98.3 99.9: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 1 27 23 29 26:
Old : 35: 2 2 1 27 23 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 61.3 72.4 84.5 46.1 53.8 61.8 72.8
Old : 51.1 61.3 72.4 84.5 46.1 53.8 61.8 72.8
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,115: 1,485 0 335 47,170 48,485 48,990 48,820: 125 295
Old : 49,115: 1,485 0 335 47,170 48,485 48,990 48,820: 125 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 610: 60 0 0 620 560 680 560: -70 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.7 96.0 98.7 99.7 99.4: 0.3 0.6
Old : 100.0: 3.0 0.0 0.7 96.0 98.7 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 0 1 20 13 24 14:
Old : 29: 4 0 1 20 13 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 93.0 71.0 97.6 38.7 91.3 67.3 91.7
Old : 42.0 93.0 71.0 97.6 38.7 91.3 67.3 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,571: 2,410 1,500 175 53,966 54,631 56,551 56,306: 20 265
Old : 56,571: 2,410 1,500 175 53,966 54,631 56,551 56,306: 20 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 180: 60 -300 0 250 430 310 130: -130 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.7 0.3 95.4 96.6 100.0 99.5: 0.0 0.5
Old : 100.0: 4.3 2.7 0.3 95.4 96.6 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 1 22 13 26 15:
Old : 30: 4 1 1 22 13 26 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 : 40.2 90.8 67.0 97.5 37.7 88.8 64.5 91.8
Old : 40.2 90.8 67.0 97.5 37.7 88.8 64.5 91.8
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 77,468: 160 284 498 76,664 76,404 77,322 77,186: 146 282
Old : 77,468: 160 284 498 76,664 76,404 77,322 77,186: 146 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,189: -546 284 280 4,450 3,625 4,184 4,189: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.4 0.6 99.0 98.6 99.8 99.6: 0.2 0.4
Old : 100.0: 0.2 0.4 0.6 99.0 98.6 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 1 1 28 31 31 32:
Old : 39: 2 1 1 28 31 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 58.6 73.1 81.4 48.0 52.8 70.0 71.8
Old : 48.3 58.6 73.1 81.4 48.0 52.8 70.0 71.8
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 98,250: 4,817 1,584 1,121 91,975 95,266 97,913 97,971: 337 279
Old : 98,250: 4,817 1,584 1,121 91,975 95,266 97,913 97,971: 337 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,475: -1,758 -26 -417 3,644 1,918 1,469 1,475: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.6 1.1 93.6 97.0 99.7 99.7: 0.3 0.3
Old : 100.0: 4.9 1.6 1.1 93.6 97.0 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 7 8 3 30 32 38 42:
Old : 53: 7 8 3 30 32 38 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 : 42.3 53.0 67.3 75.3 39.8 48.2 59.2 64.3
Old : 42.3 53.0 67.3 75.3 39.8 48.2 59.2 64.3
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 32,164: 150 175 0 31,984 31,989 32,134 32,164: 30 0
Old : 32,164: 150 175 0 31,984 31,989 32,134 32,164: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,915: -100 175 0 2,015 1,740 1,915 1,915: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.5 0.0 99.4 99.5 99.9 100.0: 0.1 0.0
Old : 100.0: 0.5 0.5 0.0 99.4 99.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 13 13 15 14:
Old : 21: 2 1 0 13 13 15 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 : 85.3 80.1 98.9 97.1 83.8 74.2 86.1 84.7
Old : 85.3 80.1 98.9 97.1 83.8 74.2 86.1 84.7
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 39,198: 1,781 4,630 186 37,053 34,182 39,020 38,998: 178 200
Old : 39,198: 1,781 4,630 186 37,053 34,182 39,020 38,998: 178 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 33: 336 0 16 -37 33 315 49: -282 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 11.8 0.5 94.5 87.2 99.5 99.5: 0.5 0.5
Old : 100.0: 4.5 11.8 0.5 94.5 87.2 99.5 99.5: 0.5 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 : 30: 3 2 3 24 18 28 22:
Old : 30: 3 2 3 24 18 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 72.9 71.5 92.3 50.9 65.5 65.1 76.9
Old : 51.3 72.9 71.5 92.3 50.9 65.5 65.1 76.9
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 41,046: 3,180 1,500 2,055 35,661 37,431 40,896 40,986: 150 60
Old : 41,046: 3,180 1,500 2,055 35,661 37,431 40,896 40,986: 150 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 405: 260 0 5 495 405 760 410: -355 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 3.7 5.0 86.9 91.2 99.6 99.9: 0.4 0.1
Old : 100.0: 7.7 3.7 5.0 86.9 91.2 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 3 3 25 21 29 27:
Old : 32: 4 3 3 25 21 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 : 46.0 56.0 66.1 75.7 35.1 38.3 44.9 51.5
Old : 46.0 56.0 66.1 75.7 35.1 38.3 44.9 51.5
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 44,234: 125 3,715 235 43,799 40,159 44,159 44,109: 75 125
Old : 44,234: 125 3,715 235 43,799 40,159 44,159 44,109: 75 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 357: 0 240 0 347 227 347 467: 10 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 8.4 0.5 99.0 90.8 99.8 99.7: 0.2 0.3
Old : 100.0: 0.3 8.4 0.5 99.0 90.8 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 1 24 17 26 20:
Old : 32: 1 3 1 24 17 26 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 : 66.0 72.5 84.7 85.4 66.0 66.8 81.3 79.0
Old : 66.0 72.5 84.7 85.4 66.0 66.8 81.3 79.0
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 37,710: 500 3,185 25 36,864 34,365 37,389 37,575: 321 135
Old : 37,710: 500 3,185 25 36,864 34,365 37,389 37,575: 321 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 351: 0 300 0 326 51 326 351: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 8.4 0.1 97.8 91.1 99.1 99.6: 0.9 0.4
Old : 100.0: 1.3 8.4 0.1 97.8 91.1 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 1 19 15 22 17:
Old : 29: 2 2 1 19 15 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 75.8 87.2 90.3 68.6 73.5 85.4 84.4
Old : 69.6 75.8 87.2 90.3 68.6 73.5 85.4 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 26,790: 1,934 1,990 163 24,324 24,487 26,421 26,640: 369 150
Old : 26,790: 1,934 1,990 163 24,324 24,487 26,421 26,640: 369 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 327: 105 225 0 222 87 327 312: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.4 0.6 90.8 91.4 98.6 99.4: 1.4 0.6
Old : 100.0: 7.2 7.4 0.6 90.8 91.4 98.6 99.4: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 2 2 22 22 28 26:
Old : 37: 6 2 2 22 22 28 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 : 46.9 57.6 66.4 78.0 41.1 56.6 56.1 71.0
Old : 46.9 57.6 66.4 78.0 41.1 56.6 56.1 71.0
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,635: 1,302 575 476 20,737 21,464 22,515 22,515: 120 120
Old : 22,635: 1,302 575 476 20,737 21,464 22,515 22,515: 120 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 110: 75 125 0 35 -15 110 110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.5 2.1 91.6 94.8 99.5 99.5: 0.5 0.5
Old : 100.0: 5.8 2.5 2.1 91.6 94.8 99.5 99.5: 0.5 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 : 34: 2 3 2 17 23 20 27:
Old : 34: 2 3 2 17 23 20 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 62.9 83.5 81.9 67.1 62.9 80.5 77.9
Old : 68.3 62.9 83.5 81.9 67.1 62.9 80.5 77.9
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 52,776: 1,680 7,097 1,032 49,830 44,643 52,541 52,771: 235 5
Old : 52,776: 1,680 7,097 1,032 49,830 44,643 52,541 52,771: 235 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 144: -35 -379 65 229 454 258 139: -114 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 13.4 2.0 94.4 84.6 99.6 100.0: 0.4 0.0
Old : 100.0: 3.2 13.4 2.0 94.4 84.6 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 3 4 29 26 36 32:
Old : 42: 6 3 4 29 26 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 49.8 70.2 69.7 53.0 44.9 62.3 59.6
Old : 56.2 49.8 70.2 69.7 53.0 44.9 62.3 59.6
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 37,111: 1,085 3,055 150 35,531 33,903 36,766 37,108: 345 3
Old : 37,111: 1,085 3,055 150 35,531 33,903 36,766 37,108: 345 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -332: 0 -275 75 -407 -132 -332 -332: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 8.2 0.4 95.7 91.4 99.1 100.0: 0.9 0.0
Old : 100.0: 2.9 8.2 0.4 95.7 91.4 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 5 2 29 20 33 25:
Old : 37: 2 5 2 29 20 33 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 : 47.5 61.2 65.7 81.5 41.5 55.8 57.0 68.2
Old : 47.5 61.2 65.7 81.5 41.5 55.8 57.0 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 23,317: 25 3,800 525 22,742 18,942 23,292 23,267: 25 50
Old : 23,317: 25 3,800 525 22,742 18,942 23,292 23,267: 25 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 725: 25 -300 0 675 975 700 675: 25 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 16.3 2.3 97.5 81.2 99.9 99.8: 0.1 0.2
Old : 100.0: 0.1 16.3 2.3 97.5 81.2 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 1 16 16 18 19:
Old : 26: 1 3 1 16 16 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 63.4 89.9 85.2 60.3 49.9 68.0 62.9
Old : 73.1 63.4 89.9 85.2 60.3 49.9 68.0 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,900: 920 0 0 15,505 16,870 16,425 16,870: 475 30
Old : 16,900: 920 0 0 15,505 16,870 16,425 16,870: 475 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 0: 0 0 0 0 -10 0 -10: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 0.0 91.7 99.8 97.2 99.8: 2.8 0.2
Old : 100.0: 5.4 0.0 0.0 91.7 99.8 97.2 99.8: 2.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 0 17 12 20 12:
Old : 23: 3 0 0 17 12 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 88.0 81.2 97.6 51.2 79.3 66.6 79.6
Old : 65.5 88.0 81.2 97.6 51.2 79.3 66.6 79.6
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,100: 555 0 0 16,265 17,060 16,820 17,060: 280 40
Old : 17,100: 555 0 0 16,265 17,060 16,820 17,060: 280 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 0: 0 0 0 0 -20 0 -20: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.0 95.1 99.8 98.4 99.8: 1.6 0.2
Old : 100.0: 3.2 0.0 0.0 95.1 99.8 98.4 99.8: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 0 20 12 23 12:
Old : 26: 3 0 0 20 12 23 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 87.3 81.4 97.2 52.4 78.8 67.1 80.0
Old : 66.3 87.3 81.4 97.2 52.4 78.8 67.1 80.0
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 24, 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 : 762,626: 10,620 79,887 111,687 640,256 571,030 762,563 762,604: 63 22
Old : 762,626: 10,620 79,887 111,687 640,256 571,030 762,563 762,604: 63 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -13,540: 3,712 -1,649 -4,314 -12,938 -7,599 -13,540 -13,562: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 10.5 14.6 84.0 74.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 10.5 14.6 84.0 74.9 100.0 100.0: 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 : 27: 2 5 6 19 18 26 24:
Old : 27: 2 5 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 : 64.0 50.6 84.7 76.0 26.3 19.9 28.6 25.9
Old : 64.0 50.6 84.7 76.0 26.3 19.9 28.6 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,335: 680 200 0 13,380 13,875 14,060 14,075: 275 260
Old : 14,335: 680 200 0 13,380 13,875 14,060 14,075: 275 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 380: 0 0 0 380 260 380 260: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.4 0.0 93.3 96.8 98.1 98.2: 1.9 1.8
Old : 100.0: 4.7 1.4 0.0 93.3 96.8 98.1 98.2: 1.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 12 11 13 12:
Old : 20: 1 1 0 12 11 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 78.8 87.3 93.2 64.5 77.4 82.3 86.9
Old : 67.4 78.8 87.3 93.2 64.5 77.4 82.3 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,370: 680 200 0 15,415 15,910 16,095 16,110: 275 260
Old : 16,370: 680 200 0 15,415 15,910 16,095 16,110: 275 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 290: 0 0 0 290 170 290 170: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 1.2 0.0 94.2 97.2 98.3 98.4: 1.7 1.6
Old : 100.0: 4.2 1.2 0.0 94.2 97.2 98.3 98.4: 1.7 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 : 20: 1 1 0 12 13 13 14:
Old : 20: 1 1 0 12 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 78.3 90.9 94.0 65.1 77.5 87.7 91.1
Old : 67.5 78.3 90.9 94.0 65.1 77.5 87.7 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,105: 0 0 0 8,960 9,105 8,960 9,105: 145 0
Old : 9,105: 0 0 0 8,960 9,105 8,960 9,105: 145 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.4 100.0 98.4 100.0: 1.6 0.0
Old : 100.0: 0.0 0.0 0.0 98.4 100.0 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 11 15 11:
Old : 20: 0 0 0 15 11 15 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 : 66.4 77.1 87.1 94.7 59.3 65.3 74.2 75.8
Old : 66.4 77.1 87.1 94.7 59.3 65.3 74.2 75.8
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,498: 1,090 150 0 21,681 23,330 22,771 23,480: 727 18
Old : 23,498: 1,090 150 0 21,681 23,330 22,771 23,480: 727 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 586: -100 0 0 113 648 13 648: 573 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.6 0.0 92.3 99.3 96.9 99.9: 3.1 0.1
Old : 100.0: 4.6 0.6 0.0 92.3 99.3 96.9 99.9: 3.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 0 18 14 21 16:
Old : 29: 3 2 0 18 14 21 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 : 74.9 74.9 86.6 93.8 64.7 61.2 71.5 75.3
Old : 74.9 74.9 86.6 93.8 64.7 61.2 71.5 75.3
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,712: 1,090 150 0 20,139 21,545 21,229 21,695: 483 17
Old : 21,712: 1,090 150 0 20,139 21,545 21,229 21,695: 483 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 100: -100 0 0 278 180 178 180: -78 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.7 0.0 92.8 99.2 97.8 99.9: 2.2 0.1
Old : 100.0: 5.0 0.7 0.0 92.8 99.2 97.8 99.9: 2.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 0 17 13 20 15:
Old : 27: 3 2 0 17 13 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 76.9 87.6 96.0 61.0 61.8 68.3 73.3
Old : 74.3 76.9 87.6 96.0 61.0 61.8 68.3 73.3
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,640: 0 275 0 9,140 9,305 9,140 9,580: 500 60
Old : 9,640: 0 275 0 9,140 9,305 9,140 9,580: 500 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 94.8 96.5 94.8 99.4: 5.2 0.6
Old : 100.0: 0.0 2.9 0.0 94.8 96.5 94.8 99.4: 5.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 12 15 12 17:
Old : 22: 0 2 0 12 15 12 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 : 56.7 63.5 86.3 85.9 50.4 58.1 75.3 77.0
Old : 56.7 63.5 86.3 85.9 50.4 58.1 75.3 77.0
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,322: 688 75 4 23,497 24,223 24,189 24,302: 133 20
Old : 24,322: 688 75 4 23,497 24,223 24,189 24,302: 133 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,665: 0 0 0 1,665 1,665 1,665 1,665: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.3 0.0 96.6 99.6 99.5 99.9: 0.5 0.1
Old : 100.0: 2.8 0.3 0.0 96.6 99.6 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: 3 1 1 15 18 18 20:
Old : 27: 3 1 1 15 18 18 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 : 59.5 75.6 87.6 93.3 50.4 72.7 74.3 82.4
Old : 59.5 75.6 87.6 93.3 50.4 72.7 74.3 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,480: 688 125 4 24,651 25,336 25,343 25,465: 137 15
Old : 25,480: 688 125 4 24,651 25,336 25,343 25,465: 137 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,245: 0 0 0 2,245 2,245 2,245 2,245: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.5 0.0 96.7 99.4 99.5 99.9: 0.5 0.1
Old : 100.0: 2.7 0.5 0.0 96.7 99.4 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 : 28: 3 1 1 16 17 19 19:
Old : 28: 3 1 1 16 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 75.8 84.9 93.0 49.8 70.7 68.2 77.9
Old : 60.3 75.8 84.9 93.0 49.8 70.7 68.2 77.9
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 111,255: 1,120 5,820 735 109,235 104,659 111,090 111,214: 165 41
Old : 111,255: 1,120 5,820 735 109,235 104,659 111,090 111,214: 165 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 3,120: 50 -1,375 25 2,925 4,470 3,000 3,120: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.2 0.7 98.2 94.1 99.9 100.0: 0.1 0.0
Old : 100.0: 1.0 5.2 0.7 98.2 94.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 7 3 33 34 39 42:
Old : 53: 4 7 3 33 34 39 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 54.9 63.1 80.2 42.7 46.3 56.4 64.2
Old : 45.5 54.9 63.1 80.2 42.7 46.3 56.4 64.2
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 126,480: 1,460 6,645 860 123,675 118,841 125,995 126,346: 485 134
Old : 126,480: 1,460 6,645 860 123,675 118,841 125,995 126,346: 485 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,988: 200 -1,390 -45 4,393 6,336 4,548 4,901: 440 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 5.3 0.7 97.8 94.0 99.6 99.9: 0.4 0.1
Old : 100.0: 1.2 5.3 0.7 97.8 94.0 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 8 4 37 33 43 43:
Old : 55: 4 8 4 37 33 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 53.4 64.2 78.7 43.0 47.6 54.9 62.8
Old : 46.5 53.4 64.2 78.7 43.0 47.6 54.9 62.8
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 229,709: 27,164 31,850 23,280 179,173 174,536 229,617 229,667: 92 42
Old : 229,709: 27,164 31,850 23,280 179,173 174,536 229,617 229,667: 92 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,832: -2,076 2,182 2,531 4,285 157 4,740 4,870: 92 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 13.9 10.1 78.0 76.0 100.0 100.0: 0.0 0.0
Old : 100.0: 11.8 13.9 10.1 78.0 76.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 15 22 22 44 46 71 78:
Old : 88: 15 22 22 44 46 71 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 : 36.4 33.0 56.1 49.9 32.0 27.0 47.4 39.5
Old : 36.4 33.0 56.1 49.9 32.0 27.0 47.4 39.5
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,779: 2,210 175 115 41,131 43,464 43,456 43,754: 323 25
Old : 43,779: 2,210 175 115 41,131 43,464 43,456 43,754: 323 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 635: -75 -100 0 710 735 635 635: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.4 0.3 94.0 99.3 99.3 99.9: 0.7 0.1
Old : 100.0: 5.0 0.4 0.3 94.0 99.3 99.3 99.9: 0.7 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 : 31: 4 2 2 23 13 28 16:
Old : 31: 4 2 2 23 13 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 92.8 76.9 98.1 58.2 87.1 75.9 90.3
Old : 58.8 92.8 76.9 98.1 58.2 87.1 75.9 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,739: 1,910 175 155 38,396 40,384 40,461 40,714: 278 25
Old : 40,739: 1,910 175 155 38,396 40,384 40,461 40,714: 278 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 850: -75 -100 50 875 900 850 850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.4 0.4 94.2 99.1 99.3 99.9: 0.7 0.1
Old : 100.0: 4.7 0.4 0.4 94.2 99.1 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 2 2 21 13 26 16:
Old : 30: 4 2 2 21 13 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 92.8 77.6 98.0 57.7 86.5 75.7 90.0
Old : 58.5 92.8 77.6 98.0 57.7 86.5 75.7 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017