NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 47,734: 13,665 22,553 20 34,049 25,161 47,734 47,734: 0 0
Old : 47,734: 13,665 22,553 20 34,049 25,161 47,734 47,734: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 47.2 0.0 71.3 52.7 100.0 100.0: 0.0 0.0
Old : 100.0: 28.6 47.2 0.0 71.3 52.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 10 2 10 6 16 16:
Old : 27: 4 10 2 10 6 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 : 63.1 61.0 90.9 85.3 63.1 60.1 90.9 82.6
Old : 63.1 61.0 90.9 85.3 63.1 60.1 90.9 82.6
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, December 12, 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 : 81,082: 6,173 6,241 9,570 65,302 65,271 81,046 81,082: 36 0
Old : 81,082: 6,173 6,241 9,570 65,302 65,271 81,046 81,082: 36 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -521: 232 91 -483 -270 -129 -521 -521: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.7 11.8 80.5 80.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.6 7.7 11.8 80.5 80.5 100.0 100.0: 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 : 38: 10 8 10 17 14 33 27:
Old : 38: 10 8 10 17 14 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 42.2 77.4 71.9 38.9 32.1 46.8 44.8
Old : 59.9 42.2 77.4 71.9 38.9 32.1 46.8 44.8
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, December 12, 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 : 34,149: 2,539 986 0 31,605 33,163 34,144 34,149: 5 0
Old : 34,149: 2,539 986 0 31,605 33,163 34,144 34,149: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 0: 0 100 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.9 0.0 92.6 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.4 2.9 0.0 92.6 97.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 5 0 9 10 11 15:
Old : 23: 2 5 0 9 10 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 : 76.4 85.3 98.0 97.1 73.5 85.3 92.3 92.8
Old : 76.4 85.3 98.0 97.1 73.5 85.3 92.3 92.8
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, December 12, 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 : 37,020: 3,580 266 2,301 31,139 34,454 37,020 37,020: 0 0
Old : 37,020: 3,580 266 2,301 31,139 34,454 37,020 37,020: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 715: 881 -8 164 -330 559 715 715: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.7 6.2 84.1 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 9.7 0.7 6.2 84.1 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 2 2 9 9 17 13:
Old : 24: 8 2 2 9 9 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.1 74.3 94.7 97.2 80.5 73.1 85.8 87.4
Old : 86.1 74.3 94.7 97.2 80.5 73.1 85.8 87.4
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 38,442: 5,713 21,683 387 32,342 16,372 38,442 38,442: 0 0
Old : 38,442: 5,713 21,683 387 32,342 16,372 38,442 38,442: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 56.4 1.0 84.1 42.6 100.0 100.0: 0.0 0.0
Old : 100.0: 14.9 56.4 1.0 84.1 42.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 9 2 8 6 14 16:
Old : 26: 5 9 2 8 6 14 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 : 78.0 67.6 94.1 90.6 78.0 65.9 94.1 88.6
Old : 78.0 67.6 94.1 90.6 78.0 65.9 94.1 88.6
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 27,002: 5,142 13,020 0 21,860 13,982 27,002 27,002: 0 0
Old : 27,002: 5,142 13,020 0 21,860 13,982 27,002 27,002: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 150: 50 0 0 100 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 48.2 0.0 81.0 51.8 100.0 100.0: 0.0 0.0
Old : 100.0: 19.0 48.2 0.0 81.0 51.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 9 0 6 5 10 14:
Old : 24: 4 9 0 6 5 10 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 : 78.8 70.9 98.4 90.5 78.8 70.9 98.4 90.5
Old : 78.8 70.9 98.4 90.5 78.8 70.9 98.4 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 27,653: 12,350 11,150 200 15,103 16,303 27,653 27,653: 0 0
Old : 27,653: 12,350 11,150 200 15,103 16,303 27,653 27,653: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -584: -612 0 0 28 -584 -584 -584: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 40.3 0.7 54.6 59.0 100.0 100.0: 0.0 0.0
Old : 100.0: 44.7 40.3 0.7 54.6 59.0 100.0 100.0: 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: 5 4 1 11 7 16 12:
Old : 22: 5 4 1 11 7 16 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 : 64.3 66.7 85.3 95.4 63.6 65.2 83.9 90.5
Old : 64.3 66.7 85.3 95.4 63.6 65.2 83.9 90.5
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, December 12, 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 : 21,638: 10,245 5,600 100 11,293 15,938 21,638 21,638: 0 0
Old : 21,638: 10,245 5,600 100 11,293 15,938 21,638 21,638: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 900: 500 0 0 400 900 900 900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 25.9 0.5 52.2 73.7 100.0 100.0: 0.0 0.0
Old : 100.0: 47.3 25.9 0.5 52.2 73.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 3 1 7 6 14 9:
Old : 22: 6 3 1 7 6 14 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 : 62.2 68.6 89.5 99.5 62.2 68.6 89.5 99.1
Old : 62.2 68.6 89.5 99.5 62.2 68.6 89.5 99.1
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, December 12, 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 : 54,874: 5,105 3,576 2,864 46,905 48,434 54,874 54,874: 0 0
Old : 54,874: 5,105 3,576 2,864 46,905 48,434 54,874 54,874: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -285: 0 105 40 -325 -430 -285 -285: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 6.5 5.2 85.5 88.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.3 6.5 5.2 85.5 88.3 100.0 100.0: 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 : 28: 3 7 3 12 13 18 20:
Old : 28: 3 7 3 12 13 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 : 60.1 60.3 88.7 86.8 47.0 32.8 54.4 46.5
Old : 60.1 60.3 88.7 86.8 47.0 32.8 54.4 46.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,098,228: 675,221 112,744 833,737 3,553,909 4,143,602 5,062,867 5,090,083: 35,361 8,145
Old : 5,098,228: 675,221 112,744 833,737 3,553,909 4,143,602 5,062,867 5,090,083: 35,361 8,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 52,296: -60,569 25,793 33,330 77,240 -8,926 50,001 50,197: 2,295 2,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.2 16.4 69.7 81.3 99.3 99.8: 0.7 0.2
Old : 100.0: 13.2 2.2 16.4 69.7 81.3 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 54 20 53 131 105 196 167:
Old : 220: 54 20 53 131 105 196 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 37.5 42.9 53.9 23.0 35.5 32.8 45.9
Old : 28.0 37.5 42.9 53.9 23.0 35.5 32.8 45.9
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,504,629: 28,668 44,229 850,871 622,367 608,538 1,501,907 1,503,638: 2,723 992
Old : 1,504,629: 28,668 44,229 850,871 622,367 608,538 1,501,907 1,503,638: 2,723 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 115,616: 18,055 8,369 75,135 22,466 33,865 115,656 117,370: -41 -1,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.9 56.6 41.4 40.4 99.8 99.9: 0.2 0.1
Old : 100.0: 1.9 2.9 56.6 41.4 40.4 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: 16 17 29 56 52 86 84:
Old : 90: 16 17 29 56 52 86 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 56.4 71.6 73.2 3.7 3.2 4.8 5.1
Old : 56.1 56.4 71.6 73.2 3.7 3.2 4.8 5.1
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, December 12, 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 : 236,207: 9,539 6,877 7,131 206,172 217,991 222,842 231,999: 13,365 4,208
Old : 236,207: 9,539 6,877 7,131 206,172 217,991 222,842 231,999: 13,365 4,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 418: 486 460 -866 1,055 851 675 445: -257 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.9 3.0 87.3 92.3 94.3 98.2: 5.7 1.8
Old : 100.0: 4.0 2.9 3.0 87.3 92.3 94.3 98.2: 5.7 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 : 45: 3 4 3 31 27 36 32:
Old : 45: 3 4 3 31 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 : 44.5 64.0 60.8 79.1 36.9 50.6 47.9 61.4
Old : 44.5 64.0 60.8 79.1 36.9 50.6 47.9 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 114,350: 302 610 5,260 105,743 104,626 111,305 110,496: 3,045 3,854
Old : 114,350: 302 610 5,260 105,743 104,626 111,305 110,496: 3,045 3,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 4,281: 54 -1,567 1,096 3,839 5,290 4,989 4,819: -708 -538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 4.6 92.5 91.5 97.3 96.6: 2.7 3.4
Old : 100.0: 0.3 0.5 4.6 92.5 91.5 97.3 96.6: 2.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 2 28 27 31 29:
Old : 36: 2 1 2 28 27 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 49.7 70.4 71.6 34.2 36.3 45.2 42.6
Old : 47.1 49.7 70.4 71.6 34.2 36.3 45.2 42.6
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, December 12, 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 : 243,963: 1,069 1,241 2,867 229,935 228,283 233,871 232,391: 10,092 11,572
Old : 243,963: 1,069 1,241 2,867 229,935 228,283 233,871 232,391: 10,092 11,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,676: 1,069 -98 -569 4,397 2,590 4,897 1,923: -3,221 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.5 1.2 94.2 93.6 95.9 95.3: 4.1 4.7
Old : 100.0: 0.4 0.5 1.2 94.2 93.6 95.9 95.3: 4.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 3 28 25 31 28:
Old : 35: 1 2 3 28 25 31 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 : 59.9 55.2 76.9 73.7 50.8 55.0 60.2 66.9
Old : 59.9 55.2 76.9 73.7 50.8 55.0 60.2 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, December 12, 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 : 824,174: 138 13,884 2,805 813,723 805,854 816,666 822,543: 7,508 1,631
Old : 824,174: 138 13,884 2,805 813,723 805,854 816,666 822,543: 7,508 1,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 6,367: -546 -1,186 714 7,403 7,487 7,571 7,015: -1,204 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.3 98.7 97.8 99.1 99.8: 0.9 0.2
Old : 100.0: 0.0 1.7 0.3 98.7 97.8 99.1 99.8: 0.9 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 : 55: 1 2 3 49 32 52 35:
Old : 55: 1 2 3 49 32 52 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 67.2 59.1 89.3 40.4 66.6 57.6 86.7
Old : 41.1 67.2 59.1 89.3 40.4 66.6 57.6 86.7
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, December 12, 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 : 422,352: 4,368 0 240 396,911 410,988 401,519 411,228: 20,833 11,124
Old : 422,352: 4,368 0 240 396,911 410,988 401,519 411,228: 20,833 11,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 10,847: -1,712 0 0 10,008 11,121 8,296 11,121: 2,551 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.1 94.0 97.3 95.1 97.4: 4.9 2.6
Old : 100.0: 1.0 0.0 0.1 94.0 97.3 95.1 97.4: 4.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 2 0 1 34 40 36 41:
Old : 56: 2 0 1 34 40 36 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 40.1 69.7 58.8 50.9 40.1 63.6 57.7
Old : 54.4 40.1 69.7 58.8 50.9 40.1 63.6 57.7
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, December 12, 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 : 358,880: 2,925 1,883 1,905 344,952 351,242 349,782 355,030: 9,098 3,850
Old : 358,880: 2,925 1,883 1,905 344,952 351,242 349,782 355,030: 9,098 3,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 14,673: 691 0 277 12,933 14,545 13,901 14,822: 772 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.5 0.5 96.1 97.9 97.5 98.9: 2.5 1.1
Old : 100.0: 0.8 0.5 0.5 96.1 97.9 97.5 98.9: 2.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 1 2 39 36 43 39:
Old : 57: 4 1 2 39 36 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 42.3 70.1 68.5 40.4 40.6 58.1 63.1
Old : 45.5 42.3 70.1 68.5 40.4 40.6 58.1 63.1
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, December 12, 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 : 246,969: 1,910 1,278 1,707 228,107 234,927 231,724 237,912: 15,245 9,057
Old : 246,969: 1,910 1,278 1,707 228,107 234,927 231,724 237,912: 15,245 9,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 9,348: -686 -633 61 10,441 10,337 9,816 9,765: -468 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.5 0.7 92.4 95.1 93.8 96.3: 6.2 3.7
Old : 100.0: 0.8 0.5 0.7 92.4 95.1 93.8 96.3: 6.2 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 : 44: 1 3 3 31 32 34 36:
Old : 44: 1 3 3 31 32 34 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 : 45.7 44.6 66.7 69.3 41.2 44.3 54.6 57.3
Old : 45.7 44.6 66.7 69.3 41.2 44.3 54.6 57.3
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 75,770: 0 2,702 0 72,565 68,611 72,565 71,313: 3,205 4,457
Old : 75,770: 0 2,702 0 72,565 68,611 72,565 71,313: 3,205 4,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,542: 0 1,779 0 1,633 1,292 1,633 3,071: -91 -1,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 95.8 90.6 95.8 94.1: 4.2 5.9
Old : 100.0: 0.0 3.6 0.0 95.8 90.6 95.8 94.1: 4.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 0 20 20 20 22:
Old : 29: 0 2 0 20 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 49.9 80.1 68.0 55.1 47.7 73.2 63.8
Old : 59.8 49.9 80.1 68.0 55.1 47.7 73.2 63.8
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,637: 0 1,271 62 26,994 28,417 27,056 29,750: 3,581 887
Old : 30,637: 0 1,271 62 26,994 28,417 27,056 29,750: 3,581 887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,573: 0 186 62 2,449 2,480 2,511 2,728: 62 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 0.2 88.1 92.8 88.3 97.1: 11.7 2.9
Old : 100.0: 0.0 4.1 0.2 88.1 92.8 88.3 97.1: 11.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 9 15 10 17:
Old : 23: 0 2 1 9 15 10 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 : 69.1 61.0 87.1 81.6 62.8 61.0 77.8 78.1
Old : 69.1 61.0 87.1 81.6 62.8 61.0 77.8 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 137,509: 345 299 1,718 130,154 133,256 132,217 135,273: 5,292 2,236
Old : 137,509: 345 299 1,718 130,154 133,256 132,217 135,273: 5,292 2,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 8,510: -1,435 -642 700 9,215 8,238 8,480 8,296: 30 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.2 1.2 94.7 96.9 96.2 98.4: 3.8 1.6
Old : 100.0: 0.3 0.2 1.2 94.7 96.9 96.2 98.4: 3.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 18 18 20 20:
Old : 26: 1 1 2 18 18 20 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 : 62.7 65.3 85.0 88.4 62.3 64.8 80.2 82.9
Old : 62.7 65.3 85.0 88.4 62.3 64.8 80.2 82.9
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, December 12, 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 : 164,082: 0 4,782 0 152,042 155,492 152,042 160,274: 12,040 3,808
Old : 164,082: 0 4,782 0 152,042 155,492 152,042 160,274: 12,040 3,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 7,168: 0 2,522 0 6,923 4,649 6,923 7,171: 245 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 92.7 94.8 92.7 97.7: 7.3 2.3
Old : 100.0: 0.0 2.9 0.0 92.7 94.8 92.7 97.7: 7.3 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 : 32: 0 1 0 20 24 20 25:
Old : 32: 0 1 0 20 24 20 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 71.4 76.7 86.9 59.3 71.2 75.2 86.6
Old : 60.7 71.4 76.7 86.9 59.3 71.2 75.2 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 94,173: 917 0 793 88,788 88,421 90,498 89,214: 3,675 4,959
Old : 94,173: 917 0 793 88,788 88,421 90,498 89,214: 3,675 4,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 146: 0 0 0 146 360 146 360: 0 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.8 94.3 93.9 96.1 94.7: 3.9 5.3
Old : 100.0: 1.0 0.0 0.8 94.3 93.9 96.1 94.7: 3.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 14 14 15 15:
Old : 23: 1 0 1 14 14 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 : 63.8 70.5 87.4 86.6 61.8 59.9 76.5 75.5
Old : 63.8 70.5 87.4 86.6 61.8 59.9 76.5 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,394: 12,431 0 0 13,560 25,464 25,991 25,464: 403 930
Old : 26,394: 12,431 0 0 13,560 25,464 25,991 25,464: 403 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 3,556: 372 0 0 3,184 3,432 3,556 3,432: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 0.0 0.0 51.4 96.5 98.5 96.5: 1.5 3.5
Old : 100.0: 47.1 0.0 0.0 51.4 96.5 98.5 96.5: 1.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 0 0 8 18 13 18:
Old : 27: 5 0 0 8 18 13 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 : 73.6 64.0 92.7 79.7 67.3 64.0 85.6 78.6
Old : 73.6 64.0 92.7 79.7 67.3 64.0 85.6 78.6
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 491,527: 64,829 4,192 3,355 409,291 473,609 477,475 481,156: 14,052 10,371
Old : 491,527: 64,829 4,192 3,355 409,291 473,609 477,475 481,156: 14,052 10,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 10,214: 1,930 1,194 282 4,701 8,387 6,913 9,863: 3,301 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.9 0.7 83.3 96.4 97.1 97.9: 2.9 2.1
Old : 100.0: 13.2 0.9 0.7 83.3 96.4 97.1 97.9: 2.9 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: 7 4 5 48 43 58 49:
Old : 69: 7 4 5 48 43 58 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 59.0 54.5 72.0 34.5 58.2 51.4 67.7
Old : 36.2 59.0 54.5 72.0 34.5 58.2 51.4 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 150,203: 4,929 4,257 1,122 139,978 138,916 146,029 144,295: 4,174 5,908
Old : 150,203: 4,929 4,257 1,122 139,978 138,916 146,029 144,295: 4,174 5,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 5,637: 337 -124 184 5,204 7,409 5,725 7,469: -88 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.8 0.7 93.2 92.5 97.2 96.1: 2.8 3.9
Old : 100.0: 3.3 2.8 0.7 93.2 92.5 97.2 96.1: 2.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 2 25 22 29 25:
Old : 38: 3 2 2 25 22 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 42.9 63.1 69.8 36.9 40.8 52.8 54.5
Old : 41.2 42.9 63.1 69.8 36.9 40.8 52.8 54.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 71,565: 1,126 508 867 67,873 66,986 69,866 68,361: 1,699 3,204
Old : 71,565: 1,126 508 867 67,873 66,986 69,866 68,361: 1,699 3,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 411: -642 130 293 884 -381 535 42: -124 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.7 1.2 94.8 93.6 97.6 95.5: 2.4 4.5
Old : 100.0: 1.6 0.7 1.2 94.8 93.6 97.6 95.5: 2.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 16 15 18 17:
Old : 24: 1 1 2 16 15 18 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 : 69.1 63.8 88.2 84.8 67.7 61.3 86.6 79.5
Old : 69.1 63.8 88.2 84.8 67.7 61.3 86.6 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,543: 26,232 4,712 0 75,418 96,262 101,650 100,974: 893 1,569
Old : 102,543: 26,232 4,712 0 75,418 96,262 101,650 100,974: 893 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -708: -25 0 0 -708 -739 -733 -739: 25 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 4.6 0.0 73.5 93.9 99.1 98.5: 0.9 1.5
Old : 100.0: 25.6 4.6 0.0 73.5 93.9 99.1 98.5: 0.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 8 5 0 24 30 32 35:
Old : 62: 8 5 0 24 30 32 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 : 52.3 56.8 74.7 75.1 51.6 56.8 71.7 70.5
Old : 52.3 56.8 74.7 75.1 51.6 56.8 71.7 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,286: 0 744 0 114,436 112,372 114,436 113,116: 850 2,170
Old : 115,286: 0 744 0 114,436 112,372 114,436 113,116: 850 2,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 744: 0 744 0 930 0 930 744: -186 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 99.3 97.5 99.3 98.1: 0.7 1.9
Old : 100.0: 0.0 0.6 0.0 99.3 97.5 99.3 98.1: 0.7 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 : 28: 0 1 0 13 20 13 21:
Old : 28: 0 1 0 13 20 13 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 : 86.8 81.0 97.2 92.1 86.4 80.7 96.6 91.9
Old : 86.8 81.0 97.2 92.1 86.4 80.7 96.6 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 20,739: 589 217 0 19,232 20,243 19,821 20,460: 918 279
Old : 20,739: 589 217 0 19,232 20,243 19,821 20,460: 918 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.0 0.0 92.7 97.6 95.6 98.7: 4.4 1.3
Old : 100.0: 2.8 1.0 0.0 92.7 97.6 95.6 98.7: 4.4 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 : 21: 1 1 0 12 13 13 14:
Old : 21: 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 : 74.1 79.6 88.8 91.2 72.3 79.6 84.8 90.9
Old : 74.1 79.6 88.8 91.2 72.3 79.6 84.8 90.9
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 278,155: 2,158 1,042 940 271,864 269,567 274,962 271,549: 3,193 6,606
Old : 278,155: 2,158 1,042 940 271,864 269,567 274,962 271,549: 3,193 6,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 7,747: 0 0 0 7,530 6,744 7,530 6,744: 217 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.4 0.3 97.7 96.9 98.9 97.6: 1.1 2.4
Old : 100.0: 0.8 0.4 0.3 97.7 96.9 98.9 97.6: 1.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 1 1 33 33 35 34:
Old : 43: 1 1 1 33 33 35 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 : 54.6 50.8 70.1 75.1 47.0 44.5 61.6 61.4
Old : 54.6 50.8 70.1 75.1 47.0 44.5 61.6 61.4
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,400: 0 593 1,409 70,355 76,502 71,764 78,504: 11,636 4,896
Old : 83,400: 0 593 1,409 70,355 76,502 71,764 78,504: 11,636 4,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 9,435: -2,038 593 989 6,023 7,180 4,974 8,762: 4,461 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 1.7 84.4 91.7 86.0 94.1: 14.0 5.9
Old : 100.0: 0.0 0.7 1.7 84.4 91.7 86.0 94.1: 14.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 13 14 14 15:
Old : 21: 0 1 1 13 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 65.7 79.7 88.2 63.2 60.4 69.5 77.5
Old : 64.8 65.7 79.7 88.2 63.2 60.4 69.5 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 121,791: 960 0 1,120 116,956 119,497 119,036 120,617: 2,755 1,174
Old : 121,791: 960 0 1,120 116,956 119,497 119,036 120,617: 2,755 1,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 15,610: 0 0 0 15,459 15,672 15,459 15,672: 151 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.9 96.0 98.1 97.7 99.0: 2.3 1.0
Old : 100.0: 0.8 0.0 0.9 96.0 98.1 97.7 99.0: 2.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 21 21 22 22:
Old : 28: 1 0 1 21 21 22 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 : 53.2 45.0 82.1 69.5 37.5 30.9 50.0 44.2
Old : 53.2 45.0 82.1 69.5 37.5 30.9 50.0 44.2
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 129,899: 9,546 0 589 112,250 121,698 122,385 122,287: 7,514 7,612
Old : 129,899: 9,546 0 589 112,250 121,698 122,385 122,287: 7,514 7,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 464: 31 0 91 -37 323 85 414: 379 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.5 86.4 93.7 94.2 94.1: 5.8 5.9
Old : 100.0: 7.3 0.0 0.5 86.4 93.7 94.2 94.1: 5.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 20 17 22 18:
Old : 28: 2 0 1 20 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 76.4 76.0 87.6 52.3 73.4 73.7 81.1
Old : 54.4 76.4 76.0 87.6 52.3 73.4 73.7 81.1
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 110,525: 0 0 0 102,224 106,769 102,224 106,769: 8,301 3,756
Old : 110,525: 0 0 0 102,224 106,769 102,224 106,769: 8,301 3,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 657: 0 0 0 87 595 87 595: 570 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.5 96.6 92.5 96.6: 7.5 3.4
Old : 100.0: 0.0 0.0 0.0 92.5 96.6 92.5 96.6: 7.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 19 16 19 16:
Old : 20: 0 0 0 19 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 71.8 81.8 89.1 61.7 69.0 77.9 82.2
Old : 64.5 71.8 81.8 89.1 61.7 69.0 77.9 82.2
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 156,488: 4,419 0 0 145,312 150,911 149,731 150,911: 6,757 5,577
Old : 156,488: 4,419 0 0 145,312 150,911 149,731 150,911: 6,757 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,950: 2,358 0 0 3,326 2,193 5,684 2,193: -2,734 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 92.9 96.4 95.7 96.4: 4.3 3.6
Old : 100.0: 2.8 0.0 0.0 92.9 96.4 95.7 96.4: 4.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 0 22 17 25 17:
Old : 28: 3 0 0 22 17 25 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 : 58.0 59.1 79.3 81.9 52.3 49.1 64.3 66.5
Old : 58.0 59.1 79.3 81.9 52.3 49.1 64.3 66.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 176,474: 0 4,985 7,134 162,823 159,264 169,957 171,383: 6,517 5,091
Old : 176,474: 0 4,985 7,134 162,823 159,264 169,957 171,383: 6,517 5,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 12,020: 0 -968 -449 13,349 12,191 12,900 10,774: -880 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 4.0 92.3 90.2 96.3 97.1: 3.7 2.9
Old : 100.0: 0.0 2.8 4.0 92.3 90.2 96.3 97.1: 3.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 3 3 30 24 33 28:
Old : 38: 0 3 3 30 24 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 66.9 67.4 79.2 42.5 62.6 55.2 69.6
Old : 52.0 66.9 67.4 79.2 42.5 62.6 55.2 69.6
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, December 12, 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 : 189,316: 4,351 4,271 643 175,731 181,884 180,725 186,798: 8,591 2,518
Old : 189,316: 4,351 4,271 643 175,731 181,884 180,725 186,798: 8,591 2,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 6,492: -587 736 -251 6,539 5,886 5,701 6,371: 791 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.3 0.3 92.8 96.1 95.5 98.7: 4.5 1.3
Old : 100.0: 2.3 2.3 0.3 92.8 96.1 95.5 98.7: 4.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 4 1 33 34 35 38:
Old : 47: 1 4 1 33 34 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 57.9 70.1 72.6 53.2 55.0 67.6 68.7
Old : 53.9 57.9 70.1 72.6 53.2 55.0 67.6 68.7
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 99,628: 2,467 0 764 94,266 92,362 97,497 93,126: 2,131 6,502
Old : 99,628: 2,467 0 764 94,266 92,362 97,497 93,126: 2,131 6,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 437: 612 0 764 32 -104 1,408 660: -971 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.8 94.6 92.7 97.9 93.5: 2.1 6.5
Old : 100.0: 2.5 0.0 0.8 94.6 92.7 97.9 93.5: 2.1 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 : 31: 3 0 1 21 23 24 24:
Old : 31: 3 0 1 21 23 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 47.4 75.7 74.2 51.1 45.6 65.7 66.3
Old : 57.8 47.4 75.7 74.2 51.1 45.6 65.7 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 108,948: 0 0 0 104,999 105,908 104,999 105,908: 3,949 3,040
Old : 108,948: 0 0 0 104,999 105,908 104,999 105,908: 3,949 3,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 5,422: 0 0 0 5,964 5,422 5,964 5,422: -542 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 97.2 96.4 97.2: 3.6 2.8
Old : 100.0: 0.0 0.0 0.0 96.4 97.2 96.4 97.2: 3.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 22 20 22 20:
Old : 31: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 70.1 69.3 87.3 34.3 61.7 56.5 71.7
Old : 43.8 70.1 69.3 87.3 34.3 61.7 56.5 71.7
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, December 12, 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 : 66,692: 0 0 0 61,081 63,807 61,081 63,807: 5,611 2,885
Old : 66,692: 0 0 0 61,081 63,807 61,081 63,807: 5,611 2,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 5,860: 0 0 0 4,762 5,779 4,762 5,779: 1,098 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.6 95.7 91.6 95.7: 8.4 4.3
Old : 100.0: 0.0 0.0 0.0 91.6 95.7 91.6 95.7: 8.4 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 : 21: 0 0 0 16 12 16 12:
Old : 21: 0 0 0 16 12 16 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 : 48.7 60.9 76.6 87.8 46.6 55.0 64.2 68.8
Old : 48.7 60.9 76.6 87.8 46.6 55.0 64.2 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 20,906: 217 0 0 17,703 20,286 17,920 20,286: 2,986 620
Old : 20,906: 217 0 0 17,703 20,286 17,920 20,286: 2,986 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,693: 0 0 0 2,693 4,457 2,693 4,457: 0 -1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 84.7 97.0 85.7 97.0: 14.3 3.0
Old : 100.0: 1.0 0.0 0.0 84.7 97.0 85.7 97.0: 14.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 8 14 9 14:
Old : 22: 1 0 0 8 14 9 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 : 69.9 66.4 84.7 85.2 65.5 66.4 80.2 84.0
Old : 69.9 66.4 84.7 85.2 65.5 66.4 80.2 84.0
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, December 12, 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 : 164,682: 2,026 0 0 150,162 160,537 152,188 160,537: 12,494 4,145
Old : 164,682: 2,026 0 0 150,162 160,537 152,188 160,537: 12,494 4,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 10,027: 2,026 0 0 11,416 9,450 13,442 9,450: -3,415 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 91.2 97.5 92.4 97.5: 7.6 2.5
Old : 100.0: 1.2 0.0 0.0 91.2 97.5 92.4 97.5: 7.6 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 : 31: 1 0 0 22 17 23 17:
Old : 31: 1 0 0 22 17 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 63.5 74.4 88.4 56.5 62.6 72.2 86.9
Old : 56.5 63.5 74.4 88.4 56.5 62.6 72.2 86.9
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, December 12, 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 : 64,405: 1,823 0 0 52,352 61,020 54,175 61,020: 10,230 3,385
Old : 64,405: 1,823 0 0 52,352 61,020 54,175 61,020: 10,230 3,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,258: 62 0 0 884 974 946 974: 1,312 1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 81.3 94.7 84.1 94.7: 15.9 5.3
Old : 100.0: 2.8 0.0 0.0 81.3 94.7 84.1 94.7: 15.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 17 15 18 15:
Old : 24: 1 0 0 17 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 64.0 63.4 85.7 40.2 57.5 57.0 76.7
Old : 43.9 64.0 63.4 85.7 40.2 57.5 57.0 76.7
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, December 12, 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 : 98,810: 13,686 4,572 10,315 73,873 83,347 97,873 98,233: 937 577
Old : 98,810: 13,686 4,572 10,315 73,873 83,347 97,873 98,233: 937 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 746: 797 133 -1,835 1,784 2,394 746 692: 0 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 4.6 10.4 74.8 84.4 99.1 99.4: 0.9 0.6
Old : 100.0: 13.9 4.6 10.4 74.8 84.4 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 12 8 17 35 35 55 52:
Old : 58: 12 8 17 35 35 55 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 39.4 63.0 60.1 23.8 21.0 34.9 33.0
Old : 40.0 39.4 63.0 60.1 23.8 21.0 34.9 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 35,951: 2,450 625 550 32,951 34,776 35,951 35,951: 0 0
Old : 35,951: 2,450 625 550 32,951 34,776 35,951 35,951: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 343: -300 225 -225 868 343 343 343: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.7 1.5 91.7 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 6.8 1.7 1.5 91.7 96.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 3 2 22 19 29 23:
Old : 34: 6 3 2 22 19 29 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 : 55.5 56.0 73.9 83.6 47.7 48.1 56.9 61.0
Old : 55.5 56.0 73.9 83.6 47.7 48.1 56.9 61.0
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, December 12, 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 : 23,401: 350 1,050 425 22,626 21,926 23,401 23,401: 0 0
Old : 23,401: 350 1,050 425 22,626 21,926 23,401 23,401: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,427: 0 425 0 2,427 2,002 2,427 2,427: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.5 1.8 96.7 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 4.5 1.8 96.7 93.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 2 20 17 22 20:
Old : 27: 1 2 2 20 17 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 57.8 90.9 84.7 73.2 49.6 78.6 73.9
Old : 79.1 57.8 90.9 84.7 73.2 49.6 78.6 73.9
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, December 12, 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 : 174,268: 10,277 25,968 3,173 160,688 145,047 174,138 174,188: 130 80
Old : 174,268: 10,277 25,968 3,173 160,688 145,047 174,138 174,188: 130 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,157: -40 1,990 -860 3,207 1,167 2,307 2,297: -150 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 14.9 1.8 92.2 83.2 99.9 100.0: 0.1 0.0
Old : 100.0: 5.9 14.9 1.8 92.2 83.2 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 : 55: 8 6 4 40 35 50 43:
Old : 55: 8 6 4 40 35 50 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 : 41.1 54.7 58.7 74.6 38.5 45.7 52.3 62.5
Old : 41.1 54.7 58.7 74.6 38.5 45.7 52.3 62.5
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, December 12, 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 : 53,416: 3,092 10,800 725 49,594 41,891 53,411 53,416: 5 0
Old : 53,416: 3,092 10,800 725 49,594 41,891 53,411 53,416: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,932: 535 150 -825 -2,287 -2,257 -2,577 -2,932: -355 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 20.2 1.4 92.8 78.4 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 20.2 1.4 92.8 78.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 9 6 4 19 23 31 30:
Old : 38: 9 6 4 19 23 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 : 74.6 60.4 88.9 83.8 68.8 48.2 73.5 70.5
Old : 74.6 60.4 88.9 83.8 68.8 48.2 73.5 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 29,686: 0 600 150 29,536 28,936 29,686 29,686: 0 0
Old : 29,686: 0 600 150 29,536 28,936 29,686 29,686: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,366: 0 150 -150 -1,196 -991 -1,346 -991: -20 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.5 99.5 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.0 0.5 99.5 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 : 20: 0 2 1 11 14 12 16:
Old : 20: 0 2 1 11 14 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.0 88.2 98.7 95.7 85.4 82.6 88.5 86.8
Old : 88.0 88.2 98.7 95.7 85.4 82.6 88.5 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 59,181: 1,545 5,000 525 56,904 53,466 58,974 58,991: 207 190
Old : 59,181: 1,545 5,000 525 56,904 53,466 58,974 58,991: 207 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,185: -160 0 80 -2,165 -2,265 -2,245 -2,185: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 8.4 0.9 96.2 90.3 99.7 99.7: 0.3 0.3
Old : 100.0: 2.6 8.4 0.9 96.2 90.3 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 : 39: 3 5 3 27 27 31 34:
Old : 39: 3 5 3 27 27 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 50.6 71.0 75.1 28.5 29.6 39.8 47.7
Old : 46.6 50.6 71.0 75.1 28.5 29.6 39.8 47.7
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 68,312: 1,070 3,570 235 66,675 64,497 67,980 68,302: 332 10
Old : 68,312: 1,070 3,570 235 66,675 64,497 67,980 68,302: 332 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,735: -60 975 100 1,635 900 1,675 1,975: 60 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 5.2 0.3 97.6 94.4 99.5 100.0: 0.5 0.0
Old : 100.0: 1.6 5.2 0.3 97.6 94.4 99.5 100.0: 0.5 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 : 45: 2 8 2 32 28 35 37:
Old : 45: 2 8 2 32 28 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 55.1 62.6 76.5 36.0 46.6 50.3 60.9
Old : 40.7 55.1 62.6 76.5 36.0 46.6 50.3 60.9
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 66,524: 1,591 21,450 575 64,307 44,399 66,473 66,424: 51 100
Old : 66,524: 1,591 21,450 575 64,307 44,399 66,473 66,424: 51 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 3,040: -180 1,200 130 3,090 1,710 3,040 3,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 32.2 0.9 96.7 66.7 99.9 99.8: 0.1 0.2
Old : 100.0: 2.4 32.2 0.9 96.7 66.7 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 : 40: 4 2 1 25 27 29 30:
Old : 40: 4 2 1 25 27 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 67.5 65.6 85.0 44.0 62.6 63.4 79.3
Old : 45.2 67.5 65.6 85.0 44.0 62.6 63.4 79.3
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 93,237: 2,711 22,050 130 90,396 70,907 93,237 93,087: 0 150
Old : 93,237: 2,711 22,050 130 90,396 70,907 93,237 93,087: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 3,057: 20 1,200 75 2,962 1,782 3,057 3,057: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 23.6 0.1 97.0 76.1 100.0 99.8: 0.0 0.2
Old : 100.0: 2.9 23.6 0.1 97.0 76.1 100.0 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: 5 2 1 29 27 34 30:
Old : 44: 5 2 1 29 27 34 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 : 47.3 65.0 67.5 83.1 47.0 59.2 65.2 76.6
Old : 47.3 65.0 67.5 83.1 47.0 59.2 65.2 76.6
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,656: 400 0 0 31,251 31,566 31,651 31,566: 5 90
Old : 31,656: 400 0 0 31,251 31,566 31,651 31,566: 5 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,668: -100 0 0 -1,568 -1,638 -1,668 -1,638: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 98.7 99.7 100.0 99.7: 0.0 0.3
Old : 100.0: 1.3 0.0 0.0 98.7 99.7 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 20 19 21 19:
Old : 25: 1 0 0 20 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 72.6 78.3 86.3 42.7 61.0 62.5 68.6
Old : 54.0 72.6 78.3 86.3 42.7 61.0 62.5 68.6
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 34,590: 875 455 85 33,570 34,050 34,530 34,590: 60 0
Old : 34,590: 875 455 85 33,570 34,050 34,530 34,590: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,208: -400 -60 60 -868 -1,208 -1,208 -1,208: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.3 0.2 97.1 98.4 99.8 100.0: 0.2 0.0
Old : 100.0: 2.5 1.3 0.2 97.1 98.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 2 23 20 29 22:
Old : 31: 4 2 2 23 20 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 57.3 78.1 84.9 36.1 48.3 44.4 55.0
Old : 53.8 57.3 78.1 84.9 36.1 48.3 44.4 55.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 10,085: 1,250 100 0 8,835 9,985 10,085 10,085: 0 0
Old : 10,085: 1,250 100 0 8,835 9,985 10,085 10,085: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -900: 0 0 0 -900 -900 -900 -900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.0 0.0 87.6 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 12.4 1.0 0.0 87.6 99.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 0 14 11 17 12:
Old : 21: 3 1 0 14 11 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 : 65.0 72.3 84.1 95.1 62.7 69.9 78.5 83.0
Old : 65.0 72.3 84.1 95.1 62.7 69.9 78.5 83.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 22,482: 6,360 210 1,900 14,013 20,087 22,273 22,197: 209 285
Old : 22,482: 6,360 210 1,900 14,013 20,087 22,273 22,197: 209 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -949: 300 0 0 -1,244 -939 -944 -939: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 0.9 8.5 62.3 89.3 99.1 98.7: 0.9 1.3
Old : 100.0: 28.3 0.9 8.5 62.3 89.3 99.1 98.7: 0.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 3 22 20 28 25:
Old : 32: 3 2 3 22 20 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 52.3 79.4 70.0 57.0 47.4 70.5 61.1
Old : 58.6 52.3 79.4 70.0 57.0 47.4 70.5 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 6,289: 200 199 800 5,154 4,975 6,154 5,974: 135 315
Old : 6,289: 200 199 800 5,154 4,975 6,154 5,974: 135 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -705: -100 -300 0 -600 -395 -700 -695: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.2 12.7 82.0 79.1 97.9 95.0: 2.1 5.0
Old : 100.0: 3.2 3.2 12.7 82.0 79.1 97.9 95.0: 2.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 2 13 11 17 14:
Old : 20: 2 2 2 13 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 53.3 84.5 78.7 41.6 33.9 47.1 42.7
Old : 50.9 53.3 84.5 78.7 41.6 33.9 47.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,718: 0 350 0 39,718 39,248 39,718 39,598: 0 120
Old : 39,718: 0 350 0 39,718 39,248 39,718 39,598: 0 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,505: -100 0 0 -2,405 -2,505 -2,505 -2,505: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 100.0 98.8 100.0 99.7: 0.0 0.3
Old : 100.0: 0.0 0.9 0.0 100.0 98.8 100.0 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 : 30: 0 2 0 26 24 26 26:
Old : 30: 0 2 0 26 24 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 : 48.0 59.4 75.3 77.4 39.6 51.9 62.9 63.5
Old : 48.0 59.4 75.3 77.4 39.6 51.9 62.9 63.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 46,136: 1,600 450 20 43,586 45,436 45,206 45,906: 930 230
Old : 46,136: 1,600 450 20 43,586 45,436 45,206 45,906: 930 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,930: -100 -280 20 -1,845 -1,650 -1,925 -1,910: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.0 0.0 94.5 98.5 98.0 99.5: 2.0 0.5
Old : 100.0: 3.5 1.0 0.0 94.5 98.5 98.0 99.5: 2.0 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 : 34: 3 2 1 26 21 30 23:
Old : 34: 3 2 1 26 21 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 62.8 72.2 84.6 50.9 58.6 62.9 74.2
Old : 55.0 62.8 72.2 84.6 50.9 58.6 62.9 74.2
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,640: 1,000 225 60 44,400 45,095 45,460 45,380: 180 260
Old : 45,640: 1,000 225 60 44,400 45,095 45,460 45,380: 180 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 650: 0 0 0 650 650 650 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.5 0.1 97.3 98.8 99.6 99.4: 0.4 0.6
Old : 100.0: 2.2 0.5 0.1 97.3 98.8 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 : 27: 1 1 1 20 15 22 16:
Old : 27: 1 1 1 20 15 22 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 : 45.3 94.1 71.7 97.2 42.9 90.9 66.8 91.4
Old : 45.3 94.1 71.7 97.2 42.9 90.9 66.8 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,416: 1,380 1,700 140 50,896 50,516 52,416 52,356: 0 60
Old : 52,416: 1,380 1,700 140 50,896 50,516 52,416 52,356: 0 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 970: 0 0 0 970 970 970 970: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.2 0.3 97.1 96.4 100.0 99.9: 0.0 0.1
Old : 100.0: 2.6 3.2 0.3 97.1 96.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 1 22 14 24 17:
Old : 29: 2 2 1 22 14 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 89.0 68.6 97.3 41.6 87.1 64.5 90.0
Old : 43.8 89.0 68.6 97.3 41.6 87.1 64.5 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 82,540: 472 1,080 866 81,035 80,336 82,373 82,282: 167 258
Old : 82,540: 472 1,080 866 81,035 80,336 82,373 82,282: 167 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -3,498: 0 261 -37 -1,903 -2,998 -1,940 -2,774: -1,558 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.3 1.0 98.2 97.3 99.8 99.7: 0.2 0.3
Old : 100.0: 0.6 1.3 1.0 98.2 97.3 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 : 36: 1 2 1 26 26 28 28:
Old : 36: 1 2 1 26 26 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 55.9 70.9 79.7 46.2 50.3 66.9 71.8
Old : 47.8 55.9 70.9 79.7 46.2 50.3 66.9 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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 108,139: 1,804 2,908 1,455 104,530 103,512 107,789 107,875: 350 264
Old : 108,139: 1,804 2,908 1,455 104,530 103,512 107,789 107,875: 350 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -5,699: -1,232 710 127 -3,160 -6,293 -4,265 -5,456: -1,434 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.7 1.3 96.7 95.7 99.7 99.8: 0.3 0.2
Old : 100.0: 1.7 2.7 1.3 96.7 95.7 99.7 99.8: 0.3 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 : 45: 3 8 4 28 28 34 37:
Old : 45: 3 8 4 28 28 34 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 : 44.8 47.9 68.9 76.5 42.9 45.2 64.4 70.3
Old : 44.8 47.9 68.9 76.5 42.9 45.2 64.4 70.3
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 32,349: 200 400 0 32,113 31,949 32,313 32,349: 36 0
Old : 32,349: 200 400 0 32,113 31,949 32,313 32,349: 36 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,488: 0 125 0 -1,143 -38 -1,143 87: -345 -1,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.2 0.0 99.3 98.8 99.9 100.0: 0.1 0.0
Old : 100.0: 0.6 1.2 0.0 99.3 98.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 0 13 13 14 15:
Old : 23: 1 2 0 13 13 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.9 81.7 97.2 97.5 85.2 73.9 89.7 89.5
Old : 86.9 81.7 97.2 97.5 85.2 73.9 89.7 89.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 34,751: 2,362 2,100 303 31,800 32,168 34,465 34,571: 286 180
Old : 34,751: 2,362 2,100 303 31,800 32,168 34,465 34,571: 286 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -390: 0 0 0 -390 -390 -390 -390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 6.0 0.9 91.5 92.6 99.2 99.5: 0.8 0.5
Old : 100.0: 6.8 6.0 0.9 91.5 92.6 99.2 99.5: 0.8 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 : 28: 4 1 3 23 19 28 22:
Old : 28: 4 1 3 23 19 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 : 52.5 71.2 71.4 89.3 47.6 59.5 60.5 71.9
Old : 52.5 71.2 71.4 89.3 47.6 59.5 60.5 71.9
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 42,052: 8,150 1,400 500 32,952 40,152 41,602 42,052: 450 0
Old : 42,052: 8,150 1,400 500 32,952 40,152 41,602 42,052: 450 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,545: 1,280 0 0 245 1,545 1,525 1,545: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 3.3 1.2 78.4 95.5 98.9 100.0: 1.1 0.0
Old : 100.0: 19.4 3.3 1.2 78.4 95.5 98.9 100.0: 1.1 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 : 29: 4 1 1 23 22 27 24:
Old : 29: 4 1 1 23 22 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 60.0 70.9 77.2 43.6 41.6 55.2 57.8
Old : 51.1 60.0 70.9 77.2 43.6 41.6 55.2 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 43,700: 42 2,740 168 43,430 40,792 43,640 43,700: 60 0
Old : 43,700: 42 2,740 168 43,430 40,792 43,640 43,700: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 518: -8 0 8 503 515 503 523: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.3 0.4 99.4 93.3 99.9 100.0: 0.1 0.0
Old : 100.0: 0.1 6.3 0.4 99.4 93.3 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 22 17 24 20:
Old : 29: 1 2 2 22 17 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 : 67.5 81.4 85.4 92.5 67.5 75.1 81.9 85.7
Old : 67.5 81.4 85.4 92.5 67.5 75.1 81.9 85.7
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 37,416: 0 2,285 0 37,369 35,006 37,369 37,291: 47 125
Old : 37,416: 0 2,285 0 37,369 35,006 37,369 37,291: 47 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,020: 0 0 0 1,020 1,020 1,020 1,020: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 0.0 99.9 93.6 99.9 99.7: 0.1 0.3
Old : 100.0: 0.0 6.1 0.0 99.9 93.6 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 : 25: 0 1 0 18 15 18 16:
Old : 25: 0 1 0 18 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 81.9 88.6 94.3 69.2 79.7 85.5 86.5
Old : 70.9 81.9 88.6 94.3 69.2 79.7 85.5 86.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 28,279: 2,116 1,690 41 25,560 26,453 27,717 28,184: 562 95
Old : 28,279: 2,116 1,690 41 25,560 26,453 27,717 28,184: 562 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,352: 120 0 0 1,222 1,352 1,342 1,352: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.0 0.1 90.4 93.5 98.0 99.7: 2.0 0.3
Old : 100.0: 7.5 6.0 0.1 90.4 93.5 98.0 99.7: 2.0 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 : 33: 6 1 1 21 19 27 21:
Old : 33: 6 1 1 21 19 27 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 : 48.3 61.7 65.2 81.8 41.6 61.2 55.8 77.1
Old : 48.3 61.7 65.2 81.8 41.6 61.2 55.8 77.1
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,497: 1,454 595 320 20,443 21,492 22,217 22,407: 280 90
Old : 22,497: 1,454 595 320 20,443 21,492 22,217 22,407: 280 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 490: 0 0 0 480 490 480 490: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.6 1.4 90.9 95.5 98.8 99.6: 1.2 0.4
Old : 100.0: 6.5 2.6 1.4 90.9 95.5 98.8 99.6: 1.2 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 : 30: 3 1 1 16 19 20 20:
Old : 30: 3 1 1 16 19 20 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 : 64.3 68.3 81.9 86.7 62.0 68.3 76.1 84.8
Old : 64.3 68.3 81.9 86.7 62.0 68.3 76.1 84.8
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 51,569: 370 6,690 923 50,105 43,930 51,399 51,544: 170 25
Old : 51,569: 370 6,690 923 50,105 43,930 51,399 51,544: 170 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -62: 5 -358 77 -124 210 -43 -72: -19 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.0 1.8 97.2 85.2 99.7 100.0: 0.3 0.0
Old : 100.0: 0.7 13.0 1.8 97.2 85.2 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 4 2 27 26 30 31:
Old : 38: 2 4 2 27 26 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 47.8 77.2 69.5 55.6 45.3 66.3 63.2
Old : 60.3 47.8 77.2 69.5 55.6 45.3 66.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 38,008: 110 2,526 270 37,268 35,206 37,648 38,002: 360 6
Old : 38,008: 110 2,526 270 37,268 35,206 37,648 38,002: 360 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -113: 0 -300 75 -128 112 -53 -113: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 6.6 0.7 98.1 92.6 99.1 100.0: 0.9 0.0
Old : 100.0: 0.3 6.6 0.7 98.1 92.6 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 : 35: 1 3 2 25 22 28 26:
Old : 35: 1 3 2 25 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 : 56.7 59.9 74.0 84.9 54.7 58.8 69.4 77.6
Old : 56.7 59.9 74.0 84.9 54.7 58.8 69.4 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 24,058: 75 2,800 225 23,638 21,033 23,938 24,058: 120 0
Old : 24,058: 75 2,800 225 23,638 21,033 23,938 24,058: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -325: 0 0 0 -445 -325 -445 -325: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 11.6 0.9 98.3 87.4 99.5 100.0: 0.5 0.0
Old : 100.0: 0.3 11.6 0.9 98.3 87.4 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 1 13 15 15 17:
Old : 22: 1 2 1 13 15 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 66.9 95.5 89.6 68.5 66.0 74.2 73.8
Old : 80.8 66.9 95.5 89.6 68.5 66.0 74.2 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,910: 1,540 0 0 13,185 14,890 14,725 14,890: 185 20
Old : 14,910: 1,540 0 0 13,185 14,890 14,725 14,890: 185 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 0: 0 0 0 120 0 120 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 0.0 88.4 99.9 98.8 99.9: 1.2 0.1
Old : 100.0: 10.3 0.0 0.0 88.4 99.9 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 0 0 18 12 22 12:
Old : 25: 4 0 0 18 12 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 87.5 79.7 97.6 47.4 76.9 63.7 78.2
Old : 62.2 87.5 79.7 97.6 47.4 76.9 63.7 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,020: 1,310 0 0 13,580 15,000 14,890 15,000: 130 20
Old : 15,020: 1,310 0 0 13,580 15,000 14,890 15,000: 130 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 0: 0 0 0 120 0 120 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 0.0 90.4 99.9 99.1 99.9: 0.9 0.1
Old : 100.0: 8.7 0.0 0.0 90.4 99.9 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 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 : 62.7 87.1 79.3 97.6 47.9 76.7 63.4 78.3
Old : 62.7 87.1 79.3 97.6 47.9 76.7 63.4 78.3
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, December 12, 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 : 806,973: 1,313 99,421 96,778 707,263 610,774 805,355 806,973: 1,618 0
Old : 806,973: 1,313 99,421 96,778 707,263 610,774 805,355 806,973: 1,618 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 57,137: -4,090 35,443 -5,726 66,010 27,421 56,193 57,137: 944 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 12.3 12.0 87.6 75.7 99.8 100.0: 0.2 0.0
Old : 100.0: 0.2 12.3 12.0 87.6 75.7 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 : 27: 2 4 5 19 19 24 25:
Old : 27: 2 4 5 19 19 24 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 : 65.5 51.4 83.0 76.0 32.4 26.5 34.5 32.6
Old : 65.5 51.4 83.0 76.0 32.4 26.5 34.5 32.6
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,250: 720 0 0 14,470 14,770 15,190 14,770: 60 480
Old : 15,250: 720 0 0 14,470 14,770 15,190 14,770: 60 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 0.0 94.9 96.9 99.6 96.9: 0.4 3.1
Old : 100.0: 4.7 0.0 0.0 94.9 96.9 99.6 96.9: 0.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 11 13 13 13:
Old : 21: 2 0 0 11 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 74.8 91.2 90.8 73.2 74.4 89.3 89.2
Old : 74.3 74.8 91.2 90.8 73.2 74.4 89.3 89.2
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,440: 720 0 0 16,660 16,960 17,380 16,960: 60 480
Old : 17,440: 720 0 0 16,660 16,960 17,380 16,960: 60 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.0 95.5 97.2 99.7 97.2: 0.3 2.8
Old : 100.0: 4.1 0.0 0.0 95.5 97.2 99.7 97.2: 0.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 10 13 12 13:
Old : 21: 2 0 0 10 13 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 74.5 92.5 91.7 68.5 74.5 91.2 90.6
Old : 69.4 74.5 92.5 91.7 68.5 74.5 91.2 90.6
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,655: 0 0 0 11,390 11,645 11,390 11,645: 265 10
Old : 11,655: 0 0 0 11,390 11,645 11,390 11,645: 265 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.7 99.9 97.7 99.9: 2.3 0.1
Old : 100.0: 0.0 0.0 0.0 97.7 99.9 97.7 99.9: 2.3 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 : 20: 0 0 0 14 12 14 12:
Old : 20: 0 0 0 14 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 82.8 90.6 96.2 72.4 76.2 82.8 84.6
Old : 75.8 82.8 90.6 96.2 72.4 76.2 82.8 84.6
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,345: 25 750 200 21,779 21,395 22,004 22,345: 341 0
Old : 22,345: 25 750 200 21,779 21,395 22,004 22,345: 341 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.4 0.9 97.5 95.7 98.5 100.0: 1.5 0.0
Old : 100.0: 0.1 3.4 0.9 97.5 95.7 98.5 100.0: 1.5 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: 1 4 1 17 15 19 19:
Old : 28: 1 4 1 17 15 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 : 78.1 69.5 91.5 89.8 70.0 66.1 77.6 78.3
Old : 78.1 69.5 91.5 89.8 70.0 66.1 77.6 78.3
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,442: 25 550 200 18,465 18,690 18,690 19,440: 752 2
Old : 19,442: 25 550 200 18,465 18,690 18,690 19,440: 752 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 455: 0 0 0 455 455 455 455: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.8 1.0 95.0 96.1 96.1 100.0: 3.9 0.0
Old : 100.0: 0.1 2.8 1.0 95.0 96.1 96.1 100.0: 3.9 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 : 25: 1 3 1 15 13 17 16:
Old : 25: 1 3 1 15 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 71.2 89.4 91.5 60.8 62.7 68.4 72.0
Old : 75.1 71.2 89.4 91.5 60.8 62.7 68.4 72.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,795: 0 25 0 7,780 7,650 7,780 7,675: 15 120
Old : 7,795: 0 25 0 7,780 7,650 7,780 7,675: 15 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 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 0.3 0.0 99.8 98.1 99.8 98.5: 0.2 1.5
Old : 100.0: 0.0 0.3 0.0 99.8 98.1 99.8 98.5: 0.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 14 14 14 15:
Old : 22: 0 1 0 14 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 61.6 77.7 89.2 41.2 53.8 68.0 65.9
Old : 46.5 61.6 77.7 89.2 41.2 53.8 68.0 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 6,840: 0 0 0 6,825 6,720 6,825 6,720: 15 120
Old : 6,840: 0 0 0 6,825 6,720 6,825 6,720: 15 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 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 0.0 0.0 99.8 98.2 99.8 98.2: 0.2 1.8
Old : 100.0: 0.0 0.0 0.0 99.8 98.2 99.8 98.2: 0.2 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 : 21: 0 0 0 14 13 14 13:
Old : 21: 0 0 0 14 13 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 61.7 80.9 91.3 46.9 54.8 74.4 69.1
Old : 46.9 61.7 80.9 91.3 46.9 54.8 74.4 69.1
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,608: 557 2,965 0 24,908 22,583 25,465 25,548: 143 60
Old : 25,608: 557 2,965 0 24,908 22,583 25,465 25,548: 143 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 471: 100 0 0 437 471 537 471: -66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 11.6 0.0 97.3 88.2 99.4 99.8: 0.6 0.2
Old : 100.0: 2.2 11.6 0.0 97.3 88.2 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 0 16 17 19 19:
Old : 29: 3 2 0 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 : 56.6 78.0 87.7 94.7 48.8 72.6 76.3 83.8
Old : 56.6 78.0 87.7 94.7 48.8 72.6 76.3 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,333: 557 2,965 0 25,638 23,274 26,195 26,239: 138 94
Old : 26,333: 557 2,965 0 25,638 23,274 26,195 26,239: 138 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 771: 100 0 0 744 750 844 750: -73 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 11.3 0.0 97.4 88.4 99.5 99.6: 0.5 0.4
Old : 100.0: 2.1 11.3 0.0 97.4 88.4 99.5 99.6: 0.5 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: 3 2 0 16 18 19 20:
Old : 29: 3 2 0 16 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 79.3 86.4 93.9 48.5 72.9 73.7 82.2
Old : 55.8 79.3 86.4 93.9 48.5 72.9 73.7 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 111,081: 3,340 5,440 715 106,736 104,826 110,791 110,981: 290 100
Old : 111,081: 3,340 5,440 715 106,736 104,826 110,791 110,981: 290 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 3,889: -500 25 100 4,289 3,743 3,889 3,868: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.9 0.6 96.1 94.4 99.7 99.9: 0.3 0.1
Old : 100.0: 3.0 4.9 0.6 96.1 94.4 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 : 53: 4 8 3 31 31 36 41:
Old : 53: 4 8 3 31 31 36 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 57.9 61.1 81.7 41.1 48.1 53.8 65.5
Old : 43.7 57.9 61.1 81.7 41.1 48.1 53.8 65.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 123,804: 3,460 9,055 800 119,254 113,851 123,514 123,706: 290 98
Old : 123,804: 3,460 9,055 800 119,254 113,851 123,514 123,706: 290 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,985: -625 1,875 125 2,480 -31 1,980 1,969: 5 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 7.3 0.6 96.3 92.0 99.8 99.9: 0.2 0.1
Old : 100.0: 2.8 7.3 0.6 96.3 92.0 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 : 54: 5 6 5 37 31 43 41:
Old : 54: 5 6 5 37 31 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 58.8 62.6 81.2 40.4 51.5 54.9 69.0
Old : 44.7 58.8 62.6 81.2 40.4 51.5 54.9 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 246,161: 26,361 18,290 21,153 194,557 206,162 242,070 245,604: 4,091 556
Old : 246,161: 26,361 18,290 21,153 194,557 206,162 242,070 245,604: 4,091 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 9,481: 1,757 2,841 -1,864 9,593 8,587 9,485 9,564: -5 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 7.4 8.6 79.0 83.8 98.3 99.8: 1.7 0.2
Old : 100.0: 10.7 7.4 8.6 79.0 83.8 98.3 99.8: 1.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 15 15 18 43 45 65 71:
Old : 80: 15 15 18 43 45 65 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 41.2 53.6 55.6 28.8 30.4 39.4 40.0
Old : 36.1 41.2 53.6 55.6 28.8 30.4 39.4 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,549: 2,385 50 140 36,751 39,334 39,276 39,524: 273 25
Old : 39,549: 2,385 50 140 36,751 39,334 39,276 39,524: 273 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,250: -100 0 50 2,310 2,200 2,260 2,250: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.1 0.4 92.9 99.5 99.3 99.9: 0.7 0.1
Old : 100.0: 6.0 0.1 0.4 92.9 99.5 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 : 32: 4 1 3 22 14 28 18:
Old : 32: 4 1 3 22 14 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 90.5 76.8 98.1 58.0 81.5 70.8 84.7
Old : 58.3 90.5 76.8 98.1 58.0 81.5 70.8 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 38,049: 2,485 100 50 35,246 37,874 37,781 38,024: 268 25
Old : 38,049: 2,485 100 50 35,246 37,874 37,781 38,024: 268 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,380: -50 50 0 2,430 2,330 2,380 2,380: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.3 0.1 92.6 99.5 99.3 99.9: 0.7 0.1
Old : 100.0: 6.5 0.3 0.1 92.6 99.5 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 1 20 14 25 17:
Old : 31: 4 2 1 20 14 25 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 : 55.4 91.3 77.7 98.5 55.3 81.1 70.1 84.4
Old : 55.4 91.3 77.7 98.5 55.3 81.1 70.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2017