NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 45,114: 11,115 22,073 0 33,999 23,041 45,114 45,114: 0 0
Old : 45,114: 11,115 22,073 0 33,999 23,041 45,114 45,114: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 0: 200 -60 0 -200 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 48.9 0.0 75.4 51.1 100.0 100.0: 0.0 0.0
Old : 100.0: 24.6 48.9 0.0 75.4 51.1 100.0 100.0: 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 : 28: 4 11 0 10 6 14 17:
Old : 28: 4 11 0 10 6 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 61.1 91.0 87.8 66.9 60.1 91.0 85.0
Old : 66.9 61.1 91.0 87.8 66.9 60.1 91.0 85.0
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,058: 710 6,963 46 35,276 29,049 36,032 36,058: 26 0
Old : 36,058: 710 6,963 46 35,276 29,049 36,032 36,058: 26 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -4,292: -58 -2,045 41 -4,283 -2,288 -4,300 -4,292: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 19.3 0.1 97.8 80.6 99.9 100.0: 0.1 0.0
Old : 100.0: 2.0 19.3 0.1 97.8 80.6 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 : 22: 5 5 1 8 9 14 14:
Old : 22: 5 5 1 8 9 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.4 67.5 98.0 94.0 82.0 64.0 89.7 87.5
Old : 87.4 67.5 98.0 94.0 82.0 64.0 89.7 87.5
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,916: 6,226 5,189 2,923 33,758 34,805 42,906 42,916: 10 0
Old : 42,916: 6,226 5,189 2,923 33,758 34,805 42,906 42,916: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -8,794: 419 -2,630 -1,288 -7,928 -4,876 -8,797 -8,794: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.1 6.8 78.7 81.1 100.0 100.0: 0.0 0.0
Old : 100.0: 14.5 12.1 6.8 78.7 81.1 100.0 100.0: 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 : 35: 16 4 7 12 11 29 21:
Old : 35: 16 4 7 12 11 29 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 : 75.0 57.8 87.1 82.0 68.9 54.5 75.5 74.5
Old : 75.0 57.8 87.1 82.0 68.9 54.5 75.5 74.5
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 44,697: 11,243 24,588 762 32,692 19,347 44,697 44,697: 0 0
Old : 44,697: 11,243 24,588 762 32,692 19,347 44,697 44,697: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 300: 100 200 0 200 100 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 55.0 1.7 73.1 43.3 100.0 100.0: 0.0 0.0
Old : 100.0: 25.2 55.0 1.7 73.1 43.3 100.0 100.0: 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 : 27: 6 9 1 8 6 14 16:
Old : 27: 6 9 1 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 : 69.8 67.9 92.0 89.4 69.8 66.4 92.0 87.7
Old : 69.8 67.9 92.0 89.4 69.8 66.4 92.0 87.7
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 34,997: 8,642 21,375 0 26,350 13,622 34,992 34,997: 5 0
Old : 34,997: 8,642 21,375 0 26,350 13,622 34,992 34,997: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 500: 100 300 0 400 200 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 61.1 0.0 75.3 38.9 100.0 100.0: 0.0 0.0
Old : 100.0: 24.7 61.1 0.0 75.3 38.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 7 0 9 7 14 14:
Old : 24: 5 7 0 9 7 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 71.5 95.0 92.9 74.6 69.5 94.6 88.4
Old : 74.6 71.5 95.0 92.9 74.6 69.5 94.6 88.4
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 29,238: 12,950 13,850 200 16,088 15,188 29,238 29,238: 0 0
Old : 29,238: 12,950 13,850 200 16,088 15,188 29,238 29,238: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -20: 0 0 0 -20 -20 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 47.4 0.7 55.0 51.9 100.0 100.0: 0.0 0.0
Old : 100.0: 44.3 47.4 0.7 55.0 51.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 4 1 11 8 16 13:
Old : 23: 5 4 1 11 8 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 71.5 85.9 97.1 65.8 70.1 85.1 95.4
Old : 66.5 71.5 85.9 97.1 65.8 70.1 85.1 95.4
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,713: 12,185 9,175 100 13,428 16,438 25,713 25,713: 0 0
Old : 25,713: 12,185 9,175 100 13,428 16,438 25,713 25,713: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 250: 350 0 0 -100 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 35.7 0.4 52.2 63.9 100.0 100.0: 0.0 0.0
Old : 100.0: 47.4 35.7 0.4 52.2 63.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 5 1 7 7 15 12:
Old : 25: 7 5 1 7 7 15 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 : 59.3 65.7 92.2 92.2 59.3 65.3 92.2 91.4
Old : 59.3 65.7 92.2 92.2 59.3 65.3 92.2 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 18,387: 8,225 3,150 0 10,162 15,237 18,387 18,387: 0 0
Old : 18,387: 8,225 3,150 0 10,162 15,237 18,387 18,387: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -250: -350 100 0 100 -350 -250 -250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 17.1 0.0 55.3 82.9 100.0 100.0: 0.0 0.0
Old : 100.0: 44.7 17.1 0.0 55.3 82.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 4 0 6 5 14 9:
Old : 22: 8 4 0 6 5 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 : 51.8 95.6 85.7 99.7 51.8 95.2 85.7 99.3
Old : 51.8 95.6 85.7 99.7 51.8 95.2 85.7 99.3
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,372: 5,497 5,275 0 21,875 22,097 27,372 27,372: 0 0
Old : 27,372: 5,497 5,275 0 21,875 22,097 27,372 27,372: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 19.3 0.0 79.9 80.7 100.0 100.0: 0.0 0.0
Old : 100.0: 20.1 19.3 0.0 79.9 80.7 100.0 100.0: 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: 4 2 0 11 5 15 7:
Old : 22: 4 2 0 11 5 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 96.6 94.3 100.0 75.1 96.6 94.3 100.0
Old : 75.1 96.6 94.3 100.0 75.1 96.6 94.3 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 16,040: 8,130 6,940 0 7,910 9,100 16,040 16,040: 0 0
Old : 16,040: 8,130 6,940 0 7,910 9,100 16,040 16,040: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,100: 0 900 0 1,100 200 1,100 1,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 43.3 0.0 49.3 56.7 100.0 100.0: 0.0 0.0
Old : 100.0: 50.7 43.3 0.0 49.3 56.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 7 0 5 6 10 13:
Old : 22: 5 7 0 5 6 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.4 72.9 97.0 95.2 82.4 72.9 96.9 95.2
Old : 82.4 72.9 97.0 95.2 82.4 72.9 96.9 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,661: 423 114 675 6,318 7,872 7,416 8,661: 1,245 0
Old : 8,661: 423 114 675 6,318 7,872 7,416 8,661: 1,245 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -1,122: 11 1 3 -2,137 -1,127 -2,122 -1,122: 1,000 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.3 7.8 73.0 90.9 85.6 100.0: 14.4 0.0
Old : 100.0: 4.9 1.3 7.8 73.0 90.9 85.6 100.0: 14.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 2 12 6 15 10:
Old : 20: 3 2 2 12 6 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 82.1 80.5 99.6 55.1 77.3 69.0 85.7
Old : 60.3 82.1 80.5 99.6 55.1 77.3 69.0 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 26,149: 8,970 662 3,267 13,867 22,025 26,104 25,954: 45 195
Old : 26,149: 8,970 662 3,267 13,867 22,025 26,104 25,954: 45 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 840: 361 -32 -15 584 887 930 840: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 2.5 12.5 53.0 84.2 99.8 99.3: 0.2 0.7
Old : 100.0: 34.3 2.5 12.5 53.0 84.2 99.8 99.3: 0.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 7 7 24 25 32 34:
Old : 37: 3 7 7 24 25 32 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 : 63.9 49.6 81.8 70.9 44.8 38.5 51.7 46.2
Old : 63.9 49.6 81.8 70.9 44.8 38.5 51.7 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES ENERGY Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 28,654: 3,287 9,540 1,443 23,519 17,401 28,249 28,384: 405 270
Old : 28,654: 3,287 9,540 1,443 23,519 17,401 28,249 28,384: 405 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 359: 0 201 30 175 43 205 274: 154 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 33.3 5.0 82.1 60.7 98.6 99.1: 1.4 0.9
Old : 100.0: 11.5 33.3 5.0 82.1 60.7 98.6 99.1: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 4 4 26 14 32 20:
Old : 36: 4 4 4 26 14 32 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 58.8 64.3 87.5 40.9 50.3 55.3 70.8
Old : 46.6 58.8 64.3 87.5 40.9 50.3 55.3 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,440,704: 593,952 134,362 744,561 4,029,720 4,468,796 5,368,233 5,347,719: 72,471 92,985
Old : 5,440,704: 593,952 134,362 744,561 4,029,720 4,468,796 5,368,233 5,347,719: 72,471 92,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 170,232: 22,851 73,518 -8,663 137,021 23,931 151,209 88,786: 19,023 81,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 2.5 13.7 74.1 82.1 98.7 98.3: 1.3 1.7
Old : 100.0: 10.9 2.5 13.7 74.1 82.1 98.7 98.3: 1.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 47 27 55 125 109 190 173:
Old : 212: 47 27 55 125 109 190 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 38.7 43.1 54.3 22.8 36.6 34.7 47.9
Old : 26.3 38.7 43.1 54.3 22.8 36.6 34.7 47.9
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 775,418: 27,521 54,784 364,285 379,071 355,761 770,877 774,830: 4,541 588
Old : 775,418: 27,521 54,784 364,285 379,071 355,761 770,877 774,830: 4,541 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -121,655: -3,636 11,729 -80,793 -34,736 -51,826 -119,165 -120,890: -2,491 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 7.1 47.0 48.9 45.9 99.4 99.9: 0.6 0.1
Old : 100.0: 3.5 7.1 47.0 48.9 45.9 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 9 14 19 44 40 64 62:
Old : 68: 9 14 19 44 40 64 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 54.9 71.7 71.0 6.9 8.5 9.2 10.3
Old : 54.9 54.9 71.7 71.0 6.9 8.5 9.2 10.3
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 296,405: 6,720 11,633 1,412 274,824 279,117 282,956 292,162: 13,449 4,243
Old : 296,405: 6,720 11,633 1,412 274,824 279,117 282,956 292,162: 13,449 4,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 8,388: 336 -2,172 68 7,292 10,495 7,696 8,391: 692 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.9 0.5 92.7 94.2 95.5 98.6: 4.5 1.4
Old : 100.0: 2.3 3.9 0.5 92.7 94.2 95.5 98.6: 4.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 3 3 28 28 32 33:
Old : 43: 3 3 3 28 28 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 59.2 64.9 78.9 40.3 47.8 51.8 58.7
Old : 48.2 59.2 64.9 78.9 40.3 47.8 51.8 58.7
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 106,243: 4,915 0 3,859 91,538 96,037 100,312 99,896: 5,931 6,347
Old : 106,243: 4,915 0 3,859 91,538 96,037 100,312 99,896: 5,931 6,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,615: 731 0 615 2,144 2,556 3,490 3,171: -875 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 3.6 86.2 90.4 94.4 94.0: 5.6 6.0
Old : 100.0: 4.6 0.0 3.6 86.2 90.4 94.4 94.0: 5.6 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 2 27 26 29 28:
Old : 32: 2 0 2 27 26 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 54.4 66.9 70.7 37.6 39.9 48.8 50.9
Old : 47.8 54.4 66.9 70.7 37.6 39.9 48.8 50.9
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 307,675: 2,574 4,482 1,202 292,748 293,025 296,524 298,709: 11,151 8,966
Old : 307,675: 2,574 4,482 1,202 292,748 293,025 296,524 298,709: 11,151 8,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 13,250: -1,305 2,762 -433 18,625 12,054 16,887 14,383: -3,637 -1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.5 0.4 95.1 95.2 96.4 97.1: 3.6 2.9
Old : 100.0: 0.8 1.5 0.4 95.1 95.2 96.4 97.1: 3.6 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 : 42: 3 2 3 32 28 36 32:
Old : 42: 3 2 3 32 28 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 : 66.6 57.0 79.0 75.1 55.3 54.0 62.4 63.9
Old : 66.6 57.0 79.0 75.1 55.3 54.0 62.4 63.9
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 798,610: 2,026 7,521 6,873 780,918 780,784 789,817 795,178: 8,793 3,432
Old : 798,610: 2,026 7,521 6,873 780,918 780,784 789,817 795,178: 8,793 3,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 12,449: 214 331 1,024 12,432 10,427 13,670 11,782: -1,221 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.9 0.9 97.8 97.8 98.9 99.6: 1.1 0.4
Old : 100.0: 0.3 0.9 0.9 97.8 97.8 98.9 99.6: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 2 4 44 28 48 32:
Old : 51: 2 2 4 44 28 48 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 72.6 61.6 91.8 40.1 72.6 60.4 90.2
Old : 40.8 72.6 61.6 91.8 40.1 72.6 60.4 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 500,876: 6,746 2,551 279 459,677 490,441 466,702 493,271: 34,174 7,605
Old : 500,876: 6,746 2,551 279 459,677 490,441 466,702 493,271: 34,174 7,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 9,783: 2,681 989 279 5,953 10,224 8,913 11,492: 870 -1,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.5 0.1 91.8 97.9 93.2 98.5: 6.8 1.5
Old : 100.0: 1.3 0.5 0.1 91.8 97.9 93.2 98.5: 6.8 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 : 55: 5 2 1 30 36 36 38:
Old : 55: 5 2 1 30 36 36 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 : 50.8 40.6 68.5 59.0 50.7 35.2 62.2 49.2
Old : 50.8 40.6 68.5 59.0 50.7 35.2 62.2 49.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 435,095: 5,237 3,102 764 421,514 425,618 427,515 429,484: 7,580 5,611
Old : 435,095: 5,237 3,102 764 421,514 425,618 427,515 429,484: 7,580 5,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 20,761: 3,114 -183 299 17,243 21,952 20,656 22,068: 105 -1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.7 0.2 96.9 97.8 98.3 98.7: 1.7 1.3
Old : 100.0: 1.2 0.7 0.2 96.9 97.8 98.3 98.7: 1.7 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 : 60: 7 1 4 34 42 41 47:
Old : 60: 7 1 4 34 42 41 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 38.6 79.2 61.5 57.8 37.5 70.5 58.1
Old : 60.1 38.6 79.2 61.5 57.8 37.5 70.5 58.1
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 281,903: 3,891 10,171 1,906 259,723 264,379 265,520 276,456: 16,383 5,447
Old : 281,903: 3,891 10,171 1,906 259,723 264,379 265,520 276,456: 16,383 5,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 6,280: -391 1,220 549 7,063 6,177 7,221 7,946: -941 -1,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 3.6 0.7 92.1 93.8 94.2 98.1: 5.8 1.9
Old : 100.0: 1.4 3.6 0.7 92.1 93.8 94.2 98.1: 5.8 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 : 56: 3 5 4 39 37 43 45:
Old : 56: 3 5 4 39 37 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 38.7 61.4 60.3 39.3 38.0 58.6 57.0
Old : 39.3 38.7 61.4 60.3 39.3 38.0 58.6 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,416: 5,188 0 735 81,196 83,662 87,119 84,397: 3,297 6,019
Old : 90,416: 5,188 0 735 81,196 83,662 87,119 84,397: 3,297 6,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 3,667: 2,278 0 0 1,175 3,087 3,453 3,087: 214 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.8 89.8 92.5 96.4 93.3: 3.6 6.7
Old : 100.0: 5.7 0.0 0.8 89.8 92.5 96.4 93.3: 3.6 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 1 23 22 24 23:
Old : 30: 1 0 1 23 22 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 45.4 68.2 70.5 45.6 40.5 66.6 60.0
Old : 45.7 45.4 68.2 70.5 45.6 40.5 66.6 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 60,380: 0 0 0 58,298 59,620 58,298 59,620: 2,082 760
Old : 60,380: 0 0 0 58,298 59,620 58,298 59,620: 2,082 760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 4,140: 0 0 0 4,174 3,690 4,174 3,690: -34 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.6 98.7 96.6 98.7: 3.4 1.3
Old : 100.0: 0.0 0.0 0.0 96.6 98.7 96.6 98.7: 3.4 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 : 30: 0 0 0 20 19 20 19:
Old : 30: 0 0 0 20 19 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 75.0 88.1 88.9 63.0 71.8 79.9 82.2
Old : 71.0 75.0 88.1 88.9 63.0 71.8 79.9 82.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 173,935: 1,642 194 1,621 164,421 167,702 167,684 169,517: 6,251 4,418
Old : 173,935: 1,642 194 1,621 164,421 167,702 167,684 169,517: 6,251 4,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 9,685: 1,346 -12 408 8,206 10,135 9,960 10,531: -275 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.1 0.9 94.5 96.4 96.4 97.5: 3.6 2.5
Old : 100.0: 0.9 0.1 0.9 94.5 96.4 96.4 97.5: 3.6 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 : 29: 2 1 3 21 19 24 22:
Old : 29: 2 1 3 21 19 24 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 : 64.0 62.6 84.6 87.5 63.3 59.5 75.5 76.7
Old : 64.0 62.6 84.6 87.5 63.3 59.5 75.5 76.7
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 181,302: 1,378 4,254 0 170,865 169,599 172,243 173,853: 9,059 7,449
Old : 181,302: 1,378 4,254 0 170,865 169,599 172,243 173,853: 9,059 7,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,642: -548 0 0 3,267 -564 2,719 -564: -77 3,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.3 0.0 94.2 93.5 95.0 95.9: 5.0 4.1
Old : 100.0: 0.8 2.3 0.0 94.2 93.5 95.0 95.9: 5.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 0 22 22 23 23:
Old : 34: 1 1 0 22 22 23 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 : 58.4 67.2 73.8 84.2 57.2 67.1 71.3 81.7
Old : 58.4 67.2 73.8 84.2 57.2 67.1 71.3 81.7
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 138,416: 0 0 0 132,974 130,941 132,974 130,941: 5,442 7,475
Old : 138,416: 0 0 0 132,974 130,941 132,974 130,941: 5,442 7,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.1 94.6 96.1 94.6: 3.9 5.4
Old : 100.0: 0.0 0.0 0.0 96.1 94.6 96.1 94.6: 3.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 16 15 16 15:
Old : 22: 0 0 0 16 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 68.7 89.3 85.3 66.0 66.6 81.6 79.5
Old : 73.0 68.7 89.3 85.3 66.0 66.6 81.6 79.5
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,608: 7,817 2,132 0 32,545 38,202 40,362 40,334: 246 274
Old : 40,608: 7,817 2,132 0 32,545 38,202 40,362 40,334: 246 274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 9,998: 3,810 420 0 6,436 9,334 10,246 9,754: -248 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 5.3 0.0 80.1 94.1 99.4 99.3: 0.6 0.7
Old : 100.0: 19.2 5.3 0.0 80.1 94.1 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 2 0 20 22 22 24:
Old : 38: 2 2 0 20 22 22 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 : 57.0 49.7 76.7 70.9 57.0 49.7 75.2 70.5
Old : 57.0 49.7 76.7 70.9 57.0 49.7 75.2 70.5
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 559,815: 14,732 14,001 3,048 536,612 535,319 554,392 552,368: 5,423 7,447
Old : 559,815: 14,732 14,001 3,048 536,612 535,319 554,392 552,368: 5,423 7,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 15,573: 6,640 2,109 -1,397 11,053 14,284 16,296 14,996: -723 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.5 0.5 95.9 95.6 99.0 98.7: 1.0 1.3
Old : 100.0: 2.6 2.5 0.5 95.9 95.6 99.0 98.7: 1.0 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 : 75: 3 6 3 50 48 56 54:
Old : 75: 3 6 3 50 48 56 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 54.5 55.3 67.4 36.4 52.7 53.7 60.7
Old : 37.1 54.5 55.3 67.4 36.4 52.7 53.7 60.7
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 207,207: 677 10,722 2,117 199,000 192,262 201,794 205,101: 5,413 2,106
Old : 207,207: 677 10,722 2,117 199,000 192,262 201,794 205,101: 5,413 2,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 9,167: 677 4,301 467 8,653 7,989 9,797 12,757: -630 -3,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.2 1.0 96.0 92.8 97.4 99.0: 2.6 1.0
Old : 100.0: 0.3 5.2 1.0 96.0 92.8 97.4 99.0: 2.6 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 : 45: 1 6 3 28 30 31 37:
Old : 45: 1 6 3 28 30 31 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 : 41.7 44.2 64.4 70.2 41.5 40.1 63.4 57.0
Old : 41.7 44.2 64.4 70.2 41.5 40.1 63.4 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 36,682: 210 0 0 33,256 35,788 33,466 35,788: 3,216 894
Old : 36,682: 210 0 0 33,256 35,788 33,466 35,788: 3,216 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,160: 210 0 0 800 1,010 1,010 1,010: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 90.7 97.6 91.2 97.6: 8.8 2.4
Old : 100.0: 0.6 0.0 0.0 90.7 97.6 91.2 97.6: 8.8 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 : 22: 1 0 0 12 16 13 16:
Old : 22: 1 0 0 12 16 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 81.1 88.2 92.4 72.5 77.8 84.4 88.5
Old : 73.4 81.1 88.2 92.4 72.5 77.8 84.4 88.5
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 91,878: 0 4,991 106 86,344 78,051 86,450 83,148: 5,428 8,730
Old : 91,878: 0 4,991 106 86,344 78,051 86,450 83,148: 5,428 8,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 4,408: 0 3,707 -474 5,897 1,132 5,423 4,365: -1,015 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.1 94.0 85.0 94.1 90.5: 5.9 9.5
Old : 100.0: 0.0 5.4 0.1 94.0 85.0 94.1 90.5: 5.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 4 1 18 13 19 17:
Old : 26: 0 4 1 18 13 19 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 : 59.9 65.8 81.0 83.8 59.4 61.7 80.5 79.4
Old : 59.9 65.8 81.0 83.8 59.4 61.7 80.5 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 160,784: 3,660 28,944 0 155,369 129,494 159,029 158,438: 1,755 2,346
Old : 160,784: 3,660 28,944 0 155,369 129,494 159,029 158,438: 1,755 2,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 41,438: 3,660 18,504 0 37,572 25,868 41,232 44,372: 206 -2,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 18.0 0.0 96.6 80.5 98.9 98.5: 1.1 1.5
Old : 100.0: 2.3 18.0 0.0 96.6 80.5 98.9 98.5: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 4 13 0 24 28 28 41:
Old : 61: 4 13 0 24 28 28 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 : 53.6 50.9 77.7 72.2 53.4 49.2 70.7 64.4
Old : 53.6 50.9 77.7 72.2 53.4 49.2 70.7 64.4
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 175,812: 6,789 26,835 6,357 162,027 141,787 175,173 174,979: 639 833
Old : 175,812: 6,789 26,835 6,357 162,027 141,787 175,173 174,979: 639 833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 43,770: -1,942 12,035 5,757 40,421 26,168 44,236 43,960: -466 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 15.3 3.6 92.2 80.6 99.6 99.5: 0.4 0.5
Old : 100.0: 3.9 15.3 3.6 92.2 80.6 99.6 99.5: 0.4 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 : 77: 6 14 3 33 41 42 55:
Old : 77: 6 14 3 33 41 42 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 46.6 73.9 60.2 50.7 45.8 65.0 56.1
Old : 53.9 46.6 73.9 60.2 50.7 45.8 65.0 56.1
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 132,417: 0 1,174 0 131,373 128,069 131,373 129,243: 1,044 3,174
Old : 132,417: 0 1,174 0 131,373 128,069 131,373 129,243: 1,044 3,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,338: 0 0 0 2,373 2,493 2,373 2,493: -35 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 99.2 96.7 99.2 97.6: 0.8 2.4
Old : 100.0: 0.0 0.9 0.0 99.2 96.7 99.2 97.6: 0.8 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 : 34: 0 1 0 25 21 25 22:
Old : 34: 0 1 0 25 21 25 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 : 74.4 72.4 87.7 87.7 72.7 67.0 83.7 81.7
Old : 74.4 72.4 87.7 87.7 72.7 67.0 83.7 81.7
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 28,020: 0 360 0 27,074 26,769 27,074 27,129: 946 891
Old : 28,020: 0 360 0 27,074 26,769 27,074 27,129: 946 891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,070: 0 360 0 2,314 1,501 2,314 1,861: -244 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 96.6 95.5 96.6 96.8: 3.4 3.2
Old : 100.0: 0.0 1.3 0.0 96.6 95.5 96.6 96.8: 3.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 17 16 17 17:
Old : 26: 0 1 0 17 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 77.3 86.2 88.3 72.0 74.1 84.6 84.3
Old : 72.7 77.3 86.2 88.3 72.0 74.1 84.6 84.3
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 266,080: 0 1,804 1,285 261,619 252,797 262,904 255,886: 3,176 10,194
Old : 266,080: 0 1,804 1,285 261,619 252,797 262,904 255,886: 3,176 10,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,879: 0 1,389 0 2,665 3,174 2,665 4,563: 214 -1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.5 98.3 95.0 98.8 96.2: 1.2 3.8
Old : 100.0: 0.0 0.7 0.5 98.3 95.0 98.8 96.2: 1.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 2 1 34 30 35 32:
Old : 40: 0 2 1 34 30 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 50.6 64.3 73.9 42.8 40.8 58.5 54.3
Old : 46.0 50.6 64.3 73.9 42.8 40.8 58.5 54.3
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,089: 947 2,355 709 89,686 92,420 91,342 95,484: 12,747 8,605
Old : 104,089: 947 2,355 709 89,686 92,420 91,342 95,484: 12,747 8,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 4,780: 0 1,614 0 4,841 4,570 4,841 6,184: -61 -1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.3 0.7 86.2 88.8 87.8 91.7: 12.2 8.3
Old : 100.0: 0.9 2.3 0.7 86.2 88.8 87.8 91.7: 12.2 8.3
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 1 1 17 19 18 21:
Old : 25: 1 1 1 17 19 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 46.3 78.9 71.0 42.8 46.3 58.1 59.6
Old : 55.8 46.3 78.9 71.0 42.8 46.3 58.1 59.6
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 161,998: 685 1,320 761 156,063 155,011 157,509 157,092: 4,489 4,906
Old : 161,998: 685 1,320 761 156,063 155,011 157,509 157,092: 4,489 4,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 13,329: 685 1,215 -77 11,813 12,269 12,421 13,407: 908 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.8 0.5 96.3 95.7 97.2 97.0: 2.8 3.0
Old : 100.0: 0.4 0.8 0.5 96.3 95.7 97.2 97.0: 2.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 3 1 24 25 25 29:
Old : 36: 1 3 1 24 25 25 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 : 53.2 45.7 78.1 62.9 48.9 39.4 61.9 53.0
Old : 53.2 45.7 78.1 62.9 48.9 39.4 61.9 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 58,202: 236 0 184 55,060 56,986 55,480 57,170: 2,722 1,032
Old : 58,202: 236 0 184 55,060 56,986 55,480 57,170: 2,722 1,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 4,019: -586 0 184 4,174 3,738 3,772 3,922: 247 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.3 94.6 97.9 95.3 98.2: 4.7 1.8
Old : 100.0: 0.4 0.0 0.3 94.6 97.9 95.3 98.2: 4.7 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 : 23: 1 0 1 12 17 13 18:
Old : 23: 1 0 1 12 17 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 : 57.3 60.7 88.3 84.4 50.2 57.7 74.5 75.9
Old : 57.3 60.7 88.3 84.4 50.2 57.7 74.5 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 151,698: 9,272 597 563 131,781 141,318 141,616 142,478: 10,082 9,220
Old : 151,698: 9,272 597 563 131,781 141,318 141,616 142,478: 10,082 9,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 500: 0 -240 0 -472 -1,184 -472 -1,424: 972 1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.4 0.4 86.9 93.2 93.4 93.9: 6.6 6.1
Old : 100.0: 6.1 0.4 0.4 86.9 93.2 93.4 93.9: 6.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 17 13 19 14:
Old : 23: 1 1 1 17 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 61.4 77.8 84.8 53.0 49.5 66.7 66.2
Old : 57.3 61.4 77.8 84.8 53.0 49.5 66.7 66.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,098: 0 0 0 104,903 110,189 104,903 110,189: 12,195 6,909
Old : 117,098: 0 0 0 104,903 110,189 104,903 110,189: 12,195 6,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,620: 0 0 0 2,019 2,874 2,019 2,874: 601 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.6 94.1 89.6 94.1: 10.4 5.9
Old : 100.0: 0.0 0.0 0.0 89.6 94.1 89.6 94.1: 10.4 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 : 20: 0 0 0 18 17 18 17:
Old : 20: 0 0 0 18 17 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 : 64.9 75.7 81.4 87.9 64.2 73.7 74.6 81.6
Old : 64.9 75.7 81.4 87.9 64.2 73.7 74.6 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 58,695: 492 0 0 57,102 58,421 57,594 58,421: 1,101 274
Old : 58,695: 492 0 0 57,102 58,421 57,594 58,421: 1,101 274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 5,668: 120 0 0 5,218 5,850 5,338 5,850: 330 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 97.3 99.5 98.1 99.5: 1.9 0.5
Old : 100.0: 0.8 0.0 0.0 97.3 99.5 98.1 99.5: 1.9 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 : 24: 1 0 0 15 18 16 18:
Old : 24: 1 0 0 15 18 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 76.9 93.4 89.1 81.9 74.0 88.4 85.6
Old : 82.6 76.9 93.4 89.1 81.9 74.0 88.4 85.6
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 205,224: 3,316 300 244 196,416 194,499 199,976 195,043: 5,248 10,181
Old : 205,224: 3,316 300 244 196,416 194,499 199,976 195,043: 5,248 10,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 22,137: 1,058 0 -388 22,964 18,645 23,634 18,257: -1,497 3,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.1 0.1 95.7 94.8 97.4 95.0: 2.6 5.0
Old : 100.0: 1.6 0.1 0.1 95.7 94.8 97.4 95.0: 2.6 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 : 29: 2 1 1 21 18 23 20:
Old : 29: 2 1 1 21 18 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 59.9 86.1 82.0 57.8 44.2 66.8 61.8
Old : 67.7 59.9 86.1 82.0 57.8 44.2 66.8 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 191,859: 0 5,090 1,748 177,018 177,333 178,766 184,171: 13,093 7,688
Old : 191,859: 0 5,090 1,748 177,018 177,333 178,766 184,171: 13,093 7,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -3,068: 0 3,639 -1,490 -1,115 -5,398 -2,605 -3,249: -463 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.9 92.3 92.4 93.2 96.0: 6.8 4.0
Old : 100.0: 0.0 2.7 0.9 92.3 92.4 93.2 96.0: 6.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 6 2 28 24 30 30:
Old : 40: 0 6 2 28 24 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 56.2 63.7 73.7 39.3 49.7 52.1 57.6
Old : 45.7 56.2 63.7 73.7 39.3 49.7 52.1 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 31,281: 2,786 0 0 26,105 30,300 28,891 30,300: 2,390 981
Old : 31,281: 2,786 0 0 26,105 30,300 28,891 30,300: 2,390 981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 5,476: 1,980 0 0 1,664 5,270 3,644 5,270: 1,832 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 0.0 83.5 96.9 92.4 96.9: 7.6 3.1
Old : 100.0: 8.9 0.0 0.0 83.5 96.9 92.4 96.9: 7.6 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 : 26: 4 0 0 14 13 18 13:
Old : 26: 4 0 0 14 13 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 76.8 78.4 92.2 65.4 74.8 77.1 86.6
Old : 65.4 76.8 78.4 92.2 65.4 74.8 77.1 86.6
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 237,861: 4,338 2,990 198 225,327 223,803 229,863 226,991: 7,998 10,870
Old : 237,861: 4,338 2,990 198 225,327 223,803 229,863 226,991: 7,998 10,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -945: -30 -242 -185 -1,323 -3,130 -1,538 -3,557: 593 2,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.3 0.1 94.7 94.1 96.6 95.4: 3.4 4.6
Old : 100.0: 1.8 1.3 0.1 94.7 94.1 96.6 95.4: 3.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 2 1 30 31 32 33:
Old : 42: 1 2 1 30 31 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 52.8 66.1 70.0 50.2 45.9 65.1 58.8
Old : 50.5 52.8 66.1 70.0 50.2 45.9 65.1 58.8
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 132,121: 1,227 0 639 124,512 125,279 126,378 125,918: 5,743 6,203
Old : 132,121: 1,227 0 639 124,512 125,279 126,378 125,918: 5,743 6,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 8,348: 1,227 0 639 7,311 8,049 9,177 8,688: -829 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.5 94.2 94.8 95.7 95.3: 4.3 4.7
Old : 100.0: 0.9 0.0 0.5 94.2 94.8 95.7 95.3: 4.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 18 19 19 20:
Old : 27: 1 0 1 18 19 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 : 70.6 45.9 83.4 75.9 64.7 44.6 75.2 71.5
Old : 70.6 45.9 83.4 75.9 64.7 44.6 75.2 71.5
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 122,020: 0 0 0 118,335 117,709 118,335 117,709: 3,685 4,311
Old : 122,020: 0 0 0 118,335 117,709 118,335 117,709: 3,685 4,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 12,062: 0 0 0 12,220 11,752 12,220 11,752: -158 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.0 96.5 97.0 96.5: 3.0 3.5
Old : 100.0: 0.0 0.0 0.0 97.0 96.5 97.0 96.5: 3.0 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 : 26: 0 0 0 21 18 21 18:
Old : 26: 0 0 0 21 18 21 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 : 47.3 66.5 72.7 88.9 35.4 56.4 57.2 68.7
Old : 47.3 66.5 72.7 88.9 35.4 56.4 57.2 68.7
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 69,343: 2,936 1,676 0 61,842 64,425 64,778 66,101: 4,565 3,242
Old : 69,343: 2,936 1,676 0 61,842 64,425 64,778 66,101: 4,565 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 462: 368 -55 0 -89 675 279 620: 183 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.4 0.0 89.2 92.9 93.4 95.3: 6.6 4.7
Old : 100.0: 4.2 2.4 0.0 89.2 92.9 93.4 95.3: 6.6 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 : 21: 1 1 0 14 13 15 14:
Old : 21: 1 1 0 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 58.1 79.7 82.7 53.5 52.0 69.6 66.0
Old : 55.1 58.1 79.7 82.7 53.5 52.0 69.6 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 46,855: 1,338 313 90 42,747 44,898 44,175 45,301: 2,680 1,554
Old : 46,855: 1,338 313 90 42,747 44,898 44,175 45,301: 2,680 1,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 8,486: 180 -90 90 8,592 8,279 8,862 8,279: -376 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.7 0.2 91.2 95.8 94.3 96.7: 5.7 3.3
Old : 100.0: 2.9 0.7 0.2 91.2 95.8 94.3 96.7: 5.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 15 19 17 20:
Old : 27: 1 1 1 15 19 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 58.2 82.6 83.0 57.7 55.1 74.1 77.1
Old : 60.0 58.2 82.6 83.0 57.7 55.1 74.1 77.1
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 160,399: 1,624 0 0 135,538 151,794 137,162 151,794: 23,237 8,605
Old : 160,399: 1,624 0 0 135,538 151,794 137,162 151,794: 23,237 8,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 985: 0 0 0 -4,434 -447 -4,434 -447: 5,419 1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 84.5 94.6 85.5 94.6: 14.5 5.4
Old : 100.0: 1.0 0.0 0.0 84.5 94.6 85.5 94.6: 14.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 17 14 18 14:
Old : 24: 1 0 0 17 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 62.5 73.1 90.1 54.3 61.5 69.6 80.9
Old : 54.3 62.5 73.1 90.1 54.3 61.5 69.6 80.9
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 74,366: 4,847 0 2 66,134 73,234 70,983 73,236: 3,383 1,130
Old : 74,366: 4,847 0 2 66,134 73,234 70,983 73,236: 3,383 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,369: 854 0 2 453 1,307 1,309 1,309: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 0.0 88.9 98.5 95.5 98.5: 4.5 1.5
Old : 100.0: 6.5 0.0 0.0 88.9 98.5 95.5 98.5: 4.5 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 : 28: 2 0 1 22 17 24 18:
Old : 28: 2 0 1 22 17 24 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 : 36.8 51.2 60.3 82.4 33.5 48.1 55.8 74.5
Old : 36.8 51.2 60.3 82.4 33.5 48.1 55.8 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 171,935: 5,400 0 0 162,411 168,401 167,811 168,401: 4,124 3,534
Old : 171,935: 5,400 0 0 162,411 168,401 167,811 168,401: 4,124 3,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 16,894: 0 0 0 16,894 17,352 16,894 17,352: 0 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 94.5 97.9 97.6 97.9: 2.4 2.1
Old : 100.0: 3.1 0.0 0.0 94.5 97.9 97.6 97.9: 2.4 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 : 22: 1 0 0 10 17 11 17:
Old : 22: 1 0 0 10 17 11 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 : 86.1 66.5 95.2 84.7 85.8 64.7 89.9 80.3
Old : 86.1 66.5 95.2 84.7 85.8 64.7 89.9 80.3
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 71,679: 9,662 4,398 4,419 56,634 62,372 70,716 71,189: 963 490
Old : 71,679: 9,662 4,398 4,419 56,634 62,372 70,716 71,189: 963 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,249: 103 137 352 794 760 1,249 1,249: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 6.1 6.2 79.0 87.0 98.7 99.3: 1.3 0.7
Old : 100.0: 13.5 6.1 6.2 79.0 87.0 98.7 99.3: 1.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 9 8 11 34 32 49 45:
Old : 55: 9 8 11 34 32 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 41.9 64.2 63.3 28.7 23.8 39.3 34.9
Old : 42.1 41.9 64.2 63.3 28.7 23.8 39.3 34.9
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,933: 6,547 360 558 36,828 43,015 43,933 43,933: 0 0
Old : 43,933: 6,547 360 558 36,828 43,015 43,933 43,933: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,906: 322 -300 233 1,352 1,974 1,906 1,906: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.8 1.3 83.8 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 14.9 0.8 1.3 83.8 97.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 1 5 24 20 34 26:
Old : 36: 10 1 5 24 20 34 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 : 57.7 60.5 73.1 84.6 40.6 46.1 49.8 55.5
Old : 57.7 60.5 73.1 84.6 40.6 46.1 49.8 55.5
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,752: 2,670 1,200 855 23,227 24,697 26,752 26,752: 0 0
Old : 26,752: 2,670 1,200 855 23,227 24,697 26,752 26,752: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 201: 125 -150 75 1 276 201 201: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 4.5 3.2 86.8 92.3 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 4.5 3.2 86.8 92.3 100.0 100.0: 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 : 27: 4 2 5 21 18 26 24:
Old : 27: 4 2 5 21 18 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 56.2 81.5 81.8 52.9 43.7 62.4 58.9
Old : 63.9 56.2 81.5 81.8 52.9 43.7 62.4 58.9
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 176,481: 9,841 17,390 4,726 161,627 154,192 176,194 176,308: 287 173
Old : 176,481: 9,841 17,390 4,726 161,627 154,192 176,194 176,308: 287 173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -358: 155 1,653 -1,170 658 -839 -357 -356: -1 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.9 2.7 91.6 87.4 99.8 99.9: 0.2 0.1
Old : 100.0: 5.6 9.9 2.7 91.6 87.4 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 : 54: 6 6 3 40 36 47 44:
Old : 54: 6 6 3 40 36 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 59.5 56.0 74.7 35.3 49.3 50.6 61.7
Old : 38.3 59.5 56.0 74.7 35.3 49.3 50.6 61.7
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 64,638: 4,491 11,744 952 59,192 51,882 64,635 64,578: 3 60
Old : 64,638: 4,491 11,744 952 59,192 51,882 64,635 64,578: 3 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 3,417: 550 109 -10 2,877 3,438 3,417 3,537: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 18.2 1.5 91.6 80.3 100.0 99.9: 0.0 0.1
Old : 100.0: 6.9 18.2 1.5 91.6 80.3 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 6 4 18 18 31 25:
Old : 37: 10 6 4 18 18 31 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 : 78.6 68.3 90.0 87.2 78.0 61.1 83.2 79.6
Old : 78.6 68.3 90.0 87.2 78.0 61.1 83.2 79.6
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,757: 0 1,375 0 38,754 37,382 38,754 38,757: 3 0
Old : 38,757: 0 1,375 0 38,754 37,382 38,754 38,757: 3 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,647: 0 125 0 1,644 1,522 1,644 1,647: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 100.0 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.5 0.0 100.0 96.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 0 11 12 11 15:
Old : 21: 0 3 0 11 12 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.3 92.5 99.1 98.1 86.7 87.6 93.0 92.2
Old : 88.3 92.5 99.1 98.1 86.7 87.6 93.0 92.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 52,281: 1,496 3,750 724 49,936 47,680 52,156 52,154: 125 127
Old : 52,281: 1,496 3,750 724 49,936 47,680 52,156 52,154: 125 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -140: 0 -1,150 0 -140 1,010 -140 -140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 7.2 1.4 95.5 91.2 99.8 99.8: 0.2 0.2
Old : 100.0: 2.9 7.2 1.4 95.5 91.2 99.8 99.8: 0.2 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 : 38: 1 5 1 28 26 29 32:
Old : 38: 1 5 1 28 26 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 45.0 75.1 63.9 35.7 26.3 48.2 41.3
Old : 48.7 45.0 75.1 63.9 35.7 26.3 48.2 41.3
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 71,703: 3,361 3,420 1,865 66,258 66,177 71,484 71,462: 219 241
Old : 71,703: 3,361 3,420 1,865 66,258 66,177 71,484 71,462: 219 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,818: 1,175 60 375 1,268 2,398 2,818 2,833: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.8 2.6 92.4 92.3 99.7 99.7: 0.3 0.3
Old : 100.0: 4.7 4.8 2.6 92.4 92.3 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 : 48: 6 7 6 31 30 38 42:
Old : 48: 6 7 6 31 30 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 51.8 67.4 70.5 38.4 43.9 52.5 58.9
Old : 41.9 51.8 67.4 70.5 38.4 43.9 52.5 58.9
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 72,476: 2,065 956 854 69,421 70,291 72,340 72,101: 136 375
Old : 72,476: 2,065 956 854 69,421 70,291 72,340 72,101: 136 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 145: 0 0 0 145 145 145 145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.3 1.2 95.8 97.0 99.8 99.5: 0.2 0.5
Old : 100.0: 2.8 1.3 1.2 95.8 97.0 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 2 25 26 29 28:
Old : 39: 2 2 2 25 26 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 74.0 68.0 86.5 48.1 72.0 65.7 83.2
Old : 49.9 74.0 68.0 86.5 48.1 72.0 65.7 83.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 102,504: 2,805 200 750 98,774 101,229 102,329 102,179: 175 325
Old : 102,504: 2,805 200 750 98,774 101,229 102,329 102,179: 175 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 638: 0 0 0 638 638 638 638: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.2 0.7 96.4 98.8 99.8 99.7: 0.2 0.3
Old : 100.0: 2.7 0.2 0.7 96.4 98.8 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 1 1 27 27 31 28:
Old : 42: 3 1 1 27 27 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 : 52.1 69.6 69.7 85.7 51.9 66.7 69.4 81.2
Old : 52.1 69.6 69.7 85.7 51.9 66.7 69.4 81.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,831: 650 0 0 30,126 30,485 30,776 30,485: 55 346
Old : 30,831: 650 0 0 30,126 30,485 30,776 30,485: 55 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,460: 50 0 0 1,410 1,460 1,460 1,460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 97.7 98.9 99.8 98.9: 0.2 1.1
Old : 100.0: 2.1 0.0 0.0 97.7 98.9 99.8 98.9: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 0 23 16 26 16:
Old : 27: 3 0 0 23 16 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 70.0 83.8 82.9 42.7 60.3 63.3 68.0
Old : 60.1 70.0 83.8 82.9 42.7 60.3 63.3 68.0
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 33,035: 300 0 0 32,620 32,735 32,920 32,735: 115 300
Old : 33,035: 300 0 0 32,620 32,735 32,920 32,735: 115 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -5: 0 -415 -65 -5 175 -70 -305: 65 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 98.7 99.1 99.7 99.1: 0.3 0.9
Old : 100.0: 0.9 0.0 0.0 98.7 99.1 99.7 99.1: 0.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 22 17 23 17:
Old : 24: 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 : 61.0 62.3 80.4 89.8 39.0 53.0 50.1 58.6
Old : 61.0 62.3 80.4 89.8 39.0 53.0 50.1 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 39,048: 12,208 253 3,492 22,819 34,890 38,520 38,635: 528 413
Old : 39,048: 12,208 253 3,492 22,819 34,890 38,520 38,635: 528 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,331: 130 -40 74 1,132 1,302 1,336 1,336: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 0.6 8.9 58.4 89.4 98.6 98.9: 1.4 1.1
Old : 100.0: 31.3 0.6 8.9 58.4 89.4 98.6 98.9: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 4 7 20 25 33 35:
Old : 43: 11 4 7 20 25 33 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 : 45.9 54.1 63.8 69.7 43.0 45.3 53.1 54.0
Old : 45.9 54.1 63.8 69.7 43.0 45.3 53.1 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 38,688: 450 200 0 38,238 38,403 38,688 38,603: 0 85
Old : 38,688: 450 200 0 38,238 38,403 38,688 38,603: 0 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,420: 50 0 0 1,370 1,420 1,420 1,420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.5 0.0 98.8 99.3 100.0 99.8: 0.0 0.2
Old : 100.0: 1.2 0.5 0.0 98.8 99.3 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 0 26 21 29 22:
Old : 34: 3 1 0 26 21 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 66.3 78.4 82.9 41.3 59.2 63.9 69.8
Old : 54.2 66.3 78.4 82.9 41.3 59.2 63.9 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 45,758: 2,364 2,200 441 42,223 43,072 45,028 45,713: 730 45
Old : 45,758: 2,364 2,200 441 42,223 43,072 45,028 45,713: 730 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 247: 50 -130 50 147 327 247 247: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.8 1.0 92.3 94.1 98.4 99.9: 1.6 0.1
Old : 100.0: 5.2 4.8 1.0 92.3 94.1 98.4 99.9: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 5 3 24 21 30 27:
Old : 38: 4 5 3 24 21 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 57.9 73.0 83.2 52.9 54.4 66.4 73.6
Old : 54.2 57.9 73.0 83.2 52.9 54.4 66.4 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 44,534: 2,499 0 163 41,577 43,981 44,239 44,144: 295 390
Old : 44,534: 2,499 0 163 41,577 43,981 44,239 44,144: 295 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,240: 60 0 0 1,110 1,050 1,170 1,050: 70 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.4 93.4 98.8 99.3 99.1: 0.7 0.9
Old : 100.0: 5.6 0.0 0.4 93.4 98.8 99.3 99.1: 0.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 1 23 19 26 20:
Old : 31: 3 0 1 23 19 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 91.4 70.2 96.0 50.9 89.0 68.0 89.1
Old : 51.4 91.4 70.2 96.0 50.9 89.0 68.0 89.1
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,872: 2,120 1,500 175 47,497 47,827 49,792 49,502: 80 370
Old : 49,872: 2,120 1,500 175 47,497 47,827 49,792 49,502: 80 370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,300: 90 0 0 1,150 1,180 1,240 1,180: 60 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.0 0.4 95.2 95.9 99.8 99.3: 0.2 0.7
Old : 100.0: 4.3 3.0 0.4 95.2 95.9 99.8 99.3: 0.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 24 18 26 20:
Old : 31: 2 1 1 24 18 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 86.2 73.9 95.3 52.1 84.1 72.3 92.3
Old : 53.1 86.2 73.9 95.3 52.1 84.1 72.3 92.3
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 78,041: 175 350 1,173 76,501 76,344 77,849 77,867: 192 174
Old : 78,041: 175 350 1,173 76,501 76,344 77,849 77,867: 192 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,038: 175 -810 127 736 1,721 1,038 1,038: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.4 1.5 98.0 97.8 99.8 99.8: 0.2 0.2
Old : 100.0: 0.2 0.4 1.5 98.0 97.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 29 26 30 28:
Old : 33: 1 1 1 29 26 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 60.9 71.7 79.9 50.7 55.7 69.0 70.8
Old : 51.1 60.9 71.7 79.9 50.7 55.7 69.0 70.8
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 113,122: 2,365 10,847 1,073 109,404 100,828 112,842 112,748: 280 374
Old : 113,122: 2,365 10,847 1,073 109,404 100,828 112,842 112,748: 280 374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 888: 405 160 67 421 651 893 878: -5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 9.6 0.9 96.7 89.1 99.8 99.7: 0.2 0.3
Old : 100.0: 2.1 9.6 0.9 96.7 89.1 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 : 53: 9 9 4 29 27 41 37:
Old : 53: 9 9 4 29 27 41 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 : 49.7 45.8 73.1 67.5 46.1 41.3 65.5 57.4
Old : 49.7 45.8 73.1 67.5 46.1 41.3 65.5 57.4
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 44,160: 1,100 725 525 42,515 42,910 44,140 44,160: 20 0
Old : 44,160: 1,100 725 525 42,515 42,910 44,140 44,160: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 4,175: 0 200 75 4,100 3,900 4,175 4,175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.6 1.2 96.3 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 1.6 1.2 96.3 97.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 4 3 13 16 16 22:
Old : 26: 2 4 3 13 16 16 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 : 83.8 81.3 95.2 94.6 78.2 79.4 85.3 85.6
Old : 83.8 81.3 95.2 94.6 78.2 79.4 85.3 85.6
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 35,185: 1,350 1,993 1,222 31,920 31,805 34,492 35,020: 693 165
Old : 35,185: 1,350 1,993 1,222 31,920 31,805 34,492 35,020: 693 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 970: 50 0 0 860 970 910 970: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 5.7 3.5 90.7 90.4 98.0 99.5: 2.0 0.5
Old : 100.0: 3.8 5.7 3.5 90.7 90.4 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 : 28: 3 2 2 21 20 26 22:
Old : 28: 3 2 2 21 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 64.5 68.8 83.0 37.0 47.9 49.5 56.3
Old : 46.5 64.5 68.8 83.0 37.0 47.9 49.5 56.3
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 40,573: 7,698 1,200 1,385 31,080 37,973 40,163 40,558: 410 15
Old : 40,573: 7,698 1,200 1,385 31,080 37,973 40,163 40,558: 410 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,820: 30 0 0 1,790 1,820 1,820 1,820: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.0 3.4 76.6 93.6 99.0 100.0: 1.0 0.0
Old : 100.0: 19.0 3.0 3.4 76.6 93.6 99.0 100.0: 1.0 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: 8 1 4 24 21 32 26:
Old : 34: 8 1 4 24 21 32 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 : 47.9 55.5 68.2 75.6 42.7 43.1 58.0 62.5
Old : 47.9 55.5 68.2 75.6 42.7 43.1 58.0 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 42,217: 50 2,895 51 41,772 38,788 41,873 41,734: 344 483
Old : 42,217: 50 2,895 51 41,772 38,788 41,873 41,734: 344 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 65: 0 0 0 60 65 60 65: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.9 0.1 98.9 91.9 99.2 98.9: 0.8 1.1
Old : 100.0: 0.1 6.9 0.1 98.9 91.9 99.2 98.9: 0.8 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 : 23: 1 3 1 14 14 16 17:
Old : 23: 1 3 1 14 14 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 82.3 89.9 93.1 67.8 75.6 84.7 85.2
Old : 68.1 82.3 89.9 93.1 67.8 75.6 84.7 85.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 35,988: 51 2,045 0 35,927 33,883 35,978 35,928: 10 60
Old : 35,988: 51 2,045 0 35,927 33,883 35,978 35,928: 10 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.7 0.0 99.8 94.2 100.0 99.8: 0.0 0.2
Old : 100.0: 0.1 5.7 0.0 99.8 94.2 100.0 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 : 23: 1 2 0 16 14 17 16:
Old : 23: 1 2 0 16 14 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 : 69.7 89.0 90.0 96.1 67.0 86.3 84.6 90.8
Old : 69.7 89.0 90.0 96.1 67.0 86.3 84.6 90.8
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 32,444: 2,417 1,395 80 29,512 30,969 32,009 32,444: 435 0
Old : 32,444: 2,417 1,395 80 29,512 30,969 32,009 32,444: 435 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,413: 50 20 0 2,353 2,393 2,403 2,413: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.3 0.2 91.0 95.5 98.7 100.0: 1.3 0.0
Old : 100.0: 7.4 4.3 0.2 91.0 95.5 98.7 100.0: 1.3 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 : 36: 7 1 2 24 21 31 24:
Old : 36: 7 1 2 24 21 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 65.9 67.7 84.4 43.0 58.0 53.9 71.2
Old : 52.6 65.9 67.7 84.4 43.0 58.0 53.9 71.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 23,636: 740 135 370 22,021 23,021 23,131 23,526: 505 110
Old : 23,636: 740 135 370 22,021 23,021 23,131 23,526: 505 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 388: -50 60 0 428 308 378 368: 10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.6 1.6 93.2 97.4 97.9 99.5: 2.1 0.5
Old : 100.0: 3.1 0.6 1.6 93.2 97.4 97.9 99.5: 2.1 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 : 26: 2 2 2 16 17 20 19:
Old : 26: 2 2 2 16 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 70.0 82.5 86.9 62.3 69.2 77.6 82.7
Old : 66.2 70.0 82.5 86.9 62.3 69.2 77.6 82.7
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 50,721: 1,474 9,034 653 48,408 40,983 50,535 50,670: 186 51
Old : 50,721: 1,474 9,034 653 48,408 40,983 50,535 50,670: 186 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,716: -25 997 23 1,703 666 1,701 1,686: 15 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 17.8 1.3 95.4 80.8 99.6 99.9: 0.4 0.1
Old : 100.0: 2.9 17.8 1.3 95.4 80.8 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 5 2 24 24 28 30:
Old : 37: 3 5 2 24 24 28 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 : 59.9 55.1 78.2 74.0 56.7 52.8 68.6 69.9
Old : 59.9 55.1 78.2 74.0 56.7 52.8 68.6 69.9
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 40,842: 125 4,264 136 40,205 36,422 40,466 40,822: 376 20
Old : 40,842: 125 4,264 136 40,205 36,422 40,466 40,822: 376 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,934: 0 840 0 2,024 1,094 2,024 1,934: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.4 0.3 98.4 89.2 99.1 100.0: 0.9 0.0
Old : 100.0: 0.3 10.4 0.3 98.4 89.2 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 : 30: 1 3 2 22 20 25 23:
Old : 30: 1 3 2 22 20 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 63.0 81.4 86.5 62.0 62.9 77.4 83.2
Old : 65.6 63.0 81.4 86.5 62.0 62.9 77.4 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,518: 0 1,290 0 21,358 20,207 21,358 21,497: 160 21
Old : 21,518: 0 1,290 0 21,358 20,207 21,358 21,497: 160 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 47: 0 15 0 47 32 47 47: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 0.0 99.3 93.9 99.3 99.9: 0.7 0.1
Old : 100.0: 0.0 6.0 0.0 99.3 93.9 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 : 21: 0 2 0 12 14 12 16:
Old : 21: 0 2 0 12 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 : 83.7 70.3 96.1 90.9 69.4 63.6 77.8 75.8
Old : 83.7 70.3 96.1 90.9 69.4 63.6 77.8 75.8
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,730: 1,095 350 0 12,450 13,380 13,545 13,730: 185 0
Old : 13,730: 1,095 350 0 12,450 13,380 13,545 13,730: 185 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 175: 0 300 0 175 -125 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 2.5 0.0 90.7 97.5 98.7 100.0: 1.3 0.0
Old : 100.0: 8.0 2.5 0.0 90.7 97.5 98.7 100.0: 1.3 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 : 26: 4 2 0 17 10 21 12:
Old : 26: 4 2 0 17 10 21 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 : 59.8 88.7 81.4 97.2 50.5 79.2 66.6 80.7
Old : 59.8 88.7 81.4 97.2 50.5 79.2 66.6 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,720: 945 350 0 12,610 13,370 13,555 13,720: 165 0
Old : 13,720: 945 350 0 12,610 13,370 13,555 13,720: 165 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 275: 0 300 0 275 -25 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.6 0.0 91.9 97.4 98.8 100.0: 1.2 0.0
Old : 100.0: 6.9 2.6 0.0 91.9 97.4 98.8 100.0: 1.2 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: 5 2 0 17 10 22 12:
Old : 27: 5 2 0 17 10 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 : 58.6 88.5 82.7 97.2 51.8 78.9 70.3 80.4
Old : 58.6 88.5 82.7 97.2 51.8 78.9 70.3 80.4
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,455: 255 0 0 20,630 20,885 20,885 20,885: 570 570
Old : 21,455: 255 0 0 20,630 20,885 20,885 20,885: 570 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 120: 0 0 0 -120 120 -120 120: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 96.2 97.3 97.3 97.3: 2.7 2.7
Old : 100.0: 1.2 0.0 0.0 96.2 97.3 97.3 97.3: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 11 12 12 12:
Old : 20: 1 0 0 11 12 12 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 : 71.2 75.0 92.8 93.5 68.5 75.0 87.1 88.7
Old : 71.2 75.0 92.8 93.5 68.5 75.0 87.1 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,035: 325 0 200 21,254 21,835 21,779 22,035: 256 0
Old : 22,035: 325 0 200 21,254 21,835 21,779 22,035: 256 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 860: -25 -200 200 685 860 860 860: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.9 96.5 99.1 98.8 100.0: 1.2 0.0
Old : 100.0: 1.5 0.0 0.9 96.5 99.1 98.8 100.0: 1.2 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: 4 0 1 15 13 19 14:
Old : 27: 4 0 1 15 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 64.9 91.7 91.8 72.4 59.8 79.5 81.1
Old : 77.7 64.9 91.7 91.8 72.4 59.8 79.5 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,085: 525 0 0 18,244 19,085 18,769 19,085: 316 0
Old : 19,085: 525 0 0 18,244 19,085 18,769 19,085: 316 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 205: 175 0 0 30 205 205 205: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 95.6 100.0 98.3 100.0: 1.7 0.0
Old : 100.0: 2.8 0.0 0.0 95.6 100.0 98.3 100.0: 1.7 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 0 0 14 12 18 12:
Old : 24: 4 0 0 14 12 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 71.1 89.8 97.1 62.0 58.1 69.5 75.1
Old : 76.4 71.1 89.8 97.1 62.0 58.1 69.5 75.1
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,900: 660 1,600 0 7,015 6,250 7,675 7,850: 225 50
Old : 7,900: 660 1,600 0 7,015 6,250 7,675 7,850: 225 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,510: 0 1,600 0 1,510 -90 1,510 1,510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 20.3 0.0 88.8 79.1 97.2 99.4: 2.8 0.6
Old : 100.0: 8.4 20.3 0.0 88.8 79.1 97.2 99.4: 2.8 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 : 23: 1 1 0 15 15 16 16:
Old : 23: 1 1 0 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 60.7 75.1 87.5 43.8 53.9 65.1 70.3
Old : 45.9 60.7 75.1 87.5 43.8 53.9 65.1 70.3
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 6,000: 0 0 0 5,875 5,950 5,875 5,950: 125 50
Old : 6,000: 0 0 0 5,875 5,950 5,875 5,950: 125 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 105: 0 0 0 105 105 105 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 99.2 97.9 99.2: 2.1 0.8
Old : 100.0: 0.0 0.0 0.0 97.9 99.2 97.9 99.2: 2.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 15 15 15 15:
Old : 21: 0 0 0 15 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 64.9 79.0 88.4 44.5 57.7 66.3 71.9
Old : 47.5 64.9 79.0 88.4 44.5 57.7 66.3 71.9
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,598: 1,325 725 1,000 27,854 28,828 30,179 30,553: 419 45
Old : 30,598: 1,325 725 1,000 27,854 28,828 30,179 30,553: 419 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 595: 425 550 -690 860 735 595 595: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.4 3.3 91.0 94.2 98.6 99.9: 1.4 0.1
Old : 100.0: 4.3 2.4 3.3 91.0 94.2 98.6 99.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 1 17 18 21 20:
Old : 28: 3 2 1 17 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 82.9 79.0 96.3 46.8 78.1 69.7 83.0
Old : 51.8 82.9 79.0 96.3 46.8 78.1 69.7 83.0
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,571: 1,325 725 1,000 27,824 28,801 30,149 30,526: 422 45
Old : 30,571: 1,325 725 1,000 27,824 28,801 30,149 30,526: 422 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 220: 425 550 -690 485 360 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.4 3.3 91.0 94.2 98.6 99.9: 1.4 0.1
Old : 100.0: 4.3 2.4 3.3 91.0 94.2 98.6 99.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 1 18 20 22 22:
Old : 30: 3 2 1 18 20 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 84.6 78.1 96.0 49.6 75.7 69.7 80.8
Old : 53.2 84.6 78.1 96.0 49.6 75.7 69.7 80.8
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 109,321: 2,330 1,580 3,405 103,311 104,081 109,046 109,066: 275 255
Old : 109,321: 2,330 1,580 3,405 103,311 104,081 109,046 109,066: 275 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -294: 400 65 -115 -584 -244 -299 -294: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.4 3.1 94.5 95.2 99.7 99.8: 0.3 0.2
Old : 100.0: 2.1 1.4 3.1 94.5 95.2 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 : 50: 7 4 6 34 30 43 38:
Old : 50: 7 4 6 34 30 43 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 : 39.3 51.8 59.5 78.7 35.9 45.5 51.2 61.8
Old : 39.3 51.8 59.5 78.7 35.9 45.5 51.2 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 125,966: 4,095 2,905 2,660 118,941 120,386 125,696 125,951: 270 15
Old : 125,966: 4,095 2,905 2,660 118,941 120,386 125,696 125,951: 270 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 676: 1,725 -185 110 -1,184 741 651 666: 25 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.3 2.1 94.4 95.6 99.8 100.0: 0.2 0.0
Old : 100.0: 3.3 2.3 2.1 94.4 95.6 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 : 55: 8 5 7 36 34 46 44:
Old : 55: 8 5 7 36 34 46 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 53.0 58.7 78.5 36.7 47.8 53.6 64.7
Old : 38.2 53.0 58.7 78.5 36.7 47.8 53.6 64.7
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 274,434: 31,744 14,910 15,205 227,154 244,063 274,104 274,179: 331 256
Old : 274,434: 31,744 14,910 15,205 227,154 244,063 274,104 274,179: 331 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 4,028: -724 555 717 4,033 2,514 4,027 3,786: 1 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.4 5.5 82.8 88.9 99.9 99.9: 0.1 0.1
Old : 100.0: 11.6 5.4 5.5 82.8 88.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 24 15 24 43 44 77 73:
Old : 89: 24 15 24 43 44 77 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 45.8 53.4 62.7 31.9 34.8 41.3 44.2
Old : 38.5 45.8 53.4 62.7 31.9 34.8 41.3 44.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,961: 2,523 150 175 31,979 34,621 34,677 34,946: 284 15
Old : 34,961: 2,523 150 175 31,979 34,621 34,677 34,946: 284 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 465: -40 0 0 505 465 465 465: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.4 0.5 91.5 99.0 99.2 100.0: 0.8 0.0
Old : 100.0: 7.2 0.4 0.5 91.5 99.0 99.2 100.0: 0.8 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 2 1 22 13 24 16:
Old : 27: 2 2 1 22 13 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 87.8 73.2 97.7 46.9 80.2 62.5 80.7
Old : 50.5 87.8 73.2 97.7 46.9 80.2 62.5 80.7
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,247: 1,428 50 950 30,585 32,232 32,963 33,232: 284 15
Old : 33,247: 1,428 50 950 30,585 32,232 32,963 33,232: 284 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 490: -40 0 0 530 490 490 490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.2 2.9 92.0 96.9 99.1 100.0: 0.9 0.0
Old : 100.0: 4.3 0.2 2.9 92.0 96.9 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 : 27: 3 1 2 21 12 24 15:
Old : 27: 3 1 2 21 12 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 86.4 74.3 97.5 47.4 80.4 65.9 81.1
Old : 52.1 86.4 74.3 97.5 47.4 80.4 65.9 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 4,417: 40 523 341 3,208 3,028 3,589 3,892: 828 525
Old : 4,417: 40 523 341 3,208 3,028 3,589 3,892: 828 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 204: 6 48 -11 218 223 213 260: -9 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 11.8 7.7 72.6 68.6 81.3 88.1: 18.7 11.9
Old : 100.0: 0.9 11.8 7.7 72.6 68.6 81.3 88.1: 18.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 7 6 19 20 25 28:
Old : 29: 1 7 6 19 20 25 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 : 51.1 39.6 65.1 57.4 45.2 33.4 50.2 45.8
Old : 51.1 39.6 65.1 57.4 45.2 33.4 50.2 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 42,365: 2,270 1,634 751 39,064 39,830 42,085 42,215: 280 150
Old : 42,365: 2,270 1,634 751 39,064 39,830 42,085 42,215: 280 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 764: -372 168 96 1,040 510 764 774: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 3.9 1.8 92.2 94.0 99.3 99.6: 0.7 0.4
Old : 100.0: 5.4 3.9 1.8 92.2 94.0 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 6 4 26 28 33 35:
Old : 43: 4 6 4 26 28 33 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 : 57.8 58.1 72.1 75.3 45.4 51.0 54.9 58.8
Old : 57.8 58.1 72.1 75.3 45.4 51.0 54.9 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 13,660: 1,756 250 166 11,637 11,916 13,559 12,332: 101 1,328
Old : 13,660: 1,756 250 166 11,637 11,916 13,559 12,332: 101 1,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 812: 180 25 98 534 486 812 609: 0 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 1.8 1.2 85.2 87.2 99.3 90.3: 0.7 9.7
Old : 100.0: 12.9 1.8 1.2 85.2 87.2 99.3 90.3: 0.7 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 2 3 14 20 19 24:
Old : 26: 4 2 3 14 20 19 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 : 70.7 51.2 90.7 71.3 44.6 26.9 46.6 33.4
Old : 70.7 51.2 90.7 71.3 44.6 26.9 46.6 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 11,800: 451 134 381 10,620 10,715 11,452 11,230: 348 570
Old : 11,800: 451 134 381 10,620 10,715 11,452 11,230: 348 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 182: -66 9 46 204 173 184 228: -2 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.1 3.2 90.0 90.8 97.1 95.2: 2.9 4.8
Old : 100.0: 3.8 1.1 3.2 90.0 90.8 97.1 95.2: 2.9 4.8
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 : 40: 4 4 4 25 26 32 31:
Old : 40: 4 4 4 25 26 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 40.1 75.4 61.6 45.1 34.9 52.9 50.1
Old : 64.9 40.1 75.4 61.6 45.1 34.9 52.9 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 14,593: 235 819 113 14,200 13,661 14,548 14,593: 45 0
Old : 14,593: 235 819 113 14,200 13,661 14,548 14,593: 45 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 840: 0 75 0 825 765 825 840: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 5.6 0.8 97.3 93.6 99.7 100.0: 0.3 0.0
Old : 100.0: 1.6 5.6 0.8 97.3 93.6 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 : 35: 3 5 2 16 22 20 28:
Old : 35: 3 5 2 16 22 20 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 : 66.5 49.6 85.1 74.6 59.6 49.3 72.3 67.0
Old : 66.5 49.6 85.1 74.6 59.6 49.3 72.3 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 79,078: 7,703 3,426 5,485 64,900 68,101 78,088 77,012: 990 2,066
Old : 79,078: 7,703 3,426 5,485 64,900 68,101 78,088 77,012: 990 2,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 753: 597 21 -770 889 1,531 716 782: 37 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.3 6.9 82.1 86.1 98.7 97.4: 1.3 2.6
Old : 100.0: 9.7 4.3 6.9 82.1 86.1 98.7 97.4: 1.3 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 : 93: 22 11 24 50 54 81 80:
Old : 93: 22 11 24 50 54 81 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 26.4 52.4 43.8 28.3 22.7 35.9 34.0
Old : 36.7 26.4 52.4 43.8 28.3 22.7 35.9 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 40,032: 3,605 0 200 35,492 36,412 39,297 36,612: 735 3,420
Old : 40,032: 3,605 0 200 35,492 36,412 39,297 36,612: 735 3,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,808: -240 0 110 1,933 1,613 1,803 1,723: 5 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.5 88.7 91.0 98.2 91.5: 1.8 8.5
Old : 100.0: 9.0 0.0 0.5 88.7 91.0 98.2 91.5: 1.8 8.5
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 1 2 23 23 26 26:
Old : 34: 3 1 2 23 23 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 : 36.7 43.0 67.5 69.0 35.6 35.7 61.2 53.2
Old : 36.7 43.0 67.5 69.0 35.6 35.7 61.2 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 12,465: 105 1,500 339 11,821 10,346 12,265 12,185: 200 280
Old : 12,465: 105 1,500 339 11,821 10,346 12,265 12,185: 200 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -970: -155 -105 75 -910 -870 -990 -900: 20 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 12.0 2.7 94.8 83.0 98.4 97.8: 1.6 2.2
Old : 100.0: 0.8 12.0 2.7 94.8 83.0 98.4 97.8: 1.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 4 14 16 18 20:
Old : 26: 1 2 4 14 16 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 : 71.4 61.8 84.0 83.3 67.9 58.0 75.9 75.7
Old : 71.4 61.8 84.0 83.3 67.9 58.0 75.9 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2018