NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 40,732: 7,860 27,001 550 32,322 13,181 40,732 40,732: 0 0
Old : 40,732: 7,860 27,001 550 32,322 13,181 40,732 40,732: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -1,018: -18 -630 -250 -750 -138 -1,018 -1,018: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 66.3 1.4 79.4 32.4 100.0 100.0: 0.0 0.0
Old : 100.0: 19.3 66.3 1.4 79.4 32.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 12 1 12 7 17 19:
Old : 30: 4 12 1 12 7 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 62.7 93.9 90.1 70.0 62.2 93.8 87.8
Old : 70.1 62.7 93.9 90.1 70.0 62.2 93.8 87.8
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, May 29, 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 : 30,176: 660 5,145 50 29,450 24,981 30,160 30,176: 16 0
Old : 30,176: 660 5,145 50 29,450 24,981 30,160 30,176: 16 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -4,149: 0 -1,250 0 -4,149 -2,899 -4,149 -4,149: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 17.1 0.2 97.6 82.8 99.9 100.0: 0.1 0.0
Old : 100.0: 2.2 17.1 0.2 97.6 82.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 5 1 8 10 13 15:
Old : 21: 4 5 1 8 10 13 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 : 85.0 67.4 97.6 95.0 78.1 63.1 87.3 86.2
Old : 85.0 67.4 97.6 95.0 78.1 63.1 87.3 86.2
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, May 29, 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 : 66,457: 6,259 9,225 6,101 54,076 51,130 66,437 66,457: 20 0
Old : 66,457: 6,259 9,225 6,101 54,076 51,130 66,437 66,457: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,858: 830 2,132 -842 1,851 568 1,839 1,858: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.9 9.2 81.4 76.9 100.0 100.0: 0.0 0.0
Old : 100.0: 9.4 13.9 9.2 81.4 76.9 100.0 100.0: 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 : 37: 12 8 10 14 14 32 26:
Old : 37: 12 8 10 14 14 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 : 61.3 48.9 76.1 75.5 50.4 41.4 60.1 55.8
Old : 61.3 48.9 76.1 75.5 50.4 41.4 60.1 55.8
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 46,297: 10,793 24,388 762 34,742 21,147 46,297 46,297: 0 0
Old : 46,297: 10,793 24,388 762 34,742 21,147 46,297 46,297: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 52.7 1.6 75.0 45.7 100.0 100.0: 0.0 0.0
Old : 100.0: 23.3 52.7 1.6 75.0 45.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 69.6 69.0 91.6 90.1 69.6 67.6 91.6 88.5
Old : 69.6 69.0 91.6 90.1 69.6 67.6 91.6 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 40,797: 9,497 26,635 0 31,300 14,162 40,797 40,797: 0 0
Old : 40,797: 9,497 26,635 0 31,300 14,162 40,797 40,797: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 2,500: 0 2,500 0 2,500 0 2,500 2,500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 65.3 0.0 76.7 34.7 100.0 100.0: 0.0 0.0
Old : 100.0: 23.3 65.3 0.0 76.7 34.7 100.0 100.0: 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 : 25: 6 7 0 9 7 15 14:
Old : 25: 6 7 0 9 7 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 : 75.7 74.2 93.8 93.4 75.7 72.5 93.8 89.6
Old : 75.7 74.2 93.8 93.4 75.7 72.5 93.8 89.6
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, May 29, 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 : 31,264: 11,600 15,548 200 19,464 15,516 31,264 31,264: 0 0
Old : 31,264: 11,600 15,548 200 19,464 15,516 31,264 31,264: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -32: 0 0 0 -32 -32 -32 -32: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 49.7 0.6 62.3 49.6 100.0 100.0: 0.0 0.0
Old : 100.0: 37.1 49.7 0.6 62.3 49.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 5 1 12 9 17 15:
Old : 25: 5 5 1 12 9 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 71.3 86.2 95.3 64.7 70.0 84.0 93.4
Old : 66.0 71.3 86.2 95.3 64.7 70.0 84.0 93.4
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, May 29, 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 : 30,768: 13,620 16,875 100 17,048 13,793 30,768 30,768: 0 0
Old : 30,768: 13,620 16,875 100 17,048 13,793 30,768 30,768: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 54.8 0.3 55.4 44.8 100.0 100.0: 0.0 0.0
Old : 100.0: 44.3 54.8 0.3 55.4 44.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 7 1 7 8 13 15:
Old : 26: 5 7 1 7 8 13 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 : 57.5 70.2 89.0 89.9 55.0 70.2 86.4 89.6
Old : 57.5 70.2 89.0 89.9 55.0 70.2 86.4 89.6
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, May 29, 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 : 21,345: 9,020 3,855 0 12,325 17,490 21,345 21,345: 0 0
Old : 21,345: 9,020 3,855 0 12,325 17,490 21,345 21,345: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 18.1 0.0 57.7 81.9 100.0 100.0: 0.0 0.0
Old : 100.0: 42.3 18.1 0.0 57.7 81.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 3 0 7 4 14 7:
Old : 21: 7 3 0 7 4 14 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 : 59.5 93.7 91.1 100.0 59.5 93.7 91.1 100.0
Old : 59.5 93.7 91.1 100.0 59.5 93.7 91.1 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 27,322: 5,497 5,275 0 21,825 22,047 27,322 27,322: 0 0
Old : 27,322: 5,497 5,275 0 21,825 22,047 27,322 27,322: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 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 : 75.0 96.8 94.3 100.0 75.0 96.8 94.3 100.0
Old : 75.0 96.8 94.3 100.0 75.0 96.8 94.3 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 15,000: 9,100 1,950 0 5,900 13,050 15,000 15,000: 0 0
Old : 15,000: 9,100 1,950 0 5,900 13,050 15,000 15,000: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 13.0 0.0 39.3 87.0 100.0 100.0: 0.0 0.0
Old : 100.0: 60.7 13.0 0.0 39.3 87.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 2 0 7 4 14 6:
Old : 20: 7 2 0 7 4 14 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 96.5 92.3 100.0 77.3 96.5 92.3 100.0
Old : 77.3 96.5 92.3 100.0 77.3 96.5 92.3 100.0
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 25,440: 9,430 16,290 0 16,010 9,150 25,440 25,440: 0 0
Old : 25,440: 9,430 16,290 0 16,010 9,150 25,440 25,440: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 2,500: 0 2,550 0 2,500 -50 2,500 2,500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 64.0 0.0 62.9 36.0 100.0 100.0: 0.0 0.0
Old : 100.0: 37.1 64.0 0.0 62.9 36.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 8 0 5 6 10 14:
Old : 23: 5 8 0 5 6 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.2 83.3 97.7 96.0 83.2 83.3 97.7 96.0
Old : 83.2 83.3 97.7 96.0 83.2 83.3 97.7 96.0
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, May 29, 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 : 18,180: 4,158 381 837 13,185 16,962 18,180 18,180: 0 0
Old : 18,180: 4,158 381 837 13,185 16,962 18,180 18,180: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -579: 50 -3 -96 -533 -480 -579 -579: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 2.1 4.6 72.5 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 22.9 2.1 4.6 72.5 93.3 100.0 100.0: 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 : 25: 3 5 2 14 9 18 15:
Old : 25: 3 5 2 14 9 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 66.4 85.5 94.5 55.7 62.7 70.7 73.0
Old : 56.8 66.4 85.5 94.5 55.7 62.7 70.7 73.0
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 23,689: 6,010 289 3,030 14,504 20,211 23,544 23,530: 145 159
Old : 23,689: 6,010 289 3,030 14,504 20,211 23,544 23,530: 145 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,329: -220 0 197 1,452 1,222 1,429 1,419: -100 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 1.2 12.8 61.2 85.3 99.4 99.3: 0.6 0.7
Old : 100.0: 25.4 1.2 12.8 61.2 85.3 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 5 7 24 26 34 36:
Old : 41: 7 5 7 24 26 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 49.9 77.6 69.2 36.5 35.5 44.9 42.6
Old : 55.7 49.9 77.6 69.2 36.5 35.5 44.9 42.6
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 29,569: 2,716 9,561 1,782 24,854 18,106 29,352 29,449: 217 120
Old : 29,569: 2,716 9,561 1,782 24,854 18,106 29,352 29,449: 217 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,929: 0 522 385 1,644 1,122 2,029 2,029: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 32.3 6.0 84.1 61.2 99.3 99.6: 0.7 0.4
Old : 100.0: 9.2 32.3 6.0 84.1 61.2 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 : 41: 6 4 3 29 14 37 19:
Old : 41: 6 4 3 29 14 37 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 : 42.2 69.0 60.4 89.6 40.1 56.4 52.2 64.9
Old : 42.2 69.0 60.4 89.6 40.1 56.4 52.2 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,480,921: 526,788 91,883 654,168 4,239,356 4,700,804 5,420,312 5,446,855: 60,609 34,066
Old : 5,480,921: 526,788 91,883 654,168 4,239,356 4,700,804 5,420,312 5,446,855: 60,609 34,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 130,932: 30,847 14,123 19,437 63,071 75,791 113,355 109,351: 17,577 21,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 1.7 11.9 77.3 85.8 98.9 99.4: 1.1 0.6
Old : 100.0: 9.6 1.7 11.9 77.3 85.8 98.9 99.4: 1.1 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 : 218: 54 19 57 131 114 201 175:
Old : 218: 54 19 57 131 114 201 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 38.8 41.9 54.5 22.4 37.4 34.9 50.0
Old : 25.2 38.8 41.9 54.5 22.4 37.4 34.9 50.0
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 732,785: 38,965 81,213 334,715 352,742 315,490 726,422 731,418: 6,364 1,368
Old : 732,785: 38,965 81,213 334,715 352,742 315,490 726,422 731,418: 6,364 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -121,402: 2,532 13,579 -83,264 -40,387 -50,923 -121,119 -120,608: -283 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 11.1 45.7 48.1 43.1 99.1 99.8: 0.9 0.2
Old : 100.0: 5.3 11.1 45.7 48.1 43.1 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 15 12 21 44 46 68 70:
Old : 77: 15 12 21 44 46 68 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 56.0 70.9 71.6 9.1 12.8 12.1 14.5
Old : 52.2 56.0 70.9 71.6 9.1 12.8 12.1 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 281,660: 2,129 6,999 1,102 268,635 268,464 271,866 276,565: 9,794 5,095
Old : 281,660: 2,129 6,999 1,102 268,635 268,464 271,866 276,565: 9,794 5,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 401: 360 -31 -1,122 4,359 1,261 3,597 108: -3,196 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.5 0.4 95.4 95.3 96.5 98.2: 3.5 1.8
Old : 100.0: 0.8 2.5 0.4 95.4 95.3 96.5 98.2: 3.5 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 : 44: 3 4 3 30 26 34 32:
Old : 44: 3 4 3 30 26 34 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 : 52.9 57.8 68.1 78.0 42.7 48.7 55.7 64.8
Old : 52.9 57.8 68.1 78.0 42.7 48.7 55.7 64.8
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, May 29, 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 : 121,690: 3,489 315 6,883 107,256 109,454 117,628 116,652: 4,062 5,038
Old : 121,690: 3,489 315 6,883 107,256 109,454 117,628 116,652: 4,062 5,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 3,165: 1,066 62 122 1,860 2,889 3,048 3,073: 117 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.3 5.7 88.1 89.9 96.7 95.9: 3.3 4.1
Old : 100.0: 2.9 0.3 5.7 88.1 89.9 96.7 95.9: 3.3 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 : 33: 2 1 3 26 26 29 29:
Old : 33: 2 1 3 26 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 48.9 75.3 70.8 50.9 40.8 57.2 46.9
Old : 59.9 48.9 75.3 70.8 50.9 40.8 57.2 46.9
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, May 29, 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 : 330,014: 4,259 5,136 1,684 315,522 313,735 321,465 320,555: 8,549 9,459
Old : 330,014: 4,259 5,136 1,684 315,522 313,735 321,465 320,555: 8,549 9,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 17,193: 1,933 4,152 -1,080 17,168 16,760 18,021 19,832: -828 -2,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.6 0.5 95.6 95.1 97.4 97.1: 2.6 2.9
Old : 100.0: 1.3 1.6 0.5 95.6 95.1 97.4 97.1: 2.6 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 : 47: 3 3 3 32 34 35 40:
Old : 47: 3 3 3 32 34 35 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 59.9 82.8 78.5 61.1 57.4 67.1 66.0
Old : 70.8 59.9 82.8 78.5 61.1 57.4 67.1 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 860,332: 1,849 7,096 7,616 839,172 841,732 848,637 856,444: 11,695 3,888
Old : 860,332: 1,849 7,096 7,616 839,172 841,732 848,637 856,444: 11,695 3,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 22,556: -289 28 209 22,487 22,406 22,407 22,643: 149 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.8 0.9 97.5 97.8 98.6 99.5: 1.4 0.5
Old : 100.0: 0.2 0.8 0.9 97.5 97.8 98.6 99.5: 1.4 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 : 51: 2 2 3 44 28 48 31:
Old : 51: 2 2 3 44 28 48 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 : 36.3 67.3 57.9 90.7 33.7 66.9 54.3 88.6
Old : 36.3 67.3 57.9 90.7 33.7 66.9 54.3 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 504,946: 9,022 3,260 150 468,187 493,849 477,359 497,259: 27,587 7,687
Old : 504,946: 9,022 3,260 150 468,187 493,849 477,359 497,259: 27,587 7,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 5,739: 2,767 332 -248 3,214 5,684 5,733 5,768: 6 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.6 0.0 92.7 97.8 94.5 98.5: 5.5 1.5
Old : 100.0: 1.8 0.6 0.0 92.7 97.8 94.5 98.5: 5.5 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 : 60: 5 1 1 35 42 40 44:
Old : 60: 5 1 1 35 42 40 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 : 51.3 35.7 70.0 52.6 48.9 31.1 60.1 45.4
Old : 51.3 35.7 70.0 52.6 48.9 31.1 60.1 45.4
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, May 29, 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 : 535,775: 5,969 2,104 735 518,136 527,603 524,840 530,442: 10,935 5,333
Old : 535,775: 5,969 2,104 735 518,136 527,603 524,840 530,442: 10,935 5,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 5,681: 1,082 663 184 5,423 5,573 6,689 6,420: -1,008 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.4 0.1 96.7 98.5 98.0 99.0: 2.0 1.0
Old : 100.0: 1.1 0.4 0.1 96.7 98.5 98.0 99.0: 2.0 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 : 66: 7 3 4 36 44 45 49:
Old : 66: 7 3 4 36 44 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 44.9 81.6 65.7 57.7 44.9 74.8 65.2
Old : 62.4 44.9 81.6 65.7 57.7 44.9 74.8 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 309,359: 1,120 6,477 1,411 295,518 294,737 298,049 302,625: 11,310 6,734
Old : 309,359: 1,120 6,477 1,411 295,518 294,737 298,049 302,625: 11,310 6,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 2,148: 1,097 -524 -998 1,388 4,508 1,487 2,986: 661 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.1 0.5 95.5 95.3 96.3 97.8: 3.7 2.2
Old : 100.0: 0.4 2.1 0.5 95.5 95.3 96.3 97.8: 3.7 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 : 54: 2 2 2 39 38 41 42:
Old : 54: 2 2 2 39 38 41 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 : 38.9 37.1 58.0 62.6 38.8 32.6 53.6 50.6
Old : 38.9 37.1 58.0 62.6 38.8 32.6 53.6 50.6
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,062: 845 4,296 3,429 92,307 88,319 96,581 96,044: 4,481 5,018
Old : 101,062: 845 4,296 3,429 92,307 88,319 96,581 96,044: 4,481 5,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 836: 31 402 -301 984 580 714 681: 122 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.3 3.4 91.3 87.4 95.6 95.0: 4.4 5.0
Old : 100.0: 0.8 4.3 3.4 91.3 87.4 95.6 95.0: 4.4 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 : 31: 1 1 1 24 23 26 24:
Old : 31: 1 1 1 24 23 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 : 45.5 37.8 65.7 63.5 43.8 35.5 62.5 57.5
Old : 45.5 37.8 65.7 63.5 43.8 35.5 62.5 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 62,225: 700 0 0 59,124 61,588 59,824 61,588: 2,401 637
Old : 62,225: 700 0 0 59,124 61,588 59,824 61,588: 2,401 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 4,680: 700 0 0 4,803 5,213 5,503 5,213: -823 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 95.0 99.0 96.1 99.0: 3.9 1.0
Old : 100.0: 1.1 0.0 0.0 95.0 99.0 96.1 99.0: 3.9 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 : 30: 1 0 0 19 17 20 17:
Old : 30: 1 0 0 19 17 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 74.8 84.2 89.5 67.6 73.4 79.9 86.5
Old : 68.9 74.8 84.2 89.5 67.6 73.4 79.9 86.5
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 195,217: 0 1,509 1,524 186,208 187,988 187,732 191,021: 7,485 4,196
Old : 195,217: 0 1,509 1,524 186,208 187,988 187,732 191,021: 7,485 4,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 5,617: -634 1,473 -86 5,720 4,611 5,000 5,998: 617 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.8 95.4 96.3 96.2 97.9: 3.8 2.1
Old : 100.0: 0.0 0.8 0.8 95.4 96.3 96.2 97.9: 3.8 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 : 31: 0 2 2 21 24 23 26:
Old : 31: 0 2 2 21 24 23 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 : 71.2 67.3 86.0 87.3 69.3 67.3 82.9 86.3
Old : 71.2 67.3 86.0 87.3 69.3 67.3 82.9 86.3
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, May 29, 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 : 178,146: 2,102 1,510 7 166,771 170,061 168,880 171,578: 9,266 6,568
Old : 178,146: 2,102 1,510 7 166,771 170,061 168,880 171,578: 9,266 6,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,806: -273 -906 0 2,079 1,466 1,806 560: 0 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.8 0.0 93.6 95.5 94.8 96.3: 5.2 3.7
Old : 100.0: 1.2 0.8 0.0 93.6 95.5 94.8 96.3: 5.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 1 23 22 24 24:
Old : 34: 1 1 1 23 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 67.9 72.2 83.9 55.3 67.9 70.3 82.0
Old : 56.6 67.9 72.2 83.9 55.3 67.9 70.3 82.0
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 178,602: 0 0 0 169,745 173,470 169,745 173,470: 8,857 5,132
Old : 178,602: 0 0 0 169,745 173,470 169,745 173,470: 8,857 5,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 2,788: 0 0 0 2,149 2,848 2,149 2,848: 639 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.0 97.1 95.0 97.1: 5.0 2.9
Old : 100.0: 0.0 0.0 0.0 95.0 97.1 95.0 97.1: 5.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 17 16 17 16:
Old : 23: 0 0 0 17 16 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 : 69.3 67.0 89.6 86.2 65.7 67.0 83.4 83.4
Old : 69.3 67.0 89.6 86.2 65.7 67.0 83.4 83.4
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 41,306: 7,212 1,933 270 32,663 38,468 40,145 40,671: 1,161 635
Old : 41,306: 7,212 1,933 270 32,663 38,468 40,145 40,671: 1,161 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 6,060: 901 -60 270 4,864 5,645 6,035 5,855: 25 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 4.7 0.7 79.1 93.1 97.2 98.5: 2.8 1.5
Old : 100.0: 17.5 4.7 0.7 79.1 93.1 97.2 98.5: 2.8 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 : 39: 4 3 2 16 21 21 25:
Old : 39: 4 3 2 16 21 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 60.5 79.6 73.9 63.1 60.5 77.0 72.1
Old : 64.2 60.5 79.6 73.9 63.1 60.5 77.0 72.1
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 599,584: 15,132 18,049 4,858 571,139 570,178 591,129 593,085: 8,455 6,499
Old : 599,584: 15,132 18,049 4,858 571,139 570,178 591,129 593,085: 8,455 6,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 6,345: 508 1,027 -391 6,977 4,811 7,094 5,447: -749 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.0 0.8 95.3 95.1 98.6 98.9: 1.4 1.1
Old : 100.0: 2.5 3.0 0.8 95.3 95.1 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 : 79: 7 8 6 50 51 61 61:
Old : 79: 7 8 6 50 51 61 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 59.5 50.7 70.6 32.6 56.2 48.2 63.3
Old : 33.1 59.5 50.7 70.6 32.6 56.2 48.2 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 244,822: 0 5,813 2,350 237,279 228,780 239,629 236,943: 5,193 7,879
Old : 244,822: 0 5,813 2,350 237,279 228,780 239,629 236,943: 5,193 7,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 6,140: -295 2,012 -1,108 6,435 3,787 5,032 4,691: 1,108 1,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 1.0 96.9 93.4 97.9 96.8: 2.1 3.2
Old : 100.0: 0.0 2.4 1.0 96.9 93.4 97.9 96.8: 2.1 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 : 39: 0 5 3 26 27 29 32:
Old : 39: 0 5 3 26 27 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 : 37.8 45.2 61.1 74.3 33.1 37.2 51.8 54.5
Old : 37.8 45.2 61.1 74.3 33.1 37.2 51.8 54.5
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 41,303: 1,003 1,344 186 38,246 38,308 39,435 39,838: 1,868 1,465
Old : 41,303: 1,003 1,344 186 38,246 38,308 39,435 39,838: 1,868 1,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 4,962: 1,003 959 31 3,838 4,546 4,872 5,536: 90 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.3 0.5 92.6 92.7 95.5 96.5: 4.5 3.5
Old : 100.0: 2.4 3.3 0.5 92.6 92.7 95.5 96.5: 4.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 2 14 11 17 13:
Old : 23: 1 2 2 14 11 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 64.1 87.7 87.0 68.8 60.3 81.5 78.2
Old : 71.8 64.1 87.7 87.0 68.8 60.3 81.5 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 94,421: 1,027 5,705 870 88,609 80,177 90,506 86,752: 3,915 7,669
Old : 94,421: 1,027 5,705 870 88,609 80,177 90,506 86,752: 3,915 7,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,185: 1,027 3,749 361 1,080 -2,142 2,468 1,968: -1,283 -783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 6.0 0.9 93.8 84.9 95.9 91.9: 4.1 8.1
Old : 100.0: 1.1 6.0 0.9 93.8 84.9 95.9 91.9: 4.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 5 3 19 13 22 19:
Old : 28: 1 5 3 19 13 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 73.3 75.6 84.2 53.8 69.4 73.5 79.8
Old : 54.5 73.3 75.6 84.2 53.8 69.4 73.5 79.8
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 174,447: 8,370 6,852 0 162,249 164,947 170,619 171,799: 3,828 2,648
Old : 174,447: 8,370 6,852 0 162,249 164,947 170,619 171,799: 3,828 2,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 33,292: 1,590 -390 0 31,555 33,532 33,145 33,142: 147 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.9 0.0 93.0 94.6 97.8 98.5: 2.2 1.5
Old : 100.0: 4.8 3.9 0.0 93.0 94.6 97.8 98.5: 2.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 5 0 32 29 34 34:
Old : 58: 2 5 0 32 29 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 56.0 68.1 75.9 42.5 52.8 57.4 65.4
Old : 47.5 56.0 68.1 75.9 42.5 52.8 57.4 65.4
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 199,394: 18,302 28,208 420 179,541 170,460 198,263 199,088: 1,131 306
Old : 199,394: 18,302 28,208 420 179,541 170,460 198,263 199,088: 1,131 306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 35,722: 1,230 -720 420 33,747 36,116 35,397 35,816: 325 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 14.1 0.2 90.0 85.5 99.4 99.8: 0.6 0.2
Old : 100.0: 9.2 14.1 0.2 90.0 85.5 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 3 14 3 38 42 44 56:
Old : 75: 3 14 3 38 42 44 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 48.4 61.9 63.7 39.5 44.0 57.0 55.4
Old : 39.9 48.4 61.9 63.7 39.5 44.0 57.0 55.4
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 173,073: 720 1,342 0 170,708 169,626 171,428 170,968: 1,645 2,105
Old : 173,073: 720 1,342 0 170,708 169,626 171,428 170,968: 1,645 2,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 5,568: 720 -507 0 4,647 6,333 5,367 5,826: 201 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.8 0.0 98.6 98.0 99.0 98.8: 1.0 1.2
Old : 100.0: 0.4 0.8 0.0 98.6 98.0 99.0 98.8: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 3 0 26 21 27 24:
Old : 41: 1 3 0 26 21 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 81.4 84.8 92.2 68.8 73.8 80.2 84.4
Old : 69.1 81.4 84.8 92.2 68.8 73.8 80.2 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 275,245: 26 0 1,069 271,001 262,670 272,096 263,739: 3,149 11,506
Old : 275,245: 26 0 1,069 271,001 262,670 272,096 263,739: 3,149 11,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -283: -231 0 135 -399 -482 -495 -347: 212 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.4 98.5 95.4 98.9 95.8: 1.1 4.2
Old : 100.0: 0.0 0.0 0.4 98.5 95.4 98.9 95.8: 1.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 0 1 36 29 37 30:
Old : 40: 1 0 1 36 29 37 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 : 50.5 48.4 67.1 72.4 48.5 41.1 62.2 57.0
Old : 50.5 48.4 67.1 72.4 48.5 41.1 62.2 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 19,323: 0 589 0 17,189 18,364 17,189 18,953: 2,134 370
Old : 19,323: 0 589 0 17,189 18,364 17,189 18,953: 2,134 370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 89.0 95.0 89.0 98.1: 11.0 1.9
Old : 100.0: 0.0 3.0 0.0 89.0 95.0 89.0 98.1: 11.0 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 : 20: 0 1 0 9 13 9 14:
Old : 20: 0 1 0 9 13 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 66.1 87.8 83.5 69.9 66.0 80.3 81.0
Old : 69.9 66.1 87.8 83.5 69.9 66.0 80.3 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,479: 0 440 1,473 95,009 97,331 96,482 99,244: 12,997 10,235
Old : 109,479: 0 440 1,473 95,009 97,331 96,482 99,244: 12,997 10,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,972: 0 420 140 1,954 4,175 2,094 4,735: -122 -2,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 1.3 86.8 88.9 88.1 90.7: 11.9 9.3
Old : 100.0: 0.0 0.4 1.3 86.8 88.9 88.1 90.7: 11.9 9.3
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: 0 2 2 17 20 19 22:
Old : 27: 0 2 2 17 20 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 42.9 75.6 69.1 42.4 42.5 53.1 51.9
Old : 55.9 42.9 75.6 69.1 42.4 42.5 53.1 51.9
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 174,606: 107 0 1,564 169,745 167,346 171,416 168,910: 3,190 5,696
Old : 174,606: 107 0 1,564 169,745 167,346 171,416 168,910: 3,190 5,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 5,552: -582 0 566 5,538 3,373 5,522 3,939: 30 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.9 97.2 95.8 98.2 96.7: 1.8 3.3
Old : 100.0: 0.1 0.0 0.9 97.2 95.8 98.2 96.7: 1.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 1 21 24 22 25:
Old : 31: 1 0 1 21 24 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 51.6 73.9 66.5 43.7 42.7 55.3 53.9
Old : 53.3 51.6 73.9 66.5 43.7 42.7 55.3 53.9
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 54,065: 855 58 326 49,076 52,140 50,257 52,524: 3,808 1,541
Old : 54,065: 855 58 326 49,076 52,140 50,257 52,524: 3,808 1,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 667: -123 58 81 739 528 697 667: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.1 0.6 90.8 96.4 93.0 97.1: 7.0 2.9
Old : 100.0: 1.6 0.1 0.6 90.8 96.4 93.0 97.1: 7.0 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 : 22: 1 1 1 12 15 14 16:
Old : 22: 1 1 1 12 15 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 : 59.2 63.6 81.0 85.9 52.9 57.2 71.7 76.6
Old : 59.2 63.6 81.0 85.9 52.9 57.2 71.7 76.6
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 164,941: 8,559 0 713 145,254 157,354 154,526 158,067: 10,415 6,874
Old : 164,941: 8,559 0 713 145,254 157,354 154,526 158,067: 10,415 6,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 3,062: -60 -427 -90 3,091 2,821 2,941 2,304: 121 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 0.4 88.1 95.4 93.7 95.8: 6.3 4.2
Old : 100.0: 5.2 0.0 0.4 88.1 95.4 93.7 95.8: 6.3 4.2
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 : 28: 3 0 1 20 16 23 17:
Old : 28: 3 0 1 20 16 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 : 53.9 61.0 75.0 84.2 43.9 46.5 55.8 60.5
Old : 53.9 61.0 75.0 84.2 43.9 46.5 55.8 60.5
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,691: 0 0 0 104,510 108,981 104,510 108,981: 11,181 6,710
Old : 115,691: 0 0 0 104,510 108,981 104,510 108,981: 11,181 6,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 408: 0 0 0 274 609 274 609: 134 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.3 94.2 90.3 94.2: 9.7 5.8
Old : 100.0: 0.0 0.0 0.0 90.3 94.2 90.3 94.2: 9.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 20 19 20 19:
Old : 24: 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 : 57.7 76.6 74.2 89.0 56.4 74.4 69.3 80.0
Old : 57.7 76.6 74.2 89.0 56.4 74.4 69.3 80.0
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,045: 0 852 0 50,014 51,147 50,014 51,999: 3,031 1,046
Old : 53,045: 0 852 0 50,014 51,147 50,014 51,999: 3,031 1,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 420: 0 180 0 90 -124 90 56: 330 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 94.3 96.4 94.3 98.0: 5.7 2.0
Old : 100.0: 0.0 1.6 0.0 94.3 96.4 94.3 98.0: 5.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 14 14 14 15:
Old : 22: 0 1 0 14 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 73.0 90.9 88.9 75.9 71.4 83.8 82.6
Old : 80.5 73.0 90.9 88.9 75.9 71.4 83.8 82.6
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 213,116: 3,295 205 1,016 205,614 201,863 209,925 203,084: 3,191 10,032
Old : 213,116: 3,295 205 1,016 205,614 201,863 209,925 203,084: 3,191 10,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 9: 1,060 -336 -449 -603 1,130 8 345: 1 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.1 0.5 96.5 94.7 98.5 95.3: 1.5 4.7
Old : 100.0: 1.5 0.1 0.5 96.5 94.7 98.5 95.3: 1.5 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 : 30: 2 1 2 21 19 24 21:
Old : 30: 2 1 2 21 19 24 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 : 69.1 58.6 87.0 80.0 64.6 43.9 72.4 63.3
Old : 69.1 58.6 87.0 80.0 64.6 43.9 72.4 63.3
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 162,454: 4 1,432 2,836 147,067 150,697 149,907 154,965: 12,547 7,489
Old : 162,454: 4 1,432 2,836 147,067 150,697 149,907 154,965: 12,547 7,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,935: 4 -711 1,144 32 2,982 1,180 3,415: 755 -1,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 1.7 90.5 92.8 92.3 95.4: 7.7 4.6
Old : 100.0: 0.0 0.9 1.7 90.5 92.8 92.3 95.4: 7.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 2 3 32 28 35 31:
Old : 40: 1 2 3 32 28 35 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 : 38.9 42.2 53.7 64.7 36.3 32.8 48.0 44.8
Old : 38.9 42.2 53.7 64.7 36.3 32.8 48.0 44.8
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,181: 882 0 0 25,759 28,959 26,641 28,959: 3,540 1,222
Old : 30,181: 882 0 0 25,759 28,959 26,641 28,959: 3,540 1,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 85.3 96.0 88.3 96.0: 11.7 4.0
Old : 100.0: 2.9 0.0 0.0 85.3 96.0 88.3 96.0: 11.7 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 : 21: 1 0 0 11 11 12 11:
Old : 21: 1 0 0 11 11 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 86.9 80.6 93.5 63.8 86.9 79.5 93.5
Old : 64.8 86.9 80.6 93.5 63.8 86.9 79.5 93.5
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, May 29, 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 : 243,956: 5,463 2,612 1,751 227,060 230,043 234,274 234,406: 9,682 9,550
Old : 243,956: 5,463 2,612 1,751 227,060 230,043 234,274 234,406: 9,682 9,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 2,968: -117 61 332 2,965 2,058 3,180 2,451: -212 517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.1 0.7 93.1 94.3 96.0 96.1: 4.0 3.9
Old : 100.0: 2.2 1.1 0.7 93.1 94.3 96.0 96.1: 4.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 3 1 31 28 35 31:
Old : 43: 3 3 1 31 28 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 52.5 64.0 69.3 49.2 49.2 62.5 59.6
Old : 49.4 52.5 64.0 69.3 49.2 49.2 62.5 59.6
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 152,519: 202 0 1,539 147,037 145,312 148,778 146,851: 3,741 5,668
Old : 152,519: 202 0 1,539 147,037 145,312 148,778 146,851: 3,741 5,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,843: -698 0 360 2,181 1,302 1,843 1,662: 0 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 1.0 96.4 95.3 97.5 96.3: 2.5 3.7
Old : 100.0: 0.1 0.0 1.0 96.4 95.3 97.5 96.3: 2.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 1 22 23 23 24:
Old : 30: 1 0 1 22 23 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 50.7 80.3 76.2 60.6 48.7 69.3 70.3
Old : 65.9 50.7 80.3 76.2 60.6 48.7 69.3 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 131,727: 0 0 0 127,810 124,275 127,810 124,275: 3,917 7,452
Old : 131,727: 0 0 0 127,810 124,275 127,810 124,275: 3,917 7,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 200: 0 0 0 386 322 386 322: -186 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.0 94.3 97.0 94.3: 3.0 5.7
Old : 100.0: 0.0 0.0 0.0 97.0 94.3 97.0 94.3: 3.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 23 19 23 19:
Old : 27: 0 0 0 23 19 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 62.1 71.2 80.9 41.0 57.2 59.3 64.6
Old : 50.1 62.1 71.2 80.9 41.0 57.2 59.3 64.6
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, May 29, 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 : 68,489: 2,780 1,679 0 61,275 65,441 64,055 67,120: 4,434 1,369
Old : 68,489: 2,780 1,679 0 61,275 65,441 64,055 67,120: 4,434 1,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 153: 0 0 0 -213 123 -213 123: 366 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.5 0.0 89.5 95.5 93.5 98.0: 6.5 2.0
Old : 100.0: 4.1 2.5 0.0 89.5 95.5 93.5 98.0: 6.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 17 15 18 16:
Old : 24: 1 1 0 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 57.4 79.8 82.8 51.9 55.3 67.9 69.0
Old : 57.1 57.4 79.8 82.8 51.9 55.3 67.9 69.0
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, May 29, 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 : 54,833: 152 940 340 49,784 51,960 50,276 53,240: 4,557 1,593
Old : 54,833: 152 940 340 49,784 51,960 50,276 53,240: 4,557 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 4,503: -150 150 30 4,593 4,387 4,473 4,567: 30 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.7 0.6 90.8 94.8 91.7 97.1: 8.3 2.9
Old : 100.0: 0.3 1.7 0.6 90.8 94.8 91.7 97.1: 8.3 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 : 29: 1 1 1 17 18 18 20:
Old : 29: 1 1 1 17 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 64.0 83.4 79.9 73.0 63.0 78.5 77.6
Old : 73.0 64.0 83.4 79.9 73.0 63.0 78.5 77.6
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, May 29, 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 : 151,888: 0 0 0 127,411 143,813 127,411 143,813: 24,477 8,075
Old : 151,888: 0 0 0 127,411 143,813 127,411 143,813: 24,477 8,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 60: 0 0 0 60 -60 60 -60: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.9 94.7 83.9 94.7: 16.1 5.3
Old : 100.0: 0.0 0.0 0.0 83.9 94.7 83.9 94.7: 16.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 18 15 18 15:
Old : 24: 0 0 0 18 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 60.2 67.4 87.3 46.9 59.3 64.1 76.2
Old : 49.0 60.2 67.4 87.3 46.9 59.3 64.1 76.2
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, May 29, 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 : 85,565: 4,900 6,232 657 76,415 75,956 81,972 82,845: 3,593 2,720
Old : 85,565: 4,900 6,232 657 76,415 75,956 81,972 82,845: 3,593 2,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,307: 87 240 2 964 1,035 1,053 1,277: 254 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.3 0.8 89.3 88.8 95.8 96.8: 4.2 3.2
Old : 100.0: 5.7 7.3 0.8 89.3 88.8 95.8 96.8: 4.2 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 : 32: 1 2 1 23 18 24 21:
Old : 32: 1 2 1 23 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 52.7 66.2 77.8 38.1 50.5 60.1 70.4
Old : 39.9 52.7 66.2 77.8 38.1 50.5 60.1 70.4
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 189,558: 5,342 0 0 180,756 187,110 186,098 187,110: 3,460 2,448
Old : 189,558: 5,342 0 0 180,756 187,110 186,098 187,110: 3,460 2,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 423: 153 0 0 270 423 423 423: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 95.4 98.7 98.2 98.7: 1.8 1.3
Old : 100.0: 2.8 0.0 0.0 95.4 98.7 98.2 98.7: 1.8 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 : 25: 1 0 0 12 18 13 18:
Old : 25: 1 0 0 12 18 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.2 65.7 94.7 83.6 79.6 65.7 84.6 79.0
Old : 83.2 65.7 94.7 83.6 79.6 65.7 84.6 79.0
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, May 29, 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 : 66,658: 10,182 3,867 4,723 50,894 57,526 65,800 66,115: 858 543
Old : 66,658: 10,182 3,867 4,723 50,894 57,526 65,800 66,115: 858 543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -40: 113 116 91 -243 -247 -40 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 5.8 7.1 76.4 86.3 98.7 99.2: 1.3 0.8
Old : 100.0: 15.3 5.8 7.1 76.4 86.3 98.7 99.2: 1.3 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 : 53: 12 5 11 33 32 48 45:
Old : 53: 12 5 11 33 32 48 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 : 40.7 42.8 61.7 63.5 28.3 23.0 37.4 33.6
Old : 40.7 42.8 61.7 63.5 28.3 23.0 37.4 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 49,628: 5,900 901 825 42,888 47,782 49,613 49,508: 15 120
Old : 49,628: 5,900 901 825 42,888 47,782 49,613 49,508: 15 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 915: 75 -3 128 812 949 1,015 1,075: -100 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.8 1.7 86.4 96.3 100.0 99.8: 0.0 0.2
Old : 100.0: 11.9 1.8 1.7 86.4 96.3 100.0 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 : 38: 8 2 7 26 20 37 27:
Old : 38: 8 2 7 26 20 37 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 : 58.8 60.4 76.4 84.4 42.9 50.7 55.2 59.5
Old : 58.8 60.4 76.4 84.4 42.9 50.7 55.2 59.5
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, May 29, 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 : 25,491: 770 925 1,030 23,691 23,536 25,491 25,491: 0 0
Old : 25,491: 770 925 1,030 23,691 23,536 25,491 25,491: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 330: 50 0 -125 405 455 330 330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 3.6 4.0 92.9 92.3 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 3.6 4.0 92.9 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 : 31: 5 1 4 22 19 28 23:
Old : 31: 5 1 4 22 19 28 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 : 67.7 60.9 84.8 84.9 59.9 46.8 68.1 67.0
Old : 67.7 60.9 84.8 84.9 59.9 46.8 68.1 67.0
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, May 29, 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 : 175,466: 10,096 25,513 4,146 160,982 145,537 175,224 175,196: 242 270
Old : 175,466: 10,096 25,513 4,146 160,982 145,537 175,224 175,196: 242 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -807: -334 -109 134 -457 -692 -657 -667: -150 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 14.5 2.4 91.7 82.9 99.9 99.8: 0.1 0.2
Old : 100.0: 5.8 14.5 2.4 91.7 82.9 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 7 6 4 37 35 46 43:
Old : 53: 7 6 4 37 35 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 50.6 55.4 67.4 31.1 42.9 44.7 55.6
Old : 36.7 50.6 55.4 67.4 31.1 42.9 44.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 57,836: 2,408 6,884 897 54,411 50,055 57,715 57,836: 121 0
Old : 57,836: 2,408 6,884 897 54,411 50,055 57,715 57,836: 121 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 154: -276 -65 -154 683 473 254 254: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.9 1.6 94.1 86.5 99.8 100.0: 0.2 0.0
Old : 100.0: 4.2 11.9 1.6 94.1 86.5 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 : 38: 10 4 4 20 18 32 24:
Old : 38: 10 4 4 20 18 32 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 : 74.8 70.8 86.0 88.0 70.3 62.9 75.8 77.7
Old : 74.8 70.8 86.0 88.0 70.3 62.9 75.8 77.7
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, May 29, 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 : 33,980: 225 175 100 33,654 33,705 33,979 33,980: 1 0
Old : 33,980: 225 175 100 33,654 33,705 33,979 33,980: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -85: 0 0 0 -85 -85 -85 -85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.5 0.3 99.0 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.5 0.3 99.0 99.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 12 13 15 14:
Old : 22: 2 1 1 12 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 : 87.5 93.1 97.6 97.9 84.5 86.8 90.1 90.2
Old : 87.5 93.1 97.6 97.9 84.5 86.8 90.1 90.2
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 49,310: 4,985 2,225 590 43,589 46,295 49,164 49,110: 146 200
Old : 49,310: 4,985 2,225 590 43,589 46,295 49,164 49,110: 146 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 550: 50 0 0 525 515 575 515: -25 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 4.5 1.2 88.4 93.9 99.7 99.6: 0.3 0.4
Old : 100.0: 10.1 4.5 1.2 88.4 93.9 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 4 1 27 26 30 31:
Old : 38: 3 4 1 27 26 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 48.3 69.8 66.9 42.2 36.8 58.3 50.0
Old : 46.5 48.3 69.8 66.9 42.2 36.8 58.3 50.0
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 77,339: 12,980 2,947 1,285 62,909 73,092 77,174 77,324: 165 15
Old : 77,339: 12,980 2,947 1,285 62,909 73,092 77,174 77,324: 165 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,853: 100 -230 0 2,068 2,078 2,168 1,848: -315 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.8 1.7 81.3 94.5 99.8 100.0: 0.2 0.0
Old : 100.0: 16.8 3.8 1.7 81.3 94.5 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 : 49: 8 5 5 31 31 41 39:
Old : 49: 8 5 5 31 31 41 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 48.9 69.5 71.7 44.9 41.8 56.7 55.9
Old : 46.5 48.9 69.5 71.7 44.9 41.8 56.7 55.9
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 69,454: 2,925 190 1,555 64,498 67,314 68,978 69,059: 476 395
Old : 69,454: 2,925 190 1,555 64,498 67,314 68,978 69,059: 476 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 500: 155 -95 20 280 540 455 465: 45 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.3 2.2 92.9 96.9 99.3 99.4: 0.7 0.6
Old : 100.0: 4.2 0.3 2.2 92.9 96.9 99.3 99.4: 0.7 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 : 41: 4 3 2 26 24 31 28:
Old : 41: 4 3 2 26 24 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 : 42.3 71.3 59.9 85.2 42.1 68.8 57.2 80.8
Old : 42.3 71.3 59.9 85.2 42.1 68.8 57.2 80.8
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 102,348: 4,310 50 895 96,598 101,118 101,803 102,063: 545 285
Old : 102,348: 4,310 50 895 96,598 101,118 101,803 102,063: 545 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 275: 300 0 -125 70 370 245 245: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 0.9 94.4 98.8 99.5 99.7: 0.5 0.3
Old : 100.0: 4.2 0.0 0.9 94.4 98.8 99.5 99.7: 0.5 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 : 45: 5 1 1 28 28 33 30:
Old : 45: 5 1 1 28 28 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 68.6 63.4 84.1 44.6 65.7 62.2 78.2
Old : 44.7 68.6 63.4 84.1 44.6 65.7 62.2 78.2
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,355: 450 185 20 30,465 30,905 30,935 31,110: 420 245
Old : 31,355: 450 185 20 30,465 30,905 30,935 31,110: 420 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 5: -50 0 0 55 5 5 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.6 0.1 97.2 98.6 98.7 99.2: 1.3 0.8
Old : 100.0: 1.4 0.6 0.1 97.2 98.6 98.7 99.2: 1.3 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 : 30: 2 3 1 22 17 25 20:
Old : 30: 2 3 1 22 17 25 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 : 54.5 75.5 83.8 87.1 42.8 66.7 63.1 72.4
Old : 54.5 75.5 83.8 87.1 42.8 66.7 63.1 72.4
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 30,255: 1,075 300 0 29,020 29,940 30,095 30,240: 160 15
Old : 30,255: 1,075 300 0 29,020 29,940 30,095 30,240: 160 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 35: 130 0 0 -95 25 35 25: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.0 0.0 95.9 99.0 99.5 100.0: 0.5 0.0
Old : 100.0: 3.6 1.0 0.0 95.9 99.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 0 22 18 24 19:
Old : 28: 2 1 0 22 18 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 70.4 72.8 90.0 39.1 58.4 50.0 62.1
Old : 52.5 70.4 72.8 90.0 39.1 58.4 50.0 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 11,001: 1,346 200 50 9,605 10,751 11,001 11,001: 0 0
Old : 11,001: 1,346 200 50 9,605 10,751 11,001 11,001: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 0: -75 0 0 75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 1.8 0.5 87.3 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 12.2 1.8 0.5 87.3 97.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 1 1 16 9 21 11:
Old : 24: 5 1 1 16 9 21 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 81.5 72.4 96.6 48.5 77.0 65.4 83.1
Old : 51.9 81.5 72.4 96.6 48.5 77.0 65.4 83.1
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 47,411: 9,966 1,416 5,108 31,799 40,366 46,874 46,891: 537 520
Old : 47,411: 9,966 1,416 5,108 31,799 40,366 46,874 46,891: 537 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 461: -378 -223 231 607 387 460 395: 1 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 3.0 10.8 67.1 85.1 98.9 98.9: 1.1 1.1
Old : 100.0: 21.0 3.0 10.8 67.1 85.1 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 7 11 26 29 43 43:
Old : 50: 13 7 11 26 29 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 40.4 60.8 58.6 35.4 28.7 44.1 38.5
Old : 41.4 40.4 60.8 58.6 35.4 28.7 44.1 38.5
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,293: 420 820 5 39,868 39,403 40,293 40,228: 0 65
Old : 40,293: 420 820 5 39,868 39,403 40,293 40,228: 0 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -353: 0 0 0 -353 -353 -353 -353: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.0 0.0 98.9 97.8 100.0 99.8: 0.0 0.2
Old : 100.0: 1.0 2.0 0.0 98.9 97.8 100.0 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 : 38: 3 4 1 27 23 30 28:
Old : 38: 3 4 1 27 23 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 67.7 79.7 81.9 44.4 59.1 66.0 69.2
Old : 51.1 67.7 79.7 81.9 44.4 59.1 66.0 69.2
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 48,191: 3,470 3,940 675 43,341 43,576 47,486 48,191: 705 0
Old : 48,191: 3,470 3,940 675 43,341 43,576 47,486 48,191: 705 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -473: 145 -174 -25 -593 -274 -473 -473: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.2 1.4 89.9 90.4 98.5 100.0: 1.5 0.0
Old : 100.0: 7.2 8.2 1.4 89.9 90.4 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 5 2 24 20 31 25:
Old : 39: 5 5 2 24 20 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 : 48.7 56.2 68.3 82.0 46.3 54.9 65.1 76.7
Old : 48.7 56.2 68.3 82.0 46.3 54.9 65.1 76.7
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,404: 1,690 300 660 46,769 47,809 49,119 48,769: 285 635
Old : 49,404: 1,690 300 660 46,769 47,809 49,119 48,769: 285 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 645: 0 0 0 610 670 610 670: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.6 1.3 94.7 96.8 99.4 98.7: 0.6 1.3
Old : 100.0: 3.4 0.6 1.3 94.7 96.8 99.4 98.7: 0.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 1 23 18 26 20:
Old : 31: 3 1 1 23 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 : 57.9 87.4 71.9 93.8 57.5 84.4 71.2 88.1
Old : 57.9 87.4 71.9 93.8 57.5 84.4 71.2 88.1
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,586: 1,720 2,300 550 53,171 52,451 55,441 55,301: 145 285
Old : 55,586: 1,720 2,300 550 53,171 52,451 55,441 55,301: 145 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 800: 50 100 0 715 725 765 825: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.1 1.0 95.7 94.4 99.7 99.5: 0.3 0.5
Old : 100.0: 3.1 4.1 1.0 95.7 94.4 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 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 : 58.1 84.4 75.6 94.1 57.5 81.9 74.6 90.8
Old : 58.1 84.4 75.6 94.1 57.5 81.9 74.6 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 80,088: 0 1,052 1,197 78,706 77,679 79,903 79,928: 185 160
Old : 80,088: 0 1,052 1,197 78,706 77,679 79,903 79,928: 185 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,168: -406 322 281 1,293 570 1,168 1,173: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 1.5 98.3 97.0 99.8 99.8: 0.2 0.2
Old : 100.0: 0.0 1.3 1.5 98.3 97.0 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 : 34: 0 3 1 27 26 28 29:
Old : 34: 0 3 1 27 26 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 57.8 74.7 78.4 55.1 51.4 70.0 68.6
Old : 55.9 57.8 74.7 78.4 55.1 51.4 70.0 68.6
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 119,335: 1,280 7,656 1,322 116,414 110,182 119,016 119,160: 319 175
Old : 119,335: 1,280 7,656 1,322 116,414 110,182 119,016 119,160: 319 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,028: -138 570 -76 1,149 574 935 1,068: 93 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 6.4 1.1 97.6 92.3 99.7 99.9: 0.3 0.1
Old : 100.0: 1.1 6.4 1.1 97.6 92.3 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 8 6 27 24 36 33:
Old : 45: 4 8 6 27 24 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 44.6 79.0 66.3 53.3 43.8 68.8 58.1
Old : 56.7 44.6 79.0 66.3 53.3 43.8 68.8 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 53,690: 0 300 75 53,615 53,315 53,690 53,690: 0 0
Old : 53,690: 0 300 75 53,615 53,315 53,690 53,690: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 525: 0 -225 0 525 750 525 525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.1 99.9 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.6 0.1 99.9 99.3 100.0 100.0: 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: 0 4 1 13 17 14 21:
Old : 27: 0 4 1 13 17 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.9 86.0 97.9 96.6 88.9 84.0 92.1 90.8
Old : 91.9 86.0 97.9 96.6 88.9 84.0 92.1 90.8
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 40,384: 2,805 1,650 575 36,184 38,074 39,564 40,299: 820 85
Old : 40,384: 2,805 1,650 575 36,184 38,074 39,564 40,299: 820 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -10: 50 0 0 -60 -10 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 4.1 1.4 89.6 94.3 98.0 99.8: 2.0 0.2
Old : 100.0: 6.9 4.1 1.4 89.6 94.3 98.0 99.8: 2.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 2 21 20 25 23:
Old : 27: 3 2 2 21 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 : 52.2 55.5 71.5 77.9 30.5 36.1 42.1 46.7
Old : 52.2 55.5 71.5 77.9 30.5 36.1 42.1 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 44,624: 8,813 2,400 715 34,536 41,504 44,064 44,619: 560 5
Old : 44,624: 8,813 2,400 715 34,536 41,504 44,064 44,619: 560 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 40: -470 -100 -5 115 140 -360 35: 400 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.4 1.6 77.4 93.0 98.7 100.0: 1.3 0.0
Old : 100.0: 19.7 5.4 1.6 77.4 93.0 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 : 34: 8 2 4 24 22 32 28:
Old : 34: 8 2 4 24 22 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 46.1 63.6 72.5 34.7 35.4 51.7 56.6
Old : 43.8 46.1 63.6 72.5 34.7 35.4 51.7 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 41,314: 10 2,615 53 41,147 38,205 41,210 40,873: 104 441
Old : 41,314: 10 2,615 53 41,147 38,205 41,210 40,873: 104 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -10: 0 -7 0 -10 -3 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 0.1 99.6 92.5 99.7 98.9: 0.3 1.1
Old : 100.0: 0.0 6.3 0.1 99.6 92.5 99.7 98.9: 0.3 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 : 25: 1 4 2 16 16 18 21:
Old : 25: 1 4 2 16 16 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 : 65.8 80.4 87.6 92.4 65.4 74.4 82.9 83.3
Old : 65.8 80.4 87.6 92.4 65.4 74.4 82.9 83.3
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 34,066: 0 1,580 0 34,006 32,011 34,006 33,591: 60 475
Old : 34,066: 0 1,580 0 34,006 32,011 34,006 33,591: 60 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 0.0 99.8 94.0 99.8 98.6: 0.2 1.4
Old : 100.0: 0.0 4.6 0.0 99.8 94.0 99.8 98.6: 0.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 14 12 14 13:
Old : 20: 0 1 0 14 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 82.6 90.5 94.4 67.2 80.1 85.1 89.0
Old : 68.9 82.6 90.5 94.4 67.2 80.1 85.1 89.0
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 35,374: 1,438 2,500 100 33,311 32,744 34,849 35,344: 525 30
Old : 35,374: 1,438 2,500 100 33,311 32,744 34,849 35,344: 525 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 621: 12 -40 -100 698 751 610 611: 11 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.1 0.3 94.2 92.6 98.5 99.9: 1.5 0.1
Old : 100.0: 4.1 7.1 0.3 94.2 92.6 98.5 99.9: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 3 2 20 21 25 25:
Old : 35: 4 3 2 20 21 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 55.9 77.6 78.6 53.4 53.8 69.6 72.2
Old : 61.3 55.9 77.6 78.6 53.4 53.8 69.6 72.2
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,543: 555 105 165 21,397 22,213 22,117 22,483: 426 60
Old : 22,543: 555 105 165 21,397 22,213 22,117 22,483: 426 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -25: 0 0 0 -25 -25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.5 0.7 94.9 98.5 98.1 99.7: 1.9 0.3
Old : 100.0: 2.5 0.5 0.7 94.9 98.5 98.1 99.7: 1.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 16 18 19 19:
Old : 26: 2 1 1 16 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 68.2 84.0 89.0 63.8 67.7 78.7 86.9
Old : 67.8 68.2 84.0 89.0 63.8 67.7 78.7 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 55,152: 1,720 8,005 399 52,908 46,679 55,027 55,082: 125 70
Old : 55,152: 1,720 8,005 399 52,908 46,679 55,027 55,082: 125 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 263: -257 191 -106 744 195 381 279: -118 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 14.5 0.7 95.9 84.6 99.8 99.9: 0.2 0.1
Old : 100.0: 3.1 14.5 0.7 95.9 84.6 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 : 39: 5 4 4 27 26 34 32:
Old : 39: 5 4 4 27 26 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 57.6 73.0 76.2 42.8 54.8 55.1 65.8
Old : 55.3 57.6 73.0 76.2 42.8 54.8 55.1 65.8
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 45,124: 40 3,545 160 44,512 41,371 44,712 45,076: 412 48
Old : 45,124: 40 3,545 160 44,512 41,371 44,712 45,076: 412 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -319: 0 -65 -5 -232 -249 -237 -319: -82 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.9 0.4 98.6 91.7 99.1 99.9: 0.9 0.1
Old : 100.0: 0.1 7.9 0.4 98.6 91.7 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 2 24 19 26 23:
Old : 30: 1 3 2 24 19 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 65.6 77.9 86.3 48.2 62.4 66.1 74.4
Old : 54.2 65.6 77.9 86.3 48.2 62.4 66.1 74.4
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 23,057: 2,450 341 225 20,104 22,473 22,779 23,039: 278 18
Old : 23,057: 2,450 341 225 20,104 22,473 22,779 23,039: 278 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 3: 0 6 0 3 -3 3 3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 1.5 1.0 87.2 97.5 98.8 99.9: 1.2 0.1
Old : 100.0: 10.6 1.5 1.0 87.2 97.5 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 2 13 15 17 18:
Old : 26: 3 2 2 13 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 75.9 92.3 94.0 57.1 74.6 77.9 82.9
Old : 68.0 75.9 92.3 94.0 57.1 74.6 77.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,540: 1,105 1,025 0 18,300 18,515 19,405 19,540: 135 0
Old : 19,540: 1,105 1,025 0 18,300 18,515 19,405 19,540: 135 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 50: -20 25 0 50 25 30 50: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.2 0.0 93.7 94.8 99.3 100.0: 0.7 0.0
Old : 100.0: 5.7 5.2 0.0 93.7 94.8 99.3 100.0: 0.7 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 : 28: 5 3 0 18 11 23 14:
Old : 28: 5 3 0 18 11 23 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 85.9 83.3 97.7 53.8 81.5 71.9 84.3
Old : 60.2 85.9 83.3 97.7 53.8 81.5 71.9 84.3
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,195: 830 4,450 25 21,085 17,720 21,940 22,195: 255 0
Old : 22,195: 830 4,450 25 21,085 17,720 21,940 22,195: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 770: -45 725 25 770 20 750 770: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 20.0 0.1 95.0 79.8 98.9 100.0: 1.1 0.0
Old : 100.0: 3.7 20.0 0.1 95.0 79.8 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 2 1 19 10 24 13:
Old : 28: 5 2 1 19 10 24 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 : 60.2 90.3 83.3 97.9 58.5 87.7 77.5 90.7
Old : 60.2 90.3 83.3 97.9 58.5 87.7 77.5 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any Multiple of 800 800MWhs :
: : :
All : 251,228: 0 10,857 21,996 228,547 218,375 250,542 251,228: 686 0
Old : 251,228: 0 10,857 21,996 228,547 218,375 250,542 251,228: 686 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -2,372: 0 -342 159 -2,563 -2,188 -2,405 -2,372: 33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 8.8 91.0 86.9 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 4.3 8.8 91.0 86.9 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 : 21: 0 2 2 15 16 17 18:
Old : 21: 0 2 2 15 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 58.5 89.9 83.0 46.5 43.4 47.4 46.9
Old : 72.5 58.5 89.9 83.0 46.5 43.4 47.4 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,760: 85 0 0 16,125 17,210 16,210 17,210: 1,550 550
Old : 17,760: 85 0 0 16,125 17,210 16,210 17,210: 1,550 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 90.8 96.9 91.3 96.9: 8.7 3.1
Old : 100.0: 0.5 0.0 0.0 90.8 96.9 91.3 96.9: 8.7 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 : 20: 1 0 0 11 13 12 13:
Old : 20: 1 0 0 11 13 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 74.3 88.4 90.5 67.1 65.9 76.6 81.0
Old : 71.3 74.3 88.4 90.5 67.1 65.9 76.6 81.0
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,320: 85 0 0 22,445 23,260 22,530 23,260: 790 60
Old : 23,320: 85 0 0 22,445 23,260 22,530 23,260: 790 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 96.2 99.7 96.6 99.7: 3.4 0.3
Old : 100.0: 0.4 0.0 0.0 96.2 99.7 96.6 99.7: 3.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 13 15 14 15:
Old : 22: 1 0 0 13 15 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 68.5 91.4 89.4 67.2 64.0 78.2 79.1
Old : 73.5 68.5 91.4 89.4 67.2 64.0 78.2 79.1
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,490: 1,025 75 100 21,026 22,315 22,151 22,490: 339 0
Old : 22,490: 1,025 75 100 21,026 22,315 22,151 22,490: 339 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 180: 0 0 0 180 180 180 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.3 0.4 93.5 99.2 98.5 100.0: 1.5 0.0
Old : 100.0: 4.6 0.3 0.4 93.5 99.2 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 1 15 14 19 15:
Old : 26: 3 1 1 15 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 72.6 89.6 93.6 70.9 67.5 81.0 84.6
Old : 75.3 72.6 89.6 93.6 70.9 67.5 81.0 84.6
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,860: 1,025 25 100 16,491 17,735 17,616 17,860: 244 0
Old : 17,860: 1,025 25 100 16,491 17,735 17,616 17,860: 244 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 15: 0 0 0 15 15 15 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.1 0.6 92.3 99.3 98.6 100.0: 1.4 0.0
Old : 100.0: 5.7 0.1 0.6 92.3 99.3 98.6 100.0: 1.4 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 : 24: 3 1 1 15 12 19 13:
Old : 24: 3 1 1 15 12 19 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 : 73.2 75.3 87.6 98.2 62.2 63.8 72.2 77.7
Old : 73.2 75.3 87.6 98.2 62.2 63.8 72.2 77.7
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,845: 600 4,350 125 9,920 6,320 10,645 10,795: 200 50
Old : 10,845: 600 4,350 125 9,920 6,320 10,645 10,795: 200 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 50: 0 50 0 50 0 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 40.1 1.2 91.5 58.3 98.2 99.5: 1.8 0.5
Old : 100.0: 5.5 40.1 1.2 91.5 58.3 98.2 99.5: 1.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 3 1 15 15 17 18:
Old : 24: 1 3 1 15 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 66.2 83.0 87.9 48.7 59.6 63.3 68.5
Old : 59.9 66.2 83.0 87.9 48.7 59.6 63.3 68.5
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,625: 600 1,300 75 6,830 6,200 7,505 7,575: 120 50
Old : 7,625: 600 1,300 75 6,830 6,200 7,505 7,575: 120 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 17.0 1.0 89.6 81.3 98.4 99.3: 1.6 0.7
Old : 100.0: 7.9 17.0 1.0 89.6 81.3 98.4 99.3: 1.6 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 : 24: 1 3 1 15 15 17 18:
Old : 24: 1 3 1 15 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 53.0 82.4 83.1 50.3 49.3 62.3 67.0
Old : 54.2 53.0 82.4 83.1 50.3 49.3 62.3 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,131: 1,200 5,300 75 40,347 36,720 41,622 42,095: 509 36
Old : 42,131: 1,200 5,300 75 40,347 36,720 41,622 42,095: 509 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,375: 0 -1,100 75 1,300 2,400 1,375 1,375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 12.6 0.2 95.8 87.2 98.8 99.9: 1.2 0.1
Old : 100.0: 2.8 12.6 0.2 95.8 87.2 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 1 18 14 21 17:
Old : 28: 2 3 1 18 14 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 91.8 81.4 98.3 58.1 91.0 78.4 95.3
Old : 60.7 91.8 81.4 98.3 58.1 91.0 78.4 95.3
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,485: 1,200 5,300 75 40,699 37,074 41,974 42,449: 511 36
Old : 42,485: 1,200 5,300 75 40,699 37,074 41,974 42,449: 511 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,525: 0 -1,100 75 1,450 2,550 1,525 1,525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 12.5 0.2 95.8 87.3 98.8 99.9: 1.2 0.1
Old : 100.0: 2.8 12.5 0.2 95.8 87.3 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 1 19 15 22 18:
Old : 29: 2 3 1 19 15 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 91.5 80.5 97.8 56.6 90.7 76.8 94.3
Old : 59.9 91.5 80.5 97.8 56.6 90.7 76.8 94.3
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 114,730: 9,306 1,759 2,784 102,386 109,932 114,476 114,475: 254 255
Old : 114,730: 9,306 1,759 2,784 102,386 109,932 114,476 114,475: 254 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,536: -1,025 -70 225 2,321 1,381 1,521 1,536: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.5 2.4 89.2 95.8 99.8 99.8: 0.2 0.2
Old : 100.0: 8.1 1.5 2.4 89.2 95.8 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 : 52: 9 5 8 33 28 44 39:
Old : 52: 9 5 8 33 28 44 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 53.1 62.1 77.7 40.0 44.6 58.3 62.3
Old : 41.3 53.1 62.1 77.7 40.0 44.6 58.3 62.3
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 133,773: 15,793 2,904 1,903 115,852 128,966 133,548 133,773: 225 0
Old : 133,773: 15,793 2,904 1,903 115,852 128,966 133,548 133,773: 225 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,087: -624 111 139 1,572 837 1,087 1,087: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.2 1.4 86.6 96.4 99.8 100.0: 0.2 0.0
Old : 100.0: 11.8 2.2 1.4 86.6 96.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 10 6 7 35 33 45 46:
Old : 58: 10 6 7 35 33 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 54.0 59.0 79.1 35.6 50.6 57.0 67.8
Old : 37.0 54.0 59.0 79.1 35.6 50.6 57.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 290,652: 27,750 38,992 23,746 238,702 227,891 290,198 290,629: 454 23
Old : 290,652: 27,750 38,992 23,746 238,702 227,891 290,198 290,629: 454 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -651: -1,050 830 1,030 -597 -2,464 -617 -604: -34 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 13.4 8.2 82.1 78.4 99.8 100.0: 0.2 0.0
Old : 100.0: 9.5 13.4 8.2 82.1 78.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 24 15 19 40 45 74 69:
Old : 88: 24 15 19 40 45 74 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 42.5 53.0 59.0 24.2 31.8 35.9 41.4
Old : 31.8 42.5 53.0 59.0 24.2 31.8 35.9 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,785: 2,403 525 175 29,932 32,080 32,510 32,780: 275 5
Old : 32,785: 2,403 525 175 29,932 32,080 32,510 32,780: 275 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 320: 0 200 0 320 120 320 320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.6 0.5 91.3 97.8 99.2 100.0: 0.8 0.0
Old : 100.0: 7.3 1.6 0.5 91.3 97.8 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 : 26: 2 3 1 21 10 23 14:
Old : 26: 2 3 1 21 10 23 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 92.3 74.5 97.5 47.2 88.6 70.6 89.5
Old : 50.4 92.3 74.5 97.5 47.2 88.6 70.6 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,443: 1,358 380 795 29,015 30,263 31,168 31,438: 275 5
Old : 31,443: 1,358 380 795 29,015 30,263 31,168 31,438: 275 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 140: 0 0 0 140 140 140 140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.2 2.5 92.3 96.2 99.1 100.0: 0.9 0.0
Old : 100.0: 4.3 1.2 2.5 92.3 96.2 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 : 25: 2 2 2 21 10 24 13:
Old : 25: 2 2 2 21 10 24 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 : 53.8 91.2 78.3 97.6 50.7 87.7 75.2 88.2
Old : 53.8 91.2 78.3 97.6 50.7 87.7 75.2 88.2
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, May 29, 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 : 4,372: 107 235 298 3,312 3,101 3,717 3,634: 655 738
Old : 4,372: 107 235 298 3,312 3,101 3,717 3,634: 655 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 194: -16 3 1 168 177 153 181: 41 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 5.4 6.8 75.8 70.9 85.0 83.1: 15.0 16.9
Old : 100.0: 2.4 5.4 6.8 75.8 70.9 85.0 83.1: 15.0 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 4 7 20 22 27 30:
Old : 30: 4 4 7 20 22 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 36.8 56.6 53.8 39.9 29.0 46.4 40.8
Old : 43.8 36.8 56.6 53.8 39.9 29.0 46.4 40.8
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, May 29, 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 : 40,502: 4,138 1,353 868 35,112 38,068 40,118 40,289: 384 213
Old : 40,502: 4,138 1,353 868 35,112 38,068 40,118 40,289: 384 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 363: -77 128 17 423 218 363 363: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 3.3 2.1 86.7 94.0 99.1 99.5: 0.9 0.5
Old : 100.0: 10.2 3.3 2.1 86.7 94.0 99.1 99.5: 0.9 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 : 43: 5 4 3 28 29 35 34:
Old : 43: 5 4 3 28 29 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 53.3 68.5 69.9 40.8 46.8 51.6 56.1
Old : 54.3 53.3 68.5 69.9 40.8 46.8 51.6 56.1
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, May 29, 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 : 16,381: 1,380 300 263 14,622 15,177 16,265 15,740: 116 641
Old : 16,381: 1,380 300 263 14,622 15,177 16,265 15,740: 116 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 519: -165 0 70 562 367 467 437: 52 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 1.8 1.6 89.3 92.7 99.3 96.1: 0.7 3.9
Old : 100.0: 8.4 1.8 1.6 89.3 92.7 99.3 96.1: 0.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 3 4 18 23 23 29:
Old : 31: 4 3 4 18 23 23 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 : 62.2 48.6 84.2 71.0 39.0 27.2 45.3 36.6
Old : 62.2 48.6 84.2 71.0 39.0 27.2 45.3 36.6
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, May 29, 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 : 11,743: 319 760 467 10,683 10,016 11,469 11,243: 274 500
Old : 11,743: 319 760 467 10,683 10,016 11,469 11,243: 274 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 283: 76 170 15 161 124 252 309: 31 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.5 4.0 91.0 85.3 97.7 95.7: 2.3 4.3
Old : 100.0: 2.7 6.5 4.0 91.0 85.3 97.7 95.7: 2.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 3 6 32 28 40 34:
Old : 49: 5 3 6 32 28 40 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 33.1 68.4 54.4 47.6 32.3 56.6 48.8
Old : 57.6 33.1 68.4 54.4 47.6 32.3 56.6 48.8
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, May 29, 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 : 17,820: 329 1,412 223 17,188 16,090 17,740 17,725: 80 95
Old : 17,820: 329 1,412 223 17,188 16,090 17,740 17,725: 80 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 907: 0 101 25 872 841 897 967: 10 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 7.9 1.3 96.5 90.3 99.6 99.5: 0.4 0.5
Old : 100.0: 1.8 7.9 1.3 96.5 90.3 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 : 42: 2 5 1 20 28 23 33:
Old : 42: 2 5 1 20 28 23 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 : 64.0 35.0 82.9 56.8 59.7 34.3 66.6 49.5
Old : 64.0 35.0 82.9 56.8 59.7 34.3 66.6 49.5
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, May 29, 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 : 79,060: 8,249 6,536 5,985 64,729 66,053 78,963 78,574: 97 486
Old : 79,060: 8,249 6,536 5,985 64,729 66,053 78,963 78,574: 97 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,309: 2 -47 107 1,265 1,309 1,374 1,369: -65 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 8.3 7.6 81.9 83.5 99.9 99.4: 0.1 0.6
Old : 100.0: 10.4 8.3 7.6 81.9 83.5 99.9 99.4: 0.1 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 : 99: 15 20 26 55 58 86 88:
Old : 99: 15 20 26 55 58 86 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 25.8 43.8 42.2 20.7 22.8 31.5 32.5
Old : 28.2 25.8 43.8 42.2 20.7 22.8 31.5 32.5
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 44,271: 2,580 450 25 41,661 43,796 44,266 44,271: 5 0
Old : 44,271: 2,580 450 25 41,661 43,796 44,266 44,271: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 894: 70 0 -130 949 1,024 889 894: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.0 0.1 94.1 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 1.0 0.1 94.1 98.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 1 24 26 26 28:
Old : 36: 2 1 1 24 26 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 44.8 68.1 72.3 32.4 43.3 51.1 59.1
Old : 39.9 44.8 68.1 72.3 32.4 43.3 51.1 59.1
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, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 16,299: 825 85 535 14,700 15,539 16,060 16,159: 239 140
Old : 16,299: 825 85 535 14,700 15,539 16,060 16,159: 239 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 310: -290 29 -59 630 200 281 170: 29 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.5 3.3 90.2 95.3 98.5 99.1: 1.5 0.9
Old : 100.0: 5.1 0.5 3.3 90.2 95.3 98.5 99.1: 1.5 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 : 37: 3 3 4 20 22 26 26:
Old : 37: 3 3 4 20 22 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 : 57.5 61.4 78.9 75.2 55.6 59.0 68.2 70.0
Old : 57.5 61.4 78.9 75.2 55.6 59.0 68.2 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 174,566: 1,980 0 0 162,488 162,428 164,468 162,428: 10,098 12,138
Old : 174,566: 1,980 0 0 162,488 162,428 164,468 162,428: 10,098 12,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 2,356: 180 0 0 2,178 434 2,358 434: -2 1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 93.1 93.0 94.2 93.0: 5.8 7.0
Old : 100.0: 1.1 0.0 0.0 93.1 93.0 94.2 93.0: 5.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 13 15 14 15:
Old : 22: 1 0 0 13 15 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 57.5 86.8 81.8 53.2 57.4 78.6 80.8
Old : 59.7 57.5 86.8 81.8 53.2 57.4 78.6 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 18,623: 8,198 901 1,175 2,970 12,527 12,343 14,603: 6,280 4,020
Old : 18,623: 8,198 901 1,175 2,970 12,527 12,343 14,603: 6,280 4,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 265: 67 -300 168 -217 -3 18 -135: 247 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 4.8 6.3 15.9 67.3 66.3 78.4: 33.7 21.6
Old : 100.0: 44.0 4.8 6.3 15.9 67.3 66.3 78.4: 33.7 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 2 6 8 12 15 18:
Old : 21: 5 2 6 8 12 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 46.4 61.7 63.1 45.6 45.2 56.6 60.7
Old : 47.8 46.4 61.7 63.1 45.6 45.2 56.6 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2018