NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 39,646: 7,860 27,106 595 31,191 11,945 39,646 39,646: 0 0
Old : 39,646: 7,860 27,106 595 31,191 11,945 39,646 39,646: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -300: 0 0 0 -300 -300 -300 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 68.4 1.5 78.7 30.1 100.0 100.0: 0.0 0.0
Old : 100.0: 19.8 68.4 1.5 78.7 30.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 11 2 12 7 18 18:
Old : 29: 4 11 2 12 7 18 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 : 69.8 64.5 93.7 90.3 69.7 63.9 93.7 89.4
Old : 69.8 64.5 93.7 90.3 69.7 63.9 93.7 89.4
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, June 19, 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 : 28,302: 2,773 4,895 50 25,463 23,357 28,286 28,302: 16 0
Old : 28,302: 2,773 4,895 50 25,463 23,357 28,286 28,302: 16 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -2,514: 313 -400 0 -2,827 -2,114 -2,514 -2,514: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 17.3 0.2 90.0 82.5 99.9 100.0: 0.1 0.0
Old : 100.0: 9.8 17.3 0.2 90.0 82.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 5 1 9 11 16 16:
Old : 25: 6 5 1 9 11 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 61.5 97.6 87.8 71.1 61.1 87.6 87.0
Old : 80.3 61.5 97.6 87.8 71.1 61.1 87.6 87.0
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, June 19, 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 : 71,870: 6,860 11,226 6,485 58,517 54,158 71,863 71,870: 7 0
Old : 71,870: 6,860 11,226 6,485 58,517 54,158 71,863 71,870: 7 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -1,052: 192 96 -540 -709 -608 -1,057 -1,052: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 15.6 9.0 81.4 75.4 100.0 100.0: 0.0 0.0
Old : 100.0: 9.5 15.6 9.0 81.4 75.4 100.0 100.0: 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 : 40: 12 10 11 15 13 35 26:
Old : 40: 12 10 11 15 13 35 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 : 62.8 44.1 76.9 72.6 50.7 38.9 60.4 52.7
Old : 62.8 44.1 76.9 72.6 50.7 38.9 60.4 52.7
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 46,597: 10,543 24,488 762 35,292 21,347 46,597 46,597: 0 0
Old : 46,597: 10,543 24,488 762 35,292 21,347 46,597 46,597: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -100: -250 -300 0 150 200 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 52.6 1.6 75.7 45.8 100.0 100.0: 0.0 0.0
Old : 100.0: 22.6 52.6 1.6 75.7 45.8 100.0 100.0: 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 : 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 : 69.2 69.2 92.1 90.2 69.2 67.6 92.1 88.6
Old : 69.2 69.2 92.1 90.2 69.2 67.6 92.1 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 41,197: 9,497 27,035 0 31,700 14,162 41,197 41,197: 0 0
Old : 41,197: 9,497 27,035 0 31,700 14,162 41,197 41,197: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 65.6 0.0 76.9 34.4 100.0 100.0: 0.0 0.0
Old : 100.0: 23.1 65.6 0.0 76.9 34.4 100.0 100.0: 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 : 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 : 74.9 74.4 93.2 93.5 74.9 72.7 93.2 89.7
Old : 74.9 74.4 93.2 93.5 74.9 72.7 93.2 89.7
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, June 19, 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 : 31,205: 11,600 15,498 200 19,405 15,507 31,205 31,205: 0 0
Old : 31,205: 11,600 15,498 200 19,405 15,507 31,205 31,205: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 19: 0 0 0 19 19 19 19: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 49.7 0.6 62.2 49.7 100.0 100.0: 0.0 0.0
Old : 100.0: 37.2 49.7 0.6 62.2 49.7 100.0 100.0: 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 4 1 12 9 17 14:
Old : 24: 5 4 1 12 9 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 71.8 86.9 95.8 65.7 70.5 85.0 94.3
Old : 66.6 71.8 86.9 95.8 65.7 70.5 85.0 94.3
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, June 19, 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 16,975 100 17,048 13,693 30,768 30,768: 0 0
Old : 30,768: 13,620 16,975 100 17,048 13,693 30,768 30,768: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 0: 0 100 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 55.2 0.3 55.4 44.5 100.0 100.0: 0.0 0.0
Old : 100.0: 44.3 55.2 0.3 55.4 44.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 69.9 89.0 89.6 55.0 69.9 86.4 89.3
Old : 57.5 69.9 89.0 89.6 55.0 69.9 86.4 89.3
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, June 19, 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: June 12, 2018 :
: 100: 0 0 0 100 100 100 100: 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 : 59.8 93.4 91.1 100.0 59.8 93.4 91.1 100.0
Old : 59.8 93.4 91.1 100.0 59.8 93.4 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, June 19, 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 : 27,072: 5,497 5,275 0 21,575 21,797 27,072 27,072: 0 0
Old : 27,072: 5,497 5,275 0 21,575 21,797 27,072 27,072: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 19.5 0.0 79.7 80.5 100.0 100.0: 0.0 0.0
Old : 100.0: 20.3 19.5 0.0 79.7 80.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 74.8 97.7 94.2 100.0 74.8 97.7 94.2 100.0
Old : 74.8 97.7 94.2 100.0 74.8 97.7 94.2 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 9,335: 2,550 480 0 6,785 8,855 9,335 9,335: 0 0
Old : 9,335: 2,550 480 0 6,785 8,855 9,335 9,335: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.1 0.0 72.7 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 27.3 5.1 0.0 72.7 94.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 4 0 9 10 12 14:
Old : 20: 3 4 0 9 10 12 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 : 66.4 78.1 88.9 92.8 61.6 61.2 74.5 71.0
Old : 66.4 78.1 88.9 92.8 61.6 61.2 74.5 71.0
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, June 19, 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: June 12, 2018 :
: 100: 0 0 0 100 100 100 100: 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, June 19, 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: June 12, 2018 :
: 0: 0 0 0 0 0 0 0: 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, June 19, 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 : 19,893: 4,054 749 1,572 14,266 17,572 19,893 19,893: 0 0
Old : 19,893: 4,054 749 1,572 14,266 17,572 19,893 19,893: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 411: -63 210 93 380 107 411 411: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 3.8 7.9 71.7 88.3 100.0 100.0: 0.0 0.0
Old : 100.0: 20.4 3.8 7.9 71.7 88.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 4 2 17 11 21 17:
Old : 28: 4 4 2 17 11 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 : 55.3 64.3 82.2 93.1 51.4 56.7 62.7 67.0
Old : 55.3 64.3 82.2 93.1 51.4 56.7 62.7 67.0
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 21,347: 4,154 244 2,673 14,253 18,268 21,080 21,185: 267 162
Old : 21,347: 4,154 244 2,673 14,253 18,268 21,080 21,185: 267 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 835: -73 0 162 726 673 815 835: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 1.1 12.5 66.8 85.6 98.7 99.2: 1.3 0.8
Old : 100.0: 19.5 1.1 12.5 66.8 85.6 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 : 38: 6 4 6 24 25 32 33:
Old : 38: 6 4 6 24 25 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 42.6 78.6 65.2 37.2 32.7 48.0 43.6
Old : 58.0 42.6 78.6 65.2 37.2 32.7 48.0 43.6
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 27,878: 2,160 7,387 1,842 23,684 18,513 27,686 27,742: 192 136
Old : 27,878: 2,160 7,387 1,842 23,684 18,513 27,686 27,742: 192 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,607: 0 175 0 1,657 1,494 1,657 1,669: -50 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 26.5 6.6 85.0 66.4 99.3 99.5: 0.7 0.5
Old : 100.0: 7.7 26.5 6.6 85.0 66.4 99.3 99.5: 0.7 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 : 40: 5 4 3 29 19 36 24:
Old : 40: 5 4 3 29 19 36 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 : 37.2 62.9 60.2 84.5 31.3 47.7 45.2 58.1
Old : 37.2 62.9 60.2 84.5 31.3 47.7 45.2 58.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,406,760: 542,326 121,806 595,323 4,229,078 4,677,629 5,366,727 5,394,758: 40,033 12,002
Old : 5,406,760: 542,326 121,806 595,323 4,229,078 4,677,629 5,366,727 5,394,758: 40,033 12,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 80,235: 4,113 9,294 21,466 51,848 50,558 77,427 81,318: 2,808 -1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 2.3 11.0 78.2 86.5 99.3 99.8: 0.7 0.2
Old : 100.0: 10.0 2.3 11.0 78.2 86.5 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 56 19 53 131 110 200 170:
Old : 220: 56 19 53 131 110 200 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 39.3 41.4 54.9 22.3 37.9 34.6 51.0
Old : 24.7 39.3 41.4 54.9 22.3 37.9 34.6 51.0
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 759,164: 23,333 62,300 360,242 368,694 335,142 752,269 757,684: 6,895 1,481
Old : 759,164: 23,333 62,300 360,242 368,694 335,142 752,269 757,684: 6,895 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -2,551: -6,739 -10,182 -2,896 6,878 10,398 -2,757 -2,681: 207 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 8.2 47.5 48.6 44.1 99.1 99.8: 0.9 0.2
Old : 100.0: 3.1 8.2 47.5 48.6 44.1 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 : 79: 16 12 23 48 46 75 70:
Old : 79: 16 12 23 48 46 75 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 : 51.0 54.0 69.4 71.0 7.4 10.1 9.7 11.6
Old : 51.0 54.0 69.4 71.0 7.4 10.1 9.7 11.6
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, June 19, 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 : 269,788: 325 5,306 376 259,062 259,219 259,763 264,901: 10,025 4,887
Old : 269,788: 325 5,306 376 259,062 259,219 259,763 264,901: 10,025 4,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -2,305: -448 -735 139 -987 -2,440 -1,296 -3,036: -1,009 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.0 0.1 96.0 96.1 96.3 98.2: 3.7 1.8
Old : 100.0: 0.1 2.0 0.1 96.0 96.1 96.3 98.2: 3.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 2 1 30 27 31 30:
Old : 40: 1 2 1 30 27 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 60.1 69.3 79.3 43.8 51.3 56.7 65.4
Old : 55.2 60.1 69.3 79.3 43.8 51.3 56.7 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 117,406: 4,008 31 6,580 102,712 106,016 113,300 112,627: 4,106 4,779
Old : 117,406: 4,008 31 6,580 102,712 106,016 113,300 112,627: 4,106 4,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,726: 547 0 -1 2,118 2,666 2,664 2,665: 62 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 5.6 87.5 90.3 96.5 95.9: 3.5 4.1
Old : 100.0: 3.4 0.0 5.6 87.5 90.3 96.5 95.9: 3.5 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 : 32: 2 1 4 22 24 26 28:
Old : 32: 2 1 4 22 24 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 : 64.0 52.8 80.9 72.0 54.0 43.7 59.1 51.4
Old : 64.0 52.8 80.9 72.0 54.0 43.7 59.1 51.4
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, June 19, 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 : 361,873: 3,651 6,052 2,169 346,763 345,530 352,583 353,751: 9,290 8,122
Old : 361,873: 3,651 6,052 2,169 346,763 345,530 352,583 353,751: 9,290 8,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 8,878: 1,624 883 230 7,023 7,733 8,877 8,846: 1 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.7 0.6 95.8 95.5 97.4 97.8: 2.6 2.2
Old : 100.0: 1.0 1.7 0.6 95.8 95.5 97.4 97.8: 2.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 3 3 27 31 30 37:
Old : 41: 3 3 3 27 31 30 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 60.0 85.3 79.7 67.4 56.4 73.2 70.2
Old : 74.6 60.0 85.3 79.7 67.4 56.4 73.2 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 874,354: 3,397 7,008 8,786 849,616 854,853 861,799 870,647: 12,555 3,707
Old : 874,354: 3,397 7,008 8,786 849,616 854,853 861,799 870,647: 12,555 3,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 15,637: -282 0 856 14,544 14,781 15,118 15,637: 519 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.8 1.0 97.2 97.8 98.6 99.6: 1.4 0.4
Old : 100.0: 0.4 0.8 1.0 97.2 97.8 98.6 99.6: 1.4 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 : 49: 3 1 2 43 27 47 29:
Old : 49: 3 1 2 43 27 47 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 : 36.4 67.4 59.9 90.7 33.3 67.3 55.6 87.8
Old : 36.4 67.4 59.9 90.7 33.3 67.3 55.6 87.8
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, June 19, 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 : 454,860: 5,526 2,386 301 422,418 446,050 428,245 448,737: 26,615 6,123
Old : 454,860: 5,526 2,386 301 422,418 446,050 428,245 448,737: 26,615 6,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,892: 94 -332 91 2,899 4,357 3,084 4,116: -192 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.5 0.1 92.9 98.1 94.1 98.7: 5.9 1.3
Old : 100.0: 1.2 0.5 0.1 92.9 98.1 94.1 98.7: 5.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 2 1 2 36 42 39 44:
Old : 56: 2 1 2 36 42 39 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 : 50.0 37.3 68.3 54.7 47.9 32.7 56.7 48.3
Old : 50.0 37.3 68.3 54.7 47.9 32.7 56.7 48.3
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, June 19, 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 : 526,962: 4,271 1,597 1,103 506,296 518,013 511,670 520,713: 15,292 6,249
Old : 526,962: 4,271 1,597 1,103 506,296 518,013 511,670 520,713: 15,292 6,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 4,797: 62 -605 306 3,385 5,006 3,753 4,707: 1,044 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.3 0.2 96.1 98.3 97.1 98.8: 2.9 1.2
Old : 100.0: 0.8 0.3 0.2 96.1 98.3 97.1 98.8: 2.9 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 : 56: 4 2 4 36 39 42 43:
Old : 56: 4 2 4 36 39 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 46.7 82.2 68.2 56.1 46.7 74.3 66.2
Old : 61.3 46.7 82.2 68.2 56.1 46.7 74.3 66.2
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, June 19, 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 : 303,240: 528 7,967 61 294,561 289,181 295,150 297,209: 8,090 6,031
Old : 303,240: 528 7,967 61 294,561 289,181 295,150 297,209: 8,090 6,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -395: -797 434 -239 -153 -914 -1,189 -719: 794 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.6 0.0 97.1 95.4 97.3 98.0: 2.7 2.0
Old : 100.0: 0.2 2.6 0.0 97.1 95.4 97.3 98.0: 2.7 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 : 56: 1 3 2 42 37 44 41:
Old : 56: 1 3 2 42 37 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 37.8 58.4 63.1 39.9 34.0 53.9 53.0
Old : 39.9 37.8 58.4 63.1 39.9 34.0 53.9 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,248: 1,116 4,203 1,935 91,814 89,481 94,865 95,619: 5,383 4,629
Old : 100,248: 1,116 4,203 1,935 91,814 89,481 94,865 95,619: 5,383 4,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,693: 241 2,102 -447 3,330 945 3,124 2,600: -431 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.2 1.9 91.6 89.3 94.6 95.4: 5.4 4.6
Old : 100.0: 1.1 4.2 1.9 91.6 89.3 94.6 95.4: 5.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 24 21 26 22:
Old : 31: 1 1 1 24 21 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 38.9 67.9 65.4 45.1 37.5 65.4 59.8
Old : 47.5 38.9 67.9 65.4 45.1 37.5 65.4 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,029: 700 0 0 51,504 52,359 52,204 52,359: 825 670
Old : 53,029: 700 0 0 51,504 52,359 52,204 52,359: 825 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,736: 0 0 0 2,258 1,640 2,258 1,640: -522 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 97.1 98.7 98.4 98.7: 1.6 1.3
Old : 100.0: 1.3 0.0 0.0 97.1 98.7 98.4 98.7: 1.6 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: 1 0 0 18 17 19 17:
Old : 31: 1 0 0 18 17 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 76.6 86.9 90.7 70.0 75.0 86.8 89.0
Old : 70.1 76.6 86.9 90.7 70.0 75.0 86.8 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 197,106: 0 2,617 1,358 188,073 187,832 189,431 191,807: 7,675 5,299
Old : 197,106: 0 2,617 1,358 188,073 187,832 189,431 191,807: 7,675 5,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,370: 0 191 -12 7,189 1,994 7,177 2,173: -4,807 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.7 95.4 95.3 96.1 97.3: 3.9 2.7
Old : 100.0: 0.0 1.3 0.7 95.4 95.3 96.1 97.3: 3.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 18 19 20 21:
Old : 28: 0 2 2 18 19 20 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 : 71.7 65.8 87.3 85.7 69.4 65.8 83.8 85.2
Old : 71.7 65.8 87.3 85.7 69.4 65.8 83.8 85.2
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, June 19, 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 : 172,200: 2,260 3,222 0 160,549 159,046 162,809 162,268: 9,391 9,932
Old : 172,200: 2,260 3,222 0 160,549 159,046 162,809 162,268: 9,391 9,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 4,734: 169 1,712 0 4,094 2,837 4,263 4,549: 471 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.9 0.0 93.2 92.4 94.5 94.2: 5.5 5.8
Old : 100.0: 1.3 1.9 0.0 93.2 92.4 94.5 94.2: 5.5 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 : 34: 1 2 0 26 21 27 23:
Old : 34: 1 2 0 26 21 27 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 : 54.1 65.0 71.1 82.8 52.9 65.0 68.0 79.7
Old : 54.1 65.0 71.1 82.8 52.9 65.0 68.0 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 198,136: 0 0 0 190,271 192,199 190,271 192,199: 7,865 5,937
Old : 198,136: 0 0 0 190,271 192,199 190,271 192,199: 7,865 5,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,990: 0 0 0 2,990 2,134 2,990 2,134: 0 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.0 97.0 96.0 97.0: 4.0 3.0
Old : 100.0: 0.0 0.0 0.0 96.0 97.0 96.0 97.0: 4.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 16 16 16:
Old : 21: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 71.9 91.5 90.4 69.5 71.9 89.8 88.5
Old : 70.3 71.9 91.5 90.4 69.5 71.9 89.8 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,101: 3,601 1,344 240 21,824 24,767 25,665 26,351: 1,436 750
Old : 27,101: 3,601 1,344 240 21,824 24,767 25,665 26,351: 1,436 750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,578: -341 0 0 1,888 1,578 1,547 1,578: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.0 0.9 80.5 91.4 94.7 97.2: 5.3 2.8
Old : 100.0: 13.3 5.0 0.9 80.5 91.4 94.7 97.2: 5.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 1 14 16 18 18:
Old : 31: 3 2 1 14 16 18 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 : 69.7 62.4 84.1 80.3 69.5 61.5 83.2 78.0
Old : 69.7 62.4 84.1 80.3 69.5 61.5 83.2 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 569,235: 17,114 17,536 5,215 536,687 541,337 559,016 564,088: 10,219 5,147
Old : 569,235: 17,114 17,536 5,215 536,687 541,337 559,016 564,088: 10,219 5,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,393: -1,263 387 1,371 2,306 2,400 2,414 4,158: -21 -1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 3.1 0.9 94.3 95.1 98.2 99.1: 1.8 0.9
Old : 100.0: 3.0 3.1 0.9 94.3 95.1 98.2 99.1: 1.8 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 : 78: 5 7 6 52 51 62 59:
Old : 78: 5 7 6 52 51 62 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 60.7 52.9 71.0 34.4 58.7 50.8 65.4
Old : 34.7 60.7 52.9 71.0 34.4 58.7 50.8 65.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 245,166: 0 5,699 964 239,303 231,432 240,267 238,095: 4,899 7,071
Old : 245,166: 0 5,699 964 239,303 231,432 240,267 238,095: 4,899 7,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -758: -248 -1,140 67 -1,158 3,225 -1,339 2,152: 581 -2,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.4 97.6 94.4 98.0 97.1: 2.0 2.9
Old : 100.0: 0.0 2.3 0.4 97.6 94.4 98.0 97.1: 2.0 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 : 42: 0 6 3 31 30 34 36:
Old : 42: 0 6 3 31 30 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 : 36.6 43.9 59.8 72.2 31.3 35.9 50.3 51.0
Old : 36.6 43.9 59.8 72.2 31.3 35.9 50.3 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,663: 1,034 1,770 0 38,102 37,552 39,136 39,322: 1,527 1,341
Old : 40,663: 1,034 1,770 0 38,102 37,552 39,136 39,322: 1,527 1,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 3,216: 186 0 0 2,906 3,030 3,092 3,030: 124 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.4 0.0 93.7 92.3 96.2 96.7: 3.8 3.3
Old : 100.0: 2.5 4.4 0.0 93.7 92.3 96.2 96.7: 3.8 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 : 25: 1 2 0 15 11 16 13:
Old : 25: 1 2 0 15 11 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 66.1 85.6 86.5 67.3 62.6 82.5 81.0
Old : 69.6 66.1 85.6 86.5 67.3 62.6 82.5 81.0
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,065: 882 958 233 78,622 77,565 79,737 78,756: 6,328 7,309
Old : 86,065: 882 958 233 78,622 77,565 79,737 78,756: 6,328 7,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -332: 882 -151 233 -396 52 719 134: -1,051 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.1 0.3 91.4 90.1 92.6 91.5: 7.4 8.5
Old : 100.0: 1.0 1.1 0.3 91.4 90.1 92.6 91.5: 7.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 16 13 17 15:
Old : 22: 1 1 1 16 13 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 : 53.0 74.5 74.6 87.1 51.7 69.9 71.6 81.8
Old : 53.0 74.5 74.6 87.1 51.7 69.9 71.6 81.8
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 152,152: 10,086 2,528 0 134,725 146,866 144,811 149,394: 7,341 2,758
Old : 152,152: 10,086 2,528 0 134,725 146,866 144,811 149,394: 7,341 2,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 13,080: 7,254 558 0 5,826 12,522 13,080 13,080: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.7 0.0 88.5 96.5 95.2 98.2: 4.8 1.8
Old : 100.0: 6.6 1.7 0.0 88.5 96.5 95.2 98.2: 4.8 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 : 27: 1 3 0 15 18 16 21:
Old : 27: 1 3 0 15 18 16 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 : 53.7 63.9 79.1 86.4 48.1 58.3 66.2 69.5
Old : 53.7 63.9 79.1 86.4 48.1 58.3 66.2 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 155,315: 16,296 6,556 0 135,135 147,727 151,431 154,283: 3,884 1,032
Old : 155,315: 16,296 6,556 0 135,135 147,727 151,431 154,283: 3,884 1,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 14,584: 7,254 1,054 0 7,330 13,470 14,584 14,524: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 4.2 0.0 87.0 95.1 97.5 99.3: 2.5 0.7
Old : 100.0: 10.5 4.2 0.0 87.0 95.1 97.5 99.3: 2.5 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 : 56: 2 5 0 30 29 32 34:
Old : 56: 2 5 0 30 29 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 66.0 70.0 78.3 45.4 58.9 63.1 66.2
Old : 46.8 66.0 70.0 78.3 45.4 58.9 63.1 66.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 180,470: 875 570 0 178,076 177,614 178,951 178,184: 1,519 2,286
Old : 180,470: 875 570 0 178,076 177,614 178,951 178,184: 1,519 2,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 961: 155 0 0 709 899 864 899: 97 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.3 0.0 98.7 98.4 99.2 98.7: 0.8 1.3
Old : 100.0: 0.5 0.3 0.0 98.7 98.4 99.2 98.7: 0.8 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 : 38: 1 2 0 23 19 24 21:
Old : 38: 1 2 0 23 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 : 71.2 83.5 86.3 92.4 69.7 75.6 80.5 84.4
Old : 71.2 83.5 86.3 92.4 69.7 75.6 80.5 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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 266,992: 152 515 1,055 261,867 253,093 263,074 254,663: 3,918 12,329
Old : 266,992: 152 515 1,055 261,867 253,093 263,074 254,663: 3,918 12,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -1,296: 60 -217 140 -2,169 -1,989 -1,969 -2,066: 673 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.2 0.4 98.1 94.8 98.5 95.4: 1.5 4.6
Old : 100.0: 0.1 0.2 0.4 98.1 94.8 98.5 95.4: 1.5 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 : 37: 1 1 2 33 27 35 29:
Old : 37: 1 1 2 33 27 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 45.5 67.9 69.1 49.4 39.3 63.0 56.3
Old : 51.5 45.5 67.9 69.1 49.4 39.3 63.0 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,913: 1,061 0 1,142 88,269 93,756 90,472 94,898: 14,441 10,015
Old : 104,913: 1,061 0 1,142 88,269 93,756 90,472 94,898: 14,441 10,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 137: -473 0 0 -56 3,580 -529 3,580: 666 -3,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 1.1 84.1 89.4 86.2 90.5: 13.8 9.5
Old : 100.0: 1.0 0.0 1.1 84.1 89.4 86.2 90.5: 13.8 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 18 21 19 22:
Old : 26: 1 0 1 18 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 40.9 71.5 64.3 40.7 37.4 52.0 50.3
Old : 53.3 40.9 71.5 64.3 40.7 37.4 52.0 50.3
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 167,150: 734 371 1,006 162,570 159,183 164,310 160,560: 2,840 6,590
Old : 167,150: 734 371 1,006 162,570 159,183 164,310 160,560: 2,840 6,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 3,731: 427 371 -155 3,535 2,437 3,807 2,653: -76 1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.2 0.6 97.3 95.2 98.3 96.1: 1.7 3.9
Old : 100.0: 0.4 0.2 0.6 97.3 95.2 98.3 96.1: 1.7 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 : 33: 1 1 1 22 26 23 28:
Old : 33: 1 1 1 22 26 23 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 : 53.1 51.0 73.0 65.3 40.4 42.2 50.9 51.4
Old : 53.1 51.0 73.0 65.3 40.4 42.2 50.9 51.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 159,648: 8,945 0 553 141,394 153,970 150,892 154,523: 8,756 5,125
Old : 159,648: 8,945 0 553 141,394 153,970 150,892 154,523: 8,756 5,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,082: 124 0 -274 2,957 1,824 2,807 1,550: -725 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.3 88.6 96.4 94.5 96.8: 5.5 3.2
Old : 100.0: 5.6 0.0 0.3 88.6 96.4 94.5 96.8: 5.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 20 16 22 17:
Old : 27: 2 0 1 20 16 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 62.2 75.3 84.8 45.4 51.1 58.1 64.4
Old : 55.3 62.2 75.3 84.8 45.4 51.1 58.1 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 110,319: 0 0 0 100,240 100,052 100,240 100,052: 10,079 10,267
Old : 110,319: 0 0 0 100,240 100,052 100,240 100,052: 10,079 10,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -831: 0 0 0 -939 -847 -939 -847: 108 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.9 90.7 90.9 90.7: 9.1 9.3
Old : 100.0: 0.0 0.0 0.0 90.9 90.7 90.9 90.7: 9.1 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 : 21: 0 0 0 19 17 19 17:
Old : 21: 0 0 0 19 17 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 77.5 75.1 87.8 57.3 74.9 71.1 77.9
Old : 58.6 77.5 75.1 87.8 57.3 74.9 71.1 77.9
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,948: 0 1,720 0 46,386 46,833 46,386 48,553: 2,562 395
Old : 48,948: 0 1,720 0 46,386 46,833 46,386 48,553: 2,562 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 94.8 95.7 94.8 99.2: 5.2 0.8
Old : 100.0: 0.0 3.5 0.0 94.8 95.7 94.8 99.2: 5.2 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 : 22: 0 2 0 12 15 12 17:
Old : 22: 0 2 0 12 15 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.5 70.5 93.8 87.2 82.9 63.4 85.3 79.6
Old : 84.5 70.5 93.8 87.2 82.9 63.4 85.3 79.6
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 199,367: 1,885 1,283 540 194,372 186,235 196,797 188,058: 2,570 11,309
Old : 199,367: 1,885 1,283 540 194,372 186,235 196,797 188,058: 2,570 11,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -602: 182 -194 -2 -526 99 -346 -97: -256 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.6 0.3 97.5 93.4 98.7 94.3: 1.3 5.7
Old : 100.0: 0.9 0.6 0.3 97.5 93.4 98.7 94.3: 1.3 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 : 32: 2 2 3 23 18 27 21:
Old : 32: 2 2 3 23 18 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 58.7 87.0 80.6 64.8 44.2 72.5 63.6
Old : 68.0 58.7 87.0 80.6 64.8 44.2 72.5 63.6
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 164,034: 0 2,396 1,602 150,518 154,194 152,120 158,192: 11,914 5,842
Old : 164,034: 0 2,396 1,602 150,518 154,194 152,120 158,192: 11,914 5,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 4,291: 0 -1,009 684 4,170 5,478 4,854 5,153: -563 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 1.0 91.8 94.0 92.7 96.4: 7.3 3.6
Old : 100.0: 0.0 1.5 1.0 91.8 94.0 92.7 96.4: 7.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 3 3 33 30 36 33:
Old : 41: 0 3 3 33 30 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 : 38.0 43.8 55.1 63.1 36.0 32.4 48.6 44.7
Old : 38.0 43.8 55.1 63.1 36.0 32.4 48.6 44.7
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, June 19, 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 : 234,072: 3,679 796 1,302 220,605 223,541 225,586 225,639: 8,486 8,433
Old : 234,072: 3,679 796 1,302 220,605 223,541 225,586 225,639: 8,486 8,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 3,520: -863 -858 -201 4,820 5,101 3,756 4,042: -236 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.3 0.6 94.2 95.5 96.4 96.4: 3.6 3.6
Old : 100.0: 1.6 0.3 0.6 94.2 95.5 96.4 96.4: 3.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 1 32 29 35 30:
Old : 41: 2 1 1 32 29 35 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 : 50.7 56.5 64.7 72.2 50.5 51.8 63.6 62.1
Old : 50.7 56.5 64.7 72.2 50.5 51.8 63.6 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 152,039: 450 0 1,389 146,247 145,581 148,086 146,970: 3,953 5,069
Old : 152,039: 450 0 1,389 146,247 145,581 148,086 146,970: 3,953 5,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,920: 337 0 0 937 1,920 1,274 1,920: 646 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.9 96.2 95.8 97.4 96.7: 2.6 3.3
Old : 100.0: 0.3 0.0 0.9 96.2 95.8 97.4 96.7: 2.6 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 22 24 23 25:
Old : 31: 1 0 1 22 24 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 50.2 80.3 76.2 61.2 48.1 69.4 68.8
Old : 65.0 50.2 80.3 76.2 61.2 48.1 69.4 68.8
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, June 19, 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 : 152,094: 0 0 0 147,750 144,878 147,750 144,878: 4,344 7,216
Old : 152,094: 0 0 0 147,750 144,878 147,750 144,878: 4,344 7,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -116: 0 0 0 -720 -116 -720 -116: 604 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.1 95.3 97.1 95.3: 2.9 4.7
Old : 100.0: 0.0 0.0 0.0 97.1 95.3 97.1 95.3: 2.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 18 21 18:
Old : 25: 0 0 0 21 18 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 61.2 77.0 83.8 51.0 59.1 67.7 72.7
Old : 59.2 61.2 77.0 83.8 51.0 59.1 67.7 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 64,702: 2,302 1,288 0 53,451 62,162 55,753 63,450: 8,949 1,252
Old : 64,702: 2,302 1,288 0 53,451 62,162 55,753 63,450: 8,949 1,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 31: 62 31 0 -31 0 31 31: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.0 0.0 82.6 96.1 86.2 98.1: 13.8 1.9
Old : 100.0: 3.6 2.0 0.0 82.6 96.1 86.2 98.1: 13.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 14 15 15 16:
Old : 23: 1 1 0 14 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 54.9 76.2 79.3 50.4 53.3 61.2 68.0
Old : 56.7 54.9 76.2 79.3 50.4 53.3 61.2 68.0
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, June 19, 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 : 48,689: 0 1,157 0 46,732 46,378 46,732 47,535: 1,957 1,154
Old : 48,689: 0 1,157 0 46,732 46,378 46,732 47,535: 1,957 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 496: 0 186 0 558 310 558 496: -62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 96.0 95.3 96.0 97.6: 4.0 2.4
Old : 100.0: 0.0 2.4 0.0 96.0 95.3 96.0 97.6: 4.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 18 16 18 17:
Old : 28: 0 1 0 18 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 69.2 86.7 83.8 75.6 68.0 83.2 81.7
Old : 75.6 69.2 86.7 83.8 75.6 68.0 83.2 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 148,181: 1,469 0 0 124,295 140,556 125,764 140,556: 22,417 7,625
Old : 148,181: 1,469 0 0 124,295 140,556 125,764 140,556: 22,417 7,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,720: 0 0 0 2,458 2,720 2,458 2,720: 262 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 83.9 94.9 84.9 94.9: 15.1 5.1
Old : 100.0: 1.0 0.0 0.0 83.9 94.9 84.9 94.9: 15.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 19 14 20 14:
Old : 25: 1 0 0 19 14 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 59.7 66.2 87.8 45.8 59.1 62.8 76.5
Old : 47.9 59.7 66.2 87.8 45.8 59.1 62.8 76.5
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, June 19, 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 : 93,225: 7,428 5,992 994 80,945 83,408 89,367 90,394: 3,858 2,831
Old : 93,225: 7,428 5,992 994 80,945 83,408 89,367 90,394: 3,858 2,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 7,241: 490 0 30 6,876 6,787 7,396 6,817: -155 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.4 1.1 86.8 89.5 95.9 97.0: 4.1 3.0
Old : 100.0: 8.0 6.4 1.1 86.8 89.5 95.9 97.0: 4.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 1 25 19 27 21:
Old : 32: 2 1 1 25 19 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 55.5 70.4 80.2 38.5 54.9 60.7 75.1
Old : 46.2 55.5 70.4 80.2 38.5 54.9 60.7 75.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 186,116: 5,079 0 0 178,661 183,541 183,740 183,541: 2,376 2,575
Old : 186,116: 5,079 0 0 178,661 183,541 183,740 183,541: 2,376 2,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 4,999: 397 0 0 4,785 4,574 5,182 4,574: -183 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 96.0 98.6 98.7 98.6: 1.3 1.4
Old : 100.0: 2.7 0.0 0.0 96.0 98.6 98.7 98.6: 1.3 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 : 25: 1 0 0 15 16 16 16:
Old : 25: 1 0 0 15 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 65.6 95.2 86.0 80.1 65.4 85.5 81.3
Old : 84.3 65.6 95.2 86.0 80.1 65.4 85.5 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 63,424: 9,776 3,682 5,001 47,547 54,243 62,324 62,926: 1,099 498
Old : 63,424: 9,776 3,682 5,001 47,547 54,243 62,324 62,926: 1,099 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,084: 34 -132 509 547 738 1,089 1,115: -5 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.8 7.9 75.0 85.5 98.3 99.2: 1.7 0.8
Old : 100.0: 15.4 5.8 7.9 75.0 85.5 98.3 99.2: 1.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 10 7 13 32 33 47 48:
Old : 52: 10 7 13 32 33 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 41.7 61.2 62.3 27.3 21.7 35.3 31.1
Old : 40.6 41.7 61.2 62.3 27.3 21.7 35.3 31.1
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, June 19, 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 : 47,441: 3,900 1,068 675 42,856 45,678 47,431 47,421: 10 20
Old : 47,441: 3,900 1,068 675 42,856 45,678 47,431 47,421: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,193: -175 25 -50 1,418 1,278 1,193 1,253: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 2.3 1.4 90.3 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 8.2 2.3 1.4 90.3 96.3 100.0 100.0: 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 : 37: 5 5 5 25 20 33 28:
Old : 37: 5 5 5 25 20 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 60.9 81.6 84.5 50.4 57.3 61.3 64.4
Old : 60.5 60.9 81.6 84.5 50.4 57.3 61.3 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 23,971: 1,120 1,150 655 22,196 22,166 23,971 23,971: 0 0
Old : 23,971: 1,120 1,150 655 22,196 22,166 23,971 23,971: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,100: 775 -125 -25 350 1,250 1,100 1,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.8 2.7 92.6 92.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.7 4.8 2.7 92.6 92.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 2 20 18 24 21:
Old : 28: 3 2 2 20 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 : 68.8 60.1 86.9 84.3 62.6 48.7 70.9 69.4
Old : 68.8 60.1 86.9 84.3 62.6 48.7 70.9 69.4
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, June 19, 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 : 164,639: 10,203 21,706 3,919 150,250 138,720 164,372 164,345: 267 294
Old : 164,639: 10,203 21,706 3,919 150,250 138,720 164,372 164,345: 267 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -1,182: 660 -900 80 -1,958 -396 -1,218 -1,216: 36 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.2 2.4 91.3 84.3 99.8 99.8: 0.2 0.2
Old : 100.0: 6.2 13.2 2.4 91.3 84.3 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: 6 6 5 36 35 44 44:
Old : 52: 6 6 5 36 35 44 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 : 35.9 49.1 54.6 66.1 30.8 41.6 43.4 54.3
Old : 35.9 49.1 54.6 66.1 30.8 41.6 43.4 54.3
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, June 19, 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 : 56,070: 786 7,855 1,048 54,116 47,167 55,950 56,070: 120 0
Old : 56,070: 786 7,855 1,048 54,116 47,167 55,950 56,070: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -176: -334 225 42 116 -443 -176 -176: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 14.0 1.9 96.5 84.1 99.8 100.0: 0.2 0.0
Old : 100.0: 1.4 14.0 1.9 96.5 84.1 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 : 35: 5 6 6 20 19 30 27:
Old : 35: 5 6 6 20 19 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 73.6 87.8 87.8 73.6 66.3 78.4 78.0
Old : 76.3 73.6 87.8 87.8 73.6 66.3 78.4 78.0
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, June 19, 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 : 32,595: 300 25 25 32,270 32,545 32,595 32,595: 0 0
Old : 32,595: 300 25 25 32,270 32,545 32,595 32,595: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.1 0.1 99.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.1 0.1 99.0 99.8 100.0 100.0: 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 : 22: 3 1 1 12 13 15 15:
Old : 22: 3 1 1 12 13 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.4 93.1 97.6 97.9 85.1 87.0 89.4 90.1
Old : 88.4 93.1 97.6 97.9 85.1 87.0 89.4 90.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 47,470: 4,900 1,350 565 41,839 45,385 47,304 47,300: 166 170
Old : 47,470: 4,900 1,350 565 41,839 45,385 47,304 47,300: 166 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 320: -50 -700 0 370 1,030 320 330: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.8 1.2 88.1 95.6 99.7 99.6: 0.3 0.4
Old : 100.0: 10.3 2.8 1.2 88.1 95.6 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 : 37: 3 3 1 25 28 28 32:
Old : 37: 3 3 1 25 28 28 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 : 47.2 48.8 69.1 67.9 42.8 38.4 59.0 53.2
Old : 47.2 48.8 69.1 67.9 42.8 38.4 59.0 53.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 77,406: 13,734 3,355 1,246 62,141 72,631 77,121 77,232: 285 174
Old : 77,406: 13,734 3,355 1,246 62,141 72,631 77,121 77,232: 285 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 90: 325 400 0 -240 -470 85 -70: 5 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 4.3 1.6 80.3 93.8 99.6 99.8: 0.4 0.2
Old : 100.0: 17.7 4.3 1.6 80.3 93.8 99.6 99.8: 0.4 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 : 46: 7 5 4 30 31 38 40:
Old : 46: 7 5 4 30 31 38 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 : 44.3 49.6 66.9 71.4 41.7 41.3 57.2 56.3
Old : 44.3 49.6 66.9 71.4 41.7 41.3 57.2 56.3
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 69,904: 2,935 940 1,235 65,258 67,464 69,428 69,639: 476 265
Old : 69,904: 2,935 940 1,235 65,258 67,464 69,428 69,639: 476 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,735: 50 100 -50 1,735 1,685 1,735 1,735: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 1.3 1.8 93.4 96.5 99.3 99.6: 0.7 0.4
Old : 100.0: 4.2 1.3 1.8 93.4 96.5 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 : 40: 4 3 3 25 26 31 30:
Old : 40: 4 3 3 25 26 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 68.5 62.0 83.9 41.6 66.7 59.8 79.7
Old : 42.2 68.5 62.0 83.9 41.6 66.7 59.8 79.7
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 103,147: 4,050 170 890 97,564 101,937 102,504 102,997: 643 150
Old : 103,147: 4,050 170 890 97,564 101,937 102,504 102,997: 643 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,730: 400 0 0 2,317 2,730 2,717 2,730: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.2 0.9 94.6 98.8 99.4 99.9: 0.6 0.1
Old : 100.0: 3.9 0.2 0.9 94.6 98.8 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 1 1 27 28 32 30:
Old : 43: 5 1 1 27 28 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 69.7 64.9 85.0 45.1 67.2 64.4 80.9
Old : 45.5 69.7 64.9 85.0 45.1 67.2 64.4 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,045: 425 130 20 29,600 29,670 30,045 29,820: 0 225
Old : 30,045: 425 130 20 29,600 29,670 30,045 29,820: 0 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 120: 0 0 0 120 115 120 115: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.4 0.1 98.5 98.8 100.0 99.3: 0.0 0.7
Old : 100.0: 1.4 0.4 0.1 98.5 98.8 100.0 99.3: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 1 22 17 25 19:
Old : 29: 2 2 1 22 17 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 75.6 83.7 86.5 44.6 67.9 64.5 73.8
Old : 54.4 75.6 83.7 86.5 44.6 67.9 64.5 73.8
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 29,150: 1,150 300 0 27,730 28,455 28,880 28,755: 270 395
Old : 29,150: 1,150 300 0 27,730 28,455 28,880 28,755: 270 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -10: 120 0 0 -130 -10 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.0 0.0 95.1 97.6 99.1 98.6: 0.9 1.4
Old : 100.0: 3.9 1.0 0.0 95.1 97.6 99.1 98.6: 0.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 0 19 18 21 19:
Old : 26: 2 1 0 19 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 71.2 74.3 89.4 40.0 58.3 51.7 61.7
Old : 54.2 71.2 74.3 89.4 40.0 58.3 51.7 61.7
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 11,630: 875 850 50 10,705 10,730 11,630 11,630: 0 0
Old : 11,630: 875 850 50 10,705 10,730 11,630 11,630: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 500: 0 500 0 500 0 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 7.3 0.4 92.0 92.3 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 7.3 0.4 92.0 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 : 25: 4 3 1 16 8 20 12:
Old : 25: 4 3 1 16 8 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 71.9 80.5 94.8 51.2 66.0 66.0 77.3
Old : 61.1 71.9 80.5 94.8 51.2 66.0 66.0 77.3
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 49,090: 12,603 947 4,315 31,742 43,330 48,661 48,593: 429 497
Old : 49,090: 12,603 947 4,315 31,742 43,330 48,661 48,593: 429 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,312: 251 -18 314 758 1,007 1,323 1,304: -11 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 1.9 8.8 64.7 88.3 99.1 99.0: 0.9 1.0
Old : 100.0: 25.7 1.9 8.8 64.7 88.3 99.1 99.0: 0.9 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 : 52: 16 5 13 27 29 45 45:
Old : 52: 16 5 13 27 29 45 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 38.3 64.5 59.9 33.4 24.3 47.0 39.3
Old : 41.3 38.3 64.5 59.9 33.4 24.3 47.0 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,815: 200 570 800 8,437 8,005 9,437 9,375: 378 440
Old : 9,815: 200 570 800 8,437 8,005 9,437 9,375: 378 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 5.8 8.2 86.0 81.6 96.1 95.5: 3.9 4.5
Old : 100.0: 2.0 5.8 8.2 86.0 81.6 96.1 95.5: 3.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 14 14 17 17:
Old : 20: 1 2 3 14 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 43.1 73.0 69.4 32.2 30.9 43.8 42.9
Old : 50.3 43.1 73.0 69.4 32.2 30.9 43.8 42.9
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,358: 525 725 0 39,833 39,578 40,358 40,303: 0 55
Old : 40,358: 525 725 0 39,833 39,578 40,358 40,303: 0 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 80: 0 0 0 80 80 80 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.8 0.0 98.7 98.1 100.0 99.9: 0.0 0.1
Old : 100.0: 1.3 1.8 0.0 98.7 98.1 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 3 0 28 23 31 26:
Old : 37: 3 3 0 28 23 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 67.5 80.0 83.9 48.0 58.8 69.1 69.7
Old : 51.9 67.5 80.0 83.9 48.0 58.8 69.1 69.7
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 42,675: 3,470 2,366 570 37,995 39,739 42,035 42,675: 640 0
Old : 42,675: 3,470 2,366 570 37,995 39,739 42,035 42,675: 640 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 5: 265 -250 0 -260 255 5 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 5.5 1.3 89.0 93.1 98.5 100.0: 1.5 0.0
Old : 100.0: 8.1 5.5 1.3 89.0 93.1 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 : 38: 4 5 3 25 22 32 27:
Old : 38: 4 5 3 25 22 32 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 : 50.0 58.1 70.9 83.5 48.6 57.1 67.7 77.6
Old : 50.0 58.1 70.9 83.5 48.6 57.1 67.7 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,151: 2,715 300 585 46,298 48,483 49,598 49,368: 553 783
Old : 50,151: 2,715 300 585 46,298 48,483 49,598 49,368: 553 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 3,707: 955 -15 -35 2,724 3,584 3,644 3,534: 63 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.6 1.2 92.3 96.7 98.9 98.4: 1.1 1.6
Old : 100.0: 5.4 0.6 1.2 92.3 96.7 98.9 98.4: 1.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 1 21 15 25 17:
Old : 30: 4 1 1 21 15 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 88.4 73.1 94.5 59.6 86.2 72.3 89.6
Old : 59.6 88.4 73.1 94.5 59.6 86.2 72.3 89.6
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 57,316: 3,035 2,600 550 53,188 53,438 56,773 56,588: 543 728
Old : 57,316: 3,035 2,600 550 53,188 53,438 56,773 56,588: 543 728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 3,943: 1,120 300 0 2,760 3,460 3,880 3,760: 63 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.5 1.0 92.8 93.2 99.1 98.7: 0.9 1.3
Old : 100.0: 5.3 4.5 1.0 92.8 93.2 99.1 98.7: 0.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 1 21 17 24 20:
Old : 31: 3 2 1 21 17 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 81.1 74.6 92.9 57.0 79.4 73.4 89.5
Old : 57.6 81.1 74.6 92.9 57.0 79.4 73.4 89.5
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 79,229: 0 885 1,058 77,981 77,286 79,039 79,229: 190 0
Old : 79,229: 0 885 1,058 77,981 77,286 79,039 79,229: 190 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,250: -558 155 289 1,492 809 1,223 1,253: 27 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 1.3 98.4 97.5 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 1.1 1.3 98.4 97.5 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 : 36: 0 3 1 28 27 29 30:
Old : 36: 0 3 1 28 27 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 58.2 76.9 78.7 56.5 50.5 71.5 68.6
Old : 58.1 58.2 76.9 78.7 56.5 50.5 71.5 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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 118,683: 2,858 5,443 2,470 113,150 110,760 118,478 118,673: 205 10
Old : 118,683: 2,858 5,443 2,470 113,150 110,760 118,478 118,673: 205 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,622: 842 965 89 1,779 1,568 2,710 2,622: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.6 2.1 95.3 93.3 99.8 100.0: 0.2 0.0
Old : 100.0: 2.4 4.6 2.1 95.3 93.3 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 : 48: 5 8 5 27 27 36 36:
Old : 48: 5 8 5 27 27 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 44.9 78.5 66.9 52.7 42.8 69.1 60.2
Old : 56.4 44.9 78.5 66.9 52.7 42.8 69.1 60.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 51,845: 200 225 25 51,620 51,595 51,845 51,845: 0 0
Old : 51,845: 200 225 25 51,620 51,595 51,845 51,845: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 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 0.4 0.0 99.6 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.4 0.0 99.6 99.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 1 13 15 15 18:
Old : 26: 1 3 1 13 15 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 : 92.7 88.3 98.1 97.0 90.5 87.0 92.9 91.5
Old : 92.7 88.3 98.1 97.0 90.5 87.0 92.9 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 40,178: 2,680 2,525 500 36,228 37,078 39,408 40,103: 770 75
Old : 40,178: 2,680 2,525 500 36,228 37,078 39,408 40,103: 770 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,329: -50 1,000 0 1,364 329 1,314 1,329: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.3 1.2 90.2 92.3 98.1 99.8: 1.9 0.2
Old : 100.0: 6.7 6.3 1.2 90.2 92.3 98.1 99.8: 1.9 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 : 28: 3 3 2 21 19 25 23:
Old : 28: 3 3 2 21 19 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 : 51.9 53.3 73.8 76.4 30.2 31.0 39.9 42.2
Old : 51.9 53.3 73.8 76.4 30.2 31.0 39.9 42.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 43,842: 8,337 4,700 570 34,469 38,544 43,376 43,814: 466 28
Old : 43,842: 8,337 4,700 570 34,469 38,544 43,376 43,814: 466 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,428: -281 1,200 -60 1,768 280 1,427 1,420: 1 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 10.7 1.3 78.6 87.9 98.9 99.9: 1.1 0.1
Old : 100.0: 19.0 10.7 1.3 78.6 87.9 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 3 2 24 22 33 27:
Old : 37: 9 3 2 24 22 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 40.9 61.3 68.3 33.0 32.3 47.6 52.8
Old : 42.4 40.9 61.3 68.3 33.0 32.3 47.6 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 39,493: 20 2,388 52 39,322 36,633 39,394 39,073: 99 420
Old : 39,493: 20 2,388 52 39,322 36,633 39,394 39,073: 99 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 382: 10 -98 0 372 470 382 372: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.0 0.1 99.6 92.8 99.7 98.9: 0.3 1.1
Old : 100.0: 0.1 6.0 0.1 99.6 92.8 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 : 24: 1 4 2 15 15 17 20:
Old : 24: 1 4 2 15 15 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 79.7 88.1 91.9 63.9 73.5 82.7 82.1
Old : 64.3 79.7 88.1 91.9 63.9 73.5 82.7 82.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 32,374: 0 1,705 0 32,314 30,239 32,314 31,944: 60 430
Old : 32,374: 0 1,705 0 32,314 30,239 32,314 31,944: 60 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 270: 0 270 0 270 0 270 270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 99.8 93.4 99.8 98.7: 0.2 1.3
Old : 100.0: 0.0 5.3 0.0 99.8 93.4 99.8 98.7: 0.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 14 12 14 14:
Old : 21: 0 2 0 14 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 81.6 90.2 93.5 67.4 79.0 84.4 88.2
Old : 68.2 81.6 90.2 93.5 67.4 79.0 84.4 88.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,388: 865 1,775 100 33,117 32,493 34,082 34,368: 306 20
Old : 34,388: 865 1,775 100 33,117 32,493 34,082 34,368: 306 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 230: 20 -530 30 360 720 410 220: -180 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.2 0.3 96.3 94.5 99.1 99.9: 0.9 0.1
Old : 100.0: 2.5 5.2 0.3 96.3 94.5 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 : 35: 3 3 3 22 21 27 26:
Old : 35: 3 3 3 22 21 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 56.9 79.0 76.7 60.6 55.3 73.6 74.8
Old : 65.2 56.9 79.0 76.7 60.6 55.3 73.6 74.8
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,749: 500 145 125 21,735 22,419 22,360 22,689: 389 60
Old : 22,749: 500 145 125 21,735 22,419 22,360 22,689: 389 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 240: 0 0 0 240 240 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.6 0.5 95.5 98.5 98.3 99.7: 1.7 0.3
Old : 100.0: 2.2 0.6 0.5 95.5 98.5 98.3 99.7: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 1 18 19 21 20:
Old : 28: 2 1 1 18 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 68.3 85.0 86.9 63.0 67.9 78.7 85.1
Old : 66.3 68.3 85.0 86.9 63.0 67.9 78.7 85.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 51,810: 1,206 6,942 292 50,217 44,509 51,715 51,743: 95 67
Old : 51,810: 1,206 6,942 292 50,217 44,509 51,715 51,743: 95 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -319: -508 -438 -62 250 180 -319 -319: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 13.4 0.6 96.9 85.9 99.8 99.9: 0.2 0.1
Old : 100.0: 2.3 13.4 0.6 96.9 85.9 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 4 4 27 24 35 30:
Old : 40: 6 4 4 27 24 35 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 : 54.1 58.0 72.8 76.3 41.5 54.8 55.2 64.9
Old : 54.1 58.0 72.8 76.3 41.5 54.8 55.2 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 41,911: 92 2,960 160 41,309 38,743 41,561 41,863: 350 48
Old : 41,911: 92 2,960 160 41,309 38,743 41,561 41,863: 350 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -1,275: 52 -350 0 -1,325 -925 -1,273 -1,275: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 7.1 0.4 98.6 92.4 99.2 99.9: 0.8 0.1
Old : 100.0: 0.2 7.1 0.4 98.6 92.4 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 3 2 24 19 27 23:
Old : 31: 2 3 2 24 19 27 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 : 52.0 67.3 76.0 88.2 45.2 64.0 64.1 76.1
Old : 52.0 67.3 76.0 88.2 45.2 64.0 64.1 76.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,116: 2,450 530 25 19,373 21,543 21,848 22,098: 268 18
Old : 22,116: 2,450 530 25 19,373 21,543 21,848 22,098: 268 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 350: 0 0 0 350 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.4 0.1 87.6 97.4 98.8 99.9: 1.2 0.1
Old : 100.0: 11.1 2.4 0.1 87.6 97.4 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: 2 2 1 13 15 15 18:
Old : 26: 2 2 1 13 15 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 : 71.0 73.5 94.8 93.1 59.5 71.0 79.4 82.4
Old : 71.0 73.5 94.8 93.1 59.5 71.0 79.4 82.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,415: 870 1,250 0 17,450 17,165 18,320 18,415: 95 0
Old : 18,415: 870 1,250 0 17,450 17,165 18,320 18,415: 95 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 250: 0 200 0 250 50 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.8 0.0 94.8 93.2 99.5 100.0: 0.5 0.0
Old : 100.0: 4.7 6.8 0.0 94.8 93.2 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 : 23: 2 3 0 15 9 17 12:
Old : 23: 2 3 0 15 9 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 86.3 83.4 98.4 50.4 81.3 73.4 86.3
Old : 57.5 86.3 83.4 98.4 50.4 81.3 73.4 86.3
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,395: 705 4,800 50 20,430 16,545 21,185 21,395: 210 0
Old : 21,395: 705 4,800 50 20,430 16,545 21,185 21,395: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 460: 105 200 0 350 260 455 460: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 22.4 0.2 95.5 77.3 99.0 100.0: 1.0 0.0
Old : 100.0: 3.3 22.4 0.2 95.5 77.3 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 1 17 9 20 12:
Old : 25: 2 3 1 17 9 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 90.0 82.7 98.0 54.6 87.3 78.0 92.1
Old : 57.3 90.0 82.7 98.0 54.6 87.3 78.0 92.1
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, June 19, 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 : 250,440: 1,148 10,324 23,833 224,821 216,283 249,802 250,440: 638 0
Old : 250,440: 1,148 10,324 23,833 224,821 216,283 249,802 250,440: 638 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -5,806: 601 -120 -1,192 -5,233 -4,494 -5,824 -5,806: 17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.1 9.5 89.8 86.4 99.7 100.0: 0.3 0.0
Old : 100.0: 0.5 4.1 9.5 89.8 86.4 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 : 22: 1 2 3 15 16 18 19:
Old : 22: 1 2 3 15 16 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 58.2 88.3 82.3 45.2 43.0 46.9 46.5
Old : 71.2 58.2 88.3 82.3 45.2 43.0 46.9 46.5
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,560: 840 0 0 22,485 23,555 23,325 23,555: 235 5
Old : 23,560: 840 0 0 22,485 23,555 23,325 23,555: 235 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,375: 120 0 0 1,200 1,430 1,320 1,430: 55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 95.4 100.0 99.0 100.0: 1.0 0.0
Old : 100.0: 3.6 0.0 0.0 95.4 100.0 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 12 14 13 14:
Old : 21: 1 0 0 12 14 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 72.6 91.6 89.7 69.1 66.9 82.1 80.6
Old : 74.4 72.6 91.6 89.7 69.1 66.9 82.1 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,225: 850 25 100 19,964 21,100 20,914 21,225: 311 0
Old : 21,225: 850 25 100 19,964 21,100 20,914 21,225: 311 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 325: 0 0 0 325 325 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.1 0.5 94.1 99.4 98.5 100.0: 1.5 0.0
Old : 100.0: 4.0 0.1 0.5 94.1 99.4 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 : 25: 3 1 1 14 13 18 14:
Old : 25: 3 1 1 14 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 71.3 89.0 93.8 71.6 67.1 82.6 85.7
Old : 75.0 71.3 89.0 93.8 71.6 67.1 82.6 85.7
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,870: 850 25 100 15,693 16,745 16,643 16,870: 227 0
Old : 16,870: 850 25 100 15,693 16,745 16,643 16,870: 227 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.1 0.6 93.0 99.3 98.7 100.0: 1.3 0.0
Old : 100.0: 5.0 0.1 0.6 93.0 99.3 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 : 23: 3 1 1 14 11 18 12:
Old : 23: 3 1 1 14 11 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 75.4 87.2 97.1 65.2 64.0 75.0 80.2
Old : 71.7 75.4 87.2 97.1 65.2 64.0 75.0 80.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,915: 600 4,375 125 9,895 6,330 10,620 10,830: 295 85
Old : 10,915: 600 4,375 125 9,895 6,330 10,620 10,830: 295 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 40.1 1.1 90.7 58.0 97.3 99.2: 2.7 0.8
Old : 100.0: 5.5 40.1 1.1 90.7 58.0 97.3 99.2: 2.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 14 10 16 13:
Old : 21: 1 3 1 14 10 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 66.7 81.9 88.2 46.6 59.4 63.5 69.6
Old : 59.9 66.7 81.9 88.2 46.6 59.4 63.5 69.6
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,585: 600 1,325 75 6,685 6,100 7,360 7,500: 225 85
Old : 7,585: 600 1,325 75 6,685 6,100 7,360 7,500: 225 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 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 17.5 1.0 88.1 80.4 97.0 98.9: 3.0 1.1
Old : 100.0: 7.9 17.5 1.0 88.1 80.4 97.0 98.9: 3.0 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 : 21: 1 3 1 13 10 15 13:
Old : 21: 1 3 1 13 10 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 53.3 81.9 84.0 51.5 49.8 67.2 70.2
Old : 52.0 53.3 81.9 84.0 51.5 49.8 67.2 70.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,096: 1,175 2,570 455 39,919 39,071 41,549 42,096: 547 0
Old : 42,096: 1,175 2,570 455 39,919 39,071 41,549 42,096: 547 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,385: 0 -200 200 1,185 1,385 1,385 1,385: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 6.1 1.1 94.8 92.8 98.7 100.0: 1.3 0.0
Old : 100.0: 2.8 6.1 1.1 94.8 92.8 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 : 29: 2 2 1 18 15 21 17:
Old : 29: 2 2 1 18 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 91.1 81.5 97.8 60.4 89.7 78.5 93.9
Old : 62.3 91.1 81.5 97.8 60.4 89.7 78.5 93.9
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,077: 1,175 2,570 455 38,898 38,052 40,528 41,077: 549 0
Old : 41,077: 1,175 2,570 455 38,898 38,052 40,528 41,077: 549 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 297: 0 -200 200 97 297 297 297: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 6.3 1.1 94.7 92.6 98.7 100.0: 1.3 0.0
Old : 100.0: 2.9 6.3 1.1 94.7 92.6 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 : 30: 2 2 1 19 16 22 18:
Old : 30: 2 2 1 19 16 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 : 60.1 88.9 80.0 96.0 59.0 87.5 76.5 92.4
Old : 60.1 88.9 80.0 96.0 59.0 87.5 76.5 92.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 114,583: 6,679 2,344 3,601 104,055 108,361 114,335 114,306: 248 277
Old : 114,583: 6,679 2,344 3,601 104,055 108,361 114,335 114,306: 248 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,352: 265 1,000 0 1,102 340 1,367 1,340: -15 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.0 3.1 90.8 94.6 99.8 99.8: 0.2 0.2
Old : 100.0: 5.8 2.0 3.1 90.8 94.6 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: 11 3 7 32 28 44 37:
Old : 52: 11 3 7 32 28 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 52.6 62.7 76.5 42.7 45.1 58.1 63.1
Old : 44.1 52.6 62.7 76.5 42.7 45.1 58.1 63.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 136,257: 12,719 4,359 2,113 121,100 129,785 135,932 136,257: 325 0
Old : 136,257: 12,719 4,359 2,113 121,100 129,785 135,932 136,257: 325 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 4,109: 65 1,550 212 3,752 2,347 4,029 4,109: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 3.2 1.6 88.9 95.3 99.8 100.0: 0.2 0.0
Old : 100.0: 9.3 3.2 1.6 88.9 95.3 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: 11 5 8 36 32 48 44:
Old : 58: 11 5 8 36 32 48 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 : 40.1 54.9 59.9 78.1 38.8 52.1 57.6 68.0
Old : 40.1 54.9 59.9 78.1 38.8 52.1 57.6 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 275,927: 26,653 37,088 22,176 226,459 216,492 275,288 275,756: 639 170
Old : 275,927: 26,653 37,088 22,176 226,459 216,492 275,288 275,756: 639 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -811: 128 1,824 179 -1,283 -2,961 -976 -958: 165 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 13.4 8.0 82.1 78.5 99.8 99.9: 0.2 0.1
Old : 100.0: 9.7 13.4 8.0 82.1 78.5 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 : 87: 25 13 19 41 45 74 69:
Old : 87: 25 13 19 41 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 : 29.8 39.5 51.8 58.2 21.6 29.8 33.6 39.0
Old : 29.8 39.5 51.8 58.2 21.6 29.8 33.6 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,778: 2,278 625 175 29,152 30,978 31,605 31,778: 173 0
Old : 31,778: 2,278 625 175 29,152 30,978 31,605 31,778: 173 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 50: 0 200 0 140 -150 140 50: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.0 0.6 91.7 97.5 99.5 100.0: 0.5 0.0
Old : 100.0: 7.2 2.0 0.6 91.7 97.5 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 : 27: 2 3 1 21 8 23 12:
Old : 27: 2 3 1 21 8 23 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 94.2 77.3 98.1 52.0 90.7 76.3 92.4
Old : 53.0 94.2 77.3 98.1 52.0 90.7 76.3 92.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,621: 1,358 580 695 28,293 29,346 30,346 30,621: 275 0
Old : 30,621: 1,358 580 695 28,293 29,346 30,346 30,621: 275 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 130: 0 200 0 118 -70 118 130: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.9 2.3 92.4 95.8 99.1 100.0: 0.9 0.0
Old : 100.0: 4.4 1.9 2.3 92.4 95.8 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 : 26: 2 3 2 20 8 23 12:
Old : 26: 2 3 2 20 8 23 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 93.0 81.3 98.1 56.5 90.3 80.7 92.4
Old : 57.1 93.0 81.3 98.1 56.5 90.3 80.7 92.4
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, June 19, 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 : 3,831: 99 392 101 2,961 2,554 3,161 3,047: 670 784
Old : 3,831: 99 392 101 2,961 2,554 3,161 3,047: 670 784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 112: 0 94 12 61 21 73 127: 39 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 10.2 2.6 77.3 66.7 82.5 79.5: 17.5 20.5
Old : 100.0: 2.6 10.2 2.6 77.3 66.7 82.5 79.5: 17.5 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 4 5 18 19 23 26:
Old : 26: 3 4 5 18 19 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 : 45.3 34.0 62.1 49.9 39.2 28.0 45.4 37.0
Old : 45.3 34.0 62.1 49.9 39.2 28.0 45.4 37.0
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, June 19, 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 : 38,650: 3,887 1,296 763 33,646 36,358 38,296 38,417: 354 233
Old : 38,650: 3,887 1,296 763 33,646 36,358 38,296 38,417: 354 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -6: 19 45 -68 88 37 39 14: -45 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.4 2.0 87.1 94.1 99.1 99.4: 0.9 0.6
Old : 100.0: 10.1 3.4 2.0 87.1 94.1 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 3 6 30 30 39 37:
Old : 46: 7 3 6 30 30 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 55.0 68.7 73.4 39.3 49.1 51.3 58.8
Old : 54.6 55.0 68.7 73.4 39.3 49.1 51.3 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 15,282: 568 526 192 14,433 14,014 15,193 14,732: 89 550
Old : 15,282: 568 526 192 14,433 14,014 15,193 14,732: 89 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 600: -5 90 0 630 565 625 655: -25 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.4 1.3 94.4 91.7 99.4 96.4: 0.6 3.6
Old : 100.0: 3.7 3.4 1.3 94.4 91.7 99.4 96.4: 0.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 4 4 22 25 26 31:
Old : 31: 2 4 4 22 25 26 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 : 62.9 48.0 81.6 68.2 31.4 25.4 41.8 34.8
Old : 62.9 48.0 81.6 68.2 31.4 25.4 41.8 34.8
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, June 19, 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 : 11,092: 279 727 360 10,021 9,715 10,660 10,802: 432 290
Old : 11,092: 279 727 360 10,021 9,715 10,660 10,802: 432 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 8: 0 -11 -25 33 44 8 8: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 6.6 3.2 90.3 87.6 96.1 97.4: 3.9 2.6
Old : 100.0: 2.5 6.6 3.2 90.3 87.6 96.1 97.4: 3.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 3 5 29 31 36 36:
Old : 49: 4 3 5 29 31 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 34.2 73.9 53.9 52.9 32.6 61.5 47.3
Old : 64.1 34.2 73.9 53.9 52.9 32.6 61.5 47.3
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, June 19, 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 : 18,052: 299 1,145 397 17,286 16,340 17,982 17,882: 70 170
Old : 18,052: 299 1,145 397 17,286 16,340 17,982 17,882: 70 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 601: 0 75 87 514 439 601 601: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.3 2.2 95.8 90.5 99.6 99.1: 0.4 0.9
Old : 100.0: 1.7 6.3 2.2 95.8 90.5 99.6 99.1: 0.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 4 2 19 26 22 31:
Old : 38: 2 4 2 19 26 22 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 42.2 83.5 64.1 50.1 35.7 60.1 49.5
Old : 64.4 42.2 83.5 64.1 50.1 35.7 60.1 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, June 19, 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 : 73,718: 6,774 5,247 5,207 61,628 62,830 73,609 73,284: 109 434
Old : 73,718: 6,774 5,247 5,207 61,628 62,830 73,609 73,284: 109 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,839: -585 149 198 2,248 1,489 1,862 1,836: -23 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.1 7.1 83.6 85.2 99.9 99.4: 0.1 0.6
Old : 100.0: 9.2 7.1 7.1 83.6 85.2 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 : 98: 16 15 26 58 58 87 87:
Old : 98: 16 15 26 58 58 87 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 26.3 44.4 43.6 18.1 21.7 28.6 32.2
Old : 28.4 26.3 44.4 43.6 18.1 21.7 28.6 32.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 39,335: 2,600 0 0 36,735 39,335 39,335 39,335: 0 0
Old : 39,335: 2,600 0 0 36,735 39,335 39,335 39,335: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -4,954: -90 0 -60 -4,804 -4,894 -4,954 -4,954: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.0 93.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.6 0.0 0.0 93.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 0 0 22 24 24 24:
Old : 36: 2 0 0 22 24 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 : 42.3 47.0 68.3 76.1 35.8 42.3 54.1 59.6
Old : 42.3 47.0 68.3 76.1 35.8 42.3 54.1 59.6
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 16,235: 2,595 10 545 13,005 15,630 16,145 16,185: 90 50
Old : 16,235: 2,595 10 545 13,005 15,630 16,145 16,185: 90 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,150: 585 -45 -5 570 1,200 1,150 1,150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 0.1 3.4 80.1 96.3 99.4 99.7: 0.6 0.3
Old : 100.0: 16.0 0.1 3.4 80.1 96.3 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 3 19 21 24 24:
Old : 32: 4 1 3 19 21 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 : 62.1 61.5 81.0 77.5 58.6 57.3 74.4 68.6
Old : 62.1 61.5 81.0 77.5 58.6 57.3 74.4 68.6
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 200,046: 0 0 0 187,716 186,099 187,716 186,099: 12,330 13,947
Old : 200,046: 0 0 0 187,716 186,099 187,716 186,099: 12,330 13,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 11,353: -3,729 0 0 11,424 10,408 7,695 10,408: 3,658 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.8 93.0 93.8 93.0: 6.2 7.0
Old : 100.0: 0.0 0.0 0.0 93.8 93.0 93.8 93.0: 6.2 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 : 20: 0 0 0 13 13 13 13:
Old : 20: 0 0 0 13 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 59.3 87.0 83.1 49.2 59.0 77.3 81.5
Old : 58.7 59.3 87.0 83.1 49.2 59.0 77.3 81.5
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 16,582: 3,105 1,081 1,595 6,801 12,281 11,501 14,957: 5,081 1,625
Old : 16,582: 3,105 1,081 1,595 6,801 12,281 11,501 14,957: 5,081 1,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -678: -3,357 0 -205 3,317 -171 -245 -376: -433 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.5 9.6 41.0 74.1 69.4 90.2: 30.6 9.8
Old : 100.0: 18.7 6.5 9.6 41.0 74.1 69.4 90.2: 30.6 9.8
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 : 22: 4 3 5 7 14 13 20:
Old : 22: 4 3 5 7 14 13 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 : 47.0 50.3 62.8 67.1 42.5 49.0 51.5 64.0
Old : 47.0 50.3 62.8 67.1 42.5 49.0 51.5 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2018