NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 38,316: 7,510 24,666 145 30,661 13,505 38,316 38,316: 0 0
Old : 38,316: 7,510 24,666 145 30,661 13,505 38,316 38,316: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 0: 0 -175 100 -100 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 64.4 0.4 80.0 35.2 100.0 100.0: 0.0 0.0
Old : 100.0: 19.6 64.4 0.4 80.0 35.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 11 2 12 7 17 18:
Old : 30: 3 11 2 12 7 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 62.8 96.3 90.4 72.1 62.6 96.3 89.0
Old : 72.1 62.8 96.3 90.4 72.1 62.6 96.3 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 19,842: 823 3,443 0 18,979 16,383 19,802 19,826: 40 16
Old : 19,842: 823 3,443 0 18,979 16,383 19,802 19,826: 40 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 35: 100 750 0 -65 -715 35 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 17.4 0.0 95.7 82.6 99.8 99.9: 0.2 0.1
Old : 100.0: 4.1 17.4 0.0 95.7 82.6 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 3 0 7 10 12 13:
Old : 21: 5 3 0 7 10 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.9 65.1 98.5 96.4 80.2 65.1 88.8 89.5
Old : 89.9 65.1 98.5 96.4 80.2 65.1 88.8 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 60,722: 8,652 10,321 3,415 48,635 46,986 60,701 60,722: 21 0
Old : 60,722: 8,652 10,321 3,415 48,635 46,986 60,701 60,722: 21 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 728: -49 -506 865 -88 368 728 728: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.0 5.6 80.1 77.4 100.0 100.0: 0.0 0.0
Old : 100.0: 14.2 17.0 5.6 80.1 77.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 6 9 15 13 31 24:
Old : 38: 12 6 9 15 13 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 50.0 77.5 79.1 52.4 48.7 66.1 67.6
Old : 63.0 50.0 77.5 79.1 52.4 48.7 66.1 67.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 46,172: 9,043 22,948 787 36,342 22,437 46,172 46,172: 0 0
Old : 46,172: 9,043 22,948 787 36,342 22,437 46,172 46,172: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 25: -45 -170 70 0 125 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 49.7 1.7 78.7 48.6 100.0 100.0: 0.0 0.0
Old : 100.0: 19.6 49.7 1.7 78.7 48.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 9 1 10 7 15 17:
Old : 28: 5 9 1 10 7 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 73.7 93.0 90.7 69.8 72.8 93.0 89.6
Old : 69.8 73.7 93.0 90.7 69.8 72.8 93.0 89.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 41,662: 8,232 29,300 0 33,430 12,362 41,662 41,662: 0 0
Old : 41,662: 8,232 29,300 0 33,430 12,362 41,662 41,662: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 900: 0 800 0 900 100 900 900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 70.3 0.0 80.2 29.7 100.0 100.0: 0.0 0.0
Old : 100.0: 19.8 70.3 0.0 80.2 29.7 100.0 100.0: 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 : 26: 3 9 0 11 7 14 16:
Old : 26: 3 9 0 11 7 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 : 76.0 69.9 94.0 89.4 76.0 68.2 94.0 85.7
Old : 76.0 69.9 94.0 89.4 76.0 68.2 94.0 85.7
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 29,422: 9,300 14,248 0 20,122 15,174 29,422 29,422: 0 0
Old : 29,422: 9,300 14,248 0 20,122 15,174 29,422 29,422: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -256: 0 -500 0 -256 244 -256 -256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 48.4 0.0 68.4 51.6 100.0 100.0: 0.0 0.0
Old : 100.0: 31.6 48.4 0.0 68.4 51.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 4 0 12 8 15 12:
Old : 24: 3 4 0 12 8 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 70.9 92.1 96.7 74.8 70.9 92.1 96.7
Old : 74.8 70.9 92.1 96.7 74.8 70.9 92.1 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 32,570: 7,620 17,725 100 24,850 14,745 32,570 32,570: 0 0
Old : 32,570: 7,620 17,725 100 24,850 14,745 32,570 32,570: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -6: 0 0 0 -6 -6 -6 -6: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 54.4 0.3 76.3 45.3 100.0 100.0: 0.0 0.0
Old : 100.0: 23.4 54.4 0.3 76.3 45.3 100.0 100.0: 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 : 26: 4 7 1 9 9 14 16:
Old : 26: 4 7 1 9 9 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 : 56.1 66.0 87.2 88.1 52.0 66.0 82.4 86.6
Old : 56.1 66.0 87.2 88.1 52.0 66.0 82.4 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 21,995: 5,920 4,155 0 16,075 17,840 21,995 21,995: 0 0
Old : 21,995: 5,920 4,155 0 16,075 17,840 21,995 21,995: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 18.9 0.0 73.1 81.1 100.0 100.0: 0.0 0.0
Old : 100.0: 26.9 18.9 0.0 73.1 81.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 4 0 9 5 14 9:
Old : 23: 5 4 0 9 5 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 91.8 91.4 99.5 60.9 91.8 91.4 99.5
Old : 60.9 91.8 91.4 99.5 60.9 91.8 91.4 99.5
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, July 10, 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: July 3, 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
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 14,900: 8,450 1,950 0 6,450 12,950 14,900 14,900: 0 0
Old : 14,900: 8,450 1,950 0 6,450 12,950 14,900 14,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 13.1 0.0 43.3 86.9 100.0 100.0: 0.0 0.0
Old : 100.0: 56.7 13.1 0.0 43.3 86.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 2 0 8 4 14 6:
Old : 20: 6 2 0 8 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 : 77.2 96.5 92.3 100.0 77.2 96.5 92.3 100.0
Old : 77.2 96.5 92.3 100.0 77.2 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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 25,140: 7,250 16,190 0 17,890 8,950 25,140 25,140: 0 0
Old : 25,140: 7,250 16,190 0 17,890 8,950 25,140 25,140: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 0: 100 -100 0 -100 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 64.4 0.0 71.2 35.6 100.0 100.0: 0.0 0.0
Old : 100.0: 28.8 64.4 0.0 71.2 35.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 8 0 8 5 11 13:
Old : 23: 3 8 0 8 5 11 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 : 84.2 85.5 97.5 97.9 84.2 85.5 97.5 97.9
Old : 84.2 85.5 97.5 97.9 84.2 85.5 97.5 97.9
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, July 10, 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 : 23,867: 3,033 3,038 789 20,045 20,040 23,867 23,867: 0 0
Old : 23,867: 3,033 3,038 789 20,045 20,040 23,867 23,867: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 30: 100 -2 -103 33 134 30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 12.7 3.3 84.0 84.0 100.0 100.0: 0.0 0.0
Old : 100.0: 12.7 12.7 3.3 84.0 84.0 100.0 100.0: 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 : 28: 2 4 2 18 13 21 18:
Old : 28: 2 4 2 18 13 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 : 61.4 65.3 88.8 92.9 55.0 56.0 66.3 66.3
Old : 61.4 65.3 88.8 92.9 55.0 56.0 66.3 66.3
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 16,194: 2,817 981 1,750 11,377 13,343 15,944 16,074: 250 120
Old : 16,194: 2,817 981 1,750 11,377 13,343 15,944 16,074: 250 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 150: 25 -130 130 -5 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 6.1 10.8 70.3 82.4 98.5 99.3: 1.5 0.7
Old : 100.0: 17.4 6.1 10.8 70.3 82.4 98.5 99.3: 1.5 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 : 32: 4 3 5 18 23 25 28:
Old : 32: 4 3 5 18 23 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 43.8 76.8 70.8 40.4 30.9 51.0 42.9
Old : 53.2 43.8 76.8 70.8 40.4 30.9 51.0 42.9
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 21,874: 1,005 4,836 1,816 18,749 15,057 21,570 21,709: 304 165
Old : 21,874: 1,005 4,836 1,816 18,749 15,057 21,570 21,709: 304 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -22: 0 -115 0 -47 68 -47 -47: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 22.1 8.3 85.7 68.8 98.6 99.2: 1.4 0.8
Old : 100.0: 4.6 22.1 8.3 85.7 68.8 98.6 99.2: 1.4 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 : 37: 4 3 2 26 18 32 21:
Old : 37: 4 3 2 26 18 32 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 : 41.3 54.2 59.6 82.8 36.3 36.3 48.2 53.0
Old : 41.3 54.2 59.6 82.8 36.3 36.3 48.2 53.0
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,266,201: 414,713 79,017 623,595 4,190,052 4,552,582 5,228,360 5,255,194: 37,841 11,007
Old : 5,266,201: 414,713 79,017 623,595 4,190,052 4,552,582 5,228,360 5,255,194: 37,841 11,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 34,268: -40,438 -13,409 21,787 55,814 26,813 37,163 35,191: -2,895 -923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.5 11.8 79.6 86.4 99.3 99.8: 0.7 0.2
Old : 100.0: 7.9 1.5 11.8 79.6 86.4 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 : 216: 50 19 49 135 110 198 165:
Old : 216: 50 19 49 135 110 198 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 39.4 42.3 55.2 23.6 37.9 35.7 51.9
Old : 25.2 39.4 42.3 55.2 23.6 37.9 35.7 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 754,272: 29,379 52,649 360,134 359,142 339,417 748,655 752,200: 5,616 2,071
Old : 754,272: 29,379 52,649 360,134 359,142 339,417 748,655 752,200: 5,616 2,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 33,263: -785 -4,684 26,241 7,816 11,672 33,272 33,229: -8 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 7.0 47.7 47.6 45.0 99.3 99.7: 0.7 0.3
Old : 100.0: 3.9 7.0 47.7 47.6 45.0 99.3 99.7: 0.7 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 : 81: 17 9 21 49 49 74 71:
Old : 81: 17 9 21 49 49 74 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 57.3 71.8 72.8 5.8 8.6 8.6 10.1
Old : 53.1 57.3 71.8 72.8 5.8 8.6 8.6 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 258,624: 0 6,081 0 248,197 247,714 248,197 253,795: 10,427 4,829
Old : 258,624: 0 6,081 0 248,197 247,714 248,197 253,795: 10,427 4,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -11,489: 0 -838 -1,214 -8,886 -7,980 -10,100 -10,032: -1,389 -1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 96.0 95.8 96.0 98.1: 4.0 1.9
Old : 100.0: 0.0 2.4 0.0 96.0 95.8 96.0 98.1: 4.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 3 0 29 25 29 28:
Old : 38: 0 3 0 29 25 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 59.4 69.7 79.4 43.8 51.4 57.4 66.1
Old : 54.6 59.4 69.7 79.4 43.8 51.4 57.4 66.1
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, July 10, 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 : 113,700: 2,404 0 4,959 102,595 103,969 109,958 108,928: 3,742 4,772
Old : 113,700: 2,404 0 4,959 102,595 103,969 109,958 108,928: 3,742 4,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -9,802: -2,008 -31 -762 -6,412 -6,678 -9,182 -7,471: -620 -2,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 4.4 90.2 91.4 96.7 95.8: 3.3 4.2
Old : 100.0: 2.1 0.0 4.4 90.2 91.4 96.7 95.8: 3.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 2 23 25 25 27:
Old : 31: 2 0 2 23 25 25 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 : 63.6 55.1 80.3 75.2 53.1 45.6 59.3 52.5
Old : 63.6 55.1 80.3 75.2 53.1 45.6 59.3 52.5
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, July 10, 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 : 366,830: 2,113 6,830 2,465 353,473 352,273 358,051 361,568: 8,779 5,262
Old : 366,830: 2,113 6,830 2,465 353,473 352,273 358,051 361,568: 8,779 5,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -16,587: 215 -818 -398 -15,213 -11,201 -15,396 -12,417: -1,191 -4,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.9 0.7 96.4 96.0 97.6 98.6: 2.4 1.4
Old : 100.0: 0.6 1.9 0.7 96.4 96.0 97.6 98.6: 2.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 4 3 28 30 31 37:
Old : 43: 3 4 3 28 30 31 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 61.7 87.0 79.5 68.5 59.4 74.2 72.2
Old : 75.5 61.7 87.0 79.5 68.5 59.4 74.2 72.2
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, July 10, 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 : 866,390: 4,067 6,946 8,931 843,106 847,358 856,104 863,235: 10,286 3,155
Old : 866,390: 4,067 6,946 8,931 843,106 847,358 856,104 863,235: 10,286 3,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -37,007: 362 -62 -273 -31,732 -18,402 -31,643 -18,737: -5,364 -18,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.8 1.0 97.3 97.8 98.8 99.6: 1.2 0.4
Old : 100.0: 0.5 0.8 1.0 97.3 97.8 98.8 99.6: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 1 2 44 28 48 30:
Old : 49: 3 1 2 44 28 48 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 : 36.6 69.7 61.0 91.5 34.3 69.6 57.0 89.2
Old : 36.6 69.7 61.0 91.5 34.3 69.6 57.0 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 442,986: 0 2,866 154 417,117 432,225 417,271 435,245: 25,715 7,741
Old : 442,986: 0 2,866 154 417,117 432,225 417,271 435,245: 25,715 7,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -24,046: -2,324 -70 -57 -16,500 -23,983 -18,881 -24,110: -5,165 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 94.2 97.6 94.2 98.3: 5.8 1.7
Old : 100.0: 0.0 0.6 0.0 94.2 97.6 94.2 98.3: 5.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 0 1 1 39 42 40 43:
Old : 55: 0 1 1 39 42 40 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 : 49.5 36.5 67.3 54.7 46.9 30.7 55.7 46.4
Old : 49.5 36.5 67.3 54.7 46.9 30.7 55.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 506,625: 4,944 1,756 797 488,850 497,976 494,591 500,529: 12,034 6,096
Old : 506,625: 4,944 1,756 797 488,850 497,976 494,591 500,529: 12,034 6,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -26,161: -1,267 -209 -252 -20,032 -23,021 -21,551 -23,482: -4,610 -2,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.3 0.2 96.5 98.3 97.6 98.8: 2.4 1.2
Old : 100.0: 1.0 0.3 0.2 96.5 98.3 97.6 98.8: 2.4 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 40 42 44:
Old : 56: 4 2 4 36 40 42 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 : 60.1 47.4 82.7 69.7 55.2 47.3 73.7 67.0
Old : 60.1 47.4 82.7 69.7 55.2 47.3 73.7 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 295,543: 744 4,084 31 287,118 285,434 287,893 289,549: 7,650 5,994
Old : 295,543: 744 4,084 31 287,118 285,434 287,893 289,549: 7,650 5,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -18,226: 744 -3,160 -182 -11,172 -13,553 -10,610 -16,895: -7,616 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.4 0.0 97.1 96.6 97.4 98.0: 2.6 2.0
Old : 100.0: 0.3 1.4 0.0 97.1 96.6 97.4 98.0: 2.6 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 : 54: 1 2 1 41 36 42 39:
Old : 54: 1 2 1 41 36 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 38.6 59.0 64.1 39.4 33.3 55.1 52.6
Old : 39.4 38.6 59.0 64.1 39.4 33.3 55.1 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,902: 1,454 2,972 3,844 90,786 89,869 96,084 96,685: 4,818 4,217
Old : 100,902: 1,454 2,972 3,844 90,786 89,869 96,084 96,685: 4,818 4,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -8,187: -124 -634 -266 -4,700 -7,542 -5,090 -8,442: -3,097 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.9 3.8 90.0 89.1 95.2 95.8: 4.8 4.2
Old : 100.0: 1.4 2.9 3.8 90.0 89.1 95.2 95.8: 4.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 28 22 30 23:
Old : 33: 1 1 1 28 22 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 41.4 71.3 67.0 51.3 40.1 68.4 60.5
Old : 53.4 41.4 71.3 67.0 51.3 40.1 68.4 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,595: 0 496 0 42,301 42,758 42,301 43,254: 1,294 341
Old : 43,595: 0 496 0 42,301 42,758 42,301 43,254: 1,294 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -13,434: 0 -180 0 -9,276 -11,604 -9,276 -11,784: -4,158 -1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 97.0 98.1 97.0 99.2: 3.0 0.8
Old : 100.0: 0.0 1.1 0.0 97.0 98.1 97.0 99.2: 3.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 0 16 13 16 15:
Old : 30: 0 2 0 16 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 79.1 88.0 91.6 76.6 77.6 88.0 90.1
Old : 76.6 79.1 88.0 91.6 76.6 77.6 88.0 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 193,483: 0 736 1,773 181,127 186,185 182,900 188,694: 10,583 4,789
Old : 193,483: 0 736 1,773 181,127 186,185 182,900 188,694: 10,583 4,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -12,200: -799 -1,735 448 -13,060 -8,856 -13,411 -10,143: 1,211 -2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.9 93.6 96.2 94.5 97.5: 5.5 2.5
Old : 100.0: 0.0 0.4 0.9 93.6 96.2 94.5 97.5: 5.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 17 19 19 21:
Old : 27: 0 2 2 17 19 19 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 : 72.1 65.3 87.4 87.3 70.0 65.3 84.2 86.9
Old : 72.1 65.3 87.4 87.3 70.0 65.3 84.2 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 179,730: 0 3,071 0 168,504 168,030 168,504 171,101: 11,226 8,629
Old : 179,730: 0 3,071 0 168,504 168,030 168,504 171,101: 11,226 8,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -6,389: 0 -151 0 -5,423 -2,929 -5,423 -3,080: -966 -3,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 93.8 93.5 93.8 95.2: 6.2 4.8
Old : 100.0: 0.0 1.7 0.0 93.8 93.5 93.8 95.2: 6.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 2 0 26 23 26 25:
Old : 34: 0 2 0 26 23 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 63.9 73.0 84.3 50.5 63.8 68.7 77.9
Old : 51.6 63.9 73.0 84.3 50.5 63.8 68.7 77.9
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 192,674: 0 0 0 185,275 187,450 185,275 187,450: 7,399 5,224
Old : 192,674: 0 0 0 185,275 187,450 185,275 187,450: 7,399 5,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -7,010: 0 0 0 -5,615 -5,433 -5,615 -5,433: -1,395 -1,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.2 97.3 96.2 97.3: 3.8 2.7
Old : 100.0: 0.0 0.0 0.0 96.2 97.3 96.2 97.3: 3.8 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 : 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 : 69.6 69.9 90.8 88.9 65.7 69.5 85.9 86.3
Old : 69.6 69.9 90.8 88.9 65.7 69.5 85.9 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,745: 5,921 1,573 0 13,536 19,986 19,457 21,559: 2,288 186
Old : 21,745: 5,921 1,573 0 13,536 19,986 19,457 21,559: 2,288 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -14,595: -191 -415 -30 -13,640 -10,250 -13,861 -10,695: -734 -3,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 7.2 0.0 62.2 91.9 89.5 99.1: 10.5 0.9
Old : 100.0: 27.2 7.2 0.0 62.2 91.9 89.5 99.1: 10.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 0 13 15 14 17:
Old : 28: 1 2 0 13 15 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 58.8 77.4 79.8 60.1 58.8 76.2 75.3
Old : 60.4 58.8 77.4 79.8 60.1 58.8 76.2 75.3
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 560,577: 17,731 20,285 3,922 532,347 530,017 554,000 554,224: 6,577 6,353
Old : 560,577: 17,731 20,285 3,922 532,347 530,017 554,000 554,224: 6,577 6,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -34,694: -2,075 -4,564 -1,566 -20,242 -11,558 -23,883 -17,688: -10,811 -17,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.6 0.7 95.0 94.5 98.8 98.9: 1.2 1.1
Old : 100.0: 3.2 3.6 0.7 95.0 94.5 98.8 98.9: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 7 6 7 49 50 60 59:
Old : 77: 7 6 7 49 50 60 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 : 34.3 60.1 53.6 70.4 34.1 57.6 51.1 63.2
Old : 34.3 60.1 53.6 70.4 34.1 57.6 51.1 63.2
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 242,705: 0 5,044 463 235,482 232,166 235,945 237,673: 6,760 5,032
Old : 242,705: 0 5,044 463 235,482 232,166 235,945 237,673: 6,760 5,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -11,526: 0 -448 -287 -12,421 -8,055 -12,708 -8,790: 1,182 -2,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.2 97.0 95.7 97.2 97.9: 2.8 2.1
Old : 100.0: 0.0 2.1 0.2 97.0 95.7 97.2 97.9: 2.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 4 1 28 30 29 34:
Old : 40: 0 4 1 28 30 29 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 : 37.4 46.3 59.6 73.3 31.9 34.3 50.2 51.4
Old : 37.4 46.3 59.6 73.3 31.9 34.3 50.2 51.4
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 39,766: 523 0 0 38,686 38,748 39,209 38,748: 557 1,018
Old : 39,766: 523 0 0 38,686 38,748 39,209 38,748: 557 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -5,957: -480 -1,863 0 -3,590 -1,397 -4,070 -3,260: -1,887 -2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 97.3 97.4 98.6 97.4: 1.4 2.6
Old : 100.0: 1.3 0.0 0.0 97.3 97.4 98.6 97.4: 1.4 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 : 25: 1 0 0 15 14 16 14:
Old : 25: 1 0 0 15 14 16 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 : 65.3 70.9 84.1 90.9 63.2 66.8 79.1 84.2
Old : 65.3 70.9 84.1 90.9 63.2 66.8 79.1 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,174: 0 710 0 75,142 74,116 75,142 74,826: 7,032 7,348
Old : 82,174: 0 710 0 75,142 74,116 75,142 74,826: 7,032 7,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -8,084: -450 -867 -521 -7,052 -5,235 -8,023 -6,623: -61 -1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 91.4 90.2 91.4 91.1: 8.6 8.9
Old : 100.0: 0.0 0.9 0.0 91.4 90.2 91.4 91.1: 8.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 13 17 14:
Old : 21: 0 1 0 17 13 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 : 53.0 78.2 74.4 88.3 51.8 73.6 71.7 82.4
Old : 53.0 78.2 74.4 88.3 51.8 73.6 71.7 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 139,661: 1,840 1,288 0 130,418 136,192 132,258 137,480: 7,403 2,181
Old : 139,661: 1,840 1,288 0 130,418 136,192 132,258 137,480: 7,403 2,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -58,374: -17,670 -6,727 0 -33,258 -41,919 -50,928 -48,646: -7,446 -9,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.9 0.0 93.4 97.5 94.7 98.4: 5.3 1.6
Old : 100.0: 1.3 0.9 0.0 93.4 97.5 94.7 98.4: 5.3 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 : 22: 1 1 0 15 15 16 16:
Old : 22: 1 1 0 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 67.6 79.8 87.7 54.3 57.0 67.9 72.4
Old : 59.8 67.6 79.8 87.7 54.3 57.0 67.9 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 156,123: 19,572 8,370 0 133,035 146,823 152,607 155,193: 3,516 930
Old : 156,123: 19,572 8,370 0 133,035 146,823 152,607 155,193: 3,516 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -48,533: -6,390 -2,879 0 -35,347 -35,754 -41,737 -38,633: -6,796 -9,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 5.4 0.0 85.2 94.0 97.7 99.4: 2.3 0.6
Old : 100.0: 12.5 5.4 0.0 85.2 94.0 97.7 99.4: 2.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 6 0 26 32 31 38:
Old : 56: 5 6 0 26 32 31 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 57.5 71.6 73.4 44.7 51.9 61.0 61.6
Old : 50.1 57.5 71.6 73.4 44.7 51.9 61.0 61.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 170,928: 992 0 0 168,271 169,028 169,263 169,028: 1,665 1,900
Old : 170,928: 992 0 0 168,271 169,028 169,263 169,028: 1,665 1,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -16,018: -1,055 -570 -31 -10,781 -14,530 -11,867 -15,131: -4,151 -887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 98.4 98.9 99.0 98.9: 1.0 1.1
Old : 100.0: 0.6 0.0 0.0 98.4 98.9 99.0 98.9: 1.0 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 : 35: 1 0 0 21 20 22 20:
Old : 35: 1 0 0 21 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 84.5 87.1 94.0 74.2 81.8 83.6 89.2
Old : 75.4 84.5 87.1 94.0 74.2 81.8 83.6 89.2
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 269,229: 798 0 1,194 264,303 258,063 266,295 259,257: 2,934 9,972
Old : 269,229: 798 0 1,194 264,303 258,063 266,295 259,257: 2,934 9,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -8,526: 17 0 -31 -5,398 -7,146 -5,412 -7,177: -3,114 -1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.4 98.2 95.9 98.9 96.3: 1.1 3.7
Old : 100.0: 0.3 0.0 0.4 98.2 95.9 98.9 96.3: 1.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 0 2 35 31 37 33:
Old : 42: 2 0 2 35 31 37 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 : 47.9 41.7 64.2 66.1 45.7 32.7 57.7 50.1
Old : 47.9 41.7 64.2 66.1 45.7 32.7 57.7 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 13,127: 0 372 0 11,707 12,476 11,707 12,848: 1,420 279
Old : 13,127: 0 372 0 11,707 12,476 11,707 12,848: 1,420 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,990: 0 150 -150 -2,554 -3,544 -2,704 -3,544: -1,286 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 89.2 95.0 89.2 97.9: 10.8 2.1
Old : 100.0: 0.0 2.8 0.0 89.2 95.0 89.2 97.9: 10.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 11 10 11 11:
Old : 21: 0 1 0 11 10 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 69.1 84.0 90.3 63.3 69.1 82.8 90.3
Old : 63.3 69.1 84.0 90.3 63.3 69.1 82.8 90.3
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,831: 974 0 651 86,488 89,021 88,113 89,672: 15,718 14,159
Old : 103,831: 974 0 651 86,488 89,021 88,113 89,672: 15,718 14,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -5,123: 155 0 -214 -3,836 -7,332 -3,895 -7,546: -1,228 2,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.6 83.3 85.7 84.9 86.4: 15.1 13.6
Old : 100.0: 0.9 0.0 0.6 83.3 85.7 84.9 86.4: 15.1 13.6
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 : 24: 1 0 1 17 19 18 20:
Old : 24: 1 0 1 17 19 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 41.3 72.4 67.8 43.6 40.6 54.9 53.3
Old : 52.2 41.3 72.4 67.8 43.6 40.6 54.9 53.3
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 162,428: 810 0 930 158,226 156,206 159,966 157,136: 2,462 5,292
Old : 162,428: 810 0 930 158,226 156,206 159,966 157,136: 2,462 5,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -11,362: 262 -495 -262 -9,254 -8,878 -9,254 -9,635: -2,108 -1,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.6 97.4 96.2 98.5 96.7: 1.5 3.3
Old : 100.0: 0.5 0.0 0.6 97.4 96.2 98.5 96.7: 1.5 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 : 32: 1 0 1 22 26 23 27:
Old : 32: 1 0 1 22 26 23 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 : 57.3 49.9 75.4 66.6 41.5 41.5 52.5 49.9
Old : 57.3 49.9 75.4 66.6 41.5 41.5 52.5 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 154,703: 50 0 582 148,614 148,279 149,246 148,861: 5,457 5,842
Old : 154,703: 50 0 582 148,614 148,279 149,246 148,861: 5,457 5,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -10,514: -231 -501 -90 -7,654 -8,258 -7,975 -8,849: -2,539 -1,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.4 96.1 95.8 96.5 96.2: 3.5 3.8
Old : 100.0: 0.0 0.0 0.4 96.1 95.8 96.5 96.2: 3.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 23 15 24 16:
Old : 28: 1 0 1 23 15 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 64.0 76.0 85.4 47.0 53.8 62.3 67.1
Old : 55.5 64.0 76.0 85.4 47.0 53.8 62.3 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,132: 0 0 0 96,054 99,586 96,054 99,586: 9,078 5,546
Old : 105,132: 0 0 0 96,054 99,586 96,054 99,586: 9,078 5,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -6,914: 0 0 0 -6,025 -6,356 -6,025 -6,356: -889 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.4 94.7 91.4 94.7: 8.6 5.3
Old : 100.0: 0.0 0.0 0.0 91.4 94.7 91.4 94.7: 8.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 20 19 20 19:
Old : 23: 0 0 0 20 19 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 76.3 75.4 89.2 56.4 72.7 70.1 80.0
Old : 58.2 76.3 75.4 89.2 56.4 72.7 70.1 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 46,182: 248 1,240 0 44,333 43,954 44,581 45,194: 1,601 988
Old : 46,182: 248 1,240 0 44,333 43,954 44,581 45,194: 1,601 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -5,800: 248 -232 -248 -2,258 -4,908 -2,258 -5,388: -3,542 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.7 0.0 96.0 95.2 96.5 97.9: 3.5 2.1
Old : 100.0: 0.5 2.7 0.0 96.0 95.2 96.5 97.9: 3.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 11 15 12 16:
Old : 24: 1 1 0 11 15 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.9 65.9 94.9 87.0 88.5 64.1 92.2 84.8
Old : 89.9 65.9 94.9 87.0 88.5 64.1 92.2 84.8
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 188,106: 2,055 671 364 183,583 175,669 186,002 176,704: 2,104 11,402
Old : 188,106: 2,055 671 364 183,583 175,669 186,002 176,704: 2,104 11,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -14,430: -778 0 0 -11,608 -12,455 -12,386 -12,455: -2,044 -1,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.4 0.2 97.6 93.4 98.9 93.9: 1.1 6.1
Old : 100.0: 1.1 0.4 0.2 97.6 93.4 98.9 93.9: 1.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 22 18 25 20:
Old : 30: 2 1 2 22 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 59.0 87.1 80.7 64.9 44.9 72.5 64.0
Old : 69.4 59.0 87.1 80.7 64.9 44.9 72.5 64.0
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 160,123: 0 1,131 950 148,106 152,591 149,056 154,672: 11,067 5,451
Old : 160,123: 0 1,131 950 148,106 152,591 149,056 154,672: 11,067 5,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -11,642: 0 -1,142 -214 -7,402 -8,411 -7,616 -9,767: -4,026 -1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.6 92.5 95.3 93.1 96.6: 6.9 3.4
Old : 100.0: 0.0 0.7 0.6 92.5 95.3 93.1 96.6: 6.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 2 2 33 30 35 32:
Old : 40: 0 2 2 33 30 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 46.1 56.0 65.0 35.3 34.1 47.3 46.4
Old : 38.7 46.1 56.0 65.0 35.3 34.1 47.3 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 23,528: 1,116 0 0 20,394 23,094 21,510 23,094: 2,018 434
Old : 23,528: 1,116 0 0 20,394 23,094 21,510 23,094: 2,018 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -6,620: -240 0 0 -4,820 -5,659 -5,060 -5,659: -1,560 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 0.0 86.7 98.2 91.4 98.2: 8.6 1.8
Old : 100.0: 4.7 0.0 0.0 86.7 98.2 91.4 98.2: 8.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 0 11 10 14 10:
Old : 23: 3 0 0 11 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 85.6 82.1 96.3 69.7 85.6 82.1 96.3
Old : 69.7 85.6 82.1 96.3 69.7 85.6 82.1 96.3
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, July 10, 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 : 228,411: 310 455 1,303 218,259 218,113 219,872 219,871: 8,539 8,540
Old : 228,411: 310 455 1,303 218,259 218,113 219,872 219,871: 8,539 8,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -15,885: -620 -714 -547 -12,332 -11,813 -13,499 -13,074: -2,386 -2,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.2 0.6 95.6 95.5 96.3 96.3: 3.7 3.7
Old : 100.0: 0.1 0.2 0.6 95.6 95.5 96.3 96.3: 3.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 1 1 33 27 35 28:
Old : 40: 1 1 1 33 27 35 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 : 50.1 60.0 64.4 74.4 49.9 53.8 63.2 64.1
Old : 50.1 60.0 64.4 74.4 49.9 53.8 63.2 64.1
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 153,453: 0 620 1,405 148,967 146,593 150,372 148,618: 3,081 4,835
Old : 153,453: 0 620 1,405 148,967 146,593 150,372 148,618: 3,081 4,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -6,743: 0 369 -67 -5,902 -4,844 -5,969 -4,542: -774 -2,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.9 97.1 95.5 98.0 96.8: 2.0 3.2
Old : 100.0: 0.0 0.4 0.9 97.1 95.5 98.0 96.8: 2.0 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 : 31: 0 1 1 23 23 24 24:
Old : 31: 0 1 1 23 23 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 49.4 82.5 73.4 59.9 47.4 71.4 69.1
Old : 67.5 49.4 82.5 73.4 59.9 47.4 71.4 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 146,454: 0 0 0 140,836 138,429 140,836 138,429: 5,618 8,025
Old : 146,454: 0 0 0 140,836 138,429 140,836 138,429: 5,618 8,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -9,462: 0 0 0 -8,436 -5,308 -8,436 -5,308: -1,026 -4,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.2 94.5 96.2 94.5: 3.8 5.5
Old : 100.0: 0.0 0.0 0.0 96.2 94.5 96.2 94.5: 3.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 21 17 21 17:
Old : 24: 0 0 0 21 17 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 : 55.6 65.0 73.9 86.8 46.9 63.6 64.8 75.0
Old : 55.6 65.0 73.9 86.8 46.9 63.6 64.8 75.0
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, July 10, 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 : 63,956: 2,168 397 62 54,036 61,515 56,266 61,974: 7,690 1,982
Old : 63,956: 2,168 397 62 54,036 61,515 56,266 61,974: 7,690 1,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,097: -440 -522 61 -995 -2,437 -1,374 -2,898: -1,723 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.6 0.1 84.5 96.2 88.0 96.9: 12.0 3.1
Old : 100.0: 3.4 0.6 0.1 84.5 96.2 88.0 96.9: 12.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 17 15 19 16:
Old : 24: 1 1 1 17 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 55.5 73.7 78.5 48.3 54.2 61.9 70.4
Old : 55.0 55.5 73.7 78.5 48.3 54.2 61.9 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 38,648: 0 805 0 34,673 36,576 34,673 37,381: 3,975 1,267
Old : 38,648: 0 805 0 34,673 36,576 34,673 37,381: 3,975 1,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -12,180: 0 0 0 -9,512 -8,105 -9,512 -8,105: -2,668 -4,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 89.7 94.6 89.7 96.7: 10.3 3.3
Old : 100.0: 0.0 2.1 0.0 89.7 94.6 89.7 96.7: 10.3 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 : 26: 0 1 0 16 16 16 17:
Old : 26: 0 1 0 16 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 67.0 82.5 82.9 66.2 65.5 75.3 78.6
Old : 69.6 67.0 82.5 82.9 66.2 65.5 75.3 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 142,042: 2,215 0 0 118,771 134,851 120,986 134,851: 21,056 7,191
Old : 142,042: 2,215 0 0 118,771 134,851 120,986 134,851: 21,056 7,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -9,246: 60 -341 0 -4,931 -7,442 -4,871 -7,783: -4,375 -1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 83.6 94.9 85.2 94.9: 14.8 5.1
Old : 100.0: 1.6 0.0 0.0 83.6 94.9 85.2 94.9: 14.8 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 : 47.0 60.6 66.5 87.8 44.8 57.5 62.8 76.3
Old : 47.0 60.6 66.5 87.8 44.8 57.5 62.8 76.3
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, July 10, 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 : 86,365: 7,935 5,992 605 73,852 76,847 82,392 83,444: 3,973 2,921
Old : 86,365: 7,935 5,992 605 73,852 76,847 82,392 83,444: 3,973 2,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -11,772: -881 0 0 -9,400 -12,427 -10,281 -12,427: -1,491 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 6.9 0.7 85.5 89.0 95.4 96.6: 4.6 3.4
Old : 100.0: 9.2 6.9 0.7 85.5 89.0 95.4 96.6: 4.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 1 21 17 23 19:
Old : 29: 2 1 1 21 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 58.6 73.8 83.2 42.9 58.6 65.9 79.3
Old : 50.1 58.6 73.8 83.2 42.9 58.6 65.9 79.3
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 169,900: 4,580 0 0 163,555 167,666 168,135 167,666: 1,765 2,234
Old : 169,900: 4,580 0 0 163,555 167,666 168,135 167,666: 1,765 2,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -13,878: 214 0 0 -10,701 -7,978 -10,487 -7,978: -3,391 -5,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 96.3 98.7 99.0 98.7: 1.0 1.3
Old : 100.0: 2.7 0.0 0.0 96.3 98.7 99.0 98.7: 1.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 14 16 15 16:
Old : 25: 1 0 0 14 16 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 : 83.8 65.2 95.2 84.8 80.3 65.0 85.5 80.3
Old : 83.8 65.2 95.2 84.8 80.3 65.0 85.5 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 58,849: 9,291 2,674 4,800 43,710 50,940 57,801 58,415: 1,048 434
Old : 58,849: 9,291 2,674 4,800 43,710 50,940 57,801 58,415: 1,048 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,549: -554 -525 -147 -2,106 -1,734 -2,807 -2,406: -742 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 4.5 8.2 74.3 86.6 98.2 99.3: 1.8 0.7
Old : 100.0: 15.8 4.5 8.2 74.3 86.6 98.2 99.3: 1.8 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 : 51: 10 7 13 31 30 46 45:
Old : 51: 10 7 13 31 30 46 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 44.6 62.2 65.2 28.4 22.1 36.0 32.1
Old : 41.3 44.6 62.2 65.2 28.4 22.1 36.0 32.1
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, July 10, 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 : 44,165: 3,225 1,415 329 40,600 42,401 44,155 44,145: 10 20
Old : 44,165: 3,225 1,415 329 40,600 42,401 44,155 44,145: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 374: 75 4 -4 303 374 374 374: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.2 0.7 91.9 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.3 3.2 0.7 91.9 96.0 100.0 100.0: 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 : 38: 7 5 3 25 19 33 26:
Old : 38: 7 5 3 25 19 33 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 : 63.7 66.5 82.5 84.0 55.5 63.2 67.9 70.3
Old : 63.7 66.5 82.5 84.0 55.5 63.2 67.9 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 21,137: 1,020 775 580 19,537 19,782 21,137 21,137: 0 0
Old : 21,137: 1,020 775 580 19,537 19,782 21,137 21,137: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 175: 0 -50 0 175 225 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.7 2.7 92.4 93.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 3.7 2.7 92.4 93.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 1 17 17 19 19:
Old : 25: 2 1 1 17 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 65.3 88.8 88.5 69.5 58.7 77.9 75.8
Old : 72.4 65.3 88.8 88.5 69.5 58.7 77.9 75.8
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, July 10, 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 : 160,789: 9,320 19,728 3,857 147,385 136,893 160,562 160,478: 227 311
Old : 160,789: 9,320 19,728 3,857 147,385 136,893 160,562 160,478: 227 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -5,464: -43 -374 -177 -959 -1,383 -1,179 -1,934: -4,285 -3,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 12.3 2.4 91.7 85.1 99.9 99.8: 0.1 0.2
Old : 100.0: 5.8 12.3 2.4 91.7 85.1 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 5 4 35 35 45 41:
Old : 52: 7 5 4 35 35 45 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 : 35.7 51.5 54.5 69.2 30.4 41.3 43.0 53.6
Old : 35.7 51.5 54.5 69.2 30.4 41.3 43.0 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 49,017: 892 6,510 618 47,387 41,889 48,897 49,017: 120 0
Old : 49,017: 892 6,510 618 47,387 41,889 48,897 49,017: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,289: 224 -150 -273 -4,169 -3,866 -4,217 -4,289: -72 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 13.3 1.3 96.7 85.5 99.8 100.0: 0.2 0.0
Old : 100.0: 1.8 13.3 1.3 96.7 85.5 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: 5 8 6 18 19 26 30:
Old : 36: 5 8 6 18 19 26 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 : 78.9 77.8 89.6 89.8 75.2 70.4 81.3 82.4
Old : 78.9 77.8 89.6 89.8 75.2 70.4 81.3 82.4
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, July 10, 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 : 31,900: 325 50 0 31,575 31,850 31,900 31,900: 0 0
Old : 31,900: 325 50 0 31,575 31,850 31,900 31,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -900: 25 0 -25 -900 -875 -900 -900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.2 0.0 99.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.2 0.0 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 : 21: 3 1 0 11 12 14 13:
Old : 21: 3 1 0 11 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.4 93.6 98.1 98.3 83.9 86.1 87.9 89.1
Old : 89.4 93.6 98.1 98.3 83.9 86.1 87.9 89.1
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 47,125: 4,670 1,100 460 41,820 45,405 46,950 46,965: 175 160
Old : 47,125: 4,670 1,100 460 41,820 45,405 46,950 46,965: 175 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,740: -235 -250 0 -1,489 -975 -1,724 -1,225: -16 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.3 1.0 88.7 96.4 99.6 99.7: 0.4 0.3
Old : 100.0: 9.9 2.3 1.0 88.7 96.4 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 2 1 26 26 29 29:
Old : 36: 3 2 1 26 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 49.2 67.8 68.6 42.9 40.1 60.1 55.9
Old : 47.8 49.2 67.8 68.6 42.9 40.1 60.1 55.9
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 73,781: 12,245 3,340 1,265 59,927 69,131 73,437 73,736: 344 45
Old : 73,781: 12,245 3,340 1,265 59,927 69,131 73,437 73,736: 344 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,249: -29 -215 -526 -3,269 -2,652 -3,824 -3,393: -425 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 4.5 1.7 81.2 93.7 99.5 99.9: 0.5 0.1
Old : 100.0: 16.6 4.5 1.7 81.2 93.7 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 5 4 30 28 37 36:
Old : 44: 5 5 4 30 28 37 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 : 43.6 53.2 65.5 73.1 41.4 45.1 58.1 57.4
Old : 43.6 53.2 65.5 73.1 41.4 45.1 58.1 57.4
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 72,723: 2,625 885 1,180 68,408 70,437 72,213 72,502: 510 221
Old : 72,723: 2,625 885 1,180 68,408 70,437 72,213 72,502: 510 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,167: -115 -80 -75 -1,252 -1,552 -1,442 -1,707: -725 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.2 1.6 94.1 96.9 99.3 99.7: 0.7 0.3
Old : 100.0: 3.6 1.2 1.6 94.1 96.9 99.3 99.7: 0.7 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 : 40: 3 4 3 24 25 30 29:
Old : 40: 3 4 3 24 25 30 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 : 44.1 62.8 66.9 80.4 43.5 61.5 64.7 74.7
Old : 44.1 62.8 66.9 80.4 43.5 61.5 64.7 74.7
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 107,813: 4,380 160 950 101,800 106,581 107,130 107,691: 683 122
Old : 107,813: 4,380 160 950 101,800 106,581 107,130 107,691: 683 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,560: -180 -10 0 -1,925 -3,432 -2,105 -3,442: -1,455 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.1 0.9 94.4 98.9 99.4 99.9: 0.6 0.1
Old : 100.0: 4.1 0.1 0.9 94.4 98.9 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 1 1 27 28 33 30:
Old : 44: 6 1 1 27 28 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 63.5 66.8 81.4 45.4 61.0 65.8 77.9
Old : 46.3 63.5 66.8 81.4 45.4 61.0 65.8 77.9
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,090: 675 0 0 28,395 28,785 29,070 28,785: 20 305
Old : 29,090: 675 0 0 28,395 28,785 29,070 28,785: 20 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,530: -50 -130 -20 -1,480 -1,460 -1,550 -1,610: 20 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 97.6 99.0 99.9 99.0: 0.1 1.0
Old : 100.0: 2.3 0.0 0.0 97.6 99.0 99.9 99.0: 0.1 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 : 27: 3 0 0 22 16 25 16:
Old : 27: 3 0 0 22 16 25 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 : 55.1 75.3 84.3 87.2 46.4 67.0 64.8 74.5
Old : 55.1 75.3 84.3 87.2 46.4 67.0 64.8 74.5
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 28,620: 1,135 300 0 27,255 27,925 28,390 28,225: 230 395
Old : 28,620: 1,135 300 0 27,255 27,925 28,390 28,225: 230 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -710: -120 0 0 -550 -710 -670 -710: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.0 0.0 95.2 97.6 99.2 98.6: 0.8 1.4
Old : 100.0: 4.0 1.0 0.0 95.2 97.6 99.2 98.6: 0.8 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: 2 1 0 18 18 20 19:
Old : 25: 2 1 0 18 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 72.5 73.4 89.6 39.6 58.9 50.6 61.8
Old : 55.2 72.5 73.4 89.6 39.6 58.9 50.6 61.8
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 10,730: 700 650 0 10,030 10,080 10,730 10,730: 0 0
Old : 10,730: 700 650 0 10,030 10,080 10,730 10,730: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -900: -175 0 -50 -675 -850 -900 -900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 6.1 0.0 93.5 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.5 6.1 0.0 93.5 93.9 100.0 100.0: 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: 3 2 0 14 8 17 10:
Old : 21: 3 2 0 14 8 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 72.8 82.6 96.7 53.2 65.4 68.7 75.9
Old : 64.4 72.8 82.6 96.7 53.2 65.4 68.7 75.9
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 51,661: 13,433 792 3,067 34,720 47,384 51,221 51,243: 440 418
Old : 51,661: 13,433 792 3,067 34,720 47,384 51,221 51,243: 440 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,806: -11 -112 -159 -1,632 -1,514 -1,802 -1,785: -4 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 1.5 5.9 67.2 91.7 99.1 99.2: 0.9 0.8
Old : 100.0: 26.0 1.5 5.9 67.2 91.7 99.1 99.2: 0.9 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 : 50: 14 5 10 27 26 43 39:
Old : 50: 14 5 10 27 26 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 41.0 61.1 64.1 27.4 25.8 40.2 37.0
Old : 38.4 41.0 61.1 64.1 27.4 25.8 40.2 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,444: 1,100 700 0 38,284 38,704 39,384 39,404: 60 40
Old : 39,444: 1,100 700 0 38,284 38,704 39,384 39,404: 60 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,940: -75 -200 -25 -1,900 -1,700 -2,000 -1,925: 60 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.8 0.0 97.1 98.1 99.8 99.9: 0.2 0.1
Old : 100.0: 2.8 1.8 0.0 97.1 98.1 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 : 37: 7 1 0 23 21 30 22:
Old : 37: 7 1 0 23 21 30 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 66.4 79.9 85.0 49.2 58.1 67.9 69.6
Old : 51.7 66.4 79.9 85.0 49.2 58.1 67.9 69.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 44,893: 3,865 1,838 475 39,710 42,340 44,050 44,653: 843 240
Old : 44,893: 3,865 1,838 475 39,710 42,340 44,050 44,653: 843 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -688: -130 -29 -95 -664 -804 -889 -928: 201 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 4.1 1.1 88.5 94.3 98.1 99.5: 1.9 0.5
Old : 100.0: 8.6 4.1 1.1 88.5 94.3 98.1 99.5: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 8 2 23 21 29 29:
Old : 39: 4 8 2 23 21 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 57.1 74.4 85.4 54.9 54.1 71.4 76.7
Old : 55.9 57.1 74.4 85.4 54.9 54.1 71.4 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,709: 2,915 300 515 43,661 46,271 47,091 47,086: 618 623
Old : 47,709: 2,915 300 515 43,661 46,271 47,091 47,086: 618 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,327: 125 -25 -45 -1,620 -216 -1,540 -286: -1,787 -3,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.6 1.1 91.5 97.0 98.7 98.7: 1.3 1.3
Old : 100.0: 6.1 0.6 1.1 91.5 97.0 98.7 98.7: 1.3 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 : 29: 4 1 1 21 14 25 16:
Old : 29: 4 1 1 21 14 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 91.5 72.2 95.9 57.8 88.1 71.5 90.6
Old : 57.9 91.5 72.2 95.9 57.8 88.1 71.5 90.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,314: 3,795 2,650 475 50,466 51,571 54,736 54,696: 578 618
Old : 55,314: 3,795 2,650 475 50,466 51,571 54,736 54,696: 578 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,037: 255 -150 -75 -2,320 -926 -2,140 -1,151: -1,897 -2,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 4.8 0.9 91.2 93.2 99.0 98.9: 1.0 1.1
Old : 100.0: 6.9 4.8 0.9 91.2 93.2 99.0 98.9: 1.0 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 : 29: 3 1 1 21 15 24 17:
Old : 29: 3 1 1 21 15 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 86.4 73.6 95.3 55.4 84.9 72.4 92.1
Old : 56.0 86.4 73.6 95.3 55.4 84.9 72.4 92.1
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 77,745: 94 1,388 644 76,894 75,713 77,632 77,745: 113 0
Old : 77,745: 94 1,388 644 76,894 75,713 77,632 77,745: 113 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,468: -177 663 -329 -3,952 -4,802 -4,458 -4,468: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.8 0.8 98.9 97.4 99.9 100.0: 0.1 0.0
Old : 100.0: 0.1 1.8 0.8 98.9 97.4 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 : 37: 1 3 1 27 28 29 31:
Old : 37: 1 3 1 27 28 29 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 : 59.8 58.5 78.8 77.2 58.0 50.2 72.0 66.7
Old : 59.8 58.5 78.8 77.2 58.0 50.2 72.0 66.7
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 115,130: 3,185 4,923 1,761 109,975 108,426 114,921 115,110: 209 20
Old : 115,130: 3,185 4,923 1,761 109,975 108,426 114,921 115,110: 209 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -8,432: 764 -169 -662 -8,522 -7,601 -8,420 -8,432: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 4.3 1.5 95.5 94.2 99.8 100.0: 0.2 0.0
Old : 100.0: 2.8 4.3 1.5 95.5 94.2 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: 4 8 5 26 30 34 39:
Old : 48: 4 8 5 26 30 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 45.1 78.7 66.3 53.1 42.0 69.3 58.5
Old : 56.6 45.1 78.7 66.3 53.1 42.0 69.3 58.5
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 54,450: 200 225 0 54,238 54,225 54,438 54,450: 12 0
Old : 54,450: 200 225 0 54,238 54,225 54,438 54,450: 12 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -250: 0 0 -25 -237 -225 -262 -250: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.4 0.0 99.6 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.4 0.0 99.6 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 0 11 13 12 15:
Old : 22: 1 2 0 11 13 12 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 : 93.2 87.8 98.7 97.5 88.8 84.0 91.3 89.8
Old : 93.2 87.8 98.7 97.5 88.8 84.0 91.3 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 38,584: 2,410 2,400 500 34,599 35,614 37,509 38,514: 1,075 70
Old : 38,584: 2,410 2,400 500 34,599 35,614 37,509 38,514: 1,075 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,979: -255 -125 0 -1,035 -1,184 -1,290 -1,309: -689 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 6.2 1.3 89.7 92.3 97.2 99.8: 2.8 0.2
Old : 100.0: 6.2 6.2 1.3 89.7 92.3 97.2 99.8: 2.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 3 2 18 17 22 21:
Old : 25: 3 3 2 18 17 22 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 : 53.4 56.6 74.7 79.0 32.3 33.0 43.5 43.3
Old : 53.4 56.6 74.7 79.0 32.3 33.0 43.5 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 41,960: 6,581 5,050 615 34,208 36,281 41,404 41,946: 556 14
Old : 41,960: 6,581 5,050 615 34,208 36,281 41,404 41,946: 556 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,444: -1,165 0 95 -771 -1,779 -1,841 -1,684: -603 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.0 1.5 81.5 86.5 98.7 100.0: 1.3 0.0
Old : 100.0: 15.7 12.0 1.5 81.5 86.5 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 3 2 22 21 29 26:
Old : 33: 7 3 2 22 21 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 50.4 62.0 73.6 32.0 37.0 45.6 54.8
Old : 43.2 50.4 62.0 73.6 32.0 37.0 45.6 54.8
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 37,699: 0 1,435 500 36,924 35,061 37,424 36,996: 275 703
Old : 37,699: 0 1,435 500 36,924 35,061 37,424 36,996: 275 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,226: 0 -426 298 -1,391 -1,062 -1,093 -1,190: -1,133 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 1.3 97.9 93.0 99.3 98.1: 0.7 1.9
Old : 100.0: 0.0 3.8 1.3 97.9 93.0 99.3 98.1: 0.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 5 2 14 14 16 19:
Old : 23: 0 5 2 14 14 16 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 : 62.2 78.5 86.9 91.1 61.6 74.7 81.0 81.2
Old : 62.2 78.5 86.9 91.1 61.6 74.7 81.0 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 30,157: 0 990 0 30,157 28,472 30,157 29,462: 0 695
Old : 30,157: 0 990 0 30,157 28,472 30,157 29,462: 0 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,497: 0 -300 0 -1,725 -890 -1,725 -1,190: -772 -1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 100.0 94.4 100.0 97.7: 0.0 2.3
Old : 100.0: 0.0 3.3 0.0 100.0 94.4 100.0 97.7: 0.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 14 12 14 13:
Old : 20: 0 1 0 14 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 83.0 90.4 94.0 67.6 80.4 85.1 88.2
Old : 68.4 83.0 90.4 94.0 67.6 80.4 85.1 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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 33,074: 792 1,970 10 31,975 30,849 32,777 32,829: 297 245
Old : 33,074: 792 1,970 10 31,975 30,849 32,777 32,829: 297 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,332: -63 -25 -10 -1,368 -1,670 -1,441 -1,705: -891 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.0 0.0 96.7 93.3 99.1 99.3: 0.9 0.7
Old : 100.0: 2.4 6.0 0.0 96.7 93.3 99.1 99.3: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 1 22 22 25 25:
Old : 33: 3 2 1 22 22 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 58.5 81.6 79.4 64.7 56.5 76.7 76.0
Old : 68.6 58.5 81.6 79.4 64.7 56.5 76.7 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,326: 430 160 110 21,434 21,996 21,974 22,266: 352 60
Old : 22,326: 430 160 110 21,434 21,996 21,974 22,266: 352 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,503: -70 0 0 -553 -353 -623 -353: -880 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.7 0.5 96.0 98.5 98.4 99.7: 1.6 0.3
Old : 100.0: 1.9 0.7 0.5 96.0 98.5 98.4 99.7: 1.6 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 : 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 : 66.4 69.4 84.5 86.9 62.6 68.1 77.4 82.5
Old : 66.4 69.4 84.5 86.9 62.6 68.1 77.4 82.5
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 49,960: 403 6,811 293 49,084 42,799 49,780 49,903: 180 57
Old : 49,960: 403 6,811 293 49,084 42,799 49,780 49,903: 180 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,128: -233 -562 -66 -1,307 -550 -1,605 -1,177: -523 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 13.6 0.6 98.2 85.7 99.6 99.9: 0.4 0.1
Old : 100.0: 0.8 13.6 0.6 98.2 85.7 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 3 4 27 26 34 31:
Old : 39: 5 3 4 27 26 34 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 : 54.6 59.3 74.6 77.0 43.3 55.7 58.8 66.6
Old : 54.6 59.3 74.6 77.0 43.3 55.7 58.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 40,639: 0 3,095 65 40,188 37,431 40,253 40,591: 386 48
Old : 40,639: 0 3,095 65 40,188 37,431 40,253 40,591: 386 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,157: -40 340 -95 -504 -607 -639 -362: -518 -795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 0.2 98.9 92.1 99.1 99.9: 0.9 0.1
Old : 100.0: 0.0 7.6 0.2 98.9 92.1 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 : 29: 0 3 1 24 20 25 23:
Old : 29: 0 3 1 24 20 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 67.3 75.2 88.3 45.0 64.6 63.5 75.7
Old : 51.6 67.3 75.2 88.3 45.0 64.6 63.5 75.7
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,222: 2,475 483 125 18,311 20,596 20,911 21,204: 311 18
Old : 21,222: 2,475 483 125 18,311 20,596 20,911 21,204: 311 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 125: 0 -125 125 0 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.3 0.6 86.3 97.1 98.5 99.9: 1.5 0.1
Old : 100.0: 11.7 2.3 0.6 86.3 97.1 98.5 99.9: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 1 13 14 16 16:
Old : 24: 2 2 1 13 14 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 : 70.8 72.0 93.5 92.6 59.4 69.0 77.4 80.4
Old : 70.8 72.0 93.5 92.6 59.4 69.0 77.4 80.4
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,535: 835 1,375 0 16,640 16,160 17,475 17,535: 60 0
Old : 17,535: 835 1,375 0 16,640 16,160 17,475 17,535: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,055: -35 125 0 -480 -475 -515 -350: -540 -705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 7.8 0.0 94.9 92.2 99.7 100.0: 0.3 0.0
Old : 100.0: 4.8 7.8 0.0 94.9 92.2 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 3 0 14 10 16 13:
Old : 22: 2 3 0 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 : 57.4 84.9 83.6 96.9 50.9 82.0 74.1 87.3
Old : 57.4 84.9 83.6 96.9 50.9 82.0 74.1 87.3
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,040: 600 4,200 100 19,175 15,740 19,875 20,040: 165 0
Old : 20,040: 600 4,200 100 19,175 15,740 19,875 20,040: 165 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,350: -105 -475 50 -590 -475 -645 -900: -705 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 21.0 0.5 95.7 78.5 99.2 100.0: 0.8 0.0
Old : 100.0: 3.0 21.0 0.5 95.7 78.5 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 3 2 17 10 20 13:
Old : 24: 1 3 2 17 10 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 89.2 82.9 96.8 53.2 87.1 77.3 91.0
Old : 56.7 89.2 82.9 96.8 53.2 87.1 77.3 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 250,381: 3,696 11,959 20,060 226,499 218,363 250,254 250,381: 127 0
Old : 250,381: 3,696 11,959 20,060 226,499 218,363 250,254 250,381: 127 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,261: 1,081 -153 -1,275 -2,891 -2,497 -3,085 -3,925: -1,176 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.8 8.0 90.5 87.2 99.9 100.0: 0.1 0.0
Old : 100.0: 1.5 4.8 8.0 90.5 87.2 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 3 15 16 19 19:
Old : 23: 2 2 3 15 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 59.8 89.4 82.8 46.5 44.1 48.2 47.9
Old : 71.9 59.8 89.4 82.8 46.5 44.1 48.2 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,520: 810 0 0 21,490 22,520 22,300 22,520: 220 0
Old : 22,520: 810 0 0 21,490 22,520 22,300 22,520: 220 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,120: -30 0 0 -525 -470 -555 -470: -565 -650
: : :
: : 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 : 75.9 73.6 92.0 90.0 70.2 68.0 82.6 80.6
Old : 75.9 73.6 92.0 90.0 70.2 68.0 82.6 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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,595: 745 25 250 21,343 22,320 22,338 22,595: 257 0
Old : 22,595: 745 25 250 21,343 22,320 22,338 22,595: 257 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 0: 75 0 0 50 685 125 685: -125 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.1 1.1 94.5 98.8 98.9 100.0: 1.1 0.0
Old : 100.0: 3.3 0.1 1.1 94.5 98.8 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 3 14 12 18 15:
Old : 25: 3 1 3 14 12 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 69.8 89.6 92.6 75.0 64.4 85.3 85.4
Old : 76.8 69.8 89.6 92.6 75.0 64.4 85.3 85.4
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,105: 645 25 250 16,595 17,830 17,490 18,105: 615 0
Old : 18,105: 645 25 250 16,595 17,830 17,490 18,105: 615 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 235: 75 0 0 245 855 320 855: -85 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.1 1.4 91.7 98.5 96.6 100.0: 3.4 0.0
Old : 100.0: 3.6 0.1 1.4 91.7 98.5 96.6 100.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 3 12 11 16 14:
Old : 21: 3 1 3 12 11 16 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 75.8 88.7 95.6 71.7 64.6 79.1 83.8
Old : 75.0 75.8 88.7 95.6 71.7 64.6 79.1 83.8
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,240: 600 1,250 75 6,365 5,835 7,040 7,160: 200 80
Old : 7,240: 600 1,250 75 6,365 5,835 7,040 7,160: 200 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -420: 0 -75 0 -305 -315 -305 -390: -115 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 17.3 1.0 87.9 80.6 97.2 98.9: 2.8 1.1
Old : 100.0: 8.3 17.3 1.0 87.9 80.6 97.2 98.9: 2.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 1 13 10 15 12:
Old : 20: 1 2 1 13 10 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 53.9 82.1 85.1 52.7 49.9 66.5 69.9
Old : 52.7 53.9 82.1 85.1 52.7 49.9 66.5 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,302: 875 3,785 580 43,328 40,937 44,783 45,302: 519 0
Old : 45,302: 875 3,785 580 43,328 40,937 44,783 45,302: 519 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,699: -175 -1,185 25 530 487 380 -673: -2,079 -1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.4 1.3 95.6 90.4 98.9 100.0: 1.1 0.0
Old : 100.0: 1.9 8.4 1.3 95.6 90.4 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 2 20 16 23 19:
Old : 29: 1 3 2 20 16 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 88.4 82.6 95.4 57.9 86.7 78.5 90.7
Old : 59.2 88.4 82.6 95.4 57.9 86.7 78.5 90.7
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,996: 875 3,735 630 41,974 39,631 43,479 43,996: 517 0
Old : 43,996: 875 3,735 630 41,974 39,631 43,479 43,996: 517 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,816: -175 -1,185 25 490 520 340 -640: -2,156 -1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.5 1.4 95.4 90.1 98.8 100.0: 1.2 0.0
Old : 100.0: 2.0 8.5 1.4 95.4 90.1 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 2 21 16 24 19:
Old : 30: 1 3 2 21 16 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 86.4 81.6 94.3 56.3 84.5 76.9 89.4
Old : 58.1 86.4 81.6 94.3 56.3 84.5 76.9 89.4
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 113,366: 7,472 1,258 5,022 100,632 106,946 113,126 113,226: 240 140
Old : 113,366: 7,472 1,258 5,022 100,632 106,946 113,126 113,226: 240 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -6,309: -1,497 -651 237 -3,546 -941 -4,806 -1,355: -1,503 -4,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.1 4.4 88.8 94.3 99.8 99.9: 0.2 0.1
Old : 100.0: 6.6 1.1 4.4 88.8 94.3 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 : 53: 9 4 10 32 32 44 43:
Old : 53: 9 4 10 32 32 44 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 : 44.2 52.6 64.1 74.8 41.1 42.1 56.4 59.7
Old : 44.2 52.6 64.1 74.8 41.1 42.1 56.4 59.7
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 132,554: 12,645 5,549 2,430 117,159 124,575 132,234 132,554: 320 0
Old : 132,554: 12,645 5,549 2,430 117,159 124,575 132,234 132,554: 320 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -7,209: -1,567 -270 357 -4,077 -2,099 -5,287 -2,012: -1,922 -5,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 4.2 1.8 88.4 94.0 99.8 100.0: 0.2 0.0
Old : 100.0: 9.5 4.2 1.8 88.4 94.0 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 4 9 37 31 49 43:
Old : 58: 11 4 9 37 31 49 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 54.2 60.2 76.9 37.4 50.2 55.1 66.0
Old : 41.3 54.2 60.2 76.9 37.4 50.2 55.1 66.0
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 267,339: 24,901 33,966 20,412 221,539 212,955 266,852 267,333: 487 5
Old : 267,339: 24,901 33,966 20,412 221,539 212,955 266,852 267,333: 487 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -11,889: -958 -1,127 -1,717 -3,978 -3,476 -6,653 -6,321: -5,236 -5,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 12.7 7.6 82.9 79.7 99.8 100.0: 0.2 0.0
Old : 100.0: 9.3 12.7 7.6 82.9 79.7 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 25 13 20 39 45 70 72:
Old : 85: 25 13 20 39 45 70 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 38.8 53.4 57.5 21.3 28.7 35.9 39.0
Old : 32.4 38.8 53.4 57.5 21.3 28.7 35.9 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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,391: 3,008 640 0 28,227 30,751 31,235 31,391: 156 0
Old : 31,391: 3,008 640 0 28,227 30,751 31,235 31,391: 156 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,692: 55 55 -35 -1,280 -190 -1,260 -170: -432 -1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 2.0 0.0 89.9 98.0 99.5 100.0: 0.5 0.0
Old : 100.0: 9.6 2.0 0.0 89.9 98.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 3 0 21 8 25 11:
Old : 29: 4 3 0 21 8 25 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 93.9 76.5 98.6 51.7 90.4 74.8 92.6
Old : 53.3 93.9 76.5 98.6 51.7 90.4 74.8 92.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,664: 1,563 1,280 610 27,293 27,774 29,466 29,664: 198 0
Old : 29,664: 1,563 1,280 610 27,293 27,774 29,466 29,664: 198 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,667: 130 140 -120 -1,265 -145 -1,255 -125: -412 -1,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.3 2.1 92.0 93.6 99.3 100.0: 0.7 0.0
Old : 100.0: 5.3 4.3 2.1 92.0 93.6 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 3 2 20 9 25 13:
Old : 28: 4 3 2 20 9 25 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 : 57.7 92.4 81.3 97.8 56.7 88.9 80.3 92.2
Old : 57.7 92.4 81.3 97.8 56.7 88.9 80.3 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 3,672: 96 179 22 2,814 2,413 2,932 2,614: 740 1,058
Old : 3,672: 96 179 22 2,814 2,413 2,932 2,614: 740 1,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 133: 0 18 0 92 81 92 99: 41 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.9 0.6 76.6 65.7 79.8 71.2: 20.2 28.8
Old : 100.0: 2.6 4.9 0.6 76.6 65.7 79.8 71.2: 20.2 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 1 17 17 19 20:
Old : 21: 2 2 1 17 17 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 31.7 60.5 49.7 26.0 22.2 32.5 26.5
Old : 41.1 31.7 60.5 49.7 26.0 22.2 32.5 26.5
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, July 10, 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 : 36,194: 3,812 1,481 692 31,180 33,801 35,684 35,974: 510 220
Old : 36,194: 3,812 1,481 692 31,180 33,801 35,684 35,974: 510 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 717: -8 37 160 565 520 717 717: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 4.1 1.9 86.1 93.4 98.6 99.4: 1.4 0.6
Old : 100.0: 10.5 4.1 1.9 86.1 93.4 98.6 99.4: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 5 6 24 28 34 35:
Old : 43: 6 5 6 24 28 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 56.0 69.6 75.5 41.2 50.9 52.3 60.1
Old : 53.5 56.0 69.6 75.5 41.2 50.9 52.3 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 14,890: 1,120 751 185 13,528 13,409 14,833 14,345: 57 545
Old : 14,890: 1,120 751 185 13,528 13,409 14,833 14,345: 57 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 684: 260 75 0 424 609 684 684: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.0 1.2 90.9 90.1 99.6 96.3: 0.4 3.7
Old : 100.0: 7.5 5.0 1.2 90.9 90.1 99.6 96.3: 0.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 3 2 22 23 25 27:
Old : 31: 2 3 2 22 23 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 54.0 83.0 73.2 30.5 26.1 41.7 34.7
Old : 59.1 54.0 83.0 73.2 30.5 26.1 41.7 34.7
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, July 10, 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 : 10,617: 347 414 554 9,191 9,358 10,092 10,326: 525 291
Old : 10,617: 347 414 554 9,191 9,358 10,092 10,326: 525 291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 90: 4 -56 86 15 45 105 75: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.9 5.2 86.6 88.1 95.1 97.3: 4.9 2.7
Old : 100.0: 3.3 3.9 5.2 86.6 88.1 95.1 97.3: 4.9 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 : 43: 5 3 6 22 30 30 36:
Old : 43: 5 3 6 22 30 30 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 : 63.8 36.3 75.5 53.7 51.7 34.2 59.9 48.0
Old : 63.8 36.3 75.5 53.7 51.7 34.2 59.9 48.0
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, July 10, 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 : 18,198: 74 1,403 311 17,733 16,239 18,118 17,953: 80 245
Old : 18,198: 74 1,403 311 17,733 16,239 18,118 17,953: 80 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 1,110: 0 150 25 1,085 935 1,110 1,110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.7 1.7 97.4 89.2 99.6 98.7: 0.4 1.3
Old : 100.0: 0.4 7.7 1.7 97.4 89.2 99.6 98.7: 0.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 6 3 18 27 22 34:
Old : 40: 1 6 3 18 27 22 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 : 66.2 46.8 85.2 65.4 58.5 43.2 71.1 58.4
Old : 66.2 46.8 85.2 65.4 58.5 43.2 71.1 58.4
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, July 10, 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 : 68,215: 6,566 6,119 4,224 57,240 57,197 68,029 67,540: 186 675
Old : 68,215: 6,566 6,119 4,224 57,240 57,197 68,029 67,540: 186 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 1,098: 98 514 62 1,023 621 1,182 1,197: -84 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 9.0 6.2 83.9 83.8 99.7 99.0: 0.3 1.0
Old : 100.0: 9.6 9.0 6.2 83.9 83.8 99.7 99.0: 0.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 17 13 20 59 55 85 79:
Old : 95: 17 13 20 59 55 85 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 27.0 44.2 44.9 23.4 22.4 32.1 33.5
Old : 29.7 27.0 44.2 44.9 23.4 22.4 32.1 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 39,460: 2,598 0 37 36,825 39,423 39,460 39,460: 0 0
Old : 39,460: 2,598 0 37 36,825 39,423 39,460 39,460: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -51: 30 0 0 -81 -51 -51 -51: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.1 93.3 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.6 0.0 0.1 93.3 99.9 100.0 100.0: 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 : 35: 2 0 1 25 24 27 25:
Old : 35: 2 0 1 25 24 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 43.9 66.6 73.0 35.6 37.3 52.3 54.0
Old : 41.8 43.9 66.6 73.0 35.6 37.3 52.3 54.0
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 13,750: 2,140 10 740 10,795 12,975 13,675 13,725: 75 25
Old : 13,750: 2,140 10 740 10,795 12,975 13,675 13,725: 75 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 385: 60 0 155 170 230 385 385: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 0.1 5.4 78.5 94.4 99.5 99.8: 0.5 0.2
Old : 100.0: 15.6 0.1 5.4 78.5 94.4 99.5 99.8: 0.5 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 : 30: 4 1 3 19 21 24 24:
Old : 30: 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 : 61.0 62.1 80.5 79.1 55.3 54.5 71.9 66.3
Old : 61.0 62.1 80.5 79.1 55.3 54.5 71.9 66.3
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 201,093: 0 0 0 189,815 187,246 189,815 187,246: 11,278 13,847
Old : 201,093: 0 0 0 189,815 187,246 189,815 187,246: 11,278 13,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 385: 0 0 0 1,375 1,565 1,375 1,565: -990 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 93.1 94.4 93.1: 5.6 6.9
Old : 100.0: 0.0 0.0 0.0 94.4 93.1 94.4 93.1: 5.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 13 14 13:
Old : 20: 0 0 0 14 13 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 61.5 87.5 84.1 51.3 61.2 77.7 81.8
Old : 60.9 61.5 87.5 84.1 51.3 61.2 77.7 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 14,105: 1,816 1,409 1,565 6,635 9,726 10,016 12,700: 4,089 1,405
Old : 14,105: 1,816 1,409 1,565 6,635 9,726 10,016 12,700: 4,089 1,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 210: -172 130 -15 447 220 260 335: -50 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 10.0 11.1 47.0 69.0 71.0 90.0: 29.0 10.0
Old : 100.0: 12.9 10.0 11.1 47.0 69.0 71.0 90.0: 29.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 4 6 8 13 14 20:
Old : 21: 3 4 6 8 13 14 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 : 39.8 46.2 58.2 69.7 36.9 42.4 44.3 57.9
Old : 39.8 46.2 58.2 69.7 36.9 42.4 44.3 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2018