NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 38,166: 7,560 24,662 170 30,436 13,334 38,166 38,166: 0 0
Old : 38,166: 7,560 24,662 170 30,436 13,334 38,166 38,166: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -100: 0 -125 25 -125 0 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 64.6 0.4 79.7 34.9 100.0 100.0: 0.0 0.0
Old : 100.0: 19.8 64.6 0.4 79.7 34.9 100.0 100.0: 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 : 32: 3 12 2 11 8 16 20:
Old : 32: 3 12 2 11 8 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 61.7 96.5 89.5 73.2 61.5 96.5 88.0
Old : 73.2 61.7 96.5 89.5 73.2 61.5 96.5 88.0
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 24, 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 : 20,180: 823 3,488 0 19,317 16,676 20,140 20,164: 40 16
Old : 20,180: 823 3,488 0 19,317 16,676 20,140 20,164: 40 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 153: 0 0 0 153 153 153 153: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 17.3 0.0 95.7 82.6 99.8 99.9: 0.2 0.1
Old : 100.0: 4.1 17.3 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 : 22: 5 4 0 7 10 12 14:
Old : 22: 5 4 0 7 10 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.3 63.4 98.0 96.5 75.2 63.4 83.6 84.1
Old : 88.3 63.4 98.0 96.5 75.2 63.4 83.6 84.1
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 24, 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 : 64,462: 8,302 10,424 4,499 51,656 49,539 64,457 64,462: 5 0
Old : 64,462: 8,302 10,424 4,499 51,656 49,539 64,457 64,462: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 3,335: -45 -603 1,057 2,318 2,882 3,330 3,335: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 16.2 7.0 80.1 76.8 100.0 100.0: 0.0 0.0
Old : 100.0: 12.9 16.2 7.0 80.1 76.8 100.0 100.0: 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 : 42: 15 6 9 17 14 36 25:
Old : 42: 15 6 9 17 14 36 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 : 59.9 48.6 74.4 74.4 50.2 46.0 62.1 64.5
Old : 59.9 48.6 74.4 74.4 50.2 46.0 62.1 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 47,198: 8,818 23,398 800 37,580 23,000 47,198 47,198: 0 0
Old : 47,198: 8,818 23,398 800 37,580 23,000 47,198 47,198: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -137: -137 25 0 0 -162 -137 -137: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 49.6 1.7 79.6 48.7 100.0 100.0: 0.0 0.0
Old : 100.0: 18.7 49.6 1.7 79.6 48.7 100.0 100.0: 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 : 28: 4 10 1 10 7 15 17:
Old : 28: 4 10 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 : 69.3 75.0 92.1 90.4 69.3 74.2 92.1 89.3
Old : 69.3 75.0 92.1 90.4 69.3 74.2 92.1 89.3
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 42,412: 8,632 30,000 0 33,780 12,412 42,412 42,412: 0 0
Old : 42,412: 8,632 30,000 0 33,780 12,412 42,412 42,412: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 300: 300 300 0 0 0 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 70.7 0.0 79.6 29.3 100.0 100.0: 0.0 0.0
Old : 100.0: 20.4 70.7 0.0 79.6 29.3 100.0 100.0: 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: 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 : 76.2 69.6 93.9 88.3 76.2 67.9 93.9 84.7
Old : 76.2 69.6 93.9 88.3 76.2 67.9 93.9 84.7
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 24, 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 : 35,760: 2,588 19,248 0 33,172 16,512 35,760 35,760: 0 0
Old : 35,760: 2,588 19,248 0 33,172 16,512 35,760 35,760: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 5,558: -1,712 4,950 0 7,270 608 5,558 5,558: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 53.8 0.0 92.8 46.2 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 53.8 0.0 92.8 46.2 100.0 100.0: 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 : 24: 2 5 0 9 8 11 13:
Old : 24: 2 5 0 9 8 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 : 81.3 59.6 95.9 92.6 81.3 59.6 95.9 92.6
Old : 81.3 59.6 95.9 92.6 81.3 59.6 95.9 92.6
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 24, 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 : 32,458: 4,620 17,525 100 27,738 14,833 32,458 32,458: 0 0
Old : 32,458: 4,620 17,525 100 27,738 14,833 32,458 32,458: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -154: -3,000 -200 0 2,846 46 -154 -154: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 54.0 0.3 85.5 45.7 100.0 100.0: 0.0 0.0
Old : 100.0: 14.2 54.0 0.3 85.5 45.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.6 66.5 87.2 88.7 54.7 66.5 82.3 87.2
Old : 59.6 66.5 87.2 88.7 54.7 66.5 82.3 87.2
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 24, 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 : 22,845: 5,920 5,355 0 16,925 17,490 22,845 22,845: 0 0
Old : 22,845: 5,920 5,355 0 16,925 17,490 22,845 22,845: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 850: 0 1,200 0 850 -350 850 850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 23.4 0.0 74.1 76.6 100.0 100.0: 0.0 0.0
Old : 100.0: 25.9 23.4 0.0 74.1 76.6 100.0 100.0: 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: 5 4 0 10 4 15 8:
Old : 23: 5 4 0 10 4 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 87.3 89.9 100.0 60.6 87.3 89.9 100.0
Old : 60.6 87.3 89.9 100.0 60.6 87.3 89.9 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 26,822: 5,497 5,275 0 21,325 21,547 26,822 26,822: 0 0
Old : 26,822: 5,497 5,275 0 21,325 21,547 26,822 26,822: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -250: 0 0 0 -250 -250 -250 -250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.7 0.0 79.5 80.3 100.0 100.0: 0.0 0.0
Old : 100.0: 20.5 19.7 0.0 79.5 80.3 100.0 100.0: 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 : 22: 4 2 0 11 5 15 7:
Old : 22: 4 2 0 11 5 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 97.7 94.2 100.0 75.5 97.7 94.2 100.0
Old : 75.5 97.7 94.2 100.0 75.5 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 24, 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 : 16,100: 8,500 2,950 0 7,600 13,150 16,100 16,100: 0 0
Old : 16,100: 8,500 2,950 0 7,600 13,150 16,100 16,100: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,200: 50 1,000 0 1,150 200 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 18.3 0.0 47.2 81.7 100.0 100.0: 0.0 0.0
Old : 100.0: 52.8 18.3 0.0 47.2 81.7 100.0 100.0: 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 : 21: 6 3 0 8 4 14 7:
Old : 21: 6 3 0 8 4 14 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 89.6 90.4 100.0 75.5 89.6 90.4 100.0
Old : 75.5 89.6 90.4 100.0 75.5 89.6 90.4 100.0
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 25,040: 7,350 16,190 0 17,690 8,850 25,040 25,040: 0 0
Old : 25,040: 7,350 16,190 0 17,690 8,850 25,040 25,040: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 64.7 0.0 70.6 35.3 100.0 100.0: 0.0 0.0
Old : 100.0: 29.4 64.7 0.0 70.6 35.3 100.0 100.0: 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 : 23: 3 8 0 7 6 10 14:
Old : 23: 3 8 0 7 6 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.5 83.5 98.3 96.7 84.5 83.5 98.2 96.7
Old : 84.5 83.5 98.3 96.7 84.5 83.5 98.2 96.7
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 24, 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 : 26,277: 3,033 3,036 788 22,457 22,453 26,277 26,277: 0 0
Old : 26,277: 3,033 3,036 788 22,457 22,453 26,277 26,277: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,169: 0 0 0 2,169 2,169 2,169 2,169: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.6 3.0 85.5 85.4 100.0 100.0: 0.0 0.0
Old : 100.0: 11.5 11.6 3.0 85.5 85.4 100.0 100.0: 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 : 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 : 62.3 66.2 87.2 91.6 49.8 51.1 60.0 59.7
Old : 62.3 66.2 87.2 91.6 49.8 51.1 60.0 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 17,744: 2,819 771 2,720 12,045 14,123 17,584 17,614: 160 130
Old : 17,744: 2,819 771 2,720 12,045 14,123 17,584 17,614: 160 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 121: -120 -24 74 167 71 121 121: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 4.3 15.3 67.9 79.6 99.1 99.3: 0.9 0.7
Old : 100.0: 15.9 4.3 15.3 67.9 79.6 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 : 32: 4 3 5 20 23 27 28:
Old : 32: 4 3 5 20 23 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 43.4 73.4 70.7 34.8 26.8 45.0 36.4
Old : 52.4 43.4 73.4 70.7 34.8 26.8 45.0 36.4
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 23,358: 971 6,079 1,809 20,167 15,450 22,947 23,338: 411 20
Old : 23,358: 971 6,079 1,809 20,167 15,450 22,947 23,338: 411 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 522: -115 314 95 422 233 402 642: 120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 26.0 7.7 86.3 66.1 98.2 99.9: 1.8 0.1
Old : 100.0: 4.2 26.0 7.7 86.3 66.1 98.2 99.9: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 2 29 19 34 22:
Old : 38: 4 2 2 29 19 34 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 : 40.4 53.8 59.3 82.3 35.8 37.4 47.1 53.2
Old : 40.4 53.8 59.3 82.3 35.8 37.4 47.1 53.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,315,954: 304,291 68,355 703,606 4,265,530 4,528,757 5,273,427 5,300,718: 42,527 15,236
Old : 5,315,954: 304,291 68,355 703,606 4,265,530 4,528,757 5,273,427 5,300,718: 42,527 15,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -13,918: -39,115 -18,297 29,323 -5,087 -26,391 -14,879 -15,365: 961 1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.3 13.2 80.2 85.2 99.2 99.7: 0.8 0.3
Old : 100.0: 5.7 1.3 13.2 80.2 85.2 99.2 99.7: 0.8 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 : 218: 41 29 53 134 112 200 170:
Old : 218: 41 29 53 134 112 200 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 39.5 41.9 55.8 23.3 38.0 35.6 51.8
Old : 24.9 39.5 41.9 55.8 23.3 38.0 35.6 51.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 819,439: 36,136 57,818 399,002 378,700 360,517 813,837 817,337: 5,602 2,102
Old : 819,439: 36,136 57,818 399,002 378,700 360,517 813,837 817,337: 5,602 2,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 13,079: 6,871 6,410 3,204 3,032 3,463 13,107 13,077: -28 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 7.1 48.7 46.2 44.0 99.3 99.7: 0.7 0.3
Old : 100.0: 4.4 7.1 48.7 46.2 44.0 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 : 83: 17 9 21 52 50 77 72:
Old : 83: 17 9 21 52 50 77 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 : 53.2 56.5 72.1 72.9 6.5 8.3 9.0 9.9
Old : 53.2 56.5 72.1 72.9 6.5 8.3 9.0 9.9
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 24, 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 : 275,490: 0 6,579 419 263,817 264,474 264,236 271,472: 11,254 4,018
Old : 275,490: 0 6,579 419 263,817 264,474 264,236 271,472: 11,254 4,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -4,887: 0 28 -533 -4,559 -4,236 -5,092 -4,741: 205 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.2 95.8 96.0 95.9 98.5: 4.1 1.5
Old : 100.0: 0.0 2.4 0.2 95.8 96.0 95.9 98.5: 4.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 5 1 29 27 30 32:
Old : 41: 0 5 1 29 27 30 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 : 53.0 60.7 67.3 80.5 45.2 55.7 58.9 70.3
Old : 53.0 60.7 67.3 80.5 45.2 55.7 58.9 70.3
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 117,002: 4,104 0 4,495 105,325 108,058 113,924 112,553: 3,078 4,449
Old : 117,002: 4,104 0 4,495 105,325 108,058 113,924 112,553: 3,078 4,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,911: 1,349 0 372 944 1,894 2,665 2,266: -754 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 3.8 90.0 92.4 97.4 96.2: 2.6 3.8
Old : 100.0: 3.5 0.0 3.8 90.0 92.4 97.4 96.2: 2.6 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 : 35: 4 0 4 26 25 30 29:
Old : 35: 4 0 4 26 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 : 61.6 55.7 76.8 75.9 54.7 46.0 61.2 56.1
Old : 61.6 55.7 76.8 75.9 54.7 46.0 61.2 56.1
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 24, 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 : 368,206: 1,750 5,455 1,392 356,877 355,742 360,019 362,589: 8,187 5,617
Old : 368,206: 1,750 5,455 1,392 356,877 355,742 360,019 362,589: 8,187 5,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 84: -298 1,031 -512 402 -468 -408 51: 492 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.5 0.4 96.9 96.6 97.8 98.5: 2.2 1.5
Old : 100.0: 0.5 1.5 0.4 96.9 96.6 97.8 98.5: 2.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 4 3 32 31 35 37:
Old : 44: 2 4 3 32 31 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 62.2 87.5 80.9 74.1 61.6 79.8 78.0
Old : 77.7 62.2 87.5 80.9 74.1 61.6 79.8 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 867,894: 2,502 6,946 9,306 844,651 848,468 856,459 864,720: 11,435 3,174
Old : 867,894: 2,502 6,946 9,306 844,651 848,468 856,459 864,720: 11,435 3,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -416: -1,664 0 346 -417 -869 -1,735 -523: 1,319 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.8 1.1 97.3 97.8 98.7 99.6: 1.3 0.4
Old : 100.0: 0.3 0.8 1.1 97.3 97.8 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 1 2 45 29 48 31:
Old : 49: 2 1 2 45 29 48 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 70.0 60.5 91.5 33.3 69.8 57.3 89.1
Old : 35.4 70.0 60.5 91.5 33.3 69.8 57.3 89.1
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 24, 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 : 457,750: 0 114 279 431,802 449,580 432,081 449,973: 25,669 7,777
Old : 457,750: 0 114 279 431,802 449,580 432,081 449,973: 25,669 7,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 7,999: -129 -1,273 -87 7,850 9,278 7,634 7,918: 365 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.1 94.3 98.2 94.4 98.3: 5.6 1.7
Old : 100.0: 0.0 0.0 0.1 94.3 98.2 94.4 98.3: 5.6 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 40 44 41 45:
Old : 55: 0 1 1 40 44 41 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 : 47.2 38.5 65.4 57.3 45.4 30.8 54.4 46.6
Old : 47.2 38.5 65.4 57.3 45.4 30.8 54.4 46.6
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 24, 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 : 522,028: 4,696 2,349 707 502,034 513,211 507,437 516,267: 14,591 5,761
Old : 522,028: 4,696 2,349 707 502,034 513,211 507,437 516,267: 14,591 5,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 3,681: 1,488 324 -93 2,221 3,634 3,616 3,865: 65 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.4 0.1 96.2 98.3 97.2 98.9: 2.8 1.1
Old : 100.0: 0.9 0.4 0.1 96.2 98.3 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 : 57: 3 3 3 34 42 39 46:
Old : 57: 3 3 3 34 42 39 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 46.6 83.2 69.2 56.5 46.3 75.1 67.9
Old : 61.5 46.6 83.2 69.2 56.5 46.3 75.1 67.9
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 24, 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 : 297,087: 0 6,912 461 289,558 283,849 290,019 291,222: 7,068 5,865
Old : 297,087: 0 6,912 461 289,558 283,849 290,019 291,222: 7,068 5,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,503: 0 1,650 -190 2,044 696 1,854 2,156: -351 -653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.2 97.5 95.5 97.6 98.0: 2.4 2.0
Old : 100.0: 0.0 2.3 0.2 97.5 95.5 97.6 98.0: 2.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 0 5 2 41 35 43 40:
Old : 56: 0 5 2 41 35 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 39.3 61.2 63.7 39.8 34.6 57.7 53.8
Old : 39.8 39.3 61.2 63.7 39.8 34.6 57.7 53.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,961: 1,841 0 3,494 92,776 97,158 98,111 100,652: 6,850 4,309
Old : 104,961: 1,841 0 3,494 92,776 97,158 98,111 100,652: 6,850 4,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,948: 356 -2,915 223 847 5,423 1,426 2,731: 1,522 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 3.3 88.4 92.6 93.5 95.9: 6.5 4.1
Old : 100.0: 1.8 0.0 3.3 88.4 92.6 93.5 95.9: 6.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 1 27 22 29 23:
Old : 32: 2 0 1 27 22 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 44.3 69.8 68.4 50.0 43.1 66.5 63.5
Old : 52.6 44.3 69.8 68.4 50.0 43.1 66.5 63.5
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,428: 0 496 0 46,886 47,591 46,886 48,087: 1,542 341
Old : 48,428: 0 496 0 46,886 47,591 46,886 48,087: 1,542 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,821: 0 0 0 2,449 2,821 2,449 2,821: 372 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 96.8 98.3 96.8 99.3: 3.2 0.7
Old : 100.0: 0.0 1.0 0.0 96.8 98.3 96.8 99.3: 3.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 0 18 15 18 17:
Old : 30: 0 2 0 18 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 73.8 82.7 88.0 68.3 72.9 81.7 87.1
Old : 68.7 73.8 82.7 88.0 68.3 72.9 81.7 87.1
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 208,933: 1,721 641 1,201 195,333 200,866 198,255 202,708: 10,678 6,225
Old : 208,933: 1,721 641 1,201 195,333 200,866 198,255 202,708: 10,678 6,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 9,217: 1,367 249 -560 8,030 7,888 8,837 7,577: 380 1,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.3 0.6 93.5 96.1 94.9 97.0: 5.1 3.0
Old : 100.0: 0.8 0.3 0.6 93.5 96.1 94.9 97.0: 5.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 17 20 19 22:
Old : 28: 1 1 2 17 20 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 64.0 87.2 88.2 71.0 64.0 84.3 88.2
Old : 72.7 64.0 87.2 88.2 71.0 64.0 84.3 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 181,681: 1,301 3,071 0 167,598 170,172 168,899 173,243: 12,782 8,438
Old : 181,681: 1,301 3,071 0 167,598 170,172 168,899 173,243: 12,782 8,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -82: 0 0 0 -1,112 197 -1,112 197: 1,030 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.7 0.0 92.2 93.7 93.0 95.4: 7.0 4.6
Old : 100.0: 0.7 1.7 0.0 92.2 93.7 93.0 95.4: 7.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 0 27 23 28 25:
Old : 35: 1 2 0 27 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 63.7 72.4 83.6 50.0 63.4 68.3 78.1
Old : 51.0 63.7 72.4 83.6 50.0 63.4 68.3 78.1
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 202,072: 0 0 0 193,910 195,973 193,910 195,973: 8,162 6,099
Old : 202,072: 0 0 0 193,910 195,973 193,910 195,973: 8,162 6,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 154: 0 0 0 515 3 515 3: -361 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.0 97.0 96.0 97.0: 4.0 3.0
Old : 100.0: 0.0 0.0 0.0 96.0 97.0 96.0 97.0: 4.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 16 16 16:
Old : 21: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 68.7 89.3 88.2 62.7 66.0 80.8 81.3
Old : 68.3 68.7 89.3 88.2 62.7 66.0 80.8 81.3
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,148: 7,130 1,945 0 23,100 30,048 30,230 31,993: 1,918 155
Old : 32,148: 7,130 1,945 0 23,100 30,048 30,230 31,993: 1,918 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 6,552: 837 372 0 5,777 6,242 6,614 6,614: -62 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 6.1 0.0 71.9 93.5 94.0 99.5: 6.0 0.5
Old : 100.0: 22.2 6.1 0.0 71.9 93.5 94.0 99.5: 6.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 0 20 18 21 20:
Old : 33: 1 2 0 20 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 53.4 69.0 77.8 47.9 53.4 67.7 75.1
Old : 47.9 53.4 69.0 77.8 47.9 53.4 67.7 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 577,142: 16,377 14,918 1,492 550,799 552,148 568,668 568,558: 8,474 8,584
Old : 577,142: 16,377 14,918 1,492 550,799 552,148 568,668 568,558: 8,474 8,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 9,000: 141 -123 -933 9,129 10,072 8,337 9,016: 663 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.6 0.3 95.4 95.7 98.5 98.5: 1.5 1.5
Old : 100.0: 2.8 2.6 0.3 95.4 95.7 98.5 98.5: 1.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 6 5 5 53 50 62 57:
Old : 75: 6 5 5 53 50 62 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 60.2 53.3 70.6 33.6 57.0 50.4 63.4
Old : 33.8 60.2 53.3 70.6 33.6 57.0 50.4 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 237,295: 0 5,446 376 229,261 226,295 229,637 232,117: 7,658 5,178
Old : 237,295: 0 5,446 376 229,261 226,295 229,637 232,117: 7,658 5,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -3,165: 0 348 -334 -3,530 -3,725 -3,864 -3,711: 699 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.2 96.6 95.4 96.8 97.8: 3.2 2.2
Old : 100.0: 0.0 2.3 0.2 96.6 95.4 96.8 97.8: 3.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 3 2 31 31 33 34:
Old : 41: 0 3 2 31 31 33 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 : 37.8 51.0 60.7 76.2 31.8 37.1 50.1 52.0
Old : 37.8 51.0 60.7 76.2 31.8 37.1 50.1 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,448: 337 0 62 39,430 39,089 39,829 39,151: 619 1,297
Old : 40,448: 337 0 62 39,430 39,089 39,829 39,151: 619 1,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,271: -186 0 62 1,333 992 1,209 1,054: 62 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.2 97.5 96.6 98.5 96.8: 1.5 3.2
Old : 100.0: 0.8 0.0 0.2 97.5 96.6 98.5 96.8: 1.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 16 14 17 15:
Old : 25: 1 0 1 16 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 71.0 83.9 88.7 61.3 66.9 78.2 82.5
Old : 64.9 71.0 83.9 88.7 61.3 66.9 78.2 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,047: 222 710 214 77,791 77,298 78,227 78,222: 6,820 6,825
Old : 85,047: 222 710 214 77,791 77,298 78,227 78,222: 6,820 6,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,795: -124 0 100 1,569 1,921 1,545 2,021: 250 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.8 0.3 91.5 90.9 92.0 92.0: 8.0 8.0
Old : 100.0: 0.3 0.8 0.3 91.5 90.9 92.0 92.0: 8.0 8.0
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 1 1 17 12 18 14:
Old : 22: 1 1 1 17 12 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 72.4 73.4 87.5 52.3 65.7 70.6 77.7
Old : 53.1 72.4 73.4 87.5 52.3 65.7 70.6 77.7
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 150,942: 3,545 5,845 0 140,173 141,580 143,718 147,425: 7,224 3,517
Old : 150,942: 3,545 5,845 0 140,173 141,580 143,718 147,425: 7,224 3,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 8,429: 1,705 3,162 0 6,934 4,148 8,639 7,310: -210 1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.9 0.0 92.9 93.8 95.2 97.7: 4.8 2.3
Old : 100.0: 2.3 3.9 0.0 92.9 93.8 95.2 97.7: 4.8 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 : 38: 3 4 0 22 20 25 24:
Old : 38: 3 4 0 22 20 25 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 : 55.6 62.0 77.0 81.4 50.7 51.2 63.8 66.6
Old : 55.6 62.0 77.0 81.4 50.7 51.2 63.8 66.6
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 167,972: 21,277 12,090 0 142,962 154,704 164,239 166,794: 3,733 1,178
Old : 167,972: 21,277 12,090 0 142,962 154,704 164,239 166,794: 3,733 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 8,029: 1,550 3,162 0 6,262 4,743 7,812 7,905: 217 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 7.2 0.0 85.1 92.1 97.8 99.3: 2.2 0.7
Old : 100.0: 12.7 7.2 0.0 85.1 92.1 97.8 99.3: 2.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 5 5 0 29 33 34 38:
Old : 58: 5 5 0 29 33 34 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 : 48.4 54.4 68.8 69.8 43.6 45.9 59.6 56.8
Old : 48.4 54.4 68.8 69.8 43.6 45.9 59.6 56.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 180,520: 992 740 0 177,610 177,971 178,602 178,711: 1,918 1,809
Old : 180,520: 992 740 0 177,610 177,971 178,602 178,711: 1,918 1,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 8,662: 0 0 0 8,595 8,385 8,595 8,385: 67 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.4 0.0 98.4 98.6 98.9 99.0: 1.1 1.0
Old : 100.0: 0.5 0.4 0.0 98.4 98.6 98.9 99.0: 1.1 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 : 36: 1 1 0 23 23 24 24:
Old : 36: 1 1 0 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 : 71.8 82.6 84.6 93.1 71.2 79.4 81.4 87.9
Old : 71.8 82.6 84.6 93.1 71.2 79.4 81.4 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 274,445: 794 1,057 1,082 268,630 261,445 270,506 263,584: 3,939 10,861
Old : 274,445: 794 1,057 1,082 268,630 261,445 270,506 263,584: 3,939 10,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 3,458: -333 1,057 -236 3,723 2,120 3,154 2,941: 304 517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.4 0.4 97.9 95.3 98.6 96.0: 1.4 4.0
Old : 100.0: 0.3 0.4 0.4 97.9 95.3 98.6 96.0: 1.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 1 2 36 33 38 36:
Old : 42: 2 1 2 36 33 38 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 : 46.7 40.5 65.5 64.8 43.7 29.1 55.3 46.7
Old : 46.7 40.5 65.5 64.8 43.7 29.1 55.3 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 74,668: 0 0 0 74,420 74,145 74,420 74,145: 248 523
Old : 74,668: 0 0 0 74,420 74,145 74,420 74,145: 248 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.3 99.7 99.3: 0.3 0.7
Old : 100.0: 0.0 0.0 0.0 99.7 99.3 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 10 15 10 15:
Old : 20: 0 0 0 10 15 10 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 : 93.1 74.4 98.4 92.7 84.9 66.5 87.3 83.8
Old : 93.1 74.4 98.4 92.7 84.9 66.5 87.3 83.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 15,266: 0 899 0 13,629 13,933 13,629 14,832: 1,637 434
Old : 15,266: 0 899 0 13,629 13,933 13,629 14,832: 1,637 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,457: 0 248 0 1,302 1,054 1,302 1,302: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 0.0 89.3 91.3 89.3 97.2: 10.7 2.8
Old : 100.0: 0.0 5.9 0.0 89.3 91.3 89.3 97.2: 10.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 12 12 12 13:
Old : 22: 0 1 0 12 12 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 : 64.6 60.9 82.8 85.8 64.6 60.9 81.4 85.8
Old : 64.6 60.9 82.8 85.8 64.6 60.9 81.4 85.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,706: 1,427 0 589 89,399 93,117 91,415 93,706: 16,291 14,000
Old : 107,706: 1,427 0 589 89,399 93,117 91,415 93,706: 16,291 14,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,701: -918 0 0 2,515 1,812 1,597 1,812: 104 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.5 83.0 86.5 84.9 87.0: 15.1 13.0
Old : 100.0: 1.3 0.0 0.5 83.0 86.5 84.9 87.0: 15.1 13.0
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 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 : 53.4 41.9 72.6 68.8 46.5 39.1 54.9 53.1
Old : 53.4 41.9 72.6 68.8 46.5 39.1 54.9 53.1
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 179,314: 1,484 0 476 174,468 172,753 176,428 173,229: 2,886 6,085
Old : 179,314: 1,484 0 476 174,468 172,753 176,428 173,229: 2,886 6,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 4,922: 186 0 -169 4,694 4,388 4,711 4,219: 211 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.3 97.3 96.3 98.4 96.6: 1.6 3.4
Old : 100.0: 0.8 0.0 0.3 97.3 96.3 98.4 96.6: 1.6 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 : 32: 1 0 1 23 27 24 28:
Old : 32: 1 0 1 23 27 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 54.8 77.5 68.8 45.7 43.4 54.7 51.4
Old : 60.8 54.8 77.5 68.8 45.7 43.4 54.7 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 162,400: 55 0 155 156,405 155,273 156,615 155,428: 5,785 6,972
Old : 162,400: 55 0 155 156,405 155,273 156,615 155,428: 5,785 6,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,240: -93 0 62 1,179 1,886 1,148 1,948: 92 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.1 96.3 95.6 96.4 95.7: 3.6 4.3
Old : 100.0: 0.0 0.0 0.1 96.3 95.6 96.4 95.7: 3.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 1 25 16 26 17:
Old : 29: 1 0 1 25 16 26 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 : 54.6 64.3 76.3 84.7 47.9 53.1 62.3 66.0
Old : 54.6 64.3 76.3 84.7 47.9 53.1 62.3 66.0
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,158: 0 0 0 97,959 101,800 97,959 101,800: 9,199 5,358
Old : 107,158: 0 0 0 97,959 101,800 97,959 101,800: 9,199 5,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 996: 0 0 0 1,030 1,002 1,030 1,002: -34 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.4 95.0 91.4 95.0: 8.6 5.0
Old : 100.0: 0.0 0.0 0.0 91.4 95.0 91.4 95.0: 8.6 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.3 76.9 75.6 89.0 55.3 74.4 70.0 81.2
Old : 57.3 76.9 75.6 89.0 55.3 74.4 70.0 81.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,817: 248 1,240 0 46,782 46,651 47,030 47,891: 1,787 926
Old : 48,817: 248 1,240 0 46,782 46,651 47,030 47,891: 1,787 926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,635: 0 0 0 2,449 2,697 2,449 2,697: 186 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.5 0.0 95.8 95.6 96.3 98.1: 3.7 1.9
Old : 100.0: 0.5 2.5 0.0 95.8 95.6 96.3 98.1: 3.7 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 : 25: 1 1 0 12 17 13 18:
Old : 25: 1 1 0 12 17 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.8 63.9 94.1 83.9 85.8 62.2 90.6 81.8
Old : 87.8 63.9 94.1 83.9 85.8 62.2 90.6 81.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 192,355: 1,836 1,846 594 188,339 178,887 190,769 181,327: 1,586 11,028
Old : 192,355: 1,836 1,846 594 188,339 178,887 190,769 181,327: 1,586 11,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 4,290: -42 1,471 -9 5,090 3,674 5,039 5,136: -749 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.0 0.3 97.9 93.0 99.2 94.3: 0.8 5.7
Old : 100.0: 1.0 1.0 0.3 97.9 93.0 99.2 94.3: 0.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 3 3 24 20 28 23:
Old : 33: 1 3 3 24 20 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 58.4 87.2 80.6 65.0 47.7 72.5 64.0
Old : 70.1 58.4 87.2 80.6 65.0 47.7 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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 172,830: 54 2,394 1,389 162,539 163,526 163,982 167,309: 8,848 5,521
Old : 172,830: 54 2,394 1,389 162,539 163,526 163,982 167,309: 8,848 5,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 7,086: 54 1,277 131 8,720 7,270 8,905 8,678: -1,819 -1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.8 94.0 94.6 94.9 96.8: 5.1 3.2
Old : 100.0: 0.0 1.4 0.8 94.0 94.6 94.9 96.8: 5.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 4 4 36 33 40 38:
Old : 46: 1 4 4 36 33 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 44.6 56.8 62.9 30.6 32.0 42.9 44.4
Old : 39.8 44.6 56.8 62.9 30.6 32.0 42.9 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 12,711: 0 310 0 12,525 11,750 12,525 12,060: 186 651
Old : 12,711: 0 310 0 12,525 11,750 12,525 12,060: 186 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 98.5 92.4 98.5 94.9: 1.5 5.1
Old : 100.0: 0.0 2.4 0.0 98.5 92.4 98.5 94.9: 1.5 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 : 20: 0 1 0 14 9 14 10:
Old : 20: 0 1 0 14 9 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 : 61.3 60.7 86.6 90.2 59.3 55.8 79.3 75.4
Old : 61.3 60.7 86.6 90.2 59.3 55.8 79.3 75.4
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 28,829: 1,457 0 0 25,261 27,992 26,718 27,992: 2,111 837
Old : 28,829: 1,457 0 0 25,261 27,992 26,718 27,992: 2,111 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 5,239: 341 0 0 4,867 4,836 5,208 4,836: 31 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.0 87.6 97.1 92.7 97.1: 7.3 2.9
Old : 100.0: 5.1 0.0 0.0 87.6 97.1 92.7 97.1: 7.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 0 14 10 17 10:
Old : 25: 3 0 0 14 10 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 : 64.5 83.4 79.6 94.7 63.2 83.4 76.3 92.7
Old : 64.5 83.4 79.6 94.7 63.2 83.4 76.3 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 234,438: 2,100 248 1,337 226,352 226,067 229,789 227,652: 4,649 6,786
Old : 234,438: 2,100 248 1,337 226,352 226,067 229,789 227,652: 4,649 6,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,690: 1,021 33 -274 1,926 3,027 2,673 2,786: 17 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.1 0.6 96.6 96.4 98.0 97.1: 2.0 2.9
Old : 100.0: 0.9 0.1 0.6 96.6 96.4 98.0 97.1: 2.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 1 1 37 32 40 34:
Old : 46: 3 1 1 37 32 40 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 59.6 63.7 73.2 48.0 55.0 61.2 64.7
Old : 48.5 59.6 63.7 73.2 48.0 55.0 61.2 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 156,028: 0 1,900 886 151,273 150,045 152,159 152,831: 3,869 3,197
Old : 156,028: 0 1,900 886 151,273 150,045 152,159 152,831: 3,869 3,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,588: 0 919 -309 2,442 2,771 2,133 3,381: 455 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.6 97.0 96.2 97.5 98.0: 2.5 2.0
Old : 100.0: 0.0 1.2 0.6 97.0 96.2 97.5 98.0: 2.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 1 25 25 26 26:
Old : 33: 0 1 1 25 25 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 49.1 79.7 71.9 59.2 47.1 69.7 69.1
Old : 64.7 49.1 79.7 71.9 59.2 47.1 69.7 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 24, 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 : 149,581: 0 0 0 145,317 142,466 145,317 142,466: 4,264 7,115
Old : 149,581: 0 0 0 145,317 142,466 145,317 142,466: 4,264 7,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 922: 0 0 0 1,886 1,646 1,886 1,646: -964 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.1 95.2 97.1 95.2: 2.9 4.8
Old : 100.0: 0.0 0.0 0.0 97.1 95.2 97.1 95.2: 2.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 25 18 25 18:
Old : 28: 0 0 0 25 18 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 63.2 73.5 85.5 43.6 61.2 62.7 72.8
Old : 54.2 63.2 73.5 85.5 43.6 61.2 62.7 72.8
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 24, 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 : 66,497: 2,348 0 0 55,085 64,180 57,433 64,180: 9,064 2,317
Old : 66,497: 2,348 0 0 55,085 64,180 57,433 64,180: 9,064 2,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,106: 29 0 -459 193 1,230 -237 771: 1,343 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 82.8 96.5 86.4 96.5: 13.6 3.5
Old : 100.0: 3.5 0.0 0.0 82.8 96.5 86.4 96.5: 13.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 17 15 18 15:
Old : 23: 1 0 0 17 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 54.7 72.7 78.6 47.4 53.6 61.9 71.7
Old : 53.8 54.7 72.7 78.6 47.4 53.6 61.9 71.7
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 24, 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 : 41,779: 461 0 186 37,494 40,574 38,141 40,760: 3,638 1,019
Old : 41,779: 461 0 186 37,494 40,574 38,141 40,760: 3,638 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,759: 155 0 0 2,573 2,821 2,728 2,821: 31 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.4 89.7 97.1 91.3 97.6: 8.7 2.4
Old : 100.0: 1.1 0.0 0.4 89.7 97.1 91.3 97.6: 8.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 1 16 19 17 20:
Old : 29: 1 0 1 16 19 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 64.7 80.4 79.1 63.2 62.1 76.7 75.7
Old : 65.6 64.7 80.4 79.1 63.2 62.1 76.7 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 149,551: 3,340 0 82 128,508 142,576 131,930 142,658: 17,621 6,893
Old : 149,551: 3,340 0 82 128,508 142,576 131,930 142,658: 17,621 6,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 4,860: 3,340 0 82 2,492 4,921 5,914 5,003: -1,054 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.1 85.9 95.3 88.2 95.4: 11.8 4.6
Old : 100.0: 2.2 0.0 0.1 85.9 95.3 88.2 95.4: 11.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 23 14 24 15:
Old : 28: 1 0 1 23 14 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 61.9 63.8 88.2 43.1 58.1 60.1 77.2
Old : 45.4 61.9 63.8 88.2 43.1 58.1 60.1 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 92,588: 7,382 5,992 788 79,317 83,976 87,487 90,756: 5,101 1,832
Old : 92,588: 7,382 5,992 788 79,317 83,976 87,487 90,756: 5,101 1,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 4,726: -583 0 183 4,487 6,733 4,087 6,916: 639 -2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.5 0.9 85.7 90.7 94.5 98.0: 5.5 2.0
Old : 100.0: 8.0 6.5 0.9 85.7 90.7 94.5 98.0: 5.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 23 19 25 21:
Old : 30: 2 1 1 23 19 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 57.4 72.9 80.9 37.9 56.2 63.8 75.2
Old : 46.6 57.4 72.9 80.9 37.9 56.2 63.8 75.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 166,924: 0 0 0 165,124 164,628 165,124 164,628: 1,800 2,296
Old : 166,924: 0 0 0 165,124 164,628 165,124 164,628: 1,800 2,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -709: 0 0 0 -468 -771 -468 -771: -241 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 98.6 98.9 98.6: 1.1 1.4
Old : 100.0: 0.0 0.0 0.0 98.9 98.6 98.9 98.6: 1.1 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 : 27: 0 0 0 18 16 18 16:
Old : 27: 0 0 0 18 16 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 66.2 94.1 85.2 79.9 66.0 86.5 80.4
Old : 83.3 66.2 94.1 85.2 79.9 66.0 86.5 80.4
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 24, 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 : 60,421: 9,680 2,565 5,318 44,378 52,109 59,376 59,992: 1,045 429
Old : 60,421: 9,680 2,565 5,318 44,378 52,109 59,376 59,992: 1,045 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,000: 133 -29 418 469 622 1,019 1,011: -19 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 4.2 8.8 73.4 86.2 98.3 99.3: 1.7 0.7
Old : 100.0: 16.0 4.2 8.8 73.4 86.2 98.3 99.3: 1.7 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 : 53: 13 7 14 31 30 49 46:
Old : 53: 13 7 14 31 30 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 44.2 61.5 64.9 27.6 21.7 35.0 31.9
Old : 41.2 44.2 61.5 64.9 27.6 21.7 35.0 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 44,346: 3,225 1,444 324 40,727 42,558 44,276 44,326: 70 20
Old : 44,346: 3,225 1,444 324 40,727 42,558 44,276 44,326: 70 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -622: 25 -100 49 -696 -571 -622 -622: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.3 0.7 91.8 96.0 99.8 100.0: 0.2 0.0
Old : 100.0: 7.3 3.3 0.7 91.8 96.0 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 : 37: 6 5 4 24 20 33 26:
Old : 37: 6 5 4 24 20 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 : 64.0 66.5 82.4 83.9 55.2 63.3 67.4 69.6
Old : 64.0 66.5 82.4 83.9 55.2 63.3 67.4 69.6
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 24, 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 : 21,397: 995 375 705 19,697 20,317 21,397 21,397: 0 0
Old : 21,397: 995 375 705 19,697 20,317 21,397 21,397: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 285: 0 -100 100 185 285 285 285: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.8 3.3 92.1 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.7 1.8 3.3 92.1 95.0 100.0 100.0: 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 : 26: 2 1 2 18 17 21 19:
Old : 26: 2 1 2 18 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 71.2 88.2 89.1 68.1 64.3 78.6 78.6
Old : 72.0 71.2 88.2 89.1 68.1 64.3 78.6 78.6
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 24, 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 : 159,406: 8,670 16,125 4,157 146,369 138,943 159,196 159,225: 210 181
Old : 159,406: 8,670 16,125 4,157 146,369 138,943 159,196 159,225: 210 181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -1,575: -690 -2,728 300 -1,168 1,093 -1,558 -1,335: -17 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 10.1 2.6 91.8 87.2 99.9 99.9: 0.1 0.1
Old : 100.0: 5.4 10.1 2.6 91.8 87.2 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 6 5 4 37 36 46 42:
Old : 52: 6 5 4 37 36 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 51.1 55.3 68.9 31.0 43.6 43.7 53.7
Old : 36.4 51.1 55.3 68.9 31.0 43.6 43.7 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 48,137: 857 6,510 826 46,334 40,801 48,017 48,137: 120 0
Old : 48,137: 857 6,510 826 46,334 40,801 48,017 48,137: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 6: 197 50 -24 -167 -20 6 6: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 13.5 1.7 96.3 84.8 99.8 100.0: 0.2 0.0
Old : 100.0: 1.8 13.5 1.7 96.3 84.8 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 6 4 18 17 26 25:
Old : 35: 6 6 4 18 17 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 : 77.3 74.2 90.5 88.3 72.5 65.6 79.4 79.7
Old : 77.3 74.2 90.5 88.3 72.5 65.6 79.4 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 31,755: 325 50 0 31,430 31,705 31,755 31,755: 0 0
Old : 31,755: 325 50 0 31,430 31,705 31,755 31,755: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 130: 0 0 0 130 130 130 130: 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 : 22: 3 1 0 12 11 15 12:
Old : 22: 3 1 0 12 11 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 : 89.2 94.1 97.8 98.9 84.3 86.6 88.3 89.6
Old : 89.2 94.1 97.8 98.9 84.3 86.6 88.3 89.6
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 46,585: 4,670 1,100 460 41,280 44,865 46,410 46,425: 175 160
Old : 46,585: 4,670 1,100 460 41,280 44,865 46,410 46,425: 175 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -345: 0 0 0 -345 -345 -345 -345: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 2.4 1.0 88.6 96.3 99.6 99.7: 0.4 0.3
Old : 100.0: 10.0 2.4 1.0 88.6 96.3 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 27 29 30:
Old : 36: 3 2 1 26 27 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 50.8 66.7 71.4 41.7 41.6 59.5 58.1
Old : 46.1 50.8 66.7 71.4 41.7 41.6 59.5 58.1
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 74,423: 12,350 2,790 1,385 60,351 70,196 74,086 74,371: 337 52
Old : 74,423: 12,350 2,790 1,385 60,351 70,196 74,086 74,371: 337 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,027: 1,320 -300 -30 -248 1,345 1,042 1,015: -15 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 3.7 1.9 81.1 94.3 99.5 99.9: 0.5 0.1
Old : 100.0: 16.6 3.7 1.9 81.1 94.3 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: 6 4 5 31 29 39 37:
Old : 44: 6 4 5 31 29 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 56.2 62.4 74.0 39.3 49.3 57.1 60.8
Old : 41.0 56.2 62.4 74.0 39.3 49.3 57.1 60.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 75,873: 2,625 920 1,220 71,518 73,512 75,363 75,652: 510 221
Old : 75,873: 2,625 920 1,220 71,518 73,512 75,363 75,652: 510 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,305: 0 0 0 1,305 1,305 1,305 1,305: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.2 1.6 94.3 96.9 99.3 99.7: 0.7 0.3
Old : 100.0: 3.5 1.2 1.6 94.3 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 26 30 30:
Old : 40: 3 4 3 24 26 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 60.9 68.5 78.3 44.4 60.2 65.6 75.3
Old : 45.3 60.9 68.5 78.3 44.4 60.2 65.6 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 110,778: 5,470 160 1,025 103,600 109,471 110,095 110,656: 683 122
Old : 110,778: 5,470 160 1,025 103,600 109,471 110,095 110,656: 683 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 850: -100 0 0 950 850 850 850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.1 0.9 93.5 98.8 99.4 99.9: 0.6 0.1
Old : 100.0: 4.9 0.1 0.9 93.5 98.8 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 1 1 28 30 34 32:
Old : 45: 6 1 1 28 30 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 63.7 66.8 81.3 44.8 62.0 65.5 78.9
Old : 46.0 63.7 66.8 81.3 44.8 62.0 65.5 78.9
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,000: 815 0 0 28,165 28,655 28,980 28,655: 20 345
Old : 29,000: 815 0 0 28,165 28,655 28,980 28,655: 20 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -10: 140 0 0 -150 -50 -10 -50: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 97.1 98.8 99.9 98.8: 0.1 1.2
Old : 100.0: 2.8 0.0 0.0 97.1 98.8 99.9 98.8: 0.1 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 : 27: 3 0 0 23 16 26 16:
Old : 27: 3 0 0 23 16 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 75.8 83.7 87.1 45.6 67.2 63.9 74.2
Old : 54.4 75.8 83.7 87.1 45.6 67.2 63.9 74.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 29,890: 1,725 300 0 27,935 29,255 29,660 29,555: 230 335
Old : 29,890: 1,725 300 0 27,935 29,255 29,660 29,555: 230 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 985: 590 0 0 395 985 985 985: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.0 0.0 93.5 97.9 99.2 98.9: 0.8 1.1
Old : 100.0: 5.8 1.0 0.0 93.5 97.9 99.2 98.9: 0.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 0 18 19 20 20:
Old : 26: 2 1 0 18 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 69.3 72.0 90.4 33.6 56.5 45.9 59.1
Old : 51.9 69.3 72.0 90.4 33.6 56.5 45.9 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 17, 2018 :
: 0: 0 0 0 0 0 0 0: 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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 54,881: 13,589 967 2,590 38,310 50,927 54,489 54,484: 392 397
Old : 54,881: 13,589 967 2,590 38,310 50,927 54,489 54,484: 392 397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,535: -21 165 -411 3,001 2,812 2,569 2,566: -34 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 1.8 4.7 69.8 92.8 99.3 99.3: 0.7 0.7
Old : 100.0: 24.8 1.8 4.7 69.8 92.8 99.3 99.3: 0.7 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 : 50: 13 6 12 27 28 43 43:
Old : 50: 13 6 12 27 28 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 40.1 63.7 63.7 27.1 25.6 40.9 38.3
Old : 41.9 40.1 63.7 63.7 27.1 25.6 40.9 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 9,360: 2,200 400 100 6,110 8,860 8,410 9,360: 950 0
Old : 9,360: 2,200 400 100 6,110 8,860 8,410 9,360: 950 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -2,700: 1,800 -1,600 -1,050 -3,250 50 -2,500 -2,600: -200 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 4.3 1.1 65.3 94.7 89.9 100.0: 10.1 0.0
Old : 100.0: 23.5 4.3 1.1 65.3 94.7 89.9 100.0: 10.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 3 1 8 10 11 14:
Old : 22: 3 3 1 8 10 11 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 : 70.5 84.9 88.2 93.6 66.2 84.4 84.0 91.5
Old : 70.5 84.9 88.2 93.6 66.2 84.4 84.0 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,309: 1,115 725 0 39,134 39,544 40,249 40,269: 60 40
Old : 40,309: 1,115 725 0 39,134 39,544 40,249 40,269: 60 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 485: 90 0 0 395 485 485 485: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.8 0.0 97.1 98.1 99.9 99.9: 0.1 0.1
Old : 100.0: 2.8 1.8 0.0 97.1 98.1 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 2 0 23 23 30 25:
Old : 39: 7 2 0 23 23 30 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 : 51.3 65.5 80.2 84.6 47.3 57.9 66.8 68.2
Old : 51.3 65.5 80.2 84.6 47.3 57.9 66.8 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 46,663: 4,445 1,723 475 41,140 44,465 46,060 46,663: 603 0
Old : 46,663: 4,445 1,723 475 41,140 44,465 46,060 46,663: 603 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 270: 580 260 0 -310 10 270 270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.7 1.0 88.2 95.3 98.7 100.0: 1.3 0.0
Old : 100.0: 9.5 3.7 1.0 88.2 95.3 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 7 2 24 23 31 30:
Old : 41: 5 7 2 24 23 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 54.0 72.5 80.5 50.8 50.4 65.5 71.7
Old : 54.1 54.0 72.5 80.5 50.8 50.4 65.5 71.7
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,447: 4,118 300 515 46,136 50,009 50,769 50,824: 678 623
Old : 51,447: 4,118 300 515 46,136 50,009 50,769 50,824: 678 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,863: 1,083 0 0 780 1,863 1,863 1,863: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.6 1.0 89.7 97.2 98.7 98.8: 1.3 1.2
Old : 100.0: 8.0 0.6 1.0 89.7 97.2 98.7 98.8: 1.3 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 : 31: 4 1 1 22 15 26 17:
Old : 31: 4 1 1 22 15 26 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 : 57.0 91.0 71.0 95.4 57.0 88.0 70.0 91.2
Old : 57.0 91.0 71.0 95.4 57.0 88.0 70.0 91.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 59,332: 4,938 2,850 475 53,281 55,469 58,694 58,794: 638 538
Old : 59,332: 4,938 2,850 475 53,281 55,469 58,694 58,794: 638 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,018: 1,023 200 0 995 1,818 2,018 2,018: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 4.8 0.8 89.8 93.5 98.9 99.1: 1.1 0.9
Old : 100.0: 8.3 4.8 0.8 89.8 93.5 98.9 99.1: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 1 22 17 25 19:
Old : 31: 3 1 1 22 17 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 84.0 71.5 94.7 55.3 82.6 70.2 92.4
Old : 55.8 84.0 71.5 94.7 55.3 82.6 70.2 92.4
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 81,824: 520 500 923 80,258 80,401 81,701 81,824: 123 0
Old : 81,824: 520 500 923 80,258 80,401 81,701 81,824: 123 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,254: 396 -191 5 1,858 2,440 2,259 2,254: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.6 1.1 98.1 98.3 99.8 100.0: 0.2 0.0
Old : 100.0: 0.6 0.6 1.1 98.1 98.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 1 27 29 29 32:
Old : 37: 2 2 1 27 29 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 56.1 80.1 73.8 59.7 47.2 71.8 62.8
Old : 61.3 56.1 80.1 73.8 59.7 47.2 71.8 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 119,608: 3,829 4,250 1,975 113,595 113,373 119,399 119,598: 209 10
Old : 119,608: 3,829 4,250 1,975 113,595 113,373 119,399 119,598: 209 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,168: 923 -613 10 1,250 2,781 2,183 2,178: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.6 1.7 95.0 94.8 99.8 100.0: 0.2 0.0
Old : 100.0: 3.2 3.6 1.7 95.0 94.8 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 7 6 28 31 37 39:
Old : 49: 4 7 6 28 31 37 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 : 57.2 44.4 79.8 64.8 53.5 41.3 69.9 56.9
Old : 57.2 44.4 79.8 64.8 53.5 41.3 69.9 56.9
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 55,075: 200 225 0 54,863 54,850 55,063 55,075: 12 0
Old : 55,075: 200 225 0 54,863 54,850 55,063 55,075: 12 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 650: 0 0 0 650 650 650 650: 0 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 : 25: 1 3 0 11 15 12 18:
Old : 25: 1 3 0 11 15 12 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 : 93.3 87.3 98.9 96.8 88.9 83.5 91.4 89.2
Old : 93.3 87.3 98.9 96.8 88.9 83.5 91.4 89.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 39,434: 2,395 2,400 500 35,584 36,464 38,479 39,364: 955 70
Old : 39,434: 2,395 2,400 500 35,584 36,464 38,479 39,364: 955 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 940: -15 0 0 955 940 940 940: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.1 1.3 90.2 92.5 97.6 99.8: 2.4 0.2
Old : 100.0: 6.1 6.1 1.3 90.2 92.5 97.6 99.8: 2.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 3 2 19 17 23 21:
Old : 26: 3 3 2 19 17 23 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 : 52.3 56.7 73.9 77.4 31.6 34.2 42.5 46.8
Old : 52.3 56.7 73.9 77.4 31.6 34.2 42.5 46.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 52,730: 15,460 4,650 685 36,059 47,381 52,204 52,716: 526 14
Old : 52,730: 15,460 4,650 685 36,059 47,381 52,204 52,716: 526 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 3,325: 1,037 -400 250 1,978 3,475 3,265 3,325: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 8.8 1.3 68.4 89.9 99.0 100.0: 1.0 0.0
Old : 100.0: 29.3 8.8 1.3 68.4 89.9 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 : 36: 8 3 3 23 22 31 28:
Old : 36: 8 3 3 23 22 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 58.8 67.8 76.9 45.7 49.2 57.2 64.1
Old : 52.4 58.8 67.8 76.9 45.7 49.2 57.2 64.1
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 38,086: 0 1,475 490 37,321 35,438 37,811 37,403: 275 683
Old : 38,086: 0 1,475 490 37,321 35,438 37,811 37,403: 275 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -165: 0 25 -10 -155 -150 -165 -135: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 1.3 98.0 93.0 99.3 98.2: 0.7 1.8
Old : 100.0: 0.0 3.9 1.3 98.0 93.0 99.3 98.2: 0.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 5 2 14 15 16 20:
Old : 24: 0 5 2 14 15 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 78.3 88.7 91.4 63.7 75.8 83.9 83.3
Old : 64.2 78.3 88.7 91.4 63.7 75.8 83.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 31,057: 0 990 0 30,997 29,342 30,997 30,332: 60 725
Old : 31,057: 0 990 0 30,997 29,342 30,997 30,332: 60 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -30: 0 0 0 -30 0 -30 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 99.8 94.5 99.8 97.7: 0.2 2.3
Old : 100.0: 0.0 3.2 0.0 99.8 94.5 99.8 97.7: 0.2 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 : 21: 0 1 0 14 13 14 14:
Old : 21: 0 1 0 14 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 81.5 92.4 93.5 70.0 80.8 86.9 90.2
Old : 70.8 81.5 92.4 93.5 70.0 80.8 86.9 90.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 33,814: 787 1,670 20 32,710 32,119 33,517 33,809: 297 5
Old : 33,814: 787 1,670 20 32,710 32,119 33,517 33,809: 297 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -235: -5 -300 10 -245 295 -240 5: 5 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.9 0.1 96.7 95.0 99.1 100.0: 0.9 0.0
Old : 100.0: 2.3 4.9 0.1 96.7 95.0 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 1 22 21 25 24:
Old : 33: 3 2 1 22 21 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 57.5 82.7 78.6 65.2 55.6 77.7 76.0
Old : 69.0 57.5 82.7 78.6 65.2 55.6 77.7 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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 22,301: 430 160 110 21,409 21,971 21,949 22,241: 352 60
Old : 22,301: 430 160 110 21,409 21,971 21,949 22,241: 352 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -25: 0 0 0 -25 -25 -25 -25: 0 0
: : :
: : 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 69.3 84.6 86.8 61.4 68.1 77.5 82.5
Old : 66.4 69.3 84.6 86.8 61.4 68.1 77.5 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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 48,256: 553 6,801 325 47,242 41,033 48,121 48,160: 135 96
Old : 48,256: 553 6,801 325 47,242 41,033 48,121 48,160: 135 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -786: 95 -32 142 -1,033 -910 -796 -800: 10 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 14.1 0.7 97.9 85.0 99.7 99.8: 0.3 0.2
Old : 100.0: 1.1 14.1 0.7 97.9 85.0 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 4 3 28 26 35 31:
Old : 40: 5 4 3 28 26 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 57.0 72.4 76.6 42.2 54.6 57.2 65.2
Old : 52.9 57.0 72.4 76.6 42.2 54.6 57.2 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 40,946: 0 3,120 65 40,375 37,693 40,440 40,878: 506 68
Old : 40,946: 0 3,120 65 40,375 37,693 40,440 40,878: 506 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -53: 0 125 0 -53 -178 -53 -53: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 0.2 98.6 92.1 98.8 99.8: 1.2 0.2
Old : 100.0: 0.0 7.6 0.2 98.6 92.1 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 4 1 24 20 25 24:
Old : 30: 0 4 1 24 20 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 66.8 72.8 87.8 43.3 63.9 60.6 75.8
Old : 51.8 66.8 72.8 87.8 43.3 63.9 60.6 75.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,494: 2,550 308 200 19,474 21,968 22,224 22,476: 270 18
Old : 22,494: 2,550 308 200 19,474 21,968 22,224 22,476: 270 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 825: 75 -25 0 788 850 863 825: -38 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.4 0.9 86.6 97.7 98.8 99.9: 1.2 0.1
Old : 100.0: 11.3 1.4 0.9 86.6 97.7 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 1 14 15 17 17:
Old : 25: 2 2 1 14 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 71.3 93.3 93.2 59.2 68.7 75.5 79.0
Old : 70.6 71.3 93.3 93.2 59.2 68.7 75.5 79.0
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,985: 885 1,625 0 18,040 17,360 18,925 18,985: 60 0
Old : 18,985: 885 1,625 0 18,040 17,360 18,925 18,985: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 170: 50 150 0 120 20 170 170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 8.6 0.0 95.0 91.4 99.7 100.0: 0.3 0.0
Old : 100.0: 4.7 8.6 0.0 95.0 91.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 4 0 15 11 18 15:
Old : 25: 3 4 0 15 11 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 : 58.0 84.0 84.2 95.5 47.0 76.3 70.4 82.5
Old : 58.0 84.0 84.2 95.5 47.0 76.3 70.4 82.5
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,515: 650 4,450 125 20,575 16,940 21,350 21,515: 165 0
Old : 21,515: 650 4,450 125 20,575 16,940 21,350 21,515: 165 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 195: 50 150 25 120 20 195 195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 20.7 0.6 95.6 78.7 99.2 100.0: 0.8 0.0
Old : 100.0: 3.0 20.7 0.6 95.6 78.7 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 4 2 18 11 22 15:
Old : 27: 2 4 2 18 11 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 83.6 83.3 95.5 49.6 81.7 73.8 86.5
Old : 57.2 83.6 83.3 95.5 49.6 81.7 73.8 86.5
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 24, 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 : 254,188: 3,369 13,037 19,786 230,906 221,366 254,061 254,188: 127 0
Old : 254,188: 3,369 13,037 19,786 230,906 221,366 254,061 254,188: 127 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 684: 79 837 -955 1,559 802 684 684: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.1 7.8 90.8 87.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 5.1 7.8 90.8 87.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 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 : 73.7 59.0 89.9 82.0 47.5 43.8 48.5 47.6
Old : 73.7 59.0 89.9 82.0 47.5 43.8 48.5 47.6
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,120: 810 0 0 22,090 23,120 22,900 23,120: 220 0
Old : 23,120: 810 0 0 22,090 23,120 22,900 23,120: 220 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 95.5 100.0 99.0 100.0: 1.0 0.0
Old : 100.0: 3.5 0.0 0.0 95.5 100.0 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 : 76.5 74.3 92.2 90.2 71.0 68.8 83.1 81.1
Old : 76.5 74.3 92.2 90.2 71.0 68.8 83.1 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,945: 1,345 925 200 22,143 22,820 23,688 23,945: 257 0
Old : 23,945: 1,345 925 200 22,143 22,820 23,688 23,945: 257 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 500: 200 300 0 300 200 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 3.9 0.8 92.5 95.3 98.9 100.0: 1.1 0.0
Old : 100.0: 5.6 3.9 0.8 92.5 95.3 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 : 27: 4 2 2 14 12 19 15:
Old : 27: 4 2 2 14 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 67.9 88.1 90.7 71.6 62.9 84.2 82.7
Old : 73.3 67.9 88.1 90.7 71.6 62.9 84.2 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,235: 1,045 925 200 17,375 18,110 18,620 19,235: 615 0
Old : 19,235: 1,045 925 200 17,375 18,110 18,620 19,235: 615 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 280: 0 300 0 280 -20 280 280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 4.8 1.0 90.3 94.2 96.8 100.0: 3.2 0.0
Old : 100.0: 5.4 4.8 1.0 90.3 94.2 96.8 100.0: 3.2 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 : 22: 3 2 2 12 10 16 13:
Old : 22: 3 2 2 12 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 : 71.5 72.9 88.6 93.1 68.6 60.8 79.1 80.5
Old : 71.5 72.9 88.6 93.1 68.6 60.8 79.1 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,430: 600 4,300 125 9,445 5,925 10,170 10,350: 260 80
Old : 10,430: 600 4,300 125 9,445 5,925 10,170 10,350: 260 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 41.2 1.2 90.6 56.8 97.5 99.2: 2.5 0.8
Old : 100.0: 5.8 41.2 1.2 90.6 56.8 97.5 99.2: 2.5 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 : 20: 1 3 1 13 10 15 13:
Old : 20: 1 3 1 13 10 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 68.3 82.6 89.6 47.7 61.0 64.8 70.3
Old : 60.2 68.3 82.6 89.6 47.7 61.0 64.8 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 17, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 : 21: 1 3 1 13 10 15 13:
Old : 21: 1 3 1 13 10 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 53.5 82.1 84.7 52.7 49.9 66.5 69.5
Old : 52.7 53.5 82.1 84.7 52.7 49.9 66.5 69.5
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,937: 1,790 3,040 1,795 45,763 45,102 49,348 49,937: 589 0
Old : 49,937: 1,790 3,040 1,795 45,763 45,102 49,348 49,937: 589 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,118: 280 -550 670 1,160 2,010 2,110 2,130: 8 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 6.1 3.6 91.6 90.3 98.8 100.0: 1.2 0.0
Old : 100.0: 3.6 6.1 3.6 91.6 90.3 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 : 29: 2 2 2 20 16 23 19:
Old : 29: 2 2 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 : 56.7 83.1 79.8 95.1 54.6 80.9 71.3 84.3
Old : 56.7 83.1 79.8 95.1 54.6 80.9 71.3 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,176: 2,160 3,865 1,225 44,256 43,086 47,641 48,176: 535 0
Old : 48,176: 2,160 3,865 1,225 44,256 43,086 47,641 48,176: 535 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,125: 650 -525 100 367 1,550 1,117 1,125: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.0 2.5 91.9 89.4 98.9 100.0: 1.1 0.0
Old : 100.0: 4.5 8.0 2.5 91.9 89.4 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 : 30: 2 2 3 21 16 25 19:
Old : 30: 2 2 3 21 16 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 83.2 79.3 93.8 55.6 81.6 72.7 85.8
Old : 57.1 83.2 79.3 93.8 55.6 81.6 72.7 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 118,199: 7,382 2,136 5,954 104,621 109,969 117,957 118,059: 242 140
Old : 118,199: 7,382 2,136 5,954 104,621 109,969 117,957 118,059: 242 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,315: 220 278 292 801 760 1,313 1,330: 2 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.8 5.0 88.5 93.0 99.8 99.9: 0.2 0.1
Old : 100.0: 6.2 1.8 5.0 88.5 93.0 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 8 6 10 32 33 44 45:
Old : 55: 8 6 10 32 33 44 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 : 44.3 50.2 63.0 72.7 41.4 39.2 56.4 57.7
Old : 44.3 50.2 63.0 72.7 41.4 39.2 56.4 57.7
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 141,861: 11,940 7,224 3,955 125,639 130,682 141,534 141,861: 327 0
Old : 141,861: 11,940 7,224 3,955 125,639 130,682 141,534 141,861: 327 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,736: 110 1,415 -505 3,131 1,826 2,736 2,736: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 5.1 2.8 88.6 92.1 99.8 100.0: 0.2 0.0
Old : 100.0: 8.4 5.1 2.8 88.6 92.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 10 7 9 37 32 49 46:
Old : 61: 10 7 9 37 32 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 54.5 60.7 75.2 37.3 50.0 54.5 64.9
Old : 40.8 54.5 60.7 75.2 37.3 50.0 54.5 64.9
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 285,798: 27,031 31,750 21,099 237,115 232,805 285,245 285,654: 553 144
Old : 285,798: 27,031 31,750 21,099 237,115 232,805 285,245 285,654: 553 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 11,783: 2,483 1,335 -1,098 10,410 11,507 11,794 11,744: -11 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.1 7.4 83.0 81.5 99.8 99.9: 0.2 0.1
Old : 100.0: 9.5 11.1 7.4 83.0 81.5 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 23 16 25 40 45 74 75:
Old : 87: 23 16 25 40 45 74 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 37.2 55.0 58.2 24.5 27.2 38.6 40.6
Old : 34.1 37.2 55.0 58.2 24.5 27.2 38.6 40.6
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,474: 3,008 610 80 29,230 31,784 32,318 32,474: 156 0
Old : 32,474: 3,008 610 80 29,230 31,784 32,318 32,474: 156 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -17: -100 -100 0 83 83 -17 -17: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 1.9 0.2 90.0 97.9 99.5 100.0: 0.5 0.0
Old : 100.0: 9.3 1.9 0.2 90.0 97.9 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 1 21 8 26 11:
Old : 29: 4 3 1 21 8 26 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 : 53.9 94.3 76.3 98.6 53.0 90.6 75.4 92.7
Old : 53.9 94.3 76.3 98.6 53.0 90.6 75.4 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,786: 1,563 1,250 690 28,335 28,846 30,588 30,786: 198 0
Old : 30,786: 1,563 1,250 690 28,335 28,846 30,588 30,786: 198 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -50: -100 -100 0 50 50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.1 2.2 92.0 93.7 99.4 100.0: 0.6 0.0
Old : 100.0: 5.1 4.1 2.2 92.0 93.7 99.4 100.0: 0.6 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 3 20 9 26 13:
Old : 28: 4 3 3 20 9 26 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 93.1 81.0 98.4 57.9 89.1 80.6 92.2
Old : 58.3 93.1 81.0 98.4 57.9 89.1 80.6 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 24, 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 : 3,900: 109 196 28 3,115 2,645 3,252 2,869: 648 1,031
Old : 3,900: 109 196 28 3,115 2,645 3,252 2,869: 648 1,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 211: 2 17 6 223 106 231 129: -20 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 5.0 0.7 79.9 67.8 83.4 73.6: 16.6 26.4
Old : 100.0: 2.8 5.0 0.7 79.9 67.8 83.4 73.6: 16.6 26.4
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 : 23: 2 2 2 19 19 22 22:
Old : 23: 2 2 2 19 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 32.0 59.8 50.6 28.2 22.6 34.8 29.0
Old : 38.5 32.0 59.8 50.6 28.2 22.6 34.8 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 38,575: 2,369 1,959 821 34,875 35,575 38,065 38,355: 510 220
Old : 38,575: 2,369 1,959 821 34,875 35,575 38,065 38,355: 510 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,386: -76 110 101 1,361 1,175 1,386 1,386: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 5.1 2.1 90.4 92.2 98.7 99.4: 1.3 0.6
Old : 100.0: 6.1 5.1 2.1 90.4 92.2 98.7 99.4: 1.3 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 : 43: 5 5 5 27 29 35 36:
Old : 43: 5 5 5 27 29 35 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 : 54.8 54.9 70.3 74.6 39.1 49.8 52.5 59.8
Old : 54.8 54.9 70.3 74.6 39.1 49.8 52.5 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 16,085: 1,305 206 97 14,426 15,037 15,828 15,340: 257 745
Old : 16,085: 1,305 206 97 14,426 15,037 15,828 15,340: 257 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 765: 95 0 0 470 580 565 580: 200 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.3 0.6 89.7 93.5 98.4 95.4: 1.6 4.6
Old : 100.0: 8.1 1.3 0.6 89.7 93.5 98.4 95.4: 1.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 2 23 24 26 27:
Old : 31: 2 2 2 23 24 26 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 : 59.4 53.6 82.2 72.1 31.9 24.1 40.8 32.9
Old : 59.4 53.6 82.2 72.1 31.9 24.1 40.8 32.9
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 11,086: 422 367 244 9,853 10,169 10,519 10,780: 567 306
Old : 11,086: 422 367 244 9,853 10,169 10,519 10,780: 567 306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 282: 50 40 -50 240 292 240 282: 42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.3 2.2 88.9 91.7 94.9 97.2: 5.1 2.8
Old : 100.0: 3.8 3.3 2.2 88.9 91.7 94.9 97.2: 5.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 2 5 23 31 30 36:
Old : 43: 5 2 5 23 31 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 : 62.8 35.6 73.8 53.1 51.3 32.8 59.6 47.1
Old : 62.8 35.6 73.8 53.1 51.3 32.8 59.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 19,325: 124 1,554 222 18,899 17,234 19,245 19,010: 80 315
Old : 19,325: 124 1,554 222 18,899 17,234 19,245 19,010: 80 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 913: 50 -40 0 878 883 928 843: -15 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.0 1.1 97.8 89.2 99.6 98.4: 0.4 1.6
Old : 100.0: 0.6 8.0 1.1 97.8 89.2 99.6 98.4: 0.4 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 : 44: 3 5 4 21 30 28 36:
Old : 44: 3 5 4 21 30 28 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 : 63.0 44.4 84.9 62.4 56.4 40.7 70.8 55.3
Old : 63.0 44.4 84.9 62.4 56.4 40.7 70.8 55.3
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 24, 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 : 70,785: 6,213 3,261 4,263 60,055 62,427 70,531 69,951: 254 834
Old : 70,785: 6,213 3,261 4,263 60,055 62,427 70,531 69,951: 254 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,054: -244 63 543 1,705 1,304 2,004 1,910: 50 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.6 6.0 84.8 88.2 99.6 98.8: 0.4 1.2
Old : 100.0: 8.8 4.6 6.0 84.8 88.2 99.6 98.8: 0.4 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 : 98: 18 12 20 60 58 87 81:
Old : 98: 18 12 20 60 58 87 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 26.3 44.7 44.0 24.0 22.4 32.9 33.7
Old : 30.3 26.3 44.7 44.0 24.0 22.4 32.9 33.7
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 37,252: 2,455 0 0 34,782 37,252 37,237 37,252: 15 0
Old : 37,252: 2,455 0 0 34,782 37,252 37,237 37,252: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -3,292: -143 0 -37 -2,132 -1,740 -2,312 -1,777: -980 -1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.0 93.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.6 0.0 0.0 93.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 0 25 23 27 23:
Old : 35: 2 0 0 25 23 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 48.5 67.0 76.8 35.5 38.5 52.6 56.7
Old : 42.0 48.5 67.0 76.8 35.5 38.5 52.6 56.7
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 14,040: 2,120 0 710 11,115 13,275 13,945 13,985: 95 55
Old : 14,040: 2,120 0 710 11,115 13,275 13,945 13,985: 95 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 225: -20 0 0 245 225 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.0 5.1 79.2 94.6 99.3 99.6: 0.7 0.4
Old : 100.0: 15.1 0.0 5.1 79.2 94.6 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 0 2 19 21 23 23:
Old : 29: 4 0 2 19 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 62.0 79.4 79.7 52.5 51.7 68.9 64.9
Old : 59.0 62.0 79.4 79.7 52.5 51.7 68.9 64.9
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 208,438: 0 0 0 200,640 192,881 200,640 192,881: 7,798 15,557
Old : 208,438: 0 0 0 200,640 192,881 200,640 192,881: 7,798 15,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 4,309: 0 0 0 7,679 2,808 7,679 2,808: -3,370 1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 92.5 96.3 92.5: 3.7 7.5
Old : 100.0: 0.0 0.0 0.0 96.3 92.5 96.3 92.5: 3.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 13 13 13:
Old : 20: 0 0 0 13 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 60.5 89.3 83.7 54.3 60.3 80.0 82.1
Old : 63.4 60.5 89.3 83.7 54.3 60.3 80.0 82.1
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 15,107: 1,516 1,899 1,772 7,378 9,847 10,666 13,518: 4,441 1,589
Old : 15,107: 1,516 1,899 1,772 7,378 9,847 10,666 13,518: 4,441 1,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 369: -150 -100 175 15 308 40 383: 329 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.6 11.7 48.8 65.2 70.6 89.5: 29.4 10.5
Old : 100.0: 10.0 12.6 11.7 48.8 65.2 70.6 89.5: 29.4 10.5
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 : 21: 3 5 5 10 11 16 18:
Old : 21: 3 5 5 10 11 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 45.8 57.2 69.2 37.3 38.4 40.8 52.5
Old : 38.5 45.8 57.2 69.2 37.3 38.4 40.8 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2018