CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 17,085: 290 3,810 0 16,755 13,259 17,045 17,069: 40 16
Old : 17,085: 290 3,810 0 16,755 13,259 17,045 17,069: 40 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 64: 0 0 0 64 64 64 64: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 22.3 0.0 98.1 77.6 99.8 99.9: 0.2 0.1
Old : 100.0: 1.7 22.3 0.0 98.1 77.6 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: 3 4 0 10 9 13 13:
Old : 22: 3 4 0 10 9 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 : 87.8 68.9 97.5 98.0 82.9 68.9 92.6 93.9
Old : 87.8 68.9 97.5 98.0 82.9 68.9 92.6 93.9
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 71,774: 9,851 11,119 6,529 55,383 54,118 71,763 71,766: 11 8
Old : 71,774: 9,851 11,119 6,529 55,383 54,118 71,763 71,766: 11 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -248: 479 -729 507 -1,008 -25 -23 -248: -225 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.5 9.1 77.2 75.4 100.0 100.0: 0.0 0.0
Old : 100.0: 13.7 15.5 9.1 77.2 75.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 13 9 10 17 15 37 27:
Old : 44: 13 9 10 17 15 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 45.6 70.1 71.0 44.7 37.6 56.0 55.1
Old : 51.8 45.6 70.1 71.0 44.7 37.6 56.0 55.1
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 48,160: 8,718 24,947 800 38,642 22,413 48,160 48,160: 0 0
Old : 48,160: 8,718 24,947 800 38,642 22,413 48,160 48,160: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 51.8 1.7 80.2 46.5 100.0 100.0: 0.0 0.0
Old : 100.0: 18.1 51.8 1.7 80.2 46.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 9 1 10 7 15 16:
Old : 27: 4 9 1 10 7 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 77.2 91.3 91.4 69.2 76.3 91.3 90.4
Old : 69.2 77.2 91.3 91.4 69.2 76.3 91.3 90.4
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 44,162: 8,782 31,350 0 35,380 12,812 44,162 44,162: 0 0
Old : 44,162: 8,782 31,350 0 35,380 12,812 44,162 44,162: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 100: 0 100 0 100 0 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 71.0 0.0 80.1 29.0 100.0 100.0: 0.0 0.0
Old : 100.0: 19.9 71.0 0.0 80.1 29.0 100.0 100.0: 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 : 25: 3 8 0 11 7 14 15:
Old : 25: 3 8 0 11 7 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 70.8 94.1 90.0 76.2 69.5 94.1 86.5
Old : 76.2 70.8 94.1 90.0 76.2 69.5 94.1 86.5
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 29,266: 3,180 15,748 100 25,986 13,418 29,266 29,266: 0 0
Old : 29,266: 3,180 15,748 100 25,986 13,418 29,266 29,266: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 312: 100 204 0 212 108 312 312: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 53.8 0.3 88.8 45.8 100.0 100.0: 0.0 0.0
Old : 100.0: 10.9 53.8 0.3 88.8 45.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 68.8 72.1 92.6 91.4 65.3 71.7 89.1 89.3
Old : 68.8 72.1 92.6 91.4 65.3 71.7 89.1 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 31,295: 7,320 7,005 0 23,975 24,290 31,295 31,295: 0 0
Old : 31,295: 7,320 7,005 0 23,975 24,290 31,295 31,295: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 800: 100 300 0 700 500 800 800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.4 0.0 76.6 77.6 100.0 100.0: 0.0 0.0
Old : 100.0: 23.4 22.4 0.0 76.6 77.6 100.0 100.0: 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 11 3 16 7:
Old : 23: 5 4 0 11 3 16 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 : 56.4 91.6 79.1 100.0 56.4 91.6 79.1 100.0
Old : 56.4 91.6 79.1 100.0 56.4 91.6 79.1 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 27,122: 5,397 5,275 0 21,725 21,847 27,122 27,122: 0 0
Old : 27,122: 5,397 5,275 0 21,725 21,847 27,122 27,122: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -100: -100 0 0 0 -100 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 19.4 0.0 80.1 80.6 100.0 100.0: 0.0 0.0
Old : 100.0: 19.9 19.4 0.0 80.1 80.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 2 0 12 5 16 7:
Old : 22: 4 2 0 12 5 16 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 96.6 92.8 100.0 74.7 96.6 92.6 98.5
Old : 74.7 96.6 92.8 100.0 74.7 96.6 92.6 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 16,123: 3,143 810 0 12,980 15,313 16,123 16,123: 0 0
Old : 16,123: 3,143 810 0 12,980 15,313 16,123 16,123: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 387: 342 -3 0 45 389 387 387: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 5.0 0.0 80.5 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 19.5 5.0 0.0 80.5 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 : 27: 7 5 0 12 11 19 16:
Old : 27: 7 5 0 12 11 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 76.5 80.3 93.5 49.4 51.2 59.0 58.0
Old : 53.8 76.5 80.3 93.5 49.4 51.2 59.0 58.0
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, September 11, 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 : 23,985: 9,300 4,865 0 14,685 19,120 23,985 23,985: 0 0
Old : 23,985: 9,300 4,865 0 14,685 19,120 23,985 23,985: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 12: 0 -85 0 12 97 12 12: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 20.3 0.0 61.2 79.7 100.0 100.0: 0.0 0.0
Old : 100.0: 38.8 20.3 0.0 61.2 79.7 100.0 100.0: 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 : 75.0 93.4 90.8 100.0 75.0 93.4 90.8 100.0
Old : 75.0 93.4 90.8 100.0 75.0 93.4 90.8 100.0
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 27,370: 7,980 18,020 0 19,390 9,350 27,370 27,370: 0 0
Old : 27,370: 7,980 18,020 0 19,390 9,350 27,370 27,370: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 65.8 0.0 70.8 34.2 100.0 100.0: 0.0 0.0
Old : 100.0: 29.2 65.8 0.0 70.8 34.2 100.0 100.0: 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: 5 7 0 7 6 12 13:
Old : 24: 5 7 0 7 6 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 : 82.1 85.5 97.6 97.3 82.1 85.5 97.6 97.3
Old : 82.1 85.5 97.6 97.3 82.1 85.5 97.6 97.3
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, September 11, 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 : 38,414: 3,033 3,038 592 34,789 34,784 38,414 38,414: 0 0
Old : 38,414: 3,033 3,038 592 34,789 34,784 38,414 38,414: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 9,183: 75 122 -151 9,260 9,213 9,183 9,183: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 7.9 1.5 90.6 90.6 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 7.9 1.5 90.6 90.6 100.0 100.0: 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 : 29: 2 4 2 17 15 19 21:
Old : 29: 2 4 2 17 15 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 68.7 89.0 93.1 29.6 33.0 40.1 39.9
Old : 70.9 68.7 89.0 93.1 29.6 33.0 40.1 39.9
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 21,937: 1,668 869 4,388 15,854 16,590 21,910 21,847: 27 90
Old : 21,937: 1,668 869 4,388 15,854 16,590 21,910 21,847: 27 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 2,006: 24 148 395 1,597 1,468 2,016 2,011: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 4.0 20.0 72.3 75.6 99.9 99.6: 0.1 0.4
Old : 100.0: 7.6 4.0 20.0 72.3 75.6 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 2 4 21 21 27 26:
Old : 31: 5 2 4 21 21 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 56.8 74.6 81.3 18.6 17.5 25.7 25.3
Old : 51.5 56.8 74.6 81.3 18.6 17.5 25.7 25.3
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 21,570: 475 8,097 1,079 19,409 12,394 20,963 21,570: 607 0
Old : 21,570: 475 8,097 1,079 19,409 12,394 20,963 21,570: 607 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 877: -105 760 105 857 12 857 877: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 37.5 5.0 90.0 57.5 97.2 100.0: 2.8 0.0
Old : 100.0: 2.2 37.5 5.0 90.0 57.5 97.2 100.0: 2.8 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 : 34: 3 4 3 21 16 26 21:
Old : 34: 3 4 3 21 16 26 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 : 52.0 65.5 71.4 89.6 43.7 57.8 60.5 76.1
Old : 52.0 65.5 71.4 89.6 43.7 57.8 60.5 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,378,147: 309,243 111,199 722,418 4,303,493 4,531,781 5,335,154 5,365,398: 42,993 12,749
Old : 5,378,147: 309,243 111,199 722,418 4,303,493 4,531,781 5,335,154 5,365,398: 42,993 12,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 51,032: -66,551 47,032 2,242 115,911 2,142 51,602 51,416: -570 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.1 13.4 80.0 84.3 99.2 99.8: 0.8 0.2
Old : 100.0: 5.7 2.1 13.4 80.0 84.3 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 42 30 57 140 111 207 174:
Old : 223: 42 30 57 140 111 207 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 40.2 41.7 56.2 21.4 38.6 34.2 51.3
Old : 24.5 40.2 41.7 56.2 21.4 38.6 34.2 51.3
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 812,537: 33,174 66,682 393,208 381,235 350,658 807,617 810,548: 4,920 1,989
Old : 812,537: 33,174 66,682 393,208 381,235 350,658 807,617 810,548: 4,920 1,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 12,486: -4,340 -1,944 8,482 8,334 5,941 12,476 12,480: 10 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 8.2 48.4 46.9 43.2 99.4 99.8: 0.6 0.2
Old : 100.0: 4.1 8.2 48.4 46.9 43.2 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 16 15 23 52 51 80 77:
Old : 89: 16 15 23 52 51 80 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 53.8 69.3 70.5 6.1 9.0 8.8 10.2
Old : 49.8 53.8 69.3 70.5 6.1 9.0 8.8 10.2
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, September 11, 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 : 266,134: 50 5,029 490 256,705 256,899 257,245 262,418: 8,889 3,716
Old : 266,134: 50 5,029 490 256,705 256,899 257,245 262,418: 8,889 3,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -12,330: -1,052 -1,335 -60 -10,180 -10,946 -11,292 -12,341: -1,038 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.2 96.5 96.5 96.7 98.6: 3.3 1.4
Old : 100.0: 0.0 1.9 0.2 96.5 96.5 96.7 98.6: 3.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 3 2 31 29 33 33:
Old : 41: 1 3 2 31 29 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 67.1 69.2 83.2 46.4 60.9 59.2 69.9
Old : 55.9 67.1 69.2 83.2 46.4 60.9 59.2 69.9
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, September 11, 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 : 117,550: 7,962 288 1,577 103,861 105,664 113,400 107,529: 4,150 10,021
Old : 117,550: 7,962 288 1,577 103,861 105,664 113,400 107,529: 4,150 10,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -10,497: -1,020 288 -505 -8,851 -9,894 -10,376 -10,111: -121 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.2 1.3 88.4 89.9 96.5 91.5: 3.5 8.5
Old : 100.0: 6.8 0.2 1.3 88.4 89.9 96.5 91.5: 3.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 1 3 20 24 26 27:
Old : 34: 5 1 3 20 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 : 63.5 50.2 76.7 75.0 51.9 45.7 64.5 59.0
Old : 63.5 50.2 76.7 75.0 51.9 45.7 64.5 59.0
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, September 11, 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 : 341,987: 1,413 2,929 1,170 328,045 329,519 330,628 333,618: 11,359 8,369
Old : 341,987: 1,413 2,929 1,170 328,045 329,519 330,628 333,618: 11,359 8,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -22,322: 730 -2,118 -817 -24,790 -20,147 -24,877 -23,082: 2,555 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.9 0.3 95.9 96.4 96.7 97.6: 3.3 2.4
Old : 100.0: 0.4 0.9 0.3 95.9 96.4 96.7 97.6: 3.3 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 : 41: 2 3 2 29 30 32 34:
Old : 41: 2 3 2 29 30 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 61.8 85.8 79.1 67.5 59.5 74.3 74.3
Old : 71.8 61.8 85.8 79.1 67.5 59.5 74.3 74.3
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, September 11, 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 : 841,955: 4,146 6,914 8,834 817,390 822,117 830,370 837,865: 11,585 4,090
Old : 841,955: 4,146 6,914 8,834 817,390 822,117 830,370 837,865: 11,585 4,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -15,330: 344 -330 -677 -12,531 3,598 -12,864 2,591: -2,466 -17,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.8 1.0 97.1 97.6 98.6 99.5: 1.4 0.5
Old : 100.0: 0.5 0.8 1.0 97.1 97.6 98.6 99.5: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 2 3 43 27 47 30:
Old : 48: 2 2 3 43 27 47 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 : 35.2 69.4 61.0 90.9 33.9 69.1 58.1 89.1
Old : 35.2 69.4 61.0 90.9 33.9 69.1 58.1 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, September 11, 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 : 425,925: 0 3,019 0 401,573 417,412 401,573 420,431: 24,352 5,494
Old : 425,925: 0 3,019 0 401,573 417,412 401,573 420,431: 24,352 5,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -28,698: -1,080 456 -30 -28,647 -26,831 -29,757 -26,405: 1,059 -2,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 94.3 98.0 94.3 98.7: 5.7 1.3
Old : 100.0: 0.0 0.7 0.0 94.3 98.0 94.3 98.7: 5.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 0 2 0 36 43 36 45:
Old : 56: 0 2 0 36 43 36 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 : 46.6 39.5 65.2 58.4 46.1 33.1 57.0 49.0
Old : 46.6 39.5 65.2 58.4 46.1 33.1 57.0 49.0
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, September 11, 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 : 499,164: 2,949 1,826 2,051 480,422 489,196 485,422 493,073: 13,742 6,091
Old : 499,164: 2,949 1,826 2,051 480,422 489,196 485,422 493,073: 13,742 6,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -38,094: -1,235 -737 -341 -37,477 -36,941 -39,053 -38,019: 959 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.4 0.4 96.2 98.0 97.2 98.8: 2.8 1.2
Old : 100.0: 0.6 0.4 0.4 96.2 98.0 97.2 98.8: 2.8 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 : 55: 3 3 4 33 40 39 44:
Old : 55: 3 3 4 33 40 39 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 49.3 79.4 71.9 56.1 47.9 72.4 70.1
Old : 59.6 49.3 79.4 71.9 56.1 47.9 72.4 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 301,621: 0 13,607 0 294,675 282,113 294,675 295,720: 6,946 5,901
Old : 301,621: 0 13,607 0 294,675 282,113 294,675 295,720: 6,946 5,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -17,188: 0 1,658 -123 -16,926 -18,690 -17,049 -17,155: -139 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.0 97.7 93.5 97.7 98.0: 2.3 2.0
Old : 100.0: 0.0 4.5 0.0 97.7 93.5 97.7 98.0: 2.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 0 4 0 40 34 40 38:
Old : 54: 0 4 0 40 34 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 : 40.3 46.6 60.2 65.1 40.3 42.4 54.7 58.9
Old : 40.3 46.6 60.2 65.1 40.3 42.4 54.7 58.9
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,602: 3,299 0 3,384 97,891 103,231 104,574 106,615: 5,028 2,987
Old : 109,602: 3,299 0 3,384 97,891 103,231 104,574 106,615: 5,028 2,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -7,532: 228 0 -31 -5,572 -7,081 -5,375 -7,112: -2,157 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 3.1 89.3 94.2 95.4 97.3: 4.6 2.7
Old : 100.0: 3.0 0.0 3.1 89.3 94.2 95.4 97.3: 4.6 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 1 26 25 28 26:
Old : 34: 2 0 1 26 25 28 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 : 49.1 53.1 71.0 75.3 47.8 51.5 67.8 71.7
Old : 49.1 53.1 71.0 75.3 47.8 51.5 67.8 71.7
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 36,472: 0 0 0 35,448 36,472 35,448 36,472: 1,024 0
Old : 36,472: 0 0 0 35,448 36,472 35,448 36,472: 1,024 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -12,055: 0 0 0 -11,590 -11,900 -11,590 -11,900: -465 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 100.0 97.2 100.0: 2.8 0.0
Old : 100.0: 0.0 0.0 0.0 97.2 100.0 97.2 100.0: 2.8 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 : 28: 0 0 0 16 16 16 16:
Old : 28: 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 : 64.5 74.1 83.7 91.9 63.9 68.5 76.4 80.3
Old : 64.5 74.1 83.7 91.9 63.9 68.5 76.4 80.3
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 227,435: 222 529 1,823 218,973 220,794 221,018 223,146: 6,417 4,289
Old : 227,435: 222 529 1,823 218,973 220,794 221,018 223,146: 6,417 4,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,499: 132 234 -227 2,068 -526 1,973 -519: -3,472 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.2 0.8 96.3 97.1 97.2 98.1: 2.8 1.9
Old : 100.0: 0.1 0.2 0.8 96.3 97.1 97.2 98.1: 2.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 2 19 24 21 26:
Old : 32: 1 1 2 19 24 21 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 : 76.2 60.6 87.9 86.7 75.1 60.6 82.3 85.0
Old : 76.2 60.6 87.9 86.7 75.1 60.6 82.3 85.0
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, September 11, 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 : 174,361: 0 3,443 0 165,103 163,229 165,103 166,672: 9,258 7,689
Old : 174,361: 0 3,443 0 165,103 163,229 165,103 166,672: 9,258 7,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -10,196: 0 0 0 -9,914 -9,387 -9,914 -9,387: -282 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 94.7 93.6 94.7 95.6: 5.3 4.4
Old : 100.0: 0.0 2.0 0.0 94.7 93.6 94.7 95.6: 5.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 3 0 28 23 28 26:
Old : 37: 0 3 0 28 23 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 61.2 72.0 79.8 49.4 60.9 66.5 75.5
Old : 51.4 61.2 72.0 79.8 49.4 60.9 66.5 75.5
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 249,739: 0 0 0 244,932 244,925 244,932 244,925: 4,807 4,814
Old : 249,739: 0 0 0 244,932 244,925 244,932 244,925: 4,807 4,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -9,067: 0 0 0 -8,497 -10,013 -8,497 -10,013: -570 946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 98.1 98.1 98.1: 1.9 1.9
Old : 100.0: 0.0 0.0 0.0 98.1 98.1 98.1 98.1: 1.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 17 18 17:
Old : 23: 0 0 0 18 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 68.2 89.6 90.5 69.9 60.6 81.2 81.8
Old : 73.3 68.2 89.6 90.5 69.9 60.6 81.2 81.8
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,883: 686 608 124 19,987 20,575 20,797 21,307: 1,086 576
Old : 21,883: 686 608 124 19,987 20,575 20,797 21,307: 1,086 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -12,028: -3,507 -465 -368 -8,048 -11,222 -11,923 -12,055: -105 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.8 0.6 91.3 94.0 95.0 97.4: 5.0 2.6
Old : 100.0: 3.1 2.8 0.6 91.3 94.0 95.0 97.4: 5.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 1 18 15 21 18:
Old : 32: 3 2 1 18 15 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 : 49.5 55.7 73.2 77.4 49.5 50.8 71.5 70.7
Old : 49.5 55.7 73.2 77.4 49.5 50.8 71.5 70.7
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 586,467: 14,109 15,537 1,251 559,780 564,388 575,140 581,176: 11,327 5,291
Old : 586,467: 14,109 15,537 1,251 559,780 564,388 575,140 581,176: 11,327 5,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -35,053: -1,225 -2,672 -1,104 -35,347 -31,169 -37,676 -34,945: 2,623 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.6 0.2 95.4 96.2 98.1 99.1: 1.9 0.9
Old : 100.0: 2.4 2.6 0.2 95.4 96.2 98.1 99.1: 1.9 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 : 73: 5 4 4 52 52 59 58:
Old : 73: 5 4 4 52 52 59 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 60.2 54.3 70.0 32.8 59.8 50.7 67.6
Old : 35.2 60.2 54.3 70.0 32.8 59.8 50.7 67.6
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 233,163: 39 19,502 1,205 224,495 208,038 225,739 228,745: 7,424 4,418
Old : 233,163: 39 19,502 1,205 224,495 208,038 225,739 228,745: 7,424 4,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -9,916: 39 894 544 -10,307 -10,722 -9,724 -9,284: -192 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 0.5 96.3 89.2 96.8 98.1: 3.2 1.9
Old : 100.0: 0.0 8.4 0.5 96.3 89.2 96.8 98.1: 3.2 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 : 45: 1 5 3 31 29 34 35:
Old : 45: 1 5 3 31 29 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 43.0 67.8 69.7 36.3 30.6 52.5 48.9
Old : 43.2 43.0 67.8 69.7 36.3 30.6 52.5 48.9
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 28,027: 0 450 0 26,752 26,941 26,752 27,391: 1,275 636
Old : 28,027: 0 450 0 26,752 26,941 26,752 27,391: 1,275 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -7,985: -38 272 -272 -7,935 -7,489 -8,245 -7,489: 260 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 95.5 96.1 95.5 97.7: 4.5 2.3
Old : 100.0: 0.0 1.6 0.0 95.5 96.1 95.5 97.7: 4.5 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 2 0 11 11 11 13:
Old : 21: 0 2 0 11 11 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 : 71.9 77.7 91.8 91.9 71.1 67.4 79.5 75.9
Old : 71.9 77.7 91.8 91.9 71.1 67.4 79.5 75.9
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,470: 1,298 0 571 63,512 64,057 65,381 64,628: 5,089 5,842
Old : 70,470: 1,298 0 571 63,512 64,057 65,381 64,628: 5,089 5,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -10,124: 1,298 -491 300 -10,161 -8,813 -8,563 -9,004: -1,561 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.8 90.1 90.9 92.8 91.7: 7.2 8.3
Old : 100.0: 1.8 0.0 0.8 90.1 90.9 92.8 91.7: 7.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 17 12 19 14:
Old : 22: 2 0 2 17 12 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 66.4 74.2 84.6 41.2 59.4 57.3 65.8
Old : 53.2 66.4 74.2 84.6 41.2 59.4 57.3 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 137,826: 620 465 0 132,272 134,667 132,892 135,132: 4,934 2,694
Old : 137,826: 620 465 0 132,272 134,667 132,892 135,132: 4,934 2,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -58,043: -2,010 -5,729 0 -56,831 -51,636 -58,841 -57,365: 798 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.3 0.0 96.0 97.7 96.4 98.0: 3.6 2.0
Old : 100.0: 0.4 0.3 0.0 96.0 97.7 96.4 98.0: 3.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 18 19 19 20:
Old : 28: 1 1 0 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 62.3 80.7 80.3 53.6 56.1 65.6 68.0
Old : 59.9 62.3 80.7 80.3 53.6 56.1 65.6 68.0
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 151,129: 3,298 4,980 511 143,676 144,644 147,485 150,135: 3,644 994
Old : 151,129: 3,298 4,980 511 143,676 144,644 147,485 150,135: 3,644 994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -61,754: -11,966 -11,455 -728 -49,260 -49,463 -61,954 -61,646: 200 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.3 0.3 95.1 95.7 97.6 99.3: 2.4 0.7
Old : 100.0: 2.2 3.3 0.3 95.1 95.7 97.6 99.3: 2.4 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 : 62: 7 8 2 31 31 39 40:
Old : 62: 7 8 2 31 31 39 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 : 53.1 54.5 72.1 73.3 42.6 41.7 54.9 53.3
Old : 53.1 54.5 72.1 73.3 42.6 41.7 54.9 53.3
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 178,824: 0 972 0 176,711 176,212 176,711 177,184: 2,113 1,640
Old : 178,824: 0 972 0 176,711 176,212 176,711 177,184: 2,113 1,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -25,353: -2,135 713 -341 -23,316 -25,101 -25,792 -24,729: 439 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 98.8 98.5 98.8 99.1: 1.2 0.9
Old : 100.0: 0.0 0.5 0.0 98.8 98.5 98.8 99.1: 1.2 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 : 33: 0 2 0 20 20 20 22:
Old : 33: 0 2 0 20 20 20 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 : 75.0 74.0 90.1 88.1 74.6 70.6 81.5 82.8
Old : 75.0 74.0 90.1 88.1 74.6 70.6 81.5 82.8
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 292,355: 279 1,752 1,094 286,651 272,927 288,024 275,773: 4,331 16,582
Old : 292,355: 279 1,752 1,094 286,651 272,927 288,024 275,773: 4,331 16,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -11,155: 0 -33 213 -9,756 -13,944 -9,543 -13,764: -1,612 2,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.6 0.4 98.0 93.4 98.5 94.3: 1.5 5.7
Old : 100.0: 0.1 0.6 0.4 98.0 93.4 98.5 94.3: 1.5 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 : 42: 1 2 2 34 31 37 33:
Old : 42: 1 2 2 34 31 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 37.2 66.7 59.1 38.1 28.3 51.1 43.7
Old : 45.1 37.2 66.7 59.1 38.1 28.3 51.1 43.7
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,266: 0 0 0 88,906 88,752 88,906 88,752: 360 514
Old : 89,266: 0 0 0 88,906 88,752 88,906 88,752: 360 514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -7,254: 0 0 0 -6,820 -7,161 -6,820 -7,161: -434 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 99.4 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 0.0 0.0 99.6 99.4 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 11 13 11:
Old : 20: 0 0 0 13 11 13 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 : 94.9 82.6 98.4 97.4 91.2 78.0 94.1 92.8
Old : 94.9 82.6 98.4 97.4 91.2 78.0 94.1 92.8
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,930: 0 124 934 99,794 102,496 100,728 103,554: 15,202 12,376
Old : 115,930: 0 124 934 99,794 102,496 100,728 103,554: 15,202 12,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,460: 0 -6 0 -7,405 -3,400 -7,405 -3,406: 3,945 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.8 86.1 88.4 86.9 89.3: 13.1 10.7
Old : 100.0: 0.0 0.1 0.8 86.1 88.4 86.9 89.3: 13.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 17 18 18 19:
Old : 24: 0 1 1 17 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 41.1 79.3 69.5 55.2 37.6 60.5 58.8
Old : 62.5 41.1 79.3 69.5 55.2 37.6 60.5 58.8
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 197,633: 0 0 0 193,517 191,292 193,517 191,292: 4,116 6,341
Old : 197,633: 0 0 0 193,517 191,292 193,517 191,292: 4,116 6,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -16,613: 0 -961 0 -16,960 -14,645 -16,960 -15,606: 347 -1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 96.8 97.9 96.8: 2.1 3.2
Old : 100.0: 0.0 0.0 0.0 97.9 96.8 97.9 96.8: 2.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 24 28 24 28:
Old : 33: 0 0 0 24 28 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 : 63.7 56.7 80.1 70.6 52.8 50.1 64.4 58.0
Old : 63.7 56.7 80.1 70.6 52.8 50.1 64.4 58.0
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 193,095: 0 189 90 178,698 187,438 178,788 187,717: 14,307 5,378
Old : 193,095: 0 189 90 178,698 187,438 178,788 187,717: 14,307 5,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 19,306: 0 -480 90 17,336 20,022 17,426 19,632: 1,880 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 92.5 97.1 92.6 97.2: 7.4 2.8
Old : 100.0: 0.0 0.1 0.0 92.5 97.1 92.6 97.2: 7.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 1 26 19 27 20:
Old : 31: 0 1 1 26 19 27 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 : 59.6 71.5 78.1 86.3 55.9 68.7 73.5 81.5
Old : 59.6 71.5 78.1 86.3 55.9 68.7 73.5 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,663: 0 0 0 85,132 84,155 85,132 84,155: 8,531 9,508
Old : 93,663: 0 0 0 85,132 84,155 85,132 84,155: 8,531 9,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -8,338: 0 0 0 -7,713 -11,552 -7,713 -11,552: -625 3,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.9 89.8 90.9 89.8: 9.1 10.2
Old : 100.0: 0.0 0.0 0.0 90.9 89.8 90.9 89.8: 9.1 10.2
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 : 22: 0 0 0 19 17 19 17:
Old : 22: 0 0 0 19 17 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 74.2 76.7 84.9 56.4 71.4 70.8 76.1
Old : 57.5 74.2 76.7 84.9 56.4 71.4 70.8 76.1
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,532: 0 1,148 0 31,258 30,690 31,258 31,838: 1,274 694
Old : 32,532: 0 1,148 0 31,258 30,690 31,258 31,838: 1,274 694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -10,261: 0 0 0 -10,088 -9,920 -10,088 -9,920: -173 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 96.1 94.3 96.1 97.9: 3.9 2.1
Old : 100.0: 0.0 3.5 0.0 96.1 94.3 96.1 97.9: 3.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 8 15 8 17:
Old : 20: 0 2 0 8 15 8 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 : 92.4 65.2 96.1 85.8 90.1 62.5 90.5 82.8
Old : 92.4 65.2 96.1 85.8 90.1 62.5 90.5 82.8
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 189,075: 5,180 337 1,470 176,325 180,733 182,975 182,540: 6,100 6,535
Old : 189,075: 5,180 337 1,470 176,325 180,733 182,975 182,540: 6,100 6,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -9,295: -299 -5 1,049 -10,424 -9,885 -9,674 -8,841: 379 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.2 0.8 93.3 95.6 96.8 96.5: 3.2 3.5
Old : 100.0: 2.7 0.2 0.8 93.3 95.6 96.8 96.5: 3.2 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 : 29: 2 2 3 19 17 23 20:
Old : 29: 2 2 3 19 17 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 56.6 88.7 79.9 67.2 51.7 76.1 71.8
Old : 73.4 56.6 88.7 79.9 67.2 51.7 76.1 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 172,333: 634 2,298 1,201 162,157 162,008 163,992 165,507: 8,341 6,826
Old : 172,333: 634 2,298 1,201 162,157 162,008 163,992 165,507: 8,341 6,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -4,162: -45 -898 524 -4,737 -4,117 -4,258 -4,491: 96 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.3 0.7 94.1 94.0 95.2 96.0: 4.8 4.0
Old : 100.0: 0.4 1.3 0.7 94.1 94.0 95.2 96.0: 4.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 3 2 34 31 37 35:
Old : 46: 2 3 2 34 31 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 45.3 60.6 63.5 36.6 41.1 51.4 54.7
Old : 43.8 45.3 60.6 63.5 36.6 41.1 51.4 54.7
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, September 11, 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 : 227,712: 774 952 1,224 219,877 222,641 221,875 224,817: 5,837 2,895
Old : 227,712: 774 952 1,224 219,877 222,641 221,875 224,817: 5,837 2,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -12,634: 322 412 295 -14,285 -13,365 -13,668 -12,658: 1,034 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.4 0.5 96.6 97.8 97.4 98.7: 2.6 1.3
Old : 100.0: 0.3 0.4 0.5 96.6 97.8 97.4 98.7: 2.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 3 3 35 32 38 36:
Old : 48: 1 3 3 35 32 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 : 55.6 59.7 69.5 74.4 55.4 56.3 68.9 67.9
Old : 55.6 59.7 69.5 74.4 55.4 56.3 68.9 67.9
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 163,507: 0 3,640 0 160,476 158,405 160,476 162,045: 3,031 1,462
Old : 163,507: 0 3,640 0 160,476 158,405 160,476 162,045: 3,031 1,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -4,613: 0 2,547 -293 -4,877 -6,852 -5,170 -4,598: 557 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 98.1 96.9 98.1 99.1: 1.9 0.9
Old : 100.0: 0.0 2.2 0.0 98.1 96.9 98.1 99.1: 1.9 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 : 39: 0 1 0 30 30 30 31:
Old : 39: 0 1 0 30 30 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 45.5 79.7 67.4 62.3 43.4 71.6 64.1
Old : 65.9 45.5 79.7 67.4 62.3 43.4 71.6 64.1
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, September 11, 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 : 135,812: 0 0 0 132,347 132,781 132,347 132,781: 3,465 3,031
Old : 135,812: 0 0 0 132,347 132,781 132,347 132,781: 3,465 3,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -9,518: 0 -360 0 -9,214 -9,318 -9,214 -9,678: -304 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 97.8 97.4 97.8: 2.6 2.2
Old : 100.0: 0.0 0.0 0.0 97.4 97.8 97.4 97.8: 2.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 26 22 26 22:
Old : 31: 0 0 0 26 22 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 61.0 76.0 82.5 58.7 57.1 70.4 71.7
Old : 60.2 61.0 76.0 82.5 58.7 57.1 70.4 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 61,455: 2,017 0 0 50,044 59,288 52,061 59,288: 9,394 2,167
Old : 61,455: 2,017 0 0 50,044 59,288 52,061 59,288: 9,394 2,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,726: -510 0 0 -2,712 -2,489 -3,222 -2,489: 496 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 81.4 96.5 84.7 96.5: 15.3 3.5
Old : 100.0: 3.3 0.0 0.0 81.4 96.5 84.7 96.5: 15.3 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 : 22: 2 0 0 15 14 17 14:
Old : 22: 2 0 0 15 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 60.3 72.7 82.3 48.0 59.5 62.0 76.9
Old : 53.5 60.3 72.7 82.3 48.0 59.5 62.0 76.9
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, September 11, 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 : 51,067: 210 510 0 48,028 50,285 48,238 50,795: 2,829 272
Old : 51,067: 210 510 0 48,028 50,285 48,238 50,795: 2,829 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -11,005: -403 217 -217 -9,978 -10,695 -10,598 -10,695: -407 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.0 0.0 94.0 98.5 94.5 99.5: 5.5 0.5
Old : 100.0: 0.4 1.0 0.0 94.0 98.5 94.5 99.5: 5.5 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 : 30: 1 1 0 12 20 13 21:
Old : 30: 1 1 0 12 20 13 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 : 82.0 65.9 90.4 83.6 82.0 63.4 89.6 80.3
Old : 82.0 65.9 90.4 83.6 82.0 63.4 89.6 80.3
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, September 11, 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 : 163,470: 3,876 248 91 142,694 161,092 146,661 161,431: 16,809 2,039
Old : 163,470: 3,876 248 91 142,694 161,092 146,661 161,431: 16,809 2,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -5,131: -178 248 0 -5,942 -4,689 -6,120 -4,441: 989 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.2 0.1 87.3 98.5 89.7 98.8: 10.3 1.2
Old : 100.0: 2.4 0.2 0.1 87.3 98.5 89.7 98.8: 10.3 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 : 36: 1 1 1 25 18 26 20:
Old : 36: 1 1 1 25 18 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 59.3 58.0 86.5 39.5 56.4 54.3 76.7
Old : 40.2 59.3 58.0 86.5 39.5 56.4 54.3 76.7
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, September 11, 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 : 101,605: 9,718 8,346 604 87,770 89,371 98,092 98,321: 3,513 3,284
Old : 101,605: 9,718 8,346 604 87,770 89,371 98,092 98,321: 3,513 3,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -7,547: 183 0 0 -7,587 -7,187 -7,404 -7,187: -143 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 8.2 0.6 86.4 88.0 96.5 96.8: 3.5 3.2
Old : 100.0: 9.6 8.2 0.6 86.4 88.0 96.5 96.8: 3.5 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 : 26: 1 1 1 18 14 19 16:
Old : 26: 1 1 1 18 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 63.7 78.2 82.1 45.1 63.7 72.5 80.0
Old : 50.3 63.7 78.2 82.1 45.1 63.7 72.5 80.0
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 157,760: 0 210 0 156,104 155,804 156,104 156,014: 1,656 1,746
Old : 157,760: 0 210 0 156,104 155,804 156,104 156,014: 1,656 1,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -10,368: 0 60 -60 -9,808 -9,411 -9,868 -9,411: -500 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 99.0 98.8 99.0 98.9: 1.0 1.1
Old : 100.0: 0.0 0.1 0.0 99.0 98.8 99.0 98.9: 1.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 18 18 18 19:
Old : 27: 0 1 0 18 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 69.8 92.8 89.6 78.8 69.6 85.8 83.7
Old : 81.1 69.8 92.8 89.6 78.8 69.6 85.8 83.7
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, September 11, 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 : 55,945: 8,544 1,995 6,317 39,932 47,286 54,793 55,598: 1,153 347
Old : 55,945: 8,544 1,995 6,317 39,932 47,286 54,793 55,598: 1,153 347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,184: -481 -385 -135 -2,798 -2,603 -3,414 -3,123: 229 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 3.6 11.3 71.4 84.5 97.9 99.4: 2.1 0.6
Old : 100.0: 15.3 3.6 11.3 71.4 84.5 97.9 99.4: 2.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 4 14 30 31 46 46:
Old : 50: 13 4 14 30 31 46 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 : 42.0 47.4 59.9 65.3 24.1 21.7 30.6 30.4
Old : 42.0 47.4 59.9 65.3 24.1 21.7 30.6 30.4
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, September 11, 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 : 41,499: 4,610 1,125 750 35,979 39,624 41,339 41,499: 160 0
Old : 41,499: 4,610 1,125 750 35,979 39,624 41,339 41,499: 160 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 1,077: -242 0 525 794 552 1,077 1,077: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.7 1.8 86.7 95.5 99.6 100.0: 0.4 0.0
Old : 100.0: 11.1 2.7 1.8 86.7 95.5 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 2 3 25 20 32 25:
Old : 35: 7 2 3 25 20 32 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 65.2 80.9 86.7 58.3 60.3 63.5 68.3
Old : 61.7 65.2 80.9 86.7 58.3 60.3 63.5 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 21,867: 2,690 100 510 18,538 21,177 21,738 21,787: 129 80
Old : 21,867: 2,690 100 510 18,538 21,177 21,738 21,787: 129 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 860: 600 -25 -200 460 1,085 860 860: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 0.5 2.3 84.8 96.8 99.4 99.6: 0.6 0.4
Old : 100.0: 12.3 0.5 2.3 84.8 96.8 99.4 99.6: 0.6 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 : 25: 3 1 3 18 13 22 16:
Old : 25: 3 1 3 18 13 22 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 : 72.5 73.0 87.0 92.3 71.6 67.5 82.5 83.2
Old : 72.5 73.0 87.0 92.3 71.6 67.5 82.5 83.2
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, September 11, 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 : 154,179: 6,482 10,818 3,773 143,710 139,410 153,965 154,001: 214 178
Old : 154,179: 6,482 10,818 3,773 143,710 139,410 153,965 154,001: 214 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -5,956: -1,223 -2,854 -510 -4,208 -2,584 -5,941 -5,948: -15 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 7.0 2.4 93.2 90.4 99.9 99.9: 0.1 0.1
Old : 100.0: 4.2 7.0 2.4 93.2 90.4 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 : 54: 7 6 6 35 38 45 47:
Old : 54: 7 6 6 35 38 45 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 55.0 55.7 71.2 32.7 42.5 42.5 52.0
Old : 37.5 55.0 55.7 71.2 32.7 42.5 42.5 52.0
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, September 11, 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 : 42,565: 1,100 7,531 1,199 40,132 33,817 42,431 42,547: 134 18
Old : 42,565: 1,100 7,531 1,199 40,132 33,817 42,431 42,547: 134 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,019: 350 69 -147 -2,150 -1,909 -1,947 -1,987: -72 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 17.7 2.8 94.3 79.4 99.7 100.0: 0.3 0.0
Old : 100.0: 2.6 17.7 2.8 94.3 79.4 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 : 36: 5 6 7 15 23 26 31:
Old : 36: 5 6 7 15 23 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 65.7 88.9 80.3 71.5 55.0 76.6 68.5
Old : 78.5 65.7 88.9 80.3 71.5 55.0 76.6 68.5
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, September 11, 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 : 30,430: 175 175 0 30,255 30,255 30,430 30,430: 0 0
Old : 30,430: 175 175 0 30,255 30,255 30,430 30,430: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,585: -25 50 -50 -1,510 -1,585 -1,585 -1,585: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.6 0.0 99.4 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.6 0.0 99.4 99.4 100.0 100.0: 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 : 24: 2 2 0 10 18 12 20:
Old : 24: 2 2 0 10 18 12 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 : 87.4 90.4 98.3 95.3 81.3 80.2 85.7 83.8
Old : 87.4 90.4 98.3 95.3 81.3 80.2 85.7 83.8
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 44,122: 3,010 800 490 40,429 42,702 43,929 43,992: 193 130
Old : 44,122: 3,010 800 490 40,429 42,702 43,929 43,992: 193 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,600: -1,455 -150 0 -1,145 -2,430 -2,600 -2,580: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.8 1.1 91.6 96.8 99.6 99.7: 0.4 0.3
Old : 100.0: 6.8 1.8 1.1 91.6 96.8 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 : 34: 3 1 1 26 28 29 30:
Old : 34: 3 1 1 26 28 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 : 53.6 53.2 71.6 72.7 49.7 48.8 63.7 66.2
Old : 53.6 53.2 71.6 72.7 49.7 48.8 63.7 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 69,758: 11,140 1,310 640 57,470 67,688 69,250 69,638: 508 120
Old : 69,758: 11,140 1,310 640 57,470 67,688 69,250 69,638: 508 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -4,246: -3,635 -465 -640 -56 -3,249 -4,331 -4,354: 85 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 1.9 0.9 82.4 97.0 99.3 99.8: 0.7 0.2
Old : 100.0: 16.0 1.9 0.9 82.4 97.0 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 2 4 30 29 38 34:
Old : 40: 7 2 4 30 29 38 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 : 39.2 63.7 63.3 78.0 36.0 60.0 57.4 67.9
Old : 39.2 63.7 63.3 78.0 36.0 60.0 57.4 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 74,239: 2,810 495 1,770 69,414 71,728 73,994 73,993: 245 246
Old : 74,239: 2,810 495 1,770 69,414 71,728 73,994 73,993: 245 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,768: 20 105 -230 -3,583 -3,617 -3,793 -3,742: 25 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.7 2.4 93.5 96.6 99.7 99.7: 0.3 0.3
Old : 100.0: 3.8 0.7 2.4 93.5 96.6 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 2 23 25 28 28:
Old : 39: 4 2 2 23 25 28 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 : 48.7 60.2 69.7 78.5 48.0 60.2 68.4 77.3
Old : 48.7 60.2 69.7 78.5 48.0 60.2 68.4 77.3
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 108,858: 4,890 140 1,280 102,318 107,365 108,488 108,785: 370 73
Old : 108,858: 4,890 140 1,280 102,318 107,365 108,488 108,785: 370 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -5,119: -735 -10 -75 -4,374 -5,005 -5,184 -5,090: 65 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.1 1.2 94.0 98.6 99.7 99.9: 0.3 0.1
Old : 100.0: 4.5 0.1 1.2 94.0 98.6 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 1 1 27 28 31 30:
Old : 41: 4 1 1 27 28 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 : 44.8 62.9 68.9 79.0 44.4 61.8 66.8 77.1
Old : 44.8 62.9 68.9 79.0 44.4 61.8 66.8 77.1
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,690: 715 215 0 31,855 32,295 32,570 32,510: 120 180
Old : 32,690: 715 215 0 31,855 32,295 32,570 32,510: 120 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 575: -75 10 -10 660 580 575 580: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.7 0.0 97.4 98.8 99.6 99.4: 0.4 0.6
Old : 100.0: 2.2 0.7 0.0 97.4 98.8 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 0 21 20 24 21:
Old : 31: 3 1 0 21 20 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 77.3 82.0 87.9 40.9 71.0 64.3 76.7
Old : 54.7 77.3 82.0 87.9 40.9 71.0 64.3 76.7
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 26,735: 665 300 110 25,880 26,320 26,655 26,730: 80 5
Old : 26,735: 665 300 110 25,880 26,320 26,655 26,730: 80 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -265: 5 0 0 -250 -265 -245 -265: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.1 0.4 96.8 98.4 99.7 100.0: 0.3 0.0
Old : 100.0: 2.5 1.1 0.4 96.8 98.4 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 : 27: 2 1 2 21 20 23 23:
Old : 27: 2 1 2 21 20 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 : 52.8 66.3 73.6 87.4 39.6 54.1 49.4 59.0
Old : 52.8 66.3 73.6 87.4 39.6 54.1 49.4 59.0
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 51,854: 10,467 1,024 3,181 37,912 47,258 51,561 51,463: 293 391
Old : 51,854: 10,467 1,024 3,181 37,912 47,258 51,561 51,463: 293 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,317: -1,159 -550 208 -2,373 -2,964 -3,324 -3,306: 7 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 2.0 6.1 73.1 91.1 99.4 99.2: 0.6 0.8
Old : 100.0: 20.2 2.0 6.1 73.1 91.1 99.4 99.2: 0.6 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 : 46: 13 3 9 28 27 43 37:
Old : 46: 13 3 9 28 27 43 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 : 43.5 45.6 65.3 67.0 23.6 27.1 35.2 36.3
Old : 43.5 45.6 65.3 67.0 23.6 27.1 35.2 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,975: 250 800 1,050 8,395 7,690 9,695 9,540: 280 435
Old : 9,975: 250 800 1,050 8,395 7,690 9,695 9,540: 280 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,405: -150 40 -50 -1,191 -1,395 -1,391 -1,405: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.0 10.5 84.2 77.1 97.2 95.6: 2.8 4.4
Old : 100.0: 2.5 8.0 10.5 84.2 77.1 97.2 95.6: 2.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 3 15 16 19 19:
Old : 24: 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 : 47.9 47.0 72.2 71.7 32.1 37.8 47.8 47.0
Old : 47.9 47.0 72.2 71.7 32.1 37.8 47.8 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 44,089: 565 25 0 43,484 43,774 44,049 43,799: 40 290
Old : 44,089: 565 25 0 43,484 43,774 44,049 43,799: 40 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -672: -125 -250 0 -537 -417 -662 -667: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.1 0.0 98.6 99.3 99.9 99.3: 0.1 0.7
Old : 100.0: 1.3 0.1 0.0 98.6 99.3 99.9 99.3: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 0 23 20 25 21:
Old : 33: 2 1 0 23 20 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 : 53.0 66.6 82.0 87.3 46.1 62.6 67.2 71.3
Old : 53.0 66.6 82.0 87.3 46.1 62.6 67.2 71.3
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 44,894: 2,785 100 225 41,339 44,569 44,349 44,894: 545 0
Old : 44,894: 2,785 100 225 41,339 44,569 44,349 44,894: 545 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,430: -390 -1,195 -20 -969 -215 -1,379 -1,430: -51 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.2 0.5 92.1 99.3 98.8 100.0: 1.2 0.0
Old : 100.0: 6.2 0.2 0.5 92.1 99.3 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 : 35: 5 1 2 23 24 28 27:
Old : 35: 5 1 2 23 24 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 62.7 78.5 83.9 57.0 60.8 71.7 79.7
Old : 63.4 62.7 78.5 83.9 57.0 60.8 71.7 79.7
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,999: 3,371 300 425 43,475 46,756 47,271 47,481: 728 518
Old : 47,999: 3,371 300 425 43,475 46,756 47,271 47,481: 728 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,560: -662 0 -45 -2,908 -3,495 -3,615 -3,540: 55 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.6 0.9 90.6 97.4 98.5 98.9: 1.5 1.1
Old : 100.0: 7.0 0.6 0.9 90.6 97.4 98.5 98.9: 1.5 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 : 31: 3 1 1 23 18 26 20:
Old : 31: 3 1 1 23 18 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 90.1 72.5 95.0 56.6 87.3 70.1 90.1
Old : 57.4 90.1 72.5 95.0 56.6 87.3 70.1 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,392: 3,074 2,250 425 51,075 52,274 54,574 54,949: 818 443
Old : 55,392: 3,074 2,250 425 51,075 52,274 54,574 54,949: 818 443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -4,034: -1,099 -500 -25 -2,970 -3,469 -4,094 -3,994: 60 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 4.1 0.8 92.2 94.4 98.5 99.2: 1.5 0.8
Old : 100.0: 5.5 4.1 0.8 92.2 94.4 98.5 99.2: 1.5 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 : 30: 2 1 1 23 16 25 18:
Old : 30: 2 1 1 23 16 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 : 59.2 84.9 74.1 95.3 57.8 82.9 72.2 92.5
Old : 59.2 84.9 74.1 95.3 57.8 82.9 72.2 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 78,345: 0 1,041 664 77,604 76,624 78,268 78,329: 77 16
Old : 78,345: 0 1,041 664 77,604 76,624 78,268 78,329: 77 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -5,196: 0 -161 -157 -5,013 -4,878 -5,170 -5,196: -26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.8 99.1 97.8 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 1.3 0.8 99.1 97.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 3 1 28 29 29 32:
Old : 37: 0 3 1 28 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 : 61.4 60.7 80.9 78.5 59.8 53.2 72.7 68.4
Old : 61.4 60.7 80.9 78.5 59.8 53.2 72.7 68.4
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 108,311: 3,152 1,472 1,968 102,904 104,857 108,024 108,296: 287 15
Old : 108,311: 3,152 1,472 1,968 102,904 104,857 108,024 108,296: 287 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -8,563: -2,302 -908 128 -6,367 -7,777 -8,541 -8,558: -22 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.4 1.8 95.0 96.8 99.7 100.0: 0.3 0.0
Old : 100.0: 2.9 1.4 1.8 95.0 96.8 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 : 45: 5 5 5 26 31 34 38:
Old : 45: 5 5 5 26 31 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 : 54.3 47.6 77.6 71.5 53.4 46.4 68.3 64.3
Old : 54.3 47.6 77.6 71.5 53.4 46.4 68.3 64.3
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 48,900: 25 750 25 48,842 48,125 48,892 48,900: 8 0
Old : 48,900: 25 750 25 48,842 48,125 48,892 48,900: 8 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,690: -50 300 -200 -3,438 -3,790 -3,688 -3,690: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.5 0.1 99.9 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 1.5 0.1 99.9 98.4 100.0 100.0: 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 : 27: 1 3 1 12 17 14 21:
Old : 27: 1 3 1 12 17 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.5 84.4 99.0 94.8 87.3 81.3 89.7 86.2
Old : 90.5 84.4 99.0 94.8 87.3 81.3 89.7 86.2
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 40,125: 800 1,580 885 37,235 37,550 38,920 40,015: 1,205 110
Old : 40,125: 800 1,580 885 37,235 37,550 38,920 40,015: 1,205 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 928: -500 -195 160 1,258 968 918 933: 10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.9 2.2 92.8 93.6 97.0 99.7: 3.0 0.3
Old : 100.0: 2.0 3.9 2.2 92.8 93.6 97.0 99.7: 3.0 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 : 25: 1 3 2 19 19 22 22:
Old : 25: 1 3 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 : 50.5 63.8 76.3 81.9 36.9 50.4 53.9 60.8
Old : 50.5 63.8 76.3 81.9 36.9 50.4 53.9 60.8
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 50,611: 14,110 285 575 35,148 49,751 49,833 50,611: 778 0
Old : 50,611: 14,110 285 575 35,148 49,751 49,833 50,611: 778 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,545: -1,348 -1,615 -490 -1,726 -1,440 -3,564 -3,545: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 0.6 1.1 69.4 98.3 98.5 100.0: 1.5 0.0
Old : 100.0: 27.9 0.6 1.1 69.4 98.3 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 3 22 23 26 26:
Old : 29: 3 1 3 22 23 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 60.5 77.6 79.3 53.7 54.3 64.0 67.8
Old : 58.3 60.5 77.6 79.3 53.7 54.3 64.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 32,696: 20 100 460 32,203 32,027 32,683 32,587: 13 109
Old : 32,696: 20 100 460 32,203 32,027 32,683 32,587: 13 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,750: 20 -721 -20 -3,746 -3,014 -3,746 -3,755: -4 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.3 1.4 98.5 98.0 100.0 99.7: 0.0 0.3
Old : 100.0: 0.1 0.3 1.4 98.5 98.0 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 1 18 17 19 20:
Old : 26: 1 2 1 18 17 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 85.9 86.0 93.4 61.5 82.2 81.4 87.2
Old : 61.9 85.9 86.0 93.4 61.5 82.2 81.4 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 28,063: 100 700 0 27,843 26,878 27,943 27,578: 120 485
Old : 28,063: 100 700 0 27,843 26,878 27,943 27,578: 120 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,619: 100 -145 0 -2,719 -2,442 -2,619 -2,587: 0 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.5 0.0 99.2 95.8 99.6 98.3: 0.4 1.7
Old : 100.0: 0.4 2.5 0.0 99.2 95.8 99.6 98.3: 0.4 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 : 24: 1 1 0 16 14 17 15:
Old : 24: 1 1 0 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 : 67.7 82.1 89.6 93.4 66.9 79.2 84.6 87.6
Old : 67.7 82.1 89.6 93.4 66.9 79.2 84.6 87.6
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 33,437: 234 1,015 0 33,055 32,417 33,289 33,432: 148 5
Old : 33,437: 234 1,015 0 33,055 32,417 33,289 33,432: 148 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -816: -139 -55 0 -645 -761 -784 -816: -32 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.0 0.0 98.9 96.9 99.6 100.0: 0.4 0.0
Old : 100.0: 0.7 3.0 0.0 98.9 96.9 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 0 25 21 26 23:
Old : 32: 1 2 0 25 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 56.8 84.4 77.8 66.2 54.9 77.8 75.5
Old : 67.9 56.8 84.4 77.8 66.2 54.9 77.8 75.5
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 24,560: 305 40 235 23,635 23,919 24,175 24,194: 385 366
Old : 24,560: 305 40 235 23,635 23,919 24,175 24,194: 385 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,190: -95 -60 75 -1,133 -1,205 -1,153 -1,190: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.2 1.0 96.2 97.4 98.4 98.5: 1.6 1.5
Old : 100.0: 1.2 0.2 1.0 96.2 97.4 98.4 98.5: 1.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 2 20 20 23 22:
Old : 28: 2 1 2 20 20 23 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 : 63.4 65.4 81.4 81.6 59.9 63.7 72.6 75.9
Old : 63.4 65.4 81.4 81.6 59.9 63.7 72.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 43,264: 381 4,700 289 42,479 38,187 43,149 43,176: 115 88
Old : 43,264: 381 4,700 289 42,479 38,187 43,149 43,176: 115 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,902: -185 -1,176 -25 -2,627 -1,701 -2,837 -2,902: -65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 10.9 0.7 98.2 88.3 99.7 99.8: 0.3 0.2
Old : 100.0: 0.9 10.9 0.7 98.2 88.3 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 : 38: 3 6 3 27 25 33 31:
Old : 38: 3 6 3 27 25 33 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 : 57.3 52.6 73.4 74.9 45.1 48.8 56.5 62.3
Old : 57.3 52.6 73.4 74.9 45.1 48.8 56.5 62.3
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 38,241: 0 815 575 37,220 36,804 37,795 38,194: 446 47
Old : 38,241: 0 815 575 37,220 36,804 37,795 38,194: 446 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,606: 0 -165 -50 -1,516 -1,365 -1,566 -1,580: -40 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 1.5 97.3 96.2 98.8 99.9: 1.2 0.1
Old : 100.0: 0.0 2.1 1.5 97.3 96.2 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 5 2 23 20 25 25:
Old : 30: 0 5 2 23 20 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 65.2 74.2 83.9 43.4 59.7 57.0 68.8
Old : 52.9 65.2 74.2 83.9 43.4 59.7 57.0 68.8
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,923: 2,675 0 3 18,005 20,908 20,683 20,911: 240 12
Old : 20,923: 2,675 0 3 18,005 20,908 20,683 20,911: 240 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.0 0.0 86.1 99.9 98.9 99.9: 1.1 0.1
Old : 100.0: 12.8 0.0 0.0 86.1 99.9 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 1 15 13 18 14:
Old : 25: 3 0 1 15 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 74.0 89.9 97.6 57.9 69.6 76.6 82.7
Old : 70.0 74.0 89.9 97.6 57.9 69.6 76.6 82.7
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,155: 2,970 1,300 325 16,820 18,530 20,115 20,155: 40 0
Old : 20,155: 2,970 1,300 325 16,820 18,530 20,115 20,155: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -70: 1,165 -25 -125 -1,100 80 -60 -70: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.5 1.6 83.5 91.9 99.8 100.0: 0.2 0.0
Old : 100.0: 14.7 6.5 1.6 83.5 91.9 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 : 25: 4 3 1 15 9 19 13:
Old : 25: 4 3 1 15 9 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 86.8 82.1 97.0 49.5 81.6 70.4 85.1
Old : 58.9 86.8 82.1 97.0 49.5 81.6 70.4 85.1
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,930: 2,755 2,000 375 17,675 18,555 20,805 20,930: 125 0
Old : 20,930: 2,755 2,000 375 17,675 18,555 20,805 20,930: 125 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -840: 1,200 -1,100 -25 -1,995 285 -820 -840: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.6 1.8 84.4 88.7 99.4 100.0: 0.6 0.0
Old : 100.0: 13.2 9.6 1.8 84.4 88.7 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 : 24: 3 3 1 15 10 18 14:
Old : 24: 3 3 1 15 10 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 : 56.2 84.9 81.9 96.9 47.1 83.1 70.9 86.5
Old : 56.2 84.9 81.9 96.9 47.1 83.1 70.9 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, September 11, 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 : 283,085: 4,051 21,176 20,844 258,107 241,066 283,002 283,085: 83 0
Old : 283,085: 4,051 21,176 20,844 258,107 241,066 283,002 283,085: 83 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 3,225: 177 468 17 3,054 2,740 3,248 3,225: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 7.5 7.4 91.2 85.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 7.5 7.4 91.2 85.2 100.0 100.0: 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 3 4 17 16 22 20:
Old : 24: 2 3 4 17 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 58.4 90.5 81.6 48.4 44.8 49.5 48.3
Old : 76.0 58.4 90.5 81.6 48.4 44.8 49.5 48.3
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,390: 3,035 2,030 285 20,881 22,075 24,201 24,390: 189 0
Old : 24,390: 3,035 2,030 285 20,881 22,075 24,201 24,390: 189 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,120: -300 85 65 -1,852 -2,270 -2,087 -2,120: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 8.3 1.2 85.6 90.5 99.2 100.0: 0.8 0.0
Old : 100.0: 12.4 8.3 1.2 85.6 90.5 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 2 1 13 11 18 14:
Old : 27: 5 2 1 13 11 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 : 68.7 64.4 89.5 89.8 67.4 59.1 87.6 83.7
Old : 68.7 64.4 89.5 89.8 67.4 59.1 87.6 83.7
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,330: 1,460 2,055 410 18,320 17,865 20,190 20,330: 140 0
Old : 20,330: 1,460 2,055 410 18,320 17,865 20,190 20,330: 140 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -920: -250 85 65 -713 -1,070 -898 -920: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 10.1 2.0 90.1 87.9 99.3 100.0: 0.7 0.0
Old : 100.0: 7.2 10.1 2.0 90.1 87.9 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 1 13 8 17 11:
Old : 24: 4 2 1 13 8 17 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 : 68.2 69.5 89.1 93.8 68.2 61.2 84.0 84.6
Old : 68.2 69.5 89.1 93.8 68.2 61.2 84.0 84.6
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,160: 650 2,750 125 7,195 5,215 7,970 8,090: 190 70
Old : 8,160: 650 2,750 125 7,195 5,215 7,970 8,090: 190 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,220: 0 -800 -25 -1,160 -390 -1,185 -1,215: -35 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 33.7 1.5 88.2 63.9 97.7 99.1: 2.3 0.9
Old : 100.0: 8.0 33.7 1.5 88.2 63.9 97.7 99.1: 2.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 2 12 9 15 13:
Old : 20: 2 3 2 12 9 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 : 56.2 70.7 85.3 92.2 51.0 60.8 66.7 70.7
Old : 56.2 70.7 85.3 92.2 51.0 60.8 66.7 70.7
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,756: 2,300 3,370 1,960 46,084 45,406 50,344 50,736: 412 20
Old : 50,756: 2,300 3,370 1,960 46,084 45,406 50,344 50,736: 412 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,219: 1,300 -1,985 -760 -2,724 514 -2,184 -2,231: -35 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 6.6 3.9 90.8 89.5 99.2 100.0: 0.8 0.0
Old : 100.0: 4.5 6.6 3.9 90.8 89.5 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 3 3 18 13 22 18:
Old : 29: 3 3 3 18 13 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 82.7 82.9 96.9 53.4 81.2 70.9 83.5
Old : 59.4 82.7 82.9 96.9 53.4 81.2 70.9 83.5
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,040: 3,760 4,885 900 45,049 44,255 49,709 50,040: 331 0
Old : 50,040: 3,760 4,885 900 45,049 44,255 49,709 50,040: 331 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,046: 1,125 -1,890 -535 -2,591 379 -2,001 -2,046: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.8 1.8 90.0 88.4 99.3 100.0: 0.7 0.0
Old : 100.0: 7.5 9.8 1.8 90.0 88.4 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 3 2 20 15 24 19:
Old : 32: 3 3 2 20 15 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 84.6 82.9 95.8 54.9 84.1 75.1 86.3
Old : 59.4 84.6 82.9 95.8 54.9 84.1 75.1 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 110,613: 9,963 6,577 4,042 96,371 99,884 110,376 110,503: 237 110
Old : 110,613: 9,963 6,577 4,042 96,371 99,884 110,376 110,503: 237 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -7,523: -1,072 2,229 -1,942 -4,504 -7,795 -7,518 -7,508: -5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 5.9 3.7 87.1 90.3 99.8 99.9: 0.2 0.1
Old : 100.0: 9.0 5.9 3.7 87.1 90.3 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 9 4 8 34 30 45 40:
Old : 52: 9 4 8 34 30 45 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 : 45.8 47.2 65.6 74.4 42.6 43.0 58.6 62.6
Old : 45.8 47.2 65.6 74.4 42.6 43.0 58.6 62.6
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 128,008: 12,793 11,593 2,432 112,481 113,873 127,706 127,898: 302 110
Old : 128,008: 12,793 11,593 2,432 112,481 113,873 127,706 127,898: 302 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -10,828: -2,397 992 -658 -7,763 -11,272 -10,818 -10,938: -10 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.1 1.9 87.9 89.0 99.8 99.9: 0.2 0.1
Old : 100.0: 10.0 9.1 1.9 87.9 89.0 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 : 56: 7 7 6 35 32 43 44:
Old : 56: 7 7 6 35 32 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 50.6 62.5 74.8 38.4 47.4 57.0 68.0
Old : 42.1 50.6 62.5 74.8 38.4 47.4 57.0 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 278,741: 27,945 26,397 25,438 224,638 226,781 278,021 278,616: 719 125
Old : 278,741: 27,945 26,397 25,438 224,638 226,781 278,021 278,616: 719 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -14,742: 504 -6,518 3,625 -19,149 -11,887 -15,019 -14,781: 278 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.5 9.1 80.6 81.4 99.7 100.0: 0.3 0.0
Old : 100.0: 10.0 9.5 9.1 80.6 81.4 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 : 76: 22 9 21 40 41 71 62:
Old : 76: 22 9 21 40 41 71 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 40.2 53.3 58.1 28.6 27.0 38.8 40.3
Old : 35.0 40.2 53.3 58.1 28.6 27.0 38.8 40.3
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,477: 4,118 235 375 26,817 30,867 31,310 31,477: 167 0
Old : 31,477: 4,118 235 375 26,817 30,867 31,310 31,477: 167 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,610: 65 -190 -95 -1,608 -1,325 -1,638 -1,610: 28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 0.7 1.2 85.2 98.1 99.5 100.0: 0.5 0.0
Old : 100.0: 13.1 0.7 1.2 85.2 98.1 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 1 2 19 9 24 12:
Old : 27: 5 1 2 19 9 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 94.9 76.4 99.3 53.8 91.9 75.3 93.3
Old : 53.8 94.9 76.4 99.3 53.8 91.9 75.3 93.3
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,327: 3,193 1,320 680 26,275 28,327 30,148 30,327: 179 0
Old : 30,327: 3,193 1,320 680 26,275 28,327 30,148 30,327: 179 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,357: 190 45 -225 -1,335 -1,177 -1,370 -1,357: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 4.4 2.2 86.6 93.4 99.4 100.0: 0.6 0.0
Old : 100.0: 10.5 4.4 2.2 86.6 93.4 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 : 26: 4 2 3 19 8 25 11:
Old : 26: 4 2 3 19 8 25 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 93.0 80.5 98.9 57.4 89.7 79.4 92.9
Old : 57.4 93.0 80.5 98.9 57.4 89.7 79.4 92.9
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, September 11, 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 : 3,391: 101 150 2 2,563 2,439 2,666 2,591: 725 800
Old : 3,391: 101 150 2 2,563 2,439 2,666 2,591: 725 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -561: 14 56 -14 -279 -414 -279 -372: -282 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.4 0.1 75.6 71.9 78.6 76.4: 21.4 23.6
Old : 100.0: 3.0 4.4 0.1 75.6 71.9 78.6 76.4: 21.4 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 1 19 19 22 21:
Old : 24: 2 2 1 19 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 31.8 52.6 52.9 27.9 19.8 33.9 28.3
Old : 35.6 31.8 52.6 52.9 27.9 19.8 33.9 28.3
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, September 11, 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 : 37,074: 2,126 1,856 916 33,828 34,063 36,870 36,835: 204 239
Old : 37,074: 2,126 1,856 916 33,828 34,063 36,870 36,835: 204 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,173: -289 -121 -247 -2,286 -2,252 -2,822 -2,620: -351 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.0 2.5 91.2 91.9 99.4 99.4: 0.6 0.6
Old : 100.0: 5.7 5.0 2.5 91.2 91.9 99.4 99.4: 0.6 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 : 44: 6 4 6 28 29 37 36:
Old : 44: 6 4 6 28 29 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 53.2 66.2 71.1 38.1 44.7 48.6 54.7
Old : 51.6 53.2 66.2 71.1 38.1 44.7 48.6 54.7
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, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 14,764: 835 100 0 13,368 13,959 14,203 14,059: 561 705
Old : 14,764: 835 100 0 13,368 13,959 14,203 14,059: 561 705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -877: -700 -25 0 111 -668 -589 -693: -288 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.7 0.0 90.5 94.5 96.2 95.2: 3.8 4.8
Old : 100.0: 5.7 0.7 0.0 90.5 94.5 96.2 95.2: 3.8 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 : 29: 2 1 0 21 26 23 27:
Old : 29: 2 1 0 21 26 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 42.7 85.9 61.1 37.9 23.9 47.6 37.7
Old : 66.5 42.7 85.9 61.1 37.9 23.9 47.6 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 11,081: 0 527 354 10,360 9,860 10,714 10,741: 367 340
Old : 11,081: 0 527 354 10,360 9,860 10,714 10,741: 367 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,115: 0 117 25 -693 -877 -668 -735: -447 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 3.2 93.5 89.0 96.7 96.9: 3.3 3.1
Old : 100.0: 0.0 4.8 3.2 93.5 89.0 96.7 96.9: 3.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 0 5 5 31 32 36 37:
Old : 47: 0 5 5 31 32 36 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 : 57.7 35.3 71.7 52.1 53.7 34.9 61.3 49.0
Old : 57.7 35.3 71.7 52.1 53.7 34.9 61.3 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 19,753: 773 1,157 371 18,319 18,215 19,463 19,743: 290 10
Old : 19,753: 773 1,157 371 18,319 18,215 19,463 19,743: 290 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,262: 3 294 112 -1,957 -1,011 -1,842 -605: -420 -1,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 5.9 1.9 92.7 92.2 98.5 99.9: 1.5 0.1
Old : 100.0: 3.9 5.9 1.9 92.7 92.2 98.5 99.9: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 6 5 21 32 28 41:
Old : 50: 3 6 5 21 32 28 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 43.4 80.1 62.8 56.5 42.8 69.4 59.0
Old : 66.3 43.4 80.1 62.8 56.5 42.8 69.4 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 71,363: 5,626 4,627 5,387 59,940 60,540 70,953 70,554: 410 809
Old : 71,363: 5,626 4,627 5,387 59,940 60,540 70,953 70,554: 410 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -4,035: 9 275 566 -2,313 -3,241 -1,738 -2,400: -2,297 -1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 6.5 7.5 84.0 84.8 99.4 98.9: 0.6 1.1
Old : 100.0: 7.9 6.5 7.5 84.0 84.8 99.4 98.9: 0.6 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 : 100: 16 17 24 58 58 86 88:
Old : 100: 16 17 24 58 58 86 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 29.9 44.0 44.9 25.8 25.5 36.2 37.0
Old : 31.2 29.9 44.0 44.9 25.8 25.5 36.2 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 39,408: 1,895 60 0 37,513 39,348 39,408 39,408: 0 0
Old : 39,408: 1,895 60 0 37,513 39,348 39,408 39,408: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 2,238: -710 60 0 2,948 2,178 2,238 2,238: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.2 0.0 95.2 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 0.2 0.0 95.2 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 : 35: 2 1 0 25 21 27 22:
Old : 35: 2 1 0 25 21 27 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 : 48.4 50.5 75.5 80.6 43.6 49.5 59.1 66.6
Old : 48.4 50.5 75.5 80.6 43.6 49.5 59.1 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 10,155: 1,070 0 770 8,270 9,370 10,110 10,140: 45 15
Old : 10,155: 1,070 0 770 8,270 9,370 10,110 10,140: 45 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 370: 175 0 -25 220 395 370 370: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 7.6 81.4 92.3 99.6 99.9: 0.4 0.1
Old : 100.0: 10.5 0.0 7.6 81.4 92.3 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 3 15 22 18 25:
Old : 30: 3 0 3 15 22 18 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 65.0 84.9 80.3 54.8 56.3 70.1 66.6
Old : 68.8 65.0 84.9 80.3 54.8 56.3 70.1 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 215,015: 0 1,260 0 206,714 199,540 206,714 200,800: 8,301 14,215
Old : 215,015: 0 1,260 0 206,714 199,540 206,714 200,800: 8,301 14,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 2,146: 0 235 0 1,721 1,961 1,721 2,196: 425 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 96.1 92.8 96.1 93.4: 3.9 6.6
Old : 100.0: 0.0 0.6 0.0 96.1 92.8 96.1 93.4: 3.9 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 15 15 15 16:
Old : 23: 0 1 0 15 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 62.4 89.7 85.1 62.1 62.1 83.6 84.7
Old : 68.1 62.4 89.7 85.1 62.1 62.1 83.6 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2018