CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 12,561: 407 1,060 0 12,135 11,485 12,542 12,545: 19 16
Old : 12,561: 407 1,060 0 12,135 11,485 12,542 12,545: 19 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 8.4 0.0 96.6 91.4 99.8 99.9: 0.2 0.1
Old : 100.0: 3.2 8.4 0.0 96.6 91.4 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 : 20: 2 3 0 7 9 9 12:
Old : 20: 2 3 0 7 9 9 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 : 95.5 84.3 99.8 97.7 95.5 84.3 99.8 97.7
Old : 95.5 84.3 99.8 97.7 95.5 84.3 99.8 97.7
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, October 16, 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 : 65,697: 11,252 10,730 3,555 50,887 51,387 65,694 65,672: 3 25
Old : 65,697: 11,252 10,730 3,555 50,887 51,387 65,694 65,672: 3 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 23: 588 -550 657 -1,223 -85 23 23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 16.3 5.4 77.5 78.2 100.0 100.0: 0.0 0.0
Old : 100.0: 17.1 16.3 5.4 77.5 78.2 100.0 100.0: 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 : 46: 18 6 9 17 16 39 27:
Old : 46: 18 6 9 17 16 39 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 : 49.7 47.0 70.2 74.9 42.6 39.6 55.1 56.8
Old : 49.7 47.0 70.2 74.9 42.6 39.6 55.1 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 45,486: 8,243 24,154 887 36,356 20,445 45,486 45,486: 0 0
Old : 45,486: 8,243 24,154 887 36,356 20,445 45,486 45,486: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -248: -100 -16 37 -185 -269 -248 -248: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 53.1 2.0 79.9 44.9 100.0 100.0: 0.0 0.0
Old : 100.0: 18.1 53.1 2.0 79.9 44.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 10 1 10 8 16 18:
Old : 29: 5 10 1 10 8 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 80.5 91.7 91.9 69.5 79.6 91.7 91.0
Old : 69.5 80.5 91.7 91.9 69.5 79.6 91.7 91.0
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 46,583: 10,403 33,616 0 36,180 12,967 46,583 46,583: 0 0
Old : 46,583: 10,403 33,616 0 36,180 12,967 46,583 46,583: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,551: 751 1,501 0 800 50 1,551 1,551: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 72.2 0.0 77.7 27.8 100.0 100.0: 0.0 0.0
Old : 100.0: 22.3 72.2 0.0 77.7 27.8 100.0 100.0: 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 : 25: 3 8 0 12 7 15 15:
Old : 25: 3 8 0 12 7 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 68.4 94.2 88.0 76.0 67.7 94.2 85.2
Old : 76.0 68.4 94.2 88.0 76.0 67.7 94.2 85.2
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, October 16, 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 : 29,127: 3,170 16,114 100 25,857 12,913 29,127 29,127: 0 0
Old : 29,127: 3,170 16,114 100 25,857 12,913 29,127 29,127: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -769: 0 -89 0 -769 -680 -769 -769: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 55.3 0.3 88.8 44.3 100.0 100.0: 0.0 0.0
Old : 100.0: 10.9 55.3 0.3 88.8 44.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 7 1 8 10 13 17:
Old : 26: 4 7 1 8 10 13 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 : 72.4 69.8 96.2 90.9 69.0 69.8 92.8 88.9
Old : 72.4 69.8 96.2 90.9 69.0 69.8 92.8 88.9
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 30,495: 6,120 7,372 0 24,375 23,123 30,495 30,495: 0 0
Old : 30,495: 6,120 7,372 0 24,375 23,123 30,495 30,495: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -350: -450 0 0 100 -350 -350 -350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 24.2 0.0 79.9 75.8 100.0 100.0: 0.0 0.0
Old : 100.0: 20.1 24.2 0.0 79.9 75.8 100.0 100.0: 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 : 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 : 57.9 93.2 82.5 100.0 57.9 93.2 82.5 100.0
Old : 57.9 93.2 82.5 100.0 57.9 93.2 82.5 100.0
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, October 16, 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 : 34,160: 5,397 5,025 500 28,263 28,635 34,160 34,160: 0 0
Old : 34,160: 5,397 5,025 500 28,263 28,635 34,160 34,160: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 3,675: 0 0 500 3,175 3,175 3,675 3,675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.7 1.5 82.7 83.8 100.0 100.0: 0.0 0.0
Old : 100.0: 15.8 14.7 1.5 82.7 83.8 100.0 100.0: 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 : 24: 4 2 1 15 7 20 9:
Old : 24: 4 2 1 15 7 20 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 92.9 90.7 99.9 59.6 74.6 71.4 76.0
Old : 65.1 92.9 90.7 99.9 59.6 74.6 71.4 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 19,889: 5,146 2,629 500 14,243 16,760 19,889 19,889: 0 0
Old : 19,889: 5,146 2,629 500 14,243 16,760 19,889 19,889: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 18: 10 -2 0 8 20 18 18: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 13.2 2.5 71.6 84.3 100.0 100.0: 0.0 0.0
Old : 100.0: 25.9 13.2 2.5 71.6 84.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 5 1 12 12 21 17:
Old : 29: 8 5 1 12 12 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 72.0 79.7 93.1 52.2 61.4 67.8 71.2
Old : 57.6 72.0 79.7 93.1 52.2 61.4 67.8 71.2
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, October 16, 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 : 27,117: 12,459 4,988 0 14,658 22,129 27,117 27,117: 0 0
Old : 27,117: 12,459 4,988 0 14,658 22,129 27,117 27,117: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,045: 550 59 0 495 986 1,045 1,045: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 18.4 0.0 54.1 81.6 100.0 100.0: 0.0 0.0
Old : 100.0: 45.9 18.4 0.0 54.1 81.6 100.0 100.0: 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: 6 3 0 9 4 15 7:
Old : 22: 6 3 0 9 4 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 94.6 91.0 100.0 76.2 94.6 91.0 100.0
Old : 76.2 94.6 91.0 100.0 76.2 94.6 91.0 100.0
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 28,970: 7,930 18,900 0 21,040 10,070 28,970 28,970: 0 0
Old : 28,970: 7,930 18,900 0 21,040 10,070 28,970 28,970: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 400: -250 0 0 650 400 400 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 65.2 0.0 72.6 34.8 100.0 100.0: 0.0 0.0
Old : 100.0: 27.4 65.2 0.0 72.6 34.8 100.0 100.0: 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 : 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 : 77.4 83.3 96.9 97.3 77.4 83.3 96.9 97.3
Old : 77.4 83.3 96.9 97.3 77.4 83.3 96.9 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, October 16, 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 : 42,241: 3,208 3,152 692 38,341 38,398 42,241 42,241: 0 0
Old : 42,241: 3,208 3,152 692 38,341 38,398 42,241 42,241: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 446: -50 28 50 446 368 446 446: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.5 1.6 90.8 90.9 100.0 100.0: 0.0 0.0
Old : 100.0: 7.6 7.5 1.6 90.8 90.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 4 2 16 16 19 22:
Old : 30: 3 4 2 16 16 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 71.6 90.6 92.7 27.5 32.5 38.0 40.0
Old : 70.7 71.6 90.6 92.7 27.5 32.5 38.0 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 25,658: 2,233 112 5,513 17,858 19,968 25,604 25,593: 54 65
Old : 25,658: 2,233 112 5,513 17,858 19,968 25,604 25,593: 54 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 71: 424 0 -301 -76 372 47 71: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.4 21.5 69.6 77.8 99.8 99.7: 0.2 0.3
Old : 100.0: 8.7 0.4 21.5 69.6 77.8 99.8 99.7: 0.2 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 : 33: 5 2 5 22 23 28 29:
Old : 33: 5 2 5 22 23 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 58.4 75.6 86.4 19.6 24.7 27.3 29.6
Old : 53.6 58.4 75.6 86.4 19.6 24.7 27.3 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES ENERGY Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 23,160: 337 10,043 793 21,733 12,324 22,863 23,160: 297 0
Old : 23,160: 337 10,043 793 21,733 12,324 22,863 23,160: 297 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,484: 0 576 0 1,484 908 1,484 1,484: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 43.4 3.4 93.8 53.2 98.7 100.0: 1.3 0.0
Old : 100.0: 1.5 43.4 3.4 93.8 53.2 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 5 3 26 15 32 20:
Old : 36: 3 5 3 26 15 32 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 66.4 71.2 87.0 47.0 60.7 60.0 71.2
Old : 58.1 66.4 71.2 87.0 47.0 60.7 60.0 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,384,114: 378,001 107,532 614,978 4,347,981 4,649,466 5,340,960 5,371,976: 43,154 12,138
Old : 5,384,114: 378,001 107,532 614,978 4,347,981 4,649,466 5,340,960 5,371,976: 43,154 12,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 57,832: -6,021 -3,127 11,922 81,821 49,720 87,722 58,515: -29,890 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.0 11.4 80.8 86.4 99.2 99.8: 0.8 0.2
Old : 100.0: 7.0 2.0 11.4 80.8 86.4 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 : 215: 42 22 48 137 113 198 166:
Old : 215: 42 22 48 137 113 198 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 41.0 40.6 55.7 20.1 39.5 34.0 52.9
Old : 23.9 41.0 40.6 55.7 20.1 39.5 34.0 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 995,137: 43,753 85,596 465,202 482,118 441,233 991,074 992,032: 4,063 3,105
Old : 995,137: 43,753 85,596 465,202 482,118 441,233 991,074 992,032: 4,063 3,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 51,247: 6,430 5,895 26,048 19,560 19,558 52,038 51,501: -791 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 8.6 46.7 48.4 44.3 99.6 99.7: 0.4 0.3
Old : 100.0: 4.4 8.6 46.7 48.4 44.3 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 19 10 23 54 53 80 79:
Old : 89: 19 10 23 54 53 80 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 47.1 64.1 66.1 6.0 9.3 8.2 10.2
Old : 42.7 47.1 64.1 66.1 6.0 9.3 8.2 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, October 16, 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 : 267,017: 0 5,782 0 254,643 256,112 254,643 261,894: 12,374 5,123
Old : 267,017: 0 5,782 0 254,643 256,112 254,643 261,894: 12,374 5,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -3,329: 0 -2,074 -150 -3,914 -1,008 -4,064 -3,232: 735 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 95.4 95.9 95.4 98.1: 4.6 1.9
Old : 100.0: 0.0 2.2 0.0 95.4 95.9 95.4 98.1: 4.6 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 : 35: 0 2 0 28 27 28 29:
Old : 35: 0 2 0 28 27 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 73.9 71.4 86.7 43.0 64.3 57.4 71.9
Old : 56.6 73.9 71.4 86.7 43.0 64.3 57.4 71.9
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, October 16, 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 : 130,950: 12,789 0 270 109,375 113,417 122,434 113,687: 8,516 17,263
Old : 130,950: 12,789 0 270 109,375 113,417 122,434 113,687: 8,516 17,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,093: 2,425 0 -71 -2,957 -646 -603 -717: 1,696 1,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.0 0.2 83.5 86.6 93.5 86.8: 6.5 13.2
Old : 100.0: 9.8 0.0 0.2 83.5 86.6 93.5 86.8: 6.5 13.2
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: 5 0 1 24 20 29 21:
Old : 33: 5 0 1 24 20 29 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 : 64.0 49.9 76.0 75.5 56.4 46.6 67.0 63.9
Old : 64.0 49.9 76.0 75.5 56.4 46.6 67.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 319,970: 0 3,854 1,315 306,831 306,038 308,146 311,207: 11,824 8,763
Old : 319,970: 0 3,854 1,315 306,831 306,038 308,146 311,207: 11,824 8,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 187: 0 -2,323 674 -736 267 -62 -1,382: 249 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.4 95.9 95.6 96.3 97.3: 3.7 2.7
Old : 100.0: 0.0 1.2 0.4 95.9 95.6 96.3 97.3: 3.7 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 : 38: 0 4 3 25 27 28 31:
Old : 38: 0 4 3 25 27 28 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 : 70.2 62.9 85.4 77.9 65.7 62.8 75.8 76.4
Old : 70.2 62.9 85.4 77.9 65.7 62.8 75.8 76.4
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, October 16, 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 : 840,296: 3,372 7,558 11,234 813,945 818,966 828,551 837,758: 11,745 2,538
Old : 840,296: 3,372 7,558 11,234 813,945 818,966 828,551 837,758: 11,745 2,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 6,931: -181 796 173 6,672 5,752 6,664 6,721: 267 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.9 1.3 96.9 97.5 98.6 99.7: 1.4 0.3
Old : 100.0: 0.4 0.9 1.3 96.9 97.5 98.6 99.7: 1.4 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 : 47: 2 2 3 42 28 46 31:
Old : 47: 2 2 3 42 28 46 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 67.2 61.1 90.6 34.9 66.8 58.2 88.3
Old : 36.1 67.2 61.1 90.6 34.9 66.8 58.2 88.3
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, October 16, 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 : 416,921: 0 1,553 0 391,465 407,959 391,465 409,512: 25,456 7,409
Old : 416,921: 0 1,553 0 391,465 407,959 391,465 409,512: 25,456 7,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,141: 0 248 0 3,826 2,709 3,826 2,957: -1,685 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 93.9 97.9 93.9 98.2: 6.1 1.8
Old : 100.0: 0.0 0.4 0.0 93.9 97.9 93.9 98.2: 6.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 0 2 0 37 40 37 42:
Old : 54: 0 2 0 37 40 37 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 41.1 65.7 59.6 46.4 34.9 56.0 49.7
Old : 47.7 41.1 65.7 59.6 46.4 34.9 56.0 49.7
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, October 16, 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 : 512,054: 3,428 1,614 1,465 493,651 503,492 498,544 506,571: 13,510 5,483
Old : 512,054: 3,428 1,614 1,465 493,651 503,492 498,544 506,571: 13,510 5,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 4,429: -294 20 -561 6,852 5,495 5,997 4,954: -1,568 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.3 0.3 96.4 98.3 97.4 98.9: 2.6 1.1
Old : 100.0: 0.7 0.3 0.3 96.4 98.3 97.4 98.9: 2.6 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 : 55: 3 2 4 35 40 40 44:
Old : 55: 3 2 4 35 40 40 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 50.2 76.4 72.2 59.5 47.8 71.7 68.5
Old : 61.7 50.2 76.4 72.2 59.5 47.8 71.7 68.5
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 303,095: 0 11,415 1,016 296,188 283,331 297,204 295,762: 5,891 7,333
Old : 303,095: 0 11,415 1,016 296,188 283,331 297,204 295,762: 5,891 7,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 9,317: -250 2,489 88 9,469 7,898 9,307 10,475: 10 -1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.3 97.7 93.5 98.1 97.6: 1.9 2.4
Old : 100.0: 0.0 3.8 0.3 97.7 93.5 98.1 97.6: 1.9 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 : 51: 0 3 3 40 35 43 38:
Old : 51: 0 3 3 40 35 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 49.1 61.1 66.2 36.4 44.1 56.9 59.7
Old : 39.5 49.1 61.1 66.2 36.4 44.1 56.9 59.7
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,731: 3,022 0 1,148 101,108 104,538 105,278 105,686: 4,453 4,045
Old : 109,731: 3,022 0 1,148 101,108 104,538 105,278 105,686: 4,453 4,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,879: -871 0 91 2,539 1,826 1,759 1,917: 120 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 1.0 92.1 95.3 95.9 96.3: 4.1 3.7
Old : 100.0: 2.8 0.0 1.0 92.1 95.3 95.9 96.3: 4.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 1 26 21 28 22:
Old : 34: 2 0 1 26 21 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 61.6 72.9 80.5 52.4 60.3 70.6 77.6
Old : 53.9 61.6 72.9 80.5 52.4 60.3 70.6 77.6
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 33,616: 0 0 0 31,986 33,213 31,986 33,213: 1,630 403
Old : 33,616: 0 0 0 31,986 33,213 31,986 33,213: 1,630 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 30: 0 0 0 0 30 0 30: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.2 98.8 95.2 98.8: 4.8 1.2
Old : 100.0: 0.0 0.0 0.0 95.2 98.8 95.2 98.8: 4.8 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 : 24: 0 0 0 14 15 14 15:
Old : 24: 0 0 0 14 15 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 82.2 80.8 92.5 61.1 73.1 73.9 79.1
Old : 63.5 82.2 80.8 92.5 61.1 73.1 73.9 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 230,165: 226 0 1,798 222,201 223,019 224,225 224,817: 5,940 5,348
Old : 230,165: 226 0 1,798 222,201 223,019 224,225 224,817: 5,940 5,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 10,110: -1,352 0 908 10,352 9,320 9,908 10,228: 202 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.8 96.5 96.9 97.4 97.7: 2.6 2.3
Old : 100.0: 0.1 0.0 0.8 96.5 96.9 97.4 97.7: 2.6 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 : 32: 2 0 2 18 21 20 23:
Old : 32: 2 0 2 18 21 20 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 : 75.5 59.7 87.7 86.2 72.9 59.7 81.6 84.4
Old : 75.5 59.7 87.7 86.2 72.9 59.7 81.6 84.4
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, October 16, 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 : 161,746: 0 3,524 0 153,155 151,793 153,155 155,317: 8,591 6,429
Old : 161,746: 0 3,524 0 153,155 151,793 153,155 155,317: 8,591 6,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,597: 0 0 0 3,711 2,398 3,711 2,398: -2,114 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 94.7 93.8 94.7 96.0: 5.3 4.0
Old : 100.0: 0.0 2.2 0.0 94.7 93.8 94.7 96.0: 5.3 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 : 35: 0 2 0 28 22 28 24:
Old : 35: 0 2 0 28 22 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 64.8 71.4 80.1 51.9 64.5 71.0 77.5
Old : 52.3 64.8 71.4 80.1 51.9 64.5 71.0 77.5
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 241,416: 0 0 0 237,129 238,253 237,129 238,253: 4,287 3,163
Old : 241,416: 0 0 0 237,129 238,253 237,129 238,253: 4,287 3,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -815: 0 0 0 -815 -815 -815 -815: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 98.7 98.2 98.7: 1.8 1.3
Old : 100.0: 0.0 0.0 0.0 98.2 98.7 98.2 98.7: 1.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 18 15 18 15:
Old : 25: 0 0 0 18 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 74.6 89.2 92.4 70.7 70.0 81.2 83.2
Old : 74.4 74.6 89.2 92.4 70.7 70.0 81.2 83.2
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 24,992: 0 806 0 23,830 23,080 23,830 23,886: 1,162 1,106
Old : 24,992: 0 806 0 23,830 23,080 23,830 23,886: 1,162 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,620: 0 0 0 1,620 1,320 1,620 1,320: 0 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 95.4 92.3 95.4 95.6: 4.6 4.4
Old : 100.0: 0.0 3.2 0.0 95.4 92.3 95.4 95.6: 4.6 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 : 32: 0 2 0 19 21 19 23:
Old : 32: 0 2 0 19 21 19 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 : 57.0 43.6 76.6 65.3 56.1 43.5 68.4 60.6
Old : 57.0 43.6 76.6 65.3 56.1 43.5 68.4 60.6
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 569,240: 18,781 9,465 1,086 536,943 552,497 556,810 563,048: 12,430 6,192
Old : 569,240: 18,781 9,465 1,086 536,943 552,497 556,810 563,048: 12,430 6,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 8,047: 1,058 -2,743 269 6,471 10,807 7,798 8,333: 249 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.7 0.2 94.3 97.1 97.8 98.9: 2.2 1.1
Old : 100.0: 3.3 1.7 0.2 94.3 97.1 97.8 98.9: 2.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 4 1 2 52 49 57 51:
Old : 66: 4 1 2 52 49 57 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 60.3 51.5 70.5 31.2 59.7 46.8 68.1
Old : 32.5 60.3 51.5 70.5 31.2 59.7 46.8 68.1
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 217,128: 764 16,773 1,719 209,232 195,515 211,715 214,007: 5,413 3,121
Old : 217,128: 764 16,773 1,719 209,232 195,515 211,715 214,007: 5,413 3,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 396: 764 519 362 -602 -203 524 678: -128 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.7 0.8 96.4 90.0 97.5 98.6: 2.5 1.4
Old : 100.0: 0.4 7.7 0.8 96.4 90.0 97.5 98.6: 2.5 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: 2 3 3 27 32 30 37:
Old : 41: 2 3 3 27 32 30 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 43.1 68.2 69.9 36.4 30.5 53.1 47.6
Old : 42.2 43.1 68.2 69.9 36.4 30.5 53.1 47.6
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,597: 207 0 158 61,339 63,627 61,704 63,785: 6,893 4,812
Old : 68,597: 207 0 158 61,339 63,627 61,704 63,785: 6,893 4,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.2 89.4 92.8 90.0 93.0: 10.0 7.0
Old : 100.0: 0.3 0.0 0.2 89.4 92.8 90.0 93.0: 10.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 17 17 18 18:
Old : 23: 1 0 1 17 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 64.4 73.0 81.7 36.1 61.5 55.3 69.0
Old : 48.8 64.4 73.0 81.7 36.1 61.5 55.3 69.0
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 178,930: 3,531 1,208 0 171,107 174,284 174,638 175,492: 4,292 3,438
Old : 178,930: 3,531 1,208 0 171,107 174,284 174,638 175,492: 4,292 3,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 12,786: 0 0 0 12,786 13,109 12,786 13,109: 0 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.7 0.0 95.6 97.4 97.6 98.1: 2.4 1.9
Old : 100.0: 2.0 0.7 0.0 95.6 97.4 97.6 98.1: 2.4 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: 2 1 0 23 19 25 20:
Old : 32: 2 1 0 23 19 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 64.0 73.5 84.2 43.2 56.8 57.3 69.5
Old : 52.0 64.0 73.5 84.2 43.2 56.8 57.3 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 210,957: 26,688 8,702 0 180,784 201,263 207,472 209,965: 3,485 992
Old : 210,957: 26,688 8,702 0 180,784 201,263 207,472 209,965: 3,485 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 8,368: 0 0 0 8,368 8,368 8,368 8,368: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.1 0.0 85.7 95.4 98.3 99.5: 1.7 0.5
Old : 100.0: 12.7 4.1 0.0 85.7 95.4 98.3 99.5: 1.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 13 4 0 32 37 45 41:
Old : 68: 13 4 0 32 37 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 58.8 60.7 75.5 34.6 55.0 49.9 69.0
Old : 40.8 58.8 60.7 75.5 34.6 55.0 49.9 69.0
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 210,860: 0 4,054 0 208,029 205,181 208,029 209,235: 2,831 1,625
Old : 210,860: 0 4,054 0 208,029 205,181 208,029 209,235: 2,831 1,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 7,000: 0 -682 0 5,757 7,682 5,757 7,000: 1,243 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 98.7 97.3 98.7 99.2: 1.3 0.8
Old : 100.0: 0.0 1.9 0.0 98.7 97.3 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 5 0 20 24 20 29:
Old : 41: 0 5 0 20 24 20 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 71.5 90.4 86.3 81.1 69.7 86.7 84.5
Old : 81.9 71.5 90.4 86.3 81.1 69.7 86.7 84.5
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 275,718: 0 0 0 269,216 261,763 269,216 261,763: 6,502 13,955
Old : 275,718: 0 0 0 269,216 261,763 269,216 261,763: 6,502 13,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,935: 0 0 0 1,017 5,347 1,017 5,347: 918 -3,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.6 94.9 97.6 94.9: 2.4 5.1
Old : 100.0: 0.0 0.0 0.0 97.6 94.9 97.6 94.9: 2.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 0 0 33 34 33 34:
Old : 40: 0 0 0 33 34 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 37.8 67.4 58.2 40.6 28.4 51.7 42.4
Old : 48.1 37.8 67.4 58.2 40.6 28.4 51.7 42.4
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,543: 0 0 0 90,016 90,419 90,016 90,419: 527 124
Old : 90,543: 0 0 0 90,016 90,419 90,016 90,419: 527 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 5,540: 0 0 0 5,540 5,540 5,540 5,540: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 99.9 99.4 99.9: 0.6 0.1
Old : 100.0: 0.0 0.0 0.0 99.4 99.9 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 12 15 12 15:
Old : 23: 0 0 0 12 15 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.5 81.3 98.4 96.0 88.3 74.1 89.9 87.8
Old : 96.5 81.3 98.4 96.0 88.3 74.1 89.9 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 11,569: 420 0 0 9,948 11,200 10,368 11,200: 1,201 369
Old : 11,569: 420 0 0 9,948 11,200 10,368 11,200: 1,201 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,110: 420 0 0 871 1,110 1,291 1,110: -181 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 86.0 96.8 89.6 96.8: 10.4 3.2
Old : 100.0: 3.6 0.0 0.0 86.0 96.8 89.6 96.8: 10.4 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 : 22: 1 0 0 13 11 14 11:
Old : 22: 1 0 0 13 11 14 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 : 50.7 65.4 74.0 87.8 49.3 64.1 71.4 86.5
Old : 50.7 65.4 74.0 87.8 49.3 64.1 71.4 86.5
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 120,205: 872 0 540 103,778 107,114 105,190 107,654: 15,015 12,551
Old : 120,205: 872 0 540 103,778 107,114 105,190 107,654: 15,015 12,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 176: -181 0 105 1,098 -267 1,022 -162: -846 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.4 86.3 89.1 87.5 89.6: 12.5 10.4
Old : 100.0: 0.7 0.0 0.4 86.3 89.1 87.5 89.6: 12.5 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 17 17 19 18:
Old : 26: 2 0 1 17 17 19 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 : 58.8 42.7 74.8 71.4 52.5 40.9 62.4 63.2
Old : 58.8 42.7 74.8 71.4 52.5 40.9 62.4 63.2
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 196,909: 351 0 448 190,931 192,250 191,730 192,698: 5,179 4,211
Old : 196,909: 351 0 448 190,931 192,250 191,730 192,698: 5,179 4,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 940: 0 0 0 878 940 878 940: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.2 97.0 97.6 97.4 97.9: 2.6 2.1
Old : 100.0: 0.2 0.0 0.2 97.0 97.6 97.4 97.9: 2.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 1 19 26 20 27:
Old : 31: 1 0 1 19 26 20 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 : 64.3 57.1 83.0 72.5 54.0 50.8 67.8 62.0
Old : 64.3 57.1 83.0 72.5 54.0 50.8 67.8 62.0
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 196,684: 0 0 0 180,248 189,894 180,248 189,894: 16,436 6,790
Old : 196,684: 0 0 0 180,248 189,894 180,248 189,894: 16,436 6,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,146: 0 0 0 1,821 1,630 1,821 1,630: 325 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.6 96.5 91.6 96.5: 8.4 3.5
Old : 100.0: 0.0 0.0 0.0 91.6 96.5 91.6 96.5: 8.4 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: 0 0 0 21 19 21 19:
Old : 29: 0 0 0 21 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 71.7 76.7 86.7 56.0 68.2 74.0 79.8
Old : 58.5 71.7 76.7 86.7 56.0 68.2 74.0 79.8
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,175: 0 0 0 81,335 86,655 81,335 86,655: 8,840 3,520
Old : 90,175: 0 0 0 81,335 86,655 81,335 86,655: 8,840 3,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,606: 0 0 0 3,119 3,438 3,119 3,438: -1,513 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.2 96.1 90.2 96.1: 9.8 3.9
Old : 100.0: 0.0 0.0 0.0 90.2 96.1 90.2 96.1: 9.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 22 19 22 19:
Old : 23: 0 0 0 22 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 71.5 74.5 83.0 54.7 66.1 66.2 73.8
Old : 59.4 71.5 74.5 83.0 54.7 66.1 66.2 73.8
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 183,140: 5,868 2,054 729 170,517 172,816 177,114 175,599: 6,026 7,541
Old : 183,140: 5,868 2,054 729 170,517 172,816 177,114 175,599: 6,026 7,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 102: -139 -316 -121 2,674 0 2,414 -437: -2,312 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.1 0.4 93.1 94.4 96.7 95.9: 3.3 4.1
Old : 100.0: 3.2 1.1 0.4 93.1 94.4 96.7 95.9: 3.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 4 17 15 22 19:
Old : 28: 2 3 4 17 15 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 53.7 88.1 76.8 63.6 50.8 73.9 70.5
Old : 73.0 53.7 88.1 76.8 63.6 50.8 73.9 70.5
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 175,179: 1,245 0 1,281 163,440 166,768 165,966 168,049: 9,213 7,130
Old : 175,179: 1,245 0 1,281 163,440 166,768 165,966 168,049: 9,213 7,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 727: 272 0 434 -1,222 76 -516 510: 1,243 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.7 93.3 95.2 94.7 95.9: 5.3 4.1
Old : 100.0: 0.7 0.0 0.7 93.3 95.2 94.7 95.9: 5.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 0 2 30 29 32 31:
Old : 38: 2 0 2 30 29 32 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 : 41.9 42.9 58.8 59.2 33.4 36.9 49.9 50.5
Old : 41.9 42.9 58.8 59.2 33.4 36.9 49.9 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 41,136: 0 1,178 0 39,989 39,586 39,989 40,764: 1,147 372
Old : 41,136: 0 1,178 0 39,989 39,586 39,989 40,764: 1,147 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,866: 0 0 0 2,990 5,062 2,990 5,062: -124 -2,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 97.2 96.2 97.2 99.1: 2.8 0.9
Old : 100.0: 0.0 2.9 0.0 97.2 96.2 97.2 99.1: 2.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 0 13 9 13 12:
Old : 22: 0 3 0 13 9 13 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 : 79.4 86.1 92.4 95.3 79.4 85.8 92.4 94.5
Old : 79.4 86.1 92.4 95.3 79.4 85.8 92.4 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 230,032: 0 703 900 223,123 226,027 224,023 227,630: 6,009 2,402
Old : 230,032: 0 703 900 223,123 226,027 224,023 227,630: 6,009 2,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 4,420: -127 703 246 4,343 4,244 4,462 5,193: -42 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.4 97.0 98.3 97.4 99.0: 2.6 1.0
Old : 100.0: 0.0 0.3 0.4 97.0 98.3 97.4 99.0: 2.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 0 1 1 35 35 36 36:
Old : 47: 0 1 1 35 35 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 55.9 70.4 72.1 53.8 52.8 69.8 66.5
Old : 54.4 55.9 70.4 72.1 53.8 52.8 69.8 66.5
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 158,956: 0 1,232 221 153,772 154,469 153,993 155,922: 4,963 3,034
Old : 158,956: 0 1,232 221 153,772 154,469 153,993 155,922: 4,963 3,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -633: 0 -1,098 128 -1,201 -177 -1,073 -1,147: 440 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.1 96.7 97.2 96.9 98.1: 3.1 1.9
Old : 100.0: 0.0 0.8 0.1 96.7 97.2 96.9 98.1: 3.1 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 : 31: 0 1 1 25 24 26 25:
Old : 31: 0 1 1 25 24 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 49.7 80.7 75.2 61.0 46.6 71.4 69.6
Old : 64.4 49.7 80.7 75.2 61.0 46.6 71.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 21,822: 0 0 0 20,551 21,032 20,551 21,032: 1,271 790
Old : 21,822: 0 0 0 20,551 21,032 20,551 21,032: 1,271 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 3,624: 0 0 0 3,624 3,020 3,624 3,020: 0 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.2 96.4 94.2 96.4: 5.8 3.6
Old : 100.0: 0.0 0.0 0.0 94.2 96.4 94.2 96.4: 5.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 10 11 10 11:
Old : 20: 0 0 0 10 11 10 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 : 80.8 78.5 91.5 92.1 78.0 78.5 87.3 89.6
Old : 80.8 78.5 91.5 92.1 78.0 78.5 87.3 89.6
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, October 16, 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 : 132,486: 0 0 0 128,618 128,764 128,618 128,764: 3,868 3,722
Old : 132,486: 0 0 0 128,618 128,764 128,618 128,764: 3,868 3,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 7,376: 0 0 0 14,372 7,465 14,372 7,465: -6,996 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.1 97.2 97.1 97.2: 2.9 2.8
Old : 100.0: 0.0 0.0 0.0 97.1 97.2 97.1 97.2: 2.9 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 : 30: 0 0 0 23 17 23 17:
Old : 30: 0 0 0 23 17 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 63.2 75.4 84.4 58.6 57.4 71.5 72.8
Old : 60.7 63.2 75.4 84.4 58.6 57.4 71.5 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 61,879: 1,398 0 258 55,126 59,291 56,782 59,549: 5,097 2,330
Old : 61,879: 1,398 0 258 55,126 59,291 56,782 59,549: 5,097 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 594: 348 0 258 320 594 926 852: -332 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.4 89.1 95.8 91.8 96.2: 8.2 3.8
Old : 100.0: 2.3 0.0 0.4 89.1 95.8 91.8 96.2: 8.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 1 15 15 17 16:
Old : 22: 2 0 1 15 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 62.2 76.8 83.3 51.8 61.8 66.2 77.7
Old : 54.8 62.2 76.8 83.3 51.8 61.8 66.2 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 48,134: 0 279 0 44,201 45,620 44,201 45,899: 3,933 2,235
Old : 48,134: 0 279 0 44,201 45,620 44,201 45,899: 3,933 2,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,406: 0 0 0 2,406 2,406 2,406 2,406: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 91.8 94.8 91.8 95.4: 8.2 4.6
Old : 100.0: 0.0 0.6 0.0 91.8 94.8 91.8 95.4: 8.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 12 17 12 18:
Old : 26: 0 1 0 12 17 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 65.9 87.7 81.0 64.8 55.1 75.7 68.3
Old : 73.1 65.9 87.7 81.0 64.8 55.1 75.7 68.3
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, October 16, 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 : 203,822: 4,844 0 0 183,077 202,127 187,921 202,127: 15,901 1,695
Old : 203,822: 4,844 0 0 183,077 202,127 187,921 202,127: 15,901 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 12,272: 0 0 0 12,574 12,272 12,574 12,272: -302 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 89.8 99.2 92.2 99.2: 7.8 0.8
Old : 100.0: 2.4 0.0 0.0 89.8 99.2 92.2 99.2: 7.8 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 : 35: 1 0 0 24 19 25 19:
Old : 35: 1 0 0 24 19 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 60.9 59.8 89.6 40.9 58.9 59.0 83.8
Old : 41.5 60.9 59.8 89.6 40.9 58.9 59.0 83.8
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, October 16, 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 : 111,669: 7,302 8,774 1,032 95,889 99,713 104,223 109,519: 7,446 2,150
Old : 111,669: 7,302 8,774 1,032 95,889 99,713 104,223 109,519: 7,446 2,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -5,040: -2,145 0 -30 -3,015 -3,555 -5,190 -3,585: 150 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.9 0.9 85.9 89.3 93.3 98.1: 6.7 1.9
Old : 100.0: 6.5 7.9 0.9 85.9 89.3 93.3 98.1: 6.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 17 17 18 19:
Old : 25: 1 1 1 17 17 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 : 47.9 54.8 77.0 79.2 39.6 54.2 66.9 72.7
Old : 47.9 54.8 77.0 79.2 39.6 54.2 66.9 72.7
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 179,037: 0 0 0 175,746 177,103 175,746 177,103: 3,291 1,934
Old : 179,037: 0 0 0 175,746 177,103 175,746 177,103: 3,291 1,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 10,254: 0 0 0 12,517 11,383 12,517 11,383: -2,263 -1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 98.9 98.2 98.9: 1.8 1.1
Old : 100.0: 0.0 0.0 0.0 98.2 98.9 98.2 98.9: 1.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 19 16 19 16:
Old : 24: 0 0 0 19 16 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 : 76.8 69.8 89.5 89.6 74.6 68.3 84.1 83.9
Old : 76.8 69.8 89.5 89.6 74.6 68.3 84.1 83.9
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, October 16, 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 : 54,877: 8,740 1,718 7,595 37,444 45,069 53,779 54,382: 1,098 495
Old : 54,877: 8,740 1,718 7,595 37,444 45,069 53,779 54,382: 1,098 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 812: 30 -2 346 435 465 811 809: 1 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 3.1 13.8 68.2 82.1 98.0 99.1: 2.0 0.9
Old : 100.0: 15.9 3.1 13.8 68.2 82.1 98.0 99.1: 2.0 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 : 51: 12 6 16 28 31 45 48:
Old : 51: 12 6 16 28 31 45 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 46.4 59.7 63.7 23.8 24.0 29.7 32.3
Old : 40.6 46.4 59.7 63.7 23.8 24.0 29.7 32.3
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 44,954: 6,409 1,500 995 37,370 42,459 44,774 44,954: 180 0
Old : 44,954: 6,409 1,500 995 37,370 42,459 44,774 44,954: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 542: 347 425 -205 400 322 542 542: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.3 2.2 83.1 94.4 99.6 100.0: 0.4 0.0
Old : 100.0: 14.3 3.3 2.2 83.1 94.4 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 : 38: 7 3 4 23 23 31 29:
Old : 38: 7 3 4 23 23 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 67.7 79.1 85.6 50.9 63.9 63.7 70.3
Old : 58.3 67.7 79.1 85.6 50.9 63.9 63.7 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 22,349: 3,100 400 650 18,470 21,239 22,220 22,289: 129 60
Old : 22,349: 3,100 400 650 18,470 21,239 22,220 22,289: 129 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 939: 650 225 -75 364 789 939 939: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 1.8 2.9 82.6 95.0 99.4 99.7: 0.6 0.3
Old : 100.0: 13.9 1.8 2.9 82.6 95.0 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 1 18 16 21 19:
Old : 28: 2 3 1 18 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 75.6 85.3 92.6 70.0 70.5 80.4 81.9
Old : 70.3 75.6 85.3 92.6 70.0 70.5 80.4 81.9
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, October 16, 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 : 153,060: 3,995 6,501 3,795 145,000 142,546 152,790 152,842: 270 218
Old : 153,060: 3,995 6,501 3,795 145,000 142,546 152,790 152,842: 270 218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 3,064: -690 -189 535 3,219 2,733 3,064 3,079: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.2 2.5 94.7 93.1 99.8 99.9: 0.2 0.1
Old : 100.0: 2.6 4.2 2.5 94.7 93.1 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 5 4 35 35 42 42:
Old : 49: 5 5 4 35 35 42 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 58.9 59.8 71.8 36.3 46.0 48.0 53.3
Old : 39.7 58.9 59.8 71.8 36.3 46.0 48.0 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 44,690: 458 7,232 878 43,174 36,580 44,510 44,690: 180 0
Old : 44,690: 458 7,232 878 43,174 36,580 44,510 44,690: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 273: -617 -6 107 783 172 273 273: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 16.2 2.0 96.6 81.9 99.6 100.0: 0.4 0.0
Old : 100.0: 1.0 16.2 2.0 96.6 81.9 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 : 35: 6 6 4 16 21 26 27:
Old : 35: 6 6 4 16 21 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 : 79.6 67.7 90.9 84.4 73.5 56.1 76.6 71.5
Old : 79.6 67.7 90.9 84.4 73.5 56.1 76.6 71.5
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, October 16, 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 : 29,590: 150 150 0 29,440 29,440 29,590 29,590: 0 0
Old : 29,590: 150 150 0 29,440 29,440 29,590 29,590: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 25: 0 25 0 25 0 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.5 0.0 99.5 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.5 0.0 99.5 99.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 0 12 15 13 17:
Old : 24: 1 2 0 12 15 13 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 : 88.9 91.7 98.5 97.0 83.2 81.2 86.6 85.1
Old : 88.9 91.7 98.5 97.0 83.2 81.2 86.6 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 45,257: 2,400 800 510 42,232 43,827 45,142 45,137: 115 120
Old : 45,257: 2,400 800 510 42,232 43,827 45,142 45,137: 115 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 265: 0 0 0 265 265 265 265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 1.8 1.1 93.3 96.8 99.7 99.7: 0.3 0.3
Old : 100.0: 5.3 1.8 1.1 93.3 96.8 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 : 37: 4 2 2 28 28 32 32:
Old : 37: 4 2 2 28 28 32 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 : 54.8 48.1 71.0 69.8 47.4 43.4 59.7 60.8
Old : 54.8 48.1 71.0 69.8 47.4 43.4 59.7 60.8
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 69,752: 11,320 1,320 615 57,449 67,817 69,384 69,752: 368 0
Old : 69,752: 11,320 1,320 615 57,449 67,817 69,384 69,752: 368 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 223: 180 200 50 -7 -27 223 223: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 1.9 0.9 82.4 97.2 99.5 100.0: 0.5 0.0
Old : 100.0: 16.2 1.9 0.9 82.4 97.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 2 5 31 29 42 35:
Old : 45: 10 2 5 31 29 42 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 : 41.2 58.4 62.2 73.4 36.3 55.8 51.6 64.3
Old : 41.2 58.4 62.2 73.4 36.3 55.8 51.6 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 75,441: 4,555 390 1,285 69,297 73,230 75,137 74,905: 304 536
Old : 75,441: 4,555 390 1,285 69,297 73,230 75,137 74,905: 304 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,115: 0 0 0 2,115 2,115 2,115 2,115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.5 1.7 91.9 97.1 99.6 99.3: 0.4 0.7
Old : 100.0: 6.0 0.5 1.7 91.9 97.1 99.6 99.3: 0.4 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 : 40: 5 2 2 23 26 29 29:
Old : 40: 5 2 2 23 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 59.8 70.4 79.1 48.2 59.8 69.3 77.1
Old : 49.0 59.8 70.4 79.1 48.2 59.8 69.3 77.1
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 109,220: 6,180 130 825 101,825 107,689 108,830 108,644: 390 576
Old : 109,220: 6,180 130 825 101,825 107,689 108,830 108,644: 390 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,855: 250 0 0 2,605 2,855 2,855 2,855: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.1 0.8 93.2 98.6 99.6 99.5: 0.4 0.5
Old : 100.0: 5.7 0.1 0.8 93.2 98.6 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 1 1 30 28 37 30:
Old : 45: 7 1 1 30 28 37 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 61.4 68.9 80.3 46.1 60.6 67.2 78.5
Old : 46.4 61.4 68.9 80.3 46.1 60.6 67.2 78.5
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,540: 530 25 0 35,890 36,050 36,420 36,075: 120 465
Old : 36,540: 530 25 0 35,890 36,050 36,420 36,075: 120 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,955: 0 0 0 2,955 2,780 2,955 2,780: 0 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.1 0.0 98.2 98.7 99.7 98.7: 0.3 1.3
Old : 100.0: 1.5 0.1 0.0 98.2 98.7 99.7 98.7: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 0 20 19 23 20:
Old : 31: 3 1 0 20 19 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 : 57.7 82.6 84.2 90.5 49.3 79.6 73.5 83.7
Old : 57.7 82.6 84.2 90.5 49.3 79.6 73.5 83.7
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 27,422: 695 300 60 26,607 27,062 27,362 27,422: 60 0
Old : 27,422: 695 300 60 26,607 27,062 27,362 27,422: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,375: 0 0 0 2,375 2,375 2,375 2,375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.1 0.2 97.0 98.7 99.8 100.0: 0.2 0.0
Old : 100.0: 2.5 1.1 0.2 97.0 98.7 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 1 21 22 23 24:
Old : 27: 2 1 1 21 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 56.4 73.7 79.3 40.5 42.0 51.0 52.4
Old : 49.2 56.4 73.7 79.3 40.5 42.0 51.0 52.4
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 53,597: 7,031 862 3,600 42,693 49,101 53,323 53,563: 274 34
Old : 53,597: 7,031 862 3,600 42,693 49,101 53,323 53,563: 274 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,114: -19 497 -80 1,232 692 1,133 1,109: -19 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 1.6 6.7 79.7 91.6 99.5 99.9: 0.5 0.1
Old : 100.0: 13.1 1.6 6.7 79.7 91.6 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 3 8 27 28 40 36:
Old : 44: 10 3 8 27 28 40 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 : 44.3 47.2 65.6 66.1 22.6 26.7 32.3 34.9
Old : 44.3 47.2 65.6 66.1 22.6 26.7 32.3 34.9
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,990: 100 1,000 850 8,710 7,900 9,660 9,750: 330 240
Old : 9,990: 100 1,000 850 8,710 7,900 9,660 9,750: 330 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 200: -100 0 0 300 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 10.0 8.5 87.2 79.1 96.7 97.6: 3.3 2.4
Old : 100.0: 1.0 10.0 8.5 87.2 79.1 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 : 24: 1 3 3 14 15 18 18:
Old : 24: 1 3 3 14 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 43.7 74.2 69.9 34.9 36.1 51.5 54.2
Old : 52.0 43.7 74.2 69.9 34.9 36.1 51.5 54.2
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,598: 645 25 140 48,778 49,113 49,563 49,278: 35 320
Old : 49,598: 645 25 140 48,778 49,113 49,563 49,278: 35 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 3,535: 190 0 140 3,235 3,355 3,565 3,495: -30 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.1 0.3 98.3 99.0 99.9 99.4: 0.1 0.6
Old : 100.0: 1.3 0.1 0.3 98.3 99.0 99.9 99.4: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 1 23 23 26 25:
Old : 35: 3 1 1 23 23 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 73.0 83.1 87.8 45.6 71.0 68.1 75.2
Old : 54.0 73.0 83.1 87.8 45.6 71.0 68.1 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 42,874: 2,375 80 285 39,704 42,509 42,364 42,874: 510 0
Old : 42,874: 2,375 80 285 39,704 42,509 42,364 42,874: 510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 688: -450 0 60 1,078 628 688 688: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.2 0.7 92.6 99.1 98.8 100.0: 1.2 0.0
Old : 100.0: 5.5 0.2 0.7 92.6 99.1 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 2 3 23 25 28 29:
Old : 35: 4 2 3 23 25 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 63.9 76.5 81.7 51.6 61.4 65.3 74.7
Old : 60.4 63.9 76.5 81.7 51.6 61.4 65.3 74.7
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 58,820: 3,944 500 225 53,953 57,442 58,122 58,167: 698 653
Old : 58,820: 3,944 500 225 53,953 57,442 58,122 58,167: 698 653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 4,880: 0 0 0 4,880 4,880 4,880 4,880: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.9 0.4 91.7 97.7 98.8 98.9: 1.2 1.1
Old : 100.0: 6.7 0.9 0.4 91.7 97.7 98.8 98.9: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 1 24 19 28 21:
Old : 32: 4 1 1 24 19 28 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 : 52.1 85.6 67.1 95.1 49.3 81.6 61.9 83.4
Old : 52.1 85.6 67.1 95.1 49.3 81.6 61.9 83.4
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 64,597: 3,691 2,000 240 59,873 61,789 63,804 64,029: 793 568
Old : 64,597: 3,691 2,000 240 59,873 61,789 63,804 64,029: 793 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 5,215: 25 0 0 5,190 5,215 5,215 5,215: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.1 0.4 92.7 95.7 98.8 99.1: 1.2 0.9
Old : 100.0: 5.7 3.1 0.4 92.7 95.7 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 : 31: 3 1 1 25 16 28 18:
Old : 31: 3 1 1 25 16 28 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 : 55.4 82.1 70.7 94.5 53.3 78.9 67.8 86.1
Old : 55.4 82.1 70.7 94.5 53.3 78.9 67.8 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 83,561: 0 2,315 310 83,154 80,921 83,464 83,546: 97 15
Old : 83,561: 0 2,315 310 83,154 80,921 83,464 83,546: 97 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 560: 0 318 -96 626 338 530 560: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.4 99.5 96.8 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 2.8 0.4 99.5 96.8 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 : 36: 0 2 2 26 28 28 31:
Old : 36: 0 2 2 26 28 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 60.8 80.2 82.2 58.1 53.7 75.5 73.0
Old : 59.7 60.8 80.2 82.2 58.1 53.7 75.5 73.0
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 113,007: 1,491 1,727 2,258 108,742 108,979 112,492 112,965: 515 42
Old : 113,007: 1,491 1,727 2,258 108,742 108,979 112,492 112,965: 515 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,406: -301 361 289 1,222 726 1,210 1,376: 196 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.5 2.0 96.2 96.4 99.5 100.0: 0.5 0.0
Old : 100.0: 1.3 1.5 2.0 96.2 96.4 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 : 47: 5 7 6 25 30 34 39:
Old : 47: 5 7 6 25 30 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 48.7 76.7 73.4 52.6 48.4 65.6 64.9
Old : 55.0 48.7 76.7 73.4 52.6 48.4 65.6 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 50,775: 1,150 400 150 49,475 50,225 50,775 50,775: 0 0
Old : 50,775: 1,150 400 150 49,475 50,225 50,775 50,775: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,075: 350 -25 25 700 1,075 1,075 1,075: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.8 0.3 97.4 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 0.8 0.3 97.4 98.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 5 2 13 18 18 23:
Old : 30: 3 5 2 13 18 18 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 : 87.9 81.6 97.3 95.0 83.5 80.7 90.2 87.4
Old : 87.9 81.6 97.3 95.0 83.5 80.7 90.2 87.4
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 48,657: 800 1,355 845 46,012 46,362 47,657 48,562: 1,000 95
Old : 48,657: 800 1,355 845 46,012 46,362 47,657 48,562: 1,000 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -286: 0 0 0 -286 -286 -286 -286: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.8 1.7 94.6 95.3 97.9 99.8: 2.1 0.2
Old : 100.0: 1.6 2.8 1.7 94.6 95.3 97.9 99.8: 2.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 20 20 24 22:
Old : 26: 2 2 2 20 20 24 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 : 50.7 67.0 78.5 82.8 44.2 55.8 58.0 63.4
Old : 50.7 67.0 78.5 82.8 44.2 55.8 58.0 63.4
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 56,429: 23,405 555 440 31,942 55,353 55,787 56,348: 642 81
Old : 56,429: 23,405 555 440 31,942 55,353 55,787 56,348: 642 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,138: 1,060 0 0 83 1,122 1,143 1,122: -5 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 1.0 0.8 56.6 98.1 98.9 99.9: 1.1 0.1
Old : 100.0: 41.5 1.0 0.8 56.6 98.1 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 : 32: 5 2 2 23 23 29 26:
Old : 32: 5 2 2 23 23 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 59.3 80.2 78.7 62.0 53.5 70.5 67.1
Old : 66.0 59.3 80.2 78.7 62.0 53.5 70.5 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 37,284: 65 50 415 36,573 36,530 37,053 36,995: 231 289
Old : 37,284: 65 50 415 36,573 36,530 37,053 36,995: 231 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 476: 50 0 -50 530 567 530 517: -54 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.1 1.1 98.1 98.0 99.4 99.2: 0.6 0.8
Old : 100.0: 0.2 0.1 1.1 98.1 98.0 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 : 22: 1 1 1 17 16 18 18:
Old : 22: 1 1 1 17 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 86.4 84.7 93.4 61.2 79.2 79.4 85.5
Old : 61.7 86.4 84.7 93.4 61.2 79.2 79.4 85.5
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 33,736: 100 555 0 33,471 32,931 33,571 33,486: 165 250
Old : 33,736: 100 555 0 33,471 32,931 33,571 33,486: 165 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 375: 0 0 0 375 385 375 385: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.6 0.0 99.2 97.6 99.5 99.3: 0.5 0.7
Old : 100.0: 0.3 1.6 0.0 99.2 97.6 99.5 99.3: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 17 13 18 14:
Old : 23: 1 1 0 17 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 : 64.8 85.9 87.3 94.8 64.6 79.8 83.0 88.3
Old : 64.8 85.9 87.3 94.8 64.6 79.8 83.0 88.3
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,421: 258 1,120 300 33,724 33,001 34,282 34,421: 139 0
Old : 34,421: 258 1,120 300 33,724 33,001 34,282 34,421: 139 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 530: 0 450 -50 580 130 530 530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.3 0.9 98.0 95.9 99.6 100.0: 0.4 0.0
Old : 100.0: 0.7 3.3 0.9 98.0 95.9 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 : 33: 2 2 1 22 21 25 23:
Old : 33: 2 2 1 22 21 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 55.6 83.9 76.2 70.2 53.6 79.8 72.8
Old : 71.3 55.6 83.9 76.2 70.2 53.6 79.8 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 24,377: 360 55 385 23,259 23,751 24,004 24,191: 373 186
Old : 24,377: 360 55 385 23,259 23,751 24,004 24,191: 373 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.2 1.6 95.4 97.4 98.5 99.2: 1.5 0.8
Old : 100.0: 1.5 0.2 1.6 95.4 97.4 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 2 18 22 21 24:
Old : 30: 2 1 2 18 22 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 64.0 84.3 80.9 64.5 62.3 74.6 75.6
Old : 67.3 64.0 84.3 80.9 64.5 62.3 74.6 75.6
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 44,849: 358 1,446 1,008 43,441 42,289 44,807 44,743: 42 106
Old : 44,849: 358 1,446 1,008 43,441 42,289 44,807 44,743: 42 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 751: -45 -917 376 478 1,280 810 740: -59 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.2 2.2 96.9 94.3 99.9 99.8: 0.1 0.2
Old : 100.0: 0.8 3.2 2.2 96.9 94.3 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 3 4 24 24 31 29:
Old : 35: 4 3 4 24 24 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 55.7 76.5 75.7 46.7 53.7 59.8 66.2
Old : 59.8 55.7 76.5 75.7 46.7 53.7 59.8 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 40,914: 1,585 275 155 38,989 40,459 40,729 40,889: 185 25
Old : 40,914: 1,585 275 155 38,989 40,459 40,729 40,889: 185 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 548: 845 0 -260 -27 823 558 563: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.7 0.4 95.3 98.9 99.5 99.9: 0.5 0.1
Old : 100.0: 3.9 0.7 0.4 95.3 98.9 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 2 22 21 24 25:
Old : 30: 2 2 2 22 21 24 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 : 60.1 63.9 81.4 85.2 46.3 58.9 63.0 70.1
Old : 60.1 63.9 81.4 85.2 46.3 58.9 63.0 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,343: 3,578 0 0 17,541 21,334 21,119 21,334: 224 9
Old : 21,343: 3,578 0 0 17,541 21,334 21,119 21,334: 224 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 545: 500 0 0 45 545 545 545: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 0.0 0.0 82.2 100.0 99.0 100.0: 1.0 0.0
Old : 100.0: 16.8 0.0 0.0 82.2 100.0 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 0 10 12 14 12:
Old : 21: 4 0 0 10 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 72.3 92.8 95.7 59.1 67.9 75.0 78.3
Old : 71.0 72.3 92.8 95.7 59.1 67.9 75.0 78.3
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,270: 3,160 1,125 350 16,735 18,795 20,245 20,270: 25 0
Old : 20,270: 3,160 1,125 350 16,735 18,795 20,245 20,270: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 0: 200 0 0 -200 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 5.6 1.7 82.6 92.7 99.9 100.0: 0.1 0.0
Old : 100.0: 15.6 5.6 1.7 82.6 92.7 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 3 1 14 10 17 14:
Old : 23: 3 3 1 14 10 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 : 54.5 87.4 84.6 97.1 43.9 82.4 71.3 84.4
Old : 54.5 87.4 84.6 97.1 43.9 82.4 71.3 84.4
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,250: 2,780 1,875 350 18,025 19,025 21,155 21,250: 95 0
Old : 21,250: 2,780 1,875 350 18,025 19,025 21,155 21,250: 95 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -50: -50 0 0 0 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.8 1.6 84.8 89.5 99.6 100.0: 0.4 0.0
Old : 100.0: 13.1 8.8 1.6 84.8 89.5 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 : 22: 2 3 1 14 12 16 16:
Old : 22: 2 3 1 14 12 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 : 52.0 84.5 83.6 95.9 42.0 83.0 70.7 84.9
Old : 52.0 84.5 83.6 95.9 42.0 83.0 70.7 84.9
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, October 16, 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 : 328,854: 756 21,116 32,930 295,104 274,808 328,790 328,854: 64 0
Old : 328,854: 756 21,116 32,930 295,104 274,808 328,790 328,854: 64 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -3,844: -62 -923 -858 -2,924 -2,063 -3,844 -3,844: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.4 10.0 89.7 83.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 6.4 10.0 89.7 83.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 5 4 16 16 21 21:
Old : 25: 1 5 4 16 16 21 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 : 74.2 54.0 89.6 78.7 46.7 40.7 47.0 44.9
Old : 74.2 54.0 89.6 78.7 46.7 40.7 47.0 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,225: 960 0 0 20,105 21,105 21,065 21,105: 160 120
Old : 21,225: 960 0 0 20,105 21,105 21,065 21,105: 160 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.0 94.7 99.4 99.2 99.4: 0.8 0.6
Old : 100.0: 4.5 0.0 0.0 94.7 99.4 99.2 99.4: 0.8 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: 1 0 0 12 13 13 13:
Old : 20: 1 0 0 12 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 80.2 91.6 91.8 71.9 73.9 83.8 82.6
Old : 77.1 80.2 91.6 91.8 71.9 73.9 83.8 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,776: 3,910 2,780 550 21,004 22,430 25,464 25,760: 312 16
Old : 25,776: 3,910 2,780 550 21,004 22,430 25,464 25,760: 312 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 465: -50 0 125 390 340 465 465: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.8 2.1 81.5 87.0 98.8 99.9: 1.2 0.1
Old : 100.0: 15.2 10.8 2.1 81.5 87.0 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 : 27: 4 2 3 13 13 17 18:
Old : 27: 4 2 3 13 13 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 60.4 92.1 84.7 67.9 57.1 89.5 80.2
Old : 69.6 60.4 92.1 84.7 67.9 57.1 89.5 80.2
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,275: 2,915 2,805 555 18,531 18,905 22,001 22,265: 274 10
Old : 22,275: 2,915 2,805 555 18,531 18,905 22,001 22,265: 274 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 365: -150 0 125 871 240 846 365: -481 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 12.6 2.5 83.2 84.9 98.8 100.0: 1.2 0.0
Old : 100.0: 13.1 12.6 2.5 83.2 84.9 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 : 25: 4 2 3 13 11 17 16:
Old : 25: 4 2 3 13 11 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 67.5 89.7 90.4 66.8 62.3 86.9 83.7
Old : 69.6 67.5 89.7 90.4 66.8 62.3 86.9 83.7
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,258: 2,065 1,210 1,750 47,943 49,281 51,758 52,241: 500 17
Old : 52,258: 2,065 1,210 1,750 47,943 49,281 51,758 52,241: 500 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 455: -540 1,160 -510 1,505 -195 455 455: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.3 3.3 91.7 94.3 99.0 100.0: 1.0 0.0
Old : 100.0: 4.0 2.3 3.3 91.7 94.3 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 2 20 15 24 18:
Old : 32: 3 2 2 20 15 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 81.8 81.1 94.6 56.3 78.8 73.2 82.9
Old : 61.4 81.8 81.1 94.6 56.3 78.8 73.2 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,100: 1,265 50 2,475 47,080 48,575 50,820 51,100: 280 0
Old : 51,100: 1,265 50 2,475 47,080 48,575 50,820 51,100: 280 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 455: -1,700 0 650 1,505 -195 455 455: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.1 4.8 92.1 95.1 99.5 100.0: 0.5 0.0
Old : 100.0: 2.5 0.1 4.8 92.1 95.1 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 : 34: 4 1 2 21 17 25 20:
Old : 34: 4 1 2 21 17 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 82.1 81.7 93.9 58.1 78.8 74.3 81.5
Old : 61.8 82.1 81.7 93.9 58.1 78.8 74.3 81.5
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 115,114: 6,646 9,077 3,929 104,228 102,003 114,803 115,009: 311 105
Old : 115,114: 6,646 9,077 3,929 104,228 102,003 114,803 115,009: 311 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,000: 160 -1,215 265 575 1,950 1,000 1,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 7.9 3.4 90.5 88.6 99.7 99.9: 0.3 0.1
Old : 100.0: 5.8 7.9 3.4 90.5 88.6 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 : 54: 9 2 7 36 32 46 40:
Old : 54: 9 2 7 36 32 46 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 44.6 61.1 76.0 37.3 42.8 53.5 65.0
Old : 39.4 44.6 61.1 76.0 37.3 42.8 53.5 65.0
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 129,048: 8,931 13,751 2,919 116,829 112,263 128,679 128,933: 369 115
Old : 129,048: 8,931 13,751 2,919 116,829 112,263 128,679 128,933: 369 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 954: 135 -1,290 250 569 1,994 954 954: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 10.7 2.3 90.5 87.0 99.7 99.9: 0.3 0.1
Old : 100.0: 6.9 10.7 2.3 90.5 87.0 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 : 59: 7 6 6 40 34 48 45:
Old : 59: 7 6 6 40 34 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 45.6 57.3 75.9 35.8 42.8 52.2 66.8
Old : 38.3 45.6 57.3 75.9 35.8 42.8 52.2 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 282,304: 17,410 21,523 30,424 233,710 230,174 281,543 282,121: 761 183
Old : 282,304: 17,410 21,523 30,424 233,710 230,174 281,543 282,121: 761 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 3,302: -4,434 673 2,081 6,396 1,198 4,042 3,952: -740 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.6 10.8 82.8 81.5 99.7 99.9: 0.3 0.1
Old : 100.0: 6.2 7.6 10.8 82.8 81.5 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 : 85: 21 16 22 42 42 76 68:
Old : 85: 21 16 22 42 42 76 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 42.5 54.4 61.3 30.3 30.1 40.8 43.5
Old : 36.7 42.5 54.4 61.3 30.3 30.1 40.8 43.5
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,184: 7,073 230 405 25,561 32,549 33,039 33,184: 145 0
Old : 33,184: 7,073 230 405 25,561 32,549 33,039 33,184: 145 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 144: 335 0 100 -291 44 144 144: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 0.7 1.2 77.0 98.1 99.6 100.0: 0.4 0.0
Old : 100.0: 21.3 0.7 1.2 77.0 98.1 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 : 29: 5 2 2 20 9 25 13:
Old : 29: 5 2 2 20 9 25 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 95.3 80.1 99.1 56.3 94.2 78.5 95.0
Old : 57.5 95.3 80.1 99.1 56.3 94.2 78.5 95.0
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,194: 6,381 1,425 575 25,066 30,194 32,022 32,194: 172 0
Old : 32,194: 6,381 1,425 575 25,066 30,194 32,022 32,194: 172 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 99: 360 25 50 -311 24 99 99: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 4.4 1.8 77.9 93.8 99.5 100.0: 0.5 0.0
Old : 100.0: 19.8 4.4 1.8 77.9 93.8 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 3 3 20 9 26 13:
Old : 28: 4 3 3 20 9 26 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 92.7 83.5 98.9 59.7 91.4 82.3 94.8
Old : 60.7 92.7 83.5 98.9 59.7 91.4 82.3 94.8
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, October 16, 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 : 3,773: 353 203 63 2,705 2,670 3,121 2,936: 652 837
Old : 3,773: 353 203 63 2,705 2,670 3,121 2,936: 652 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 296: 60 6 7 177 231 244 244: 52 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.4 1.7 71.7 70.8 82.7 77.8: 17.3 22.2
Old : 100.0: 9.4 5.4 1.7 71.7 70.8 82.7 77.8: 17.3 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 3 2 20 19 24 24:
Old : 27: 4 3 2 20 19 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 31.8 53.8 52.6 26.1 16.9 34.9 25.2
Old : 34.2 31.8 53.8 52.6 26.1 16.9 34.9 25.2
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 36,790: 3,545 2,214 934 32,091 33,414 36,570 36,562: 220 228
Old : 36,790: 3,545 2,214 934 32,091 33,414 36,570 36,562: 220 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -48: 851 111 22 -921 -181 -48 -48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.0 2.5 87.2 90.8 99.4 99.4: 0.6 0.6
Old : 100.0: 9.6 6.0 2.5 87.2 90.8 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 : 45: 6 4 5 30 31 39 37:
Old : 45: 6 4 5 30 31 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 49.3 70.8 65.0 46.0 46.8 56.6 58.7
Old : 56.0 49.3 70.8 65.0 46.0 46.8 56.6 58.7
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, October 16, 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 : 14,230: 1,285 48 6 12,657 13,529 13,948 13,583: 282 647
Old : 14,230: 1,285 48 6 12,657 13,529 13,948 13,583: 282 647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 235: 0 0 0 235 226 235 226: 0 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.3 0.0 88.9 95.1 98.0 95.5: 2.0 4.5
Old : 100.0: 9.0 0.3 0.0 88.9 95.1 98.0 95.5: 2.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 1 20 25 24 26:
Old : 30: 3 1 1 20 25 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 47.3 82.7 66.4 43.4 26.5 53.9 42.0
Old : 63.2 47.3 82.7 66.4 43.4 26.5 53.9 42.0
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, October 16, 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 : 11,736: 130 598 408 10,646 10,427 11,184 11,433: 552 303
Old : 11,736: 130 598 408 10,646 10,427 11,184 11,433: 552 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 358: 20 1 19 364 369 403 389: -45 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.1 3.5 90.7 88.8 95.3 97.4: 4.7 2.6
Old : 100.0: 1.1 5.1 3.5 90.7 88.8 95.3 97.4: 4.7 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 : 46: 2 5 4 27 34 32 40:
Old : 46: 2 5 4 27 34 32 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 : 55.9 33.1 71.8 51.3 43.0 28.0 49.7 39.7
Old : 55.9 33.1 71.8 51.3 43.0 28.0 49.7 39.7
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, October 16, 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 : 19,052: 128 1,598 568 18,056 16,650 18,752 18,816: 300 236
Old : 19,052: 128 1,598 568 18,056 16,650 18,752 18,816: 300 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 422: 10 25 -22 434 409 422 412: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.4 3.0 94.8 87.4 98.4 98.8: 1.6 1.2
Old : 100.0: 0.7 8.4 3.0 94.8 87.4 98.4 98.8: 1.6 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 : 45: 2 6 6 24 28 30 37:
Old : 45: 2 6 6 24 28 30 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 42.9 76.7 64.1 54.8 41.4 66.4 60.1
Old : 61.8 42.9 76.7 64.1 54.8 41.4 66.4 60.1
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, October 16, 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 : 69,916: 4,805 4,392 3,940 60,616 60,686 69,360 69,018: 556 898
Old : 69,916: 4,805 4,392 3,940 60,616 60,686 69,360 69,018: 556 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -1,333: -293 173 -676 -204 -702 -1,173 -1,205: -160 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.3 5.6 86.7 86.8 99.2 98.7: 0.8 1.3
Old : 100.0: 6.9 6.3 5.6 86.7 86.8 99.2 98.7: 0.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 17 14 22 57 57 82 86:
Old : 97: 17 14 22 57 57 82 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 26.5 48.1 40.8 27.8 25.6 37.4 35.4
Old : 33.5 26.5 48.1 40.8 27.8 25.6 37.4 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 1,815: 257 80 111 892 1,217 1,260 1,408: 555 407
Old : 1,815: 257 80 111 892 1,217 1,260 1,408: 555 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 4.4 6.1 49.1 67.1 69.4 77.6: 30.6 22.4
Old : 100.0: 14.2 4.4 6.1 49.1 67.1 69.4 77.6: 30.6 22.4
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 : 21: 4 2 3 11 14 17 17:
Old : 21: 4 2 3 11 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 36.4 56.1 57.7 37.3 32.9 45.8 45.8
Old : 39.9 36.4 56.1 57.7 37.3 32.9 45.8 45.8
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 36,194: 1,655 30 0 34,539 36,158 36,194 36,188: 0 6
Old : 36,194: 1,655 30 0 34,539 36,158 36,194 36,188: 0 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -217: 300 -30 0 -517 -187 -217 -217: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.1 0.0 95.4 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 4.6 0.1 0.0 95.4 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 1 0 27 23 28 24:
Old : 36: 1 1 0 27 23 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 50.6 74.2 82.6 39.6 50.1 56.3 65.6
Old : 44.7 50.6 74.2 82.6 39.6 50.1 56.3 65.6
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 10,135: 1,135 0 830 8,140 9,295 10,105 10,125: 30 10
Old : 10,135: 1,135 0 830 8,140 9,295 10,105 10,125: 30 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 630: 60 0 -60 630 690 630 630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.0 8.2 80.3 91.7 99.7 99.9: 0.3 0.1
Old : 100.0: 11.2 0.0 8.2 80.3 91.7 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 : 29: 3 0 3 14 19 17 22:
Old : 29: 3 0 3 14 19 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 72.5 84.0 88.5 43.1 54.6 62.4 63.8
Old : 55.7 72.5 84.0 88.5 43.1 54.6 62.4 63.8
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 221,186: 0 845 0 208,876 204,456 208,876 205,301: 12,310 15,885
Old : 221,186: 0 845 0 208,876 204,456 208,876 205,301: 12,310 15,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 54: 0 -50 0 -1,106 -2,327 -1,106 -2,377: 1,160 2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 94.4 92.4 94.4 92.8: 5.6 7.2
Old : 100.0: 0.0 0.4 0.0 94.4 92.4 94.4 92.8: 5.6 7.2
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 : 23: 0 1 0 17 15 17 16:
Old : 23: 0 1 0 17 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 62.5 89.6 85.4 63.0 62.3 79.3 80.1
Old : 69.2 62.5 89.6 85.4 63.0 62.3 79.3 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 21,600: 6,883 589 1,288 9,572 17,869 17,743 19,746: 3,857 1,854
Old : 21,600: 6,883 589 1,288 9,572 17,869 17,743 19,746: 3,857 1,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 783: -485 0 266 796 317 577 583: 206 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 2.7 6.0 44.3 82.7 82.1 91.4: 17.9 8.6
Old : 100.0: 31.9 2.7 6.0 44.3 82.7 82.1 91.4: 17.9 8.6
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: 5 2 4 9 14 16 18:
Old : 23: 5 2 4 9 14 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 67.7 67.3 80.1 43.2 60.5 58.1 69.0
Old : 43.2 67.7 67.3 80.1 43.2 60.5 58.1 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 19, 2018