CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 62,305: 10,448 10,209 3,019 48,827 49,069 62,295 62,297: 10 8
Old : 62,305: 10,448 10,209 3,019 48,827 49,069 62,295 62,297: 10 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -3,302: -997 -519 -359 -1,948 -2,407 -3,304 -3,285: 2 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 16.4 4.8 78.4 78.8 100.0 100.0: 0.0 0.0
Old : 100.0: 16.8 16.4 4.8 78.4 78.8 100.0 100.0: 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 : 44: 15 7 9 16 16 36 27:
Old : 44: 15 7 9 16 16 36 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 : 48.5 51.1 71.9 76.5 43.9 42.2 57.0 59.9
Old : 48.5 51.1 71.9 76.5 43.9 42.2 57.0 59.9
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 42,145: 4,943 23,973 800 36,402 17,372 42,145 42,145: 0 0
Old : 42,145: 4,943 23,973 800 36,402 17,372 42,145 42,145: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -3,388: -3,300 -228 -87 -1 -3,073 -3,388 -3,388: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 56.9 1.9 86.4 41.2 100.0 100.0: 0.0 0.0
Old : 100.0: 11.7 56.9 1.9 86.4 41.2 100.0 100.0: 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 : 28: 4 10 1 10 7 15 17:
Old : 28: 4 10 1 10 7 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 79.6 95.1 91.9 73.4 78.6 95.1 90.9
Old : 73.4 79.6 95.1 91.9 73.4 78.6 95.1 90.9
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 44,166: 7,986 33,616 0 36,180 10,550 44,166 44,166: 0 0
Old : 44,166: 7,986 33,616 0 36,180 10,550 44,166 44,166: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -2,417: -2,417 0 0 0 -2,417 -2,417 -2,417: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 76.1 0.0 81.9 23.9 100.0 100.0: 0.0 0.0
Old : 100.0: 18.1 76.1 0.0 81.9 23.9 100.0 100.0: 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 : 24: 2 8 0 12 7 14 15:
Old : 24: 2 8 0 12 7 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.1 71.7 95.2 91.4 80.1 71.4 95.2 88.5
Old : 80.1 71.7 95.2 91.4 80.1 71.4 95.2 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 28,189: 3,470 15,914 100 24,619 12,175 28,189 28,189: 0 0
Old : 28,189: 3,470 15,914 100 24,619 12,175 28,189 28,189: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -571: 200 -150 0 -771 -421 -571 -571: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 56.5 0.4 87.3 43.2 100.0 100.0: 0.0 0.0
Old : 100.0: 12.3 56.5 0.4 87.3 43.2 100.0 100.0: 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 : 26: 5 6 1 8 10 14 16:
Old : 26: 5 6 1 8 10 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 70.0 95.8 91.3 68.1 70.0 92.7 90.0
Old : 71.2 70.0 95.8 91.3 68.1 70.0 92.7 90.0
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 32,095: 6,270 7,372 0 25,825 24,723 32,095 32,095: 0 0
Old : 32,095: 6,270 7,372 0 25,825 24,723 32,095 32,095: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 650: 150 0 0 500 650 650 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 23.0 0.0 80.5 77.0 100.0 100.0: 0.0 0.0
Old : 100.0: 19.5 23.0 0.0 80.5 77.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 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 : 54.7 93.5 83.4 100.0 54.7 93.5 83.4 100.0
Old : 54.7 93.5 83.4 100.0 54.7 93.5 83.4 100.0
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 30, 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 : 31,410: 5,272 3,488 500 25,638 27,422 31,410 31,410: 0 0
Old : 31,410: 5,272 3,488 500 25,638 27,422 31,410 31,410: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -2,675: -125 -1,537 0 -2,550 -1,138 -2,675 -2,675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.1 1.6 81.6 87.3 100.0 100.0: 0.0 0.0
Old : 100.0: 16.8 11.1 1.6 81.6 87.3 100.0 100.0: 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 : 24: 5 2 1 13 6 19 8:
Old : 24: 5 2 1 13 6 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 95.3 92.8 100.0 68.2 81.7 80.4 84.6
Old : 69.9 95.3 92.8 100.0 68.2 81.7 80.4 84.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 20,094: 5,223 2,744 598 14,273 16,752 20,094 20,094: 0 0
Old : 20,094: 5,223 2,744 598 14,273 16,752 20,094 20,094: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 187: -133 116 98 221 -28 187 187: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.7 3.0 71.0 83.4 100.0 100.0: 0.0 0.0
Old : 100.0: 26.0 13.7 3.0 71.0 83.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 6 2 11 13 18 20:
Old : 28: 6 6 2 11 13 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 70.4 80.3 91.3 52.7 60.9 68.1 69.6
Old : 58.5 70.4 80.3 91.3 52.7 60.9 68.1 69.6
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 30, 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 : 28,354: 13,059 4,988 0 15,295 23,366 28,354 28,354: 0 0
Old : 28,354: 13,059 4,988 0 15,295 23,366 28,354 28,354: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,183: 700 0 0 483 1,183 1,183 1,183: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 17.6 0.0 53.9 82.4 100.0 100.0: 0.0 0.0
Old : 100.0: 46.1 17.6 0.0 53.9 82.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 3 0 10 3 16 6:
Old : 22: 6 3 0 10 3 16 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 96.0 89.8 100.0 75.0 96.0 89.8 100.0
Old : 75.0 96.0 89.8 100.0 75.0 96.0 89.8 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 18,800 0 21,040 10,170 28,970 28,970: 0 0
Old : 28,970: 7,930 18,800 0 21,040 10,170 28,970 28,970: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 0: 0 -100 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 64.9 0.0 72.6 35.1 100.0 100.0: 0.0 0.0
Old : 100.0: 27.4 64.9 0.0 72.6 35.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 0 7 6 12 12:
Old : 23: 5 6 0 7 6 12 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 : 77.4 83.3 96.9 97.5 77.4 83.3 96.9 97.5
Old : 77.4 83.3 96.9 97.5 77.4 83.3 96.9 97.5
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 30, 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 : 42,807: 3,333 2,990 692 38,782 39,124 42,807 42,807: 0 0
Old : 42,807: 3,333 2,990 692 38,782 39,124 42,807 42,807: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 354: 50 -212 0 314 566 364 354: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 7.0 1.6 90.6 91.4 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 7.0 1.6 90.6 91.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 4 2 16 16 21 22:
Old : 32: 5 4 2 16 16 21 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 : 70.0 72.0 90.8 92.3 31.2 34.6 40.2 41.9
Old : 70.0 72.0 90.8 92.3 31.2 34.6 40.2 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 30,537: 2,616 252 5,664 22,203 24,556 30,483 30,472: 54 65
Old : 30,537: 2,616 252 5,664 22,203 24,556 30,483 30,472: 54 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 4,964: -38 140 182 4,840 4,625 4,984 4,947: -20 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.8 18.5 72.7 80.4 99.8 99.8: 0.2 0.2
Old : 100.0: 8.6 0.8 18.5 72.7 80.4 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 2 5 23 23 29 29:
Old : 34: 5 2 5 23 23 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 : 58.1 62.4 76.9 84.3 17.8 21.5 23.7 24.8
Old : 58.1 62.4 76.9 84.3 17.8 21.5 23.7 24.8
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 24,928: 337 11,151 793 23,481 12,984 24,611 24,928: 317 0
Old : 24,928: 337 11,151 793 23,481 12,984 24,611 24,928: 317 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 960: 0 375 0 950 585 950 960: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 44.7 3.2 94.2 52.1 98.7 100.0: 1.3 0.0
Old : 100.0: 1.4 44.7 3.2 94.2 52.1 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 : 37: 3 5 3 25 15 31 20:
Old : 37: 3 5 3 25 15 31 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 : 60.4 66.5 72.7 87.7 50.7 61.3 62.9 73.5
Old : 60.4 66.5 72.7 87.7 50.7 61.3 62.9 73.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,219,727: 346,487 125,026 582,992 4,254,369 4,499,662 5,183,848 5,207,680: 35,879 12,047
Old : 5,219,727: 346,487 125,026 582,992 4,254,369 4,499,662 5,183,848 5,207,680: 35,879 12,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -202,168: -32,087 35,520 -12,943 -153,434 -224,570 -198,464 -201,993: -3,704 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.4 11.2 81.5 86.2 99.3 99.8: 0.7 0.2
Old : 100.0: 6.6 2.4 11.2 81.5 86.2 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 41 22 49 137 114 194 171:
Old : 213: 41 22 49 137 114 194 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 41.5 40.9 56.3 20.6 39.9 34.6 53.4
Old : 23.9 41.5 40.9 56.3 20.6 39.9 34.6 53.4
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 824,960: 36,442 62,980 380,195 404,632 378,793 821,269 821,969: 3,692 2,992
Old : 824,960: 36,442 62,980 380,195 404,632 378,793 821,269 821,969: 3,692 2,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -236,019: -23,788 -20,899 -121,743 -89,908 -93,261 -235,440 -235,904: -579 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 7.6 46.1 49.0 45.9 99.6 99.6: 0.4 0.4
Old : 100.0: 4.4 7.6 46.1 49.0 45.9 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 14 13 23 53 52 79 76:
Old : 85: 14 13 23 53 52 79 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 48.7 65.6 66.5 7.0 8.5 9.3 10.0
Old : 46.1 48.7 65.6 66.5 7.0 8.5 9.3 10.0
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 30, 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 : 281,834: 175 5,502 104 269,436 270,604 269,715 276,210: 12,119 5,624
Old : 281,834: 175 5,502 104 269,436 270,604 269,715 276,210: 12,119 5,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 4,974: -62 -252 90 5,185 4,541 5,213 4,379: -239 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.0 0.0 95.6 96.0 95.7 98.0: 4.3 2.0
Old : 100.0: 0.1 2.0 0.0 95.6 96.0 95.7 98.0: 4.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 1 27 26 28 29:
Old : 36: 1 2 1 27 26 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 : 56.2 71.5 71.9 84.6 43.5 62.5 59.1 71.0
Old : 56.2 71.5 71.9 84.6 43.5 62.5 59.1 71.0
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 30, 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 : 136,538: 11,588 0 1,114 117,679 125,933 130,381 127,047: 6,157 9,491
Old : 136,538: 11,588 0 1,114 117,679 125,933 130,381 127,047: 6,157 9,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 3,309: 1,238 0 618 1,870 2,855 3,726 3,473: -417 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.8 86.2 92.2 95.5 93.0: 4.5 7.0
Old : 100.0: 8.5 0.0 0.8 86.2 92.2 95.5 93.0: 4.5 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 : 40: 7 0 2 29 23 36 25:
Old : 40: 7 0 2 29 23 36 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 42.2 72.5 72.9 53.7 39.2 62.6 61.0
Old : 62.0 42.2 72.5 72.9 53.7 39.2 62.6 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 327,453: 5,144 801 1,580 309,233 317,547 315,957 319,928: 11,496 7,525
Old : 327,453: 5,144 801 1,580 309,233 317,547 315,957 319,928: 11,496 7,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -1,503: -307 201 493 -1,956 -1,859 -1,770 -1,165: 267 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.2 0.5 94.4 97.0 96.5 97.7: 3.5 2.3
Old : 100.0: 1.6 0.2 0.5 94.4 97.0 96.5 97.7: 3.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 2 3 27 32 31 35:
Old : 43: 2 2 3 27 32 31 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 : 67.8 62.5 81.8 78.2 64.0 62.5 74.8 76.3
Old : 67.8 62.5 81.8 78.2 64.0 62.5 74.8 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 848,649: 3,729 7,344 10,022 824,280 827,885 838,031 845,251: 10,618 3,398
Old : 848,649: 3,729 7,344 10,022 824,280 827,885 838,031 845,251: 10,618 3,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 3,151: 415 -339 -456 3,677 3,491 3,636 2,696: -485 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.9 1.2 97.1 97.6 98.7 99.6: 1.3 0.4
Old : 100.0: 0.4 0.9 1.2 97.1 97.6 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 37.6 67.3 61.3 90.9 36.3 66.9 58.6 88.6
Old : 37.6 67.3 61.3 90.9 36.3 66.9 58.6 88.6
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 30, 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 : 421,956: 146 2,706 174 398,838 412,248 399,158 415,128: 22,798 6,828
Old : 421,956: 146 2,706 174 398,838 412,248 399,158 415,128: 22,798 6,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -3,273: 141 727 -62 -3,220 -3,325 -3,141 -2,660: -132 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 94.5 97.7 94.6 98.4: 5.4 1.6
Old : 100.0: 0.0 0.6 0.0 94.5 97.7 94.6 98.4: 5.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 1 4 1 41 43 42 48:
Old : 59: 1 4 1 41 43 42 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 : 47.4 40.7 65.1 58.7 46.1 34.5 56.0 49.6
Old : 47.4 40.7 65.1 58.7 46.1 34.5 56.0 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 551,903: 9,752 1,446 483 528,667 545,084 538,902 547,013: 13,001 4,890
Old : 551,903: 9,752 1,446 483 528,667 545,084 538,902 547,013: 13,001 4,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 22,835: 2,586 -137 155 19,856 22,007 22,597 22,025: 238 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.3 0.1 95.8 98.8 97.6 99.1: 2.4 0.9
Old : 100.0: 1.8 0.3 0.1 95.8 98.8 97.6 99.1: 2.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 7 2 3 38 44 47 47:
Old : 63: 7 2 3 38 44 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 50.9 74.7 71.8 57.6 48.3 70.7 67.5
Old : 59.5 50.9 74.7 71.8 57.6 48.3 70.7 67.5
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 30, 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 : 311,989: 210 10,696 743 303,082 292,869 304,035 304,308: 7,954 7,681
Old : 311,989: 210 10,696 743 303,082 292,869 304,035 304,308: 7,954 7,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 6,678: 210 -211 263 5,174 6,711 5,647 6,763: 1,031 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.4 0.2 97.1 93.9 97.5 97.5: 2.5 2.5
Old : 100.0: 0.1 3.4 0.2 97.1 93.9 97.5 97.5: 2.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 4 3 39 34 43 38:
Old : 51: 1 4 3 39 34 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 : 41.3 50.8 63.2 67.6 38.0 46.5 58.0 60.5
Old : 41.3 50.8 63.2 67.6 38.0 46.5 58.0 60.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,838: 2,340 0 965 102,469 106,745 105,774 107,710: 6,064 4,128
Old : 111,838: 2,340 0 965 102,469 106,745 105,774 107,710: 6,064 4,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,162: 118 0 -69 902 1,138 951 1,069: 211 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.9 91.6 95.4 94.6 96.3: 5.4 3.7
Old : 100.0: 2.1 0.0 0.9 91.6 95.4 94.6 96.3: 5.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 1 26 23 28 24:
Old : 35: 2 0 1 26 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 : 55.0 62.5 73.2 80.4 53.0 61.2 70.2 78.7
Old : 55.0 62.5 73.2 80.4 53.0 61.2 70.2 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 45,322: 0 390 0 43,035 43,233 43,035 43,623: 2,287 1,699
Old : 45,322: 0 390 0 43,035 43,233 43,035 43,623: 2,287 1,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,912: 0 150 0 2,735 2,280 2,735 2,430: 177 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 95.0 95.4 95.0 96.3: 5.0 3.7
Old : 100.0: 0.0 0.9 0.0 95.0 95.4 95.0 96.3: 5.0 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 : 28: 0 1 0 19 18 19 19:
Old : 28: 0 1 0 19 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 67.2 76.0 83.6 55.0 64.1 67.5 75.4
Old : 60.4 67.2 76.0 83.6 55.0 64.1 67.5 75.4
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 257,014: 689 0 833 248,773 249,678 250,295 250,511: 6,719 6,503
Old : 257,014: 689 0 833 248,773 249,678 250,295 250,511: 6,719 6,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,172: 325 0 -250 1,199 1,962 1,274 1,712: -102 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.3 96.8 97.1 97.4 97.5: 2.6 2.5
Old : 100.0: 0.3 0.0 0.3 96.8 97.1 97.4 97.5: 2.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 0 1 21 22 22 23:
Old : 34: 1 0 1 21 22 22 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 : 75.7 57.7 88.3 83.2 72.5 57.7 81.4 82.6
Old : 75.7 57.7 88.3 83.2 72.5 57.7 81.4 82.6
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 30, 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 : 164,154: 145 3,343 830 155,468 154,223 156,443 158,396: 7,711 5,758
Old : 164,154: 145 3,343 830 155,468 154,223 156,443 158,396: 7,711 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,553: 142 30 -142 1,525 1,402 1,525 1,290: 28 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.0 0.5 94.7 94.0 95.3 96.5: 4.7 3.5
Old : 100.0: 0.1 2.0 0.5 94.7 94.0 95.3 96.5: 4.7 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 : 37: 1 2 1 28 23 29 26:
Old : 37: 1 2 1 28 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 : 51.2 63.3 70.1 79.1 50.8 63.0 69.4 75.4
Old : 51.2 63.3 70.1 79.1 50.8 63.0 69.4 75.4
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 248,851: 0 0 0 246,089 246,783 246,089 246,783: 2,762 2,068
Old : 248,851: 0 0 0 246,089 246,783 246,089 246,783: 2,762 2,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,760: 0 0 0 1,610 1,790 1,610 1,790: 150 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 99.2 98.9 99.2: 1.1 0.8
Old : 100.0: 0.0 0.0 0.0 98.9 99.2 98.9 99.2: 1.1 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 : 28: 0 0 0 19 18 19 18:
Old : 28: 0 0 0 19 18 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 : 71.1 73.1 86.2 92.2 67.3 68.7 78.7 82.9
Old : 71.1 73.1 86.2 92.2 67.3 68.7 78.7 82.9
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,342: 2,194 806 0 28,810 30,229 31,004 31,035: 1,338 1,307
Old : 32,342: 2,194 806 0 28,810 30,229 31,004 31,035: 1,338 1,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 4,020: 1,954 0 0 2,070 3,450 4,024 3,450: -4 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.5 0.0 89.1 93.5 95.9 96.0: 4.1 4.0
Old : 100.0: 6.8 2.5 0.0 89.1 93.5 95.9 96.0: 4.1 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 : 41: 2 2 0 23 29 25 31:
Old : 41: 2 2 0 23 29 25 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 : 42.0 34.7 62.3 57.1 39.6 28.3 54.7 48.1
Old : 42.0 34.7 62.3 57.1 39.6 28.3 54.7 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 574,676: 18,773 7,594 2,450 542,414 555,854 563,637 565,898: 11,039 8,778
Old : 574,676: 18,773 7,594 2,450 542,414 555,854 563,637 565,898: 11,039 8,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -858: -277 -760 508 -350 -1,434 -119 -1,686: -739 828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.3 0.4 94.4 96.7 98.1 98.5: 1.9 1.5
Old : 100.0: 3.3 1.3 0.4 94.4 96.7 98.1 98.5: 1.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 4 3 4 56 51 63 55:
Old : 72: 4 3 4 56 51 63 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 59.7 51.3 70.0 31.5 58.2 47.1 66.4
Old : 31.6 59.7 51.3 70.0 31.5 58.2 47.1 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 219,189: 607 12,719 1,472 210,754 200,154 212,833 214,345: 6,356 4,844
Old : 219,189: 607 12,719 1,472 210,754 200,154 212,833 214,345: 6,356 4,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 6,006: -28 -1,348 267 6,062 7,478 6,301 6,397: -295 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.8 0.7 96.2 91.3 97.1 97.8: 2.9 2.2
Old : 100.0: 0.3 5.8 0.7 96.2 91.3 97.1 97.8: 2.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 3 3 28 31 31 36:
Old : 42: 2 3 3 28 31 31 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 : 41.4 43.2 66.2 70.3 35.1 30.1 51.8 43.9
Old : 41.4 43.2 66.2 70.3 35.1 30.1 51.8 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 37,746: 0 396 61 36,168 36,493 36,229 36,950: 1,517 796
Old : 37,746: 0 396 61 36,168 36,493 36,229 36,950: 1,517 796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,837: 0 149 61 2,875 2,785 2,936 2,995: -99 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.2 95.8 96.7 96.0 97.9: 4.0 2.1
Old : 100.0: 0.0 1.0 0.2 95.8 96.7 96.0 97.9: 4.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 15 14 17 16:
Old : 24: 0 2 2 15 14 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 : 77.1 82.2 88.8 92.9 76.8 76.2 85.5 85.4
Old : 77.1 82.2 88.8 92.9 76.8 76.2 85.5 85.4
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 74,891: 0 1,092 116 70,940 68,222 71,056 69,430: 3,835 5,461
Old : 74,891: 0 1,092 116 70,940 68,222 71,056 69,430: 3,835 5,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 3,121: 0 893 -109 4,367 2,757 4,258 3,541: -1,137 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.2 94.7 91.1 94.9 92.7: 5.1 7.3
Old : 100.0: 0.0 1.5 0.2 94.7 91.1 94.9 92.7: 5.1 7.3
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: 0 1 1 24 21 25 22:
Old : 31: 0 1 1 24 21 25 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 : 44.5 59.6 70.6 77.0 36.8 56.6 54.3 66.7
Old : 44.5 59.6 70.6 77.0 36.8 56.6 54.3 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 244,798: 10,881 25,718 0 229,571 214,320 240,452 240,038: 4,346 4,760
Old : 244,798: 10,881 25,718 0 229,571 214,320 240,452 240,038: 4,346 4,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 41,990: 6,600 11,580 0 35,336 29,622 41,936 41,202: 54 788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 10.5 0.0 93.8 87.5 98.2 98.1: 1.8 1.9
Old : 100.0: 4.4 10.5 0.0 93.8 87.5 98.2 98.1: 1.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 5 8 0 33 33 38 41:
Old : 62: 5 8 0 33 33 38 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 : 49.0 56.3 68.6 74.0 41.8 51.8 57.2 64.1
Old : 49.0 56.3 68.6 74.0 41.8 51.8 57.2 64.1
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 274,349: 13,885 13,751 19,763 237,256 239,972 270,904 273,486: 3,445 863
Old : 274,349: 13,885 13,751 19,763 237,256 239,972 270,904 273,486: 3,445 863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 40,482: -933 4,739 7,143 34,281 28,729 40,491 40,611: -9 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.0 7.2 86.5 87.5 98.7 99.7: 1.3 0.3
Old : 100.0: 5.1 5.0 7.2 86.5 87.5 98.7 99.7: 1.3 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 : 81: 13 7 8 44 46 59 59:
Old : 81: 13 7 8 44 46 59 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 54.2 53.1 69.3 25.8 48.0 38.7 57.6
Old : 33.1 54.2 53.1 69.3 25.8 48.0 38.7 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 219,346: 0 2,584 330 215,825 214,837 216,155 217,751: 3,191 1,595
Old : 219,346: 0 2,584 330 215,825 214,837 216,155 217,751: 3,191 1,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 6,674: 0 -960 330 6,038 7,390 6,368 6,760: 306 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.2 98.4 97.9 98.5 99.3: 1.5 0.7
Old : 100.0: 0.0 1.2 0.2 98.4 97.9 98.5 99.3: 1.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 0 5 3 23 27 26 32:
Old : 43: 0 5 3 23 27 26 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 : 79.3 71.1 88.6 86.0 78.0 69.3 84.0 84.3
Old : 79.3 71.1 88.6 86.0 78.0 69.3 84.0 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 34,792: 0 0 0 33,457 34,115 33,457 34,115: 1,335 677
Old : 34,792: 0 0 0 33,457 34,115 33,457 34,115: 1,335 677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 4,950: 0 0 0 4,620 4,951 4,620 4,951: 330 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.2 98.1 96.2 98.1: 3.8 1.9
Old : 100.0: 0.0 0.0 0.0 96.2 98.1 96.2 98.1: 3.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 17 17 17 17:
Old : 25: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 67.8 87.8 87.5 69.2 59.9 81.6 79.5
Old : 70.2 67.8 87.8 87.5 69.2 59.9 81.6 79.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 286,038: 0 0 0 280,985 274,345 280,985 274,345: 5,053 11,693
Old : 286,038: 0 0 0 280,985 274,345 280,985 274,345: 5,053 11,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,403: 0 0 0 791 904 791 904: 612 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 95.9 98.2 95.9: 1.8 4.1
Old : 100.0: 0.0 0.0 0.0 98.2 95.9 98.2 95.9: 1.8 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 : 45: 0 0 0 37 37 37 37:
Old : 45: 0 0 0 37 37 37 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 : 47.5 37.4 68.5 57.4 41.0 25.0 52.7 38.5
Old : 47.5 37.4 68.5 57.4 41.0 25.0 52.7 38.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 97,243: 0 0 0 96,264 96,999 96,264 96,999: 979 244
Old : 97,243: 0 0 0 96,264 96,999 96,264 96,999: 979 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,250: 0 0 0 2,100 2,130 2,100 2,130: 150 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 99.7 99.0 99.7: 1.0 0.3
Old : 100.0: 0.0 0.0 0.0 99.0 99.7 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 15 16 15 16:
Old : 24: 0 0 0 15 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.8 83.2 96.2 95.6 87.3 77.1 90.5 89.1
Old : 91.8 83.2 96.2 95.6 87.3 77.1 90.5 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 15,229: 1,050 0 0 12,470 14,470 13,520 14,470: 1,709 759
Old : 15,229: 1,050 0 0 12,470 14,470 13,520 14,470: 1,709 759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,010: 240 0 0 1,412 1,620 1,652 1,620: 358 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.0 81.9 95.0 88.8 95.0: 11.2 5.0
Old : 100.0: 6.9 0.0 0.0 81.9 95.0 88.8 95.0: 11.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 14 13 16 13:
Old : 24: 2 0 0 14 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 59.6 71.6 84.6 47.6 58.8 69.2 82.5
Old : 47.9 59.6 71.6 84.6 47.6 58.8 69.2 82.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 122,454: 0 235 787 106,555 111,262 107,342 112,284: 15,112 10,170
Old : 122,454: 0 235 787 106,555 111,262 107,342 112,284: 15,112 10,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,021: -224 235 162 1,963 4,183 1,901 4,580: 120 -2,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.6 87.0 90.9 87.7 91.7: 12.3 8.3
Old : 100.0: 0.0 0.2 0.6 87.0 90.9 87.7 91.7: 12.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 17 18 18 19:
Old : 26: 0 1 1 17 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 43.0 77.8 71.0 53.9 41.0 66.3 62.5
Old : 60.8 43.0 77.8 71.0 53.9 41.0 66.3 62.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 212,589: 744 57 449 206,283 207,512 207,476 208,018: 5,113 4,571
Old : 212,589: 744 57 449 206,283 207,512 207,476 208,018: 5,113 4,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,998: 60 57 123 2,118 1,518 2,301 1,698: -303 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.2 97.0 97.6 97.6 97.8: 2.4 2.2
Old : 100.0: 0.3 0.0 0.2 97.0 97.6 97.6 97.8: 2.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 2 21 27 23 29:
Old : 34: 1 1 2 21 27 23 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 55.3 79.1 71.0 50.4 46.5 61.1 57.6
Old : 60.4 55.3 79.1 71.0 50.4 46.5 61.1 57.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 200,551: 0 1,022 59 184,331 193,584 184,390 194,665: 16,161 5,886
Old : 200,551: 0 1,022 59 184,331 193,584 184,390 194,665: 16,161 5,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -236: 0 1,022 59 -536 -2,091 -477 -1,010: 241 774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 91.9 96.5 91.9 97.1: 8.1 2.9
Old : 100.0: 0.0 0.5 0.0 91.9 96.5 91.9 97.1: 8.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 2 23 20 25 22:
Old : 32: 0 2 2 23 20 25 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 : 57.2 71.0 75.4 84.9 54.5 67.0 72.5 79.1
Old : 57.2 71.0 75.4 84.9 54.5 67.0 72.5 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,769: 0 0 0 77,143 82,111 77,143 82,111: 8,626 3,658
Old : 85,769: 0 0 0 77,143 82,111 77,143 82,111: 8,626 3,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -1,750: 0 0 0 -1,908 -1,779 -1,908 -1,779: 158 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.9 95.7 89.9 95.7: 10.1 4.3
Old : 100.0: 0.0 0.0 0.0 89.9 95.7 89.9 95.7: 10.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 21 21 21 21:
Old : 23: 0 0 0 21 21 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 : 60.6 68.2 74.4 79.8 57.7 65.6 68.4 73.4
Old : 60.6 68.2 74.4 79.8 57.7 65.6 68.4 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 39,159: 626 0 0 36,990 38,790 37,616 38,790: 1,543 369
Old : 39,159: 626 0 0 36,990 38,790 37,616 38,790: 1,543 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 94.5 99.1 96.1 99.1: 3.9 0.9
Old : 100.0: 1.6 0.0 0.0 94.5 99.1 96.1 99.1: 3.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 9 14 11 14:
Old : 21: 2 0 0 9 14 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.4 68.2 94.5 89.7 80.5 66.0 84.5 81.7
Old : 88.4 68.2 94.5 89.7 80.5 66.0 84.5 81.7
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 184,988: 4,941 0 248 173,803 176,583 178,992 176,831: 5,996 8,157
Old : 184,988: 4,941 0 248 173,803 176,583 178,992 176,831: 5,996 8,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 703: -23 -404 -450 860 687 387 -167: 316 870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.1 94.0 95.5 96.8 95.6: 3.2 4.4
Old : 100.0: 2.7 0.0 0.1 94.0 95.5 96.8 95.6: 3.2 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 : 27: 2 0 1 18 17 20 18:
Old : 27: 2 0 1 18 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 53.9 87.8 77.4 63.1 50.0 72.5 69.9
Old : 72.6 53.9 87.8 77.4 63.1 50.0 72.5 69.9
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 178,140: 218 1,462 1,052 166,900 168,625 168,170 171,139: 9,970 7,001
Old : 178,140: 218 1,462 1,052 166,900 168,625 168,170 171,139: 9,970 7,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -868: -1,676 661 216 -79 -804 -1,539 73: 671 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.8 0.6 93.7 94.7 94.4 96.1: 5.6 3.9
Old : 100.0: 0.1 0.8 0.6 93.7 94.7 94.4 96.1: 5.6 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 : 40: 1 2 2 30 30 32 33:
Old : 40: 1 2 2 30 30 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 40.0 60.5 55.7 34.5 33.6 50.6 46.8
Old : 43.3 40.0 60.5 55.7 34.5 33.6 50.6 46.8
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,656: 0 1,178 0 47,428 47,019 47,428 48,197: 1,228 459
Old : 48,656: 0 1,178 0 47,428 47,019 47,428 48,197: 1,228 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 5,472: 0 0 0 5,325 5,385 5,325 5,385: 147 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 97.5 96.6 97.5 99.1: 2.5 0.9
Old : 100.0: 0.0 2.4 0.0 97.5 96.6 97.5 99.1: 2.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 3 0 17 15 17 18:
Old : 31: 0 3 0 17 15 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 : 73.1 76.2 87.5 88.3 73.1 76.2 86.9 86.2
Old : 73.1 76.2 87.5 88.3 73.1 76.2 86.9 86.2
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 30, 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 : 241,608: 0 1,543 619 234,166 234,877 234,785 237,039: 6,823 4,569
Old : 241,608: 0 1,543 619 234,166 234,877 234,785 237,039: 6,823 4,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 8,167: 0 660 -138 7,455 6,576 7,317 7,098: 850 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.3 96.9 97.2 97.2 98.1: 2.8 1.9
Old : 100.0: 0.0 0.6 0.3 96.9 97.2 97.2 98.1: 2.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 0 1 1 33 33 34 34:
Old : 46: 0 1 1 33 33 34 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 : 54.9 53.7 71.2 71.6 54.7 50.6 71.0 65.6
Old : 54.9 53.7 71.2 71.6 54.7 50.6 71.0 65.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 159,451: 217 305 863 152,170 156,767 153,250 157,935: 6,201 1,516
Old : 159,451: 217 305 863 152,170 156,767 153,250 157,935: 6,201 1,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -935: 217 -232 232 -1,967 -416 -1,518 -416: 583 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.2 0.5 95.4 98.3 96.1 99.0: 3.9 1.0
Old : 100.0: 0.1 0.2 0.5 95.4 98.3 96.1 99.0: 3.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 1 24 25 26 26:
Old : 34: 1 1 1 24 25 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 50.5 80.5 76.7 59.6 47.4 71.4 70.7
Old : 62.0 50.5 80.5 76.7 59.6 47.4 71.4 70.7
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 29,000: 0 0 0 27,100 28,814 27,100 28,814: 1,900 186
Old : 29,000: 0 0 0 27,100 28,814 27,100 28,814: 1,900 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 6,428: 0 0 0 6,039 6,912 6,039 6,912: 389 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.4 99.4 93.4 99.4: 6.6 0.6
Old : 100.0: 0.0 0.0 0.0 93.4 99.4 93.4 99.4: 6.6 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 : 24: 0 0 0 15 13 15 13:
Old : 24: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 71.5 83.5 93.1 63.7 71.5 76.7 87.8
Old : 69.7 71.5 83.5 93.1 63.7 71.5 76.7 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 134,134: 0 0 0 129,738 130,592 129,738 130,592: 4,396 3,542
Old : 134,134: 0 0 0 129,738 130,592 129,738 130,592: 4,396 3,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 427: 0 0 0 910 367 910 367: -483 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 97.4 96.7 97.4: 3.3 2.6
Old : 100.0: 0.0 0.0 0.0 96.7 97.4 96.7 97.4: 3.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 27 19 27 19:
Old : 32: 0 0 0 27 19 27 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 61.8 73.8 82.8 56.7 55.9 68.7 71.3
Old : 59.4 61.8 73.8 82.8 56.7 55.9 68.7 71.3
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 63,724: 1,398 0 258 56,934 60,623 58,590 60,881: 5,134 2,843
Old : 63,724: 1,398 0 258 56,934 60,623 58,590 60,881: 5,134 2,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,039: 0 0 0 1,039 1,039 1,039 1,039: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.4 89.3 95.1 91.9 95.5: 8.1 4.5
Old : 100.0: 2.2 0.0 0.4 89.3 95.1 91.9 95.5: 8.1 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 : 22: 2 0 1 14 16 16 17:
Old : 22: 2 0 1 14 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 63.2 78.3 81.7 53.1 62.8 68.9 78.5
Old : 55.0 63.2 78.3 81.7 53.1 62.8 68.9 78.5
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 30, 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 : 59,634: 682 0 279 55,110 58,894 56,071 59,173: 3,563 461
Old : 59,634: 682 0 279 55,110 58,894 56,071 59,173: 3,563 461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 3,274: 682 -279 279 2,165 5,138 3,126 5,138: 148 -1,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.5 92.4 98.8 94.0 99.2: 6.0 0.8
Old : 100.0: 1.1 0.0 0.5 92.4 98.8 94.0 99.2: 6.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 1 15 19 18 20:
Old : 31: 3 0 1 15 19 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 61.1 84.8 81.6 59.9 53.1 74.2 69.4
Old : 68.5 61.1 84.8 81.6 59.9 53.1 74.2 69.4
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 30, 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 : 216,859: 2,280 0 59 197,306 215,042 199,645 215,101: 17,214 1,758
Old : 216,859: 2,280 0 59 197,306 215,042 199,645 215,101: 17,214 1,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 6,225: -865 0 -184 8,022 6,346 6,973 6,162: -748 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 91.0 99.2 92.1 99.2: 7.9 0.8
Old : 100.0: 1.1 0.0 0.0 91.0 99.2 92.1 99.2: 7.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 0 1 26 20 27 21:
Old : 38: 1 0 1 26 20 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 59.6 59.3 89.8 39.6 58.7 58.4 84.4
Old : 40.2 59.6 59.3 89.8 39.6 58.7 58.4 84.4
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 30, 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 : 112,417: 6,966 8,774 1,032 96,391 100,462 104,389 110,268: 8,028 2,149
Old : 112,417: 6,966 8,774 1,032 96,391 100,462 104,389 110,268: 8,028 2,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 816: -153 0 0 327 787 174 787: 642 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.8 0.9 85.7 89.4 92.9 98.1: 7.1 1.9
Old : 100.0: 6.2 7.8 0.9 85.7 89.4 92.9 98.1: 7.1 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 : 26: 1 1 1 18 17 19 19:
Old : 26: 1 1 1 18 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 55.5 76.8 78.7 39.9 53.9 65.4 72.0
Old : 48.8 55.5 76.8 78.7 39.9 53.9 65.4 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 9,068: 0 248 0 8,702 7,878 8,702 8,126: 366 942
Old : 9,068: 0 248 0 8,702 7,878 8,702 8,126: 366 942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 96.0 86.9 96.0 89.6: 4.0 10.4
Old : 100.0: 0.0 2.7 0.0 96.0 86.9 96.0 89.6: 4.0 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 : 20: 0 1 0 8 12 8 13:
Old : 20: 0 1 0 8 12 8 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 : 67.4 59.0 96.0 77.9 66.7 59.0 95.3 77.9
Old : 67.4 59.0 96.0 77.9 66.7 59.0 95.3 77.9
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 200,311: 210 0 0 197,657 198,948 197,867 198,948: 2,444 1,363
Old : 200,311: 210 0 0 197,657 198,948 197,867 198,948: 2,444 1,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 10,743: 210 0 0 10,738 10,891 10,948 10,891: -205 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 98.7 99.3 98.8 99.3: 1.2 0.7
Old : 100.0: 0.1 0.0 0.0 98.7 99.3 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 19 18 20 18:
Old : 29: 1 0 0 19 18 20 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 68.7 90.0 87.8 72.4 68.7 80.9 81.3
Old : 73.1 68.7 90.0 87.8 72.4 68.7 80.9 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 54,253: 8,556 1,666 7,531 37,060 44,555 53,147 53,752: 1,107 501
Old : 54,253: 8,556 1,666 7,531 37,060 44,555 53,147 53,752: 1,107 501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -925: -439 -105 -61 -433 -762 -934 -928: 9 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 3.1 13.9 68.3 82.1 98.0 99.1: 2.0 0.9
Old : 100.0: 15.8 3.1 13.9 68.3 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: 10 8 15 29 31 45 48:
Old : 51: 10 8 15 29 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 : 41.1 46.8 60.1 63.8 24.3 25.1 30.6 33.5
Old : 41.1 46.8 60.1 63.8 24.3 25.1 30.6 33.5
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 30, 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 : 46,595: 6,999 1,525 1,221 38,250 43,846 46,470 46,592: 125 3
Old : 46,595: 6,999 1,525 1,221 38,250 43,846 46,470 46,592: 125 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 351: -314 -75 55 610 371 351 351: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 3.3 2.6 82.1 94.1 99.7 100.0: 0.3 0.0
Old : 100.0: 15.0 3.3 2.6 82.1 94.1 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 4 3 23 27 31 33:
Old : 40: 7 4 3 23 27 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 68.0 82.2 84.5 51.7 64.3 67.7 72.1
Old : 58.3 68.0 82.2 84.5 51.7 64.3 67.7 72.1
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 23,870: 3,175 300 875 19,691 22,635 23,741 23,810: 129 60
Old : 23,870: 3,175 300 875 19,691 22,635 23,741 23,810: 129 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 675: 125 125 50 500 500 675 675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 1.3 3.7 82.5 94.8 99.5 99.7: 0.5 0.3
Old : 100.0: 13.3 1.3 3.7 82.5 94.8 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 3 2 18 17 25 20:
Old : 32: 5 3 2 18 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 : 72.2 75.7 86.8 91.5 71.6 71.5 81.3 82.9
Old : 72.2 75.7 86.8 91.5 71.6 71.5 81.3 82.9
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 30, 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 : 157,753: 4,100 6,766 3,835 149,553 146,934 157,488 157,535: 265 218
Old : 157,753: 4,100 6,766 3,835 149,553 146,934 157,488 157,535: 265 218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,803: 10 -10 -10 1,798 1,823 1,798 1,803: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.3 2.4 94.8 93.1 99.8 99.9: 0.2 0.1
Old : 100.0: 2.6 4.3 2.4 94.8 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 : 51: 6 6 4 35 36 43 44:
Old : 51: 6 6 4 35 36 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 60.1 60.8 72.9 38.4 47.3 50.2 54.9
Old : 41.4 60.1 60.8 72.9 38.4 47.3 50.2 54.9
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 30, 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 : 45,589: 476 6,273 1,266 43,652 37,975 45,394 45,514: 195 75
Old : 45,589: 476 6,273 1,266 43,652 37,975 45,394 45,514: 195 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 376: -100 -438 159 242 580 301 301: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 13.8 2.8 95.8 83.3 99.6 99.8: 0.4 0.2
Old : 100.0: 1.0 13.8 2.8 95.8 83.3 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 6 6 16 20 27 27:
Old : 35: 5 6 6 16 20 27 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 : 78.3 64.2 90.0 82.7 72.2 51.7 75.8 68.8
Old : 78.3 64.2 90.0 82.7 72.2 51.7 75.8 68.8
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 30, 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 : 29,975: 150 375 0 29,765 29,600 29,915 29,975: 60 0
Old : 29,975: 150 375 0 29,765 29,600 29,915 29,975: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 385: 0 225 0 325 160 325 385: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.3 0.0 99.3 98.7 99.8 100.0: 0.2 0.0
Old : 100.0: 0.5 1.3 0.0 99.3 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 : 24: 1 3 0 11 14 12 17:
Old : 24: 1 3 0 11 14 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.3 90.8 98.3 96.5 82.8 80.1 86.5 84.5
Old : 88.3 90.8 98.3 96.5 82.8 80.1 86.5 84.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 45,679: 2,105 800 510 42,924 44,259 45,539 45,569: 140 110
Old : 45,679: 2,105 800 510 42,924 44,259 45,539 45,569: 140 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 32: -295 0 0 302 42 7 42: 25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.8 1.1 94.0 96.9 99.7 99.8: 0.3 0.2
Old : 100.0: 4.6 1.8 1.1 94.0 96.9 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 2 2 27 28 31 32:
Old : 36: 4 2 2 27 28 31 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 : 52.2 48.2 70.6 69.9 46.1 44.0 58.4 61.3
Old : 52.2 48.2 70.6 69.9 46.1 44.0 58.4 61.3
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 71,742: 12,770 1,320 615 57,989 69,807 71,374 71,742: 368 0
Old : 71,742: 12,770 1,320 615 57,989 69,807 71,374 71,742: 368 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -2: -50 0 0 48 -2 -2 -2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.8 0.9 80.8 97.3 99.5 100.0: 0.5 0.0
Old : 100.0: 17.8 1.8 0.9 80.8 97.3 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 : 41.4 58.0 62.3 74.8 36.8 55.0 53.0 64.2
Old : 41.4 58.0 62.3 74.8 36.8 55.0 53.0 64.2
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 79,059: 4,895 130 1,545 72,315 76,833 78,755 78,508: 304 551
Old : 79,059: 4,895 130 1,545 72,315 76,833 78,755 78,508: 304 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,463: 340 -260 260 1,863 2,448 2,463 2,448: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.2 2.0 91.5 97.2 99.6 99.3: 0.4 0.7
Old : 100.0: 6.2 0.2 2.0 91.5 97.2 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: 6 1 2 24 26 30 29:
Old : 40: 6 1 2 24 26 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 61.9 68.8 79.5 47.2 61.9 67.5 76.2
Old : 47.9 61.9 68.8 79.5 47.2 61.9 67.5 76.2
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 113,439: 6,870 130 825 105,394 111,908 113,089 112,863: 350 576
Old : 113,439: 6,870 130 825 105,394 111,908 113,089 112,863: 350 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,474: 690 0 0 1,824 2,474 2,514 2,474: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.1 0.7 92.9 98.7 99.7 99.5: 0.3 0.5
Old : 100.0: 6.1 0.1 0.7 92.9 98.7 99.7 99.5: 0.3 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 : 46: 8 1 1 31 28 39 30:
Old : 46: 8 1 1 31 28 39 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 61.6 67.1 81.5 45.6 60.8 65.3 79.6
Old : 45.9 61.6 67.1 81.5 45.6 60.8 65.3 79.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,675: 530 75 100 39,925 40,185 40,555 40,360: 120 315
Old : 40,675: 530 75 100 39,925 40,185 40,555 40,360: 120 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,555: 0 0 0 1,555 1,555 1,555 1,555: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.2 0.2 98.2 98.8 99.7 99.2: 0.3 0.8
Old : 100.0: 1.3 0.2 0.2 98.2 98.8 99.7 99.2: 0.3 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 : 34: 3 2 1 23 19 27 21:
Old : 34: 3 2 1 23 19 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 86.4 84.7 93.0 55.0 83.9 78.6 87.6
Old : 59.2 86.4 84.7 93.0 55.0 83.9 78.6 87.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 26,672: 695 0 60 25,857 26,612 26,612 26,672: 60 0
Old : 26,672: 695 0 60 25,857 26,612 26,612 26,672: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -330: 0 -300 0 -330 -30 -330 -330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.2 96.9 99.8 99.8 100.0: 0.2 0.0
Old : 100.0: 2.6 0.0 0.2 96.9 99.8 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 21 23 23 24:
Old : 27: 2 0 1 21 23 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 : 50.0 54.6 73.9 77.9 41.5 43.3 52.4 55.7
Old : 50.0 54.6 73.9 77.9 41.5 43.3 52.4 55.7
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 56,037: 6,581 2,395 3,019 46,150 50,612 55,750 56,026: 287 11
Old : 56,037: 6,581 2,395 3,019 46,150 50,612 55,750 56,026: 287 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,158: -150 1,311 -409 1,688 256 1,130 1,158: 28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 4.3 5.4 82.4 90.3 99.5 100.0: 0.5 0.0
Old : 100.0: 11.7 4.3 5.4 82.4 90.3 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 : 48: 12 3 8 29 28 43 37:
Old : 48: 12 3 8 29 28 43 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 47.8 64.1 66.1 22.1 27.4 31.2 34.1
Old : 42.7 47.8 64.1 66.1 22.1 27.4 31.2 34.1
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,315: 1,100 900 1,050 8,835 9,125 10,985 11,075: 330 240
Old : 11,315: 1,100 900 1,050 8,835 9,125 10,985 11,075: 330 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,025: 1,000 -150 200 -175 975 1,025 1,025: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.0 9.3 78.1 80.6 97.1 97.9: 2.9 2.1
Old : 100.0: 9.7 8.0 9.3 78.1 80.6 97.1 97.9: 2.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 3 15 16 19 19:
Old : 25: 2 2 3 15 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 42.8 74.2 67.2 33.5 37.9 50.0 55.3
Old : 50.3 42.8 74.2 67.2 33.5 37.9 50.0 55.3
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,413: 585 25 140 52,633 53,113 53,358 53,278: 55 135
Old : 53,413: 585 25 140 52,633 53,113 53,358 53,278: 55 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,645: -60 0 0 1,705 1,825 1,645 1,825: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.3 98.5 99.4 99.9 99.7: 0.1 0.3
Old : 100.0: 1.1 0.0 0.3 98.5 99.4 99.9 99.7: 0.1 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 : 35: 3 1 1 23 22 26 24:
Old : 35: 3 1 1 23 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 77.0 83.7 90.6 49.9 75.0 71.6 79.1
Old : 55.2 77.0 83.7 90.6 49.9 75.0 71.6 79.1
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 42,789: 2,380 80 275 39,624 42,434 42,279 42,789: 510 0
Old : 42,789: 2,380 80 275 39,624 42,434 42,279 42,789: 510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 450: 0 0 0 450 450 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.2 0.6 92.6 99.2 98.8 100.0: 1.2 0.0
Old : 100.0: 5.6 0.2 0.6 92.6 99.2 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: 3 2 3 22 27 26 31:
Old : 35: 3 2 3 22 27 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 57.8 75.2 79.8 43.0 54.4 57.4 70.0
Old : 57.2 57.8 75.2 79.8 43.0 54.4 57.4 70.0
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 68,990: 4,244 500 225 63,823 67,612 68,292 68,337: 698 653
Old : 68,990: 4,244 500 225 63,823 67,612 68,292 68,337: 698 653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 7,295: 150 0 0 7,145 7,295 7,295 7,295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.7 0.3 92.5 98.0 99.0 99.1: 1.0 0.9
Old : 100.0: 6.2 0.7 0.3 92.5 98.0 99.0 99.1: 1.0 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 : 32: 4 1 1 24 18 28 20:
Old : 32: 4 1 1 24 18 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 85.4 69.7 96.1 46.6 81.2 64.1 83.3
Old : 51.7 85.4 69.7 96.1 46.6 81.2 64.1 83.3
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 73,822: 4,691 2,000 240 68,098 71,014 73,029 73,254: 793 568
Old : 73,822: 4,691 2,000 240 68,098 71,014 73,029 73,254: 793 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 5,005: 150 0 0 4,855 5,005 5,005 5,005: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.7 0.3 92.2 96.2 98.9 99.2: 1.1 0.8
Old : 100.0: 6.4 2.7 0.3 92.2 96.2 98.9 99.2: 1.1 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 : 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 : 54.6 81.3 71.3 94.3 47.8 78.4 63.7 83.8
Old : 54.6 81.3 71.3 94.3 47.8 78.4 63.7 83.8
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 90,627: 90 688 729 89,725 89,195 90,544 90,612: 83 15
Old : 90,627: 90 688 729 89,725 89,195 90,544 90,612: 83 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,790: 10 -540 179 1,571 2,161 1,760 1,800: 30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.8 0.8 99.0 98.4 99.9 100.0: 0.1 0.0
Old : 100.0: 0.1 0.8 0.8 99.0 98.4 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 3 2 26 26 29 30:
Old : 38: 1 3 2 26 26 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 58.7 80.3 82.9 56.9 55.0 73.1 72.6
Old : 61.1 58.7 80.3 82.9 56.9 55.0 73.1 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 121,017: 1,463 3,496 2,179 117,013 115,312 120,656 120,987: 361 30
Old : 121,017: 1,463 3,496 2,179 117,013 115,312 120,656 120,987: 361 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,761: -46 1,154 -237 3,175 1,875 2,891 2,791: -130 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.9 1.8 96.7 95.3 99.7 100.0: 0.3 0.0
Old : 100.0: 1.2 2.9 1.8 96.7 95.3 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 6 8 7 26 33 36 44:
Old : 51: 6 8 7 26 33 36 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 : 57.4 49.7 77.2 73.2 52.2 49.7 65.2 64.3
Old : 57.4 49.7 77.2 73.2 52.2 49.7 65.2 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 51,275: 1,025 475 200 50,050 50,600 51,275 51,275: 0 0
Old : 51,275: 1,025 475 200 50,050 50,600 51,275 51,275: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -25: -100 -25 0 75 0 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.9 0.4 97.6 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 0.9 0.4 97.6 98.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 5 3 15 19 20 25:
Old : 31: 3 5 3 15 19 20 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 : 87.2 82.4 96.8 95.0 83.0 81.6 89.6 87.2
Old : 87.2 82.4 96.8 95.0 83.0 81.6 89.6 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 50,693: 800 1,260 940 48,013 48,398 49,753 50,598: 940 95
Old : 50,693: 800 1,260 940 48,013 48,398 49,753 50,598: 940 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -949: 0 25 25 -874 -999 -849 -949: -100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.5 1.9 94.7 95.5 98.1 99.8: 1.9 0.2
Old : 100.0: 1.6 2.5 1.9 94.7 95.5 98.1 99.8: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 2 20 20 24 23:
Old : 27: 2 3 2 20 20 24 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 : 49.6 67.6 79.3 81.9 43.7 55.9 59.5 64.4
Old : 49.6 67.6 79.3 81.9 43.7 55.9 59.5 64.4
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 57,845: 23,575 1,595 320 33,403 55,854 57,298 57,769: 547 76
Old : 57,845: 23,575 1,595 320 33,403 55,854 57,298 57,769: 547 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -1,333: 10 40 10 -1,258 -1,388 -1,238 -1,338: -95 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 2.8 0.6 57.7 96.6 99.1 99.9: 0.9 0.1
Old : 100.0: 40.8 2.8 0.6 57.7 96.6 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 65.2 57.7 80.8 75.6 61.1 51.4 68.3 64.6
Old : 65.2 57.7 80.8 75.6 61.1 51.4 68.3 64.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 37,349: 65 0 415 36,633 36,645 37,113 37,060: 236 289
Old : 37,349: 65 0 415 36,633 36,645 37,113 37,060: 236 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 5: 0 0 0 0 5 0 5: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 1.1 98.1 98.1 99.4 99.2: 0.6 0.8
Old : 100.0: 0.2 0.0 1.1 98.1 98.1 99.4 99.2: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 17 16 18 17:
Old : 21: 1 0 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 86.4 84.6 93.6 61.2 79.2 79.4 85.7
Old : 61.7 86.4 84.6 93.6 61.2 79.2 79.4 85.7
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 33,826: 100 555 0 33,561 33,016 33,661 33,571: 165 255
Old : 33,826: 100 555 0 33,561 33,016 33,661 33,571: 165 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.6 0.0 99.2 97.6 99.5 99.2: 0.5 0.8
Old : 100.0: 0.3 1.6 0.0 99.2 97.6 99.5 99.2: 0.5 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 : 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 : 64.2 85.8 87.3 94.8 64.0 79.6 83.1 88.3
Old : 64.2 85.8 87.3 94.8 64.0 79.6 83.1 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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 35,705: 273 1,120 300 34,988 34,285 35,561 35,705: 144 0
Old : 35,705: 273 1,120 300 34,988 34,285 35,561 35,705: 144 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 829: 5 0 0 819 829 824 829: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.1 0.8 98.0 96.0 99.6 100.0: 0.4 0.0
Old : 100.0: 0.8 3.1 0.8 98.0 96.0 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 23 20 26 22:
Old : 33: 2 2 1 23 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 55.0 84.7 75.7 70.2 53.1 80.1 72.7
Old : 71.3 55.0 84.7 75.7 70.2 53.1 80.1 72.7
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 25,103: 210 55 535 23,985 24,327 24,730 24,917: 373 186
Old : 25,103: 210 55 535 23,985 24,327 24,730 24,917: 373 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 416: -50 0 50 416 366 416 416: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.2 2.1 95.5 96.9 98.5 99.3: 1.5 0.7
Old : 100.0: 0.8 0.2 2.1 95.5 96.9 98.5 99.3: 1.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 20 23 23 25:
Old : 30: 2 1 2 20 23 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 65.5 82.7 83.0 63.6 64.4 74.7 78.8
Old : 67.1 65.5 82.7 83.0 63.6 64.4 74.7 78.8
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 46,920: 420 1,502 974 45,484 44,330 46,878 46,806: 42 114
Old : 46,920: 420 1,502 974 45,484 44,330 46,878 46,806: 42 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,411: 120 13 -11 1,332 1,401 1,441 1,403: -30 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.2 2.1 96.9 94.5 99.9 99.8: 0.1 0.2
Old : 100.0: 0.9 3.2 2.1 96.9 94.5 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 : 37: 3 4 4 27 24 34 29:
Old : 37: 3 4 4 27 24 34 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 54.6 77.8 74.2 46.6 52.5 60.9 64.7
Old : 60.4 54.6 77.8 74.2 46.6 52.5 60.9 64.7
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 41,804: 1,560 285 155 39,904 41,354 41,619 41,794: 185 10
Old : 41,804: 1,560 285 155 39,904 41,354 41,619 41,794: 185 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 501: 170 0 0 346 516 516 516: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.7 0.4 95.5 98.9 99.6 100.0: 0.4 0.0
Old : 100.0: 3.7 0.7 0.4 95.5 98.9 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 2 23 21 26 25:
Old : 32: 2 3 2 23 21 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 : 59.4 63.9 79.8 84.0 45.8 58.9 60.3 69.0
Old : 59.4 63.9 79.8 84.0 45.8 58.9 60.3 69.0
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,358: 2,905 0 0 19,229 22,349 22,134 22,349: 224 9
Old : 22,358: 2,905 0 0 19,229 22,349 22,134 22,349: 224 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,150: -373 0 0 1,523 1,150 1,150 1,150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 0.0 86.0 100.0 99.0 100.0: 1.0 0.0
Old : 100.0: 13.0 0.0 0.0 86.0 100.0 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 : 22: 4 0 0 13 12 17 12:
Old : 22: 4 0 0 13 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 68.9 90.0 95.4 53.2 65.8 71.0 74.7
Old : 63.0 68.9 90.0 95.4 53.2 65.8 71.0 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,350: 3,941 725 350 16,034 19,275 20,325 20,350: 25 0
Old : 20,350: 3,941 725 350 16,034 19,275 20,325 20,350: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -120: 100 -400 0 -220 280 -120 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 3.6 1.7 78.8 94.7 99.9 100.0: 0.1 0.0
Old : 100.0: 19.4 3.6 1.7 78.8 94.7 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 : 52.3 86.4 82.9 97.0 42.6 79.5 67.6 81.5
Old : 52.3 86.4 82.9 97.0 42.6 79.5 67.6 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,680: 3,309 1,500 350 16,926 18,830 20,585 20,680: 95 0
Old : 20,680: 3,309 1,500 350 16,926 18,830 20,585 20,680: 95 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -420: 100 -400 0 -520 -20 -420 -420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 7.3 1.7 81.8 91.1 99.5 100.0: 0.5 0.0
Old : 100.0: 16.0 7.3 1.7 81.8 91.1 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 : 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 : 48.9 85.1 80.5 95.6 39.8 82.8 68.1 84.7
Old : 48.9 85.1 80.5 95.6 39.8 82.8 68.1 84.7
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 30, 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 : 329,910: 693 21,434 32,731 296,422 275,746 329,846 329,910: 64 0
Old : 329,910: 693 21,434 32,731 296,422 275,746 329,846 329,910: 64 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -723: 63 -321 263 -1,049 -665 -723 -723: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.5 9.9 89.8 83.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 6.5 9.9 89.8 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 : 74.3 54.0 89.6 78.8 47.0 40.7 47.4 44.9
Old : 74.3 54.0 89.6 78.8 47.0 40.7 47.4 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,720: 960 100 0 15,060 16,620 16,020 16,720: 700 0
Old : 16,720: 960 100 0 15,060 16,620 16,020 16,720: 700 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.6 0.0 90.1 99.4 95.8 100.0: 4.2 0.0
Old : 100.0: 5.7 0.6 0.0 90.1 99.4 95.8 100.0: 4.2 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 : 21: 1 1 0 13 12 14 13:
Old : 21: 1 1 0 13 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 82.3 88.2 94.2 70.7 77.1 82.6 86.6
Old : 72.8 82.3 88.2 94.2 70.7 77.1 82.6 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,325: 960 100 0 20,205 21,225 21,165 21,325: 160 0
Old : 21,325: 960 100 0 20,205 21,225 21,165 21,325: 160 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 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 0.5 0.0 94.7 99.5 99.2 100.0: 0.8 0.0
Old : 100.0: 4.5 0.5 0.0 94.7 99.5 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 13 14 14 15:
Old : 22: 1 1 0 13 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 79.8 91.1 91.4 71.6 73.6 83.4 82.2
Old : 76.8 79.8 91.1 91.4 71.6 73.6 83.4 82.2
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,501: 3,310 3,330 1,025 21,854 22,130 26,189 26,485: 312 16
Old : 26,501: 3,310 3,330 1,025 21,854 22,130 26,189 26,485: 312 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 525: -650 150 425 750 -50 525 525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.6 3.9 82.5 83.5 98.8 99.9: 1.2 0.1
Old : 100.0: 12.5 12.6 3.9 82.5 83.5 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: 3 3 3 13 14 17 19:
Old : 27: 3 3 3 13 14 17 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 : 69.3 57.5 91.7 83.1 66.1 53.7 87.5 78.5
Old : 69.3 57.5 91.7 83.1 66.1 53.7 87.5 78.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,050: 2,315 3,355 1,080 19,381 18,605 22,776 23,040: 274 10
Old : 23,050: 2,315 3,355 1,080 19,381 18,605 22,776 23,040: 274 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 575: -650 150 475 750 -50 575 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.6 4.7 84.1 80.7 98.8 100.0: 1.2 0.0
Old : 100.0: 10.0 14.6 4.7 84.1 80.7 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: 3 3 3 13 12 17 17:
Old : 25: 3 3 3 13 12 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 : 69.6 63.9 89.3 88.2 64.8 58.2 84.5 80.8
Old : 69.6 63.9 89.3 88.2 64.8 58.2 84.5 80.8
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,123: 1,340 1,710 2,130 50,153 50,266 53,623 54,106: 500 17
Old : 54,123: 1,340 1,710 2,130 50,153 50,266 53,623 54,106: 500 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 50: -150 0 50 150 0 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.2 3.9 92.7 92.9 99.1 100.0: 0.9 0.0
Old : 100.0: 2.5 3.2 3.9 92.7 92.9 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 3 21 15 25 19:
Old : 32: 3 2 3 21 15 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 : 59.1 81.9 78.3 94.3 54.2 78.8 70.8 82.7
Old : 59.1 81.9 78.3 94.3 54.2 78.8 70.8 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,110: 450 460 3,170 49,210 49,480 52,830 53,110: 280 0
Old : 53,110: 450 460 3,170 49,210 49,480 52,830 53,110: 280 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 50: -150 0 50 150 0 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.9 6.0 92.7 93.2 99.5 100.0: 0.5 0.0
Old : 100.0: 0.8 0.9 6.0 92.7 93.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 3 3 22 17 26 21:
Old : 34: 2 3 3 22 17 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 81.5 78.7 93.0 55.2 77.3 72.2 79.9
Old : 59.0 81.5 78.7 93.0 55.2 77.3 72.2 79.9
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 116,251: 7,636 8,637 4,489 103,820 103,030 115,945 116,156: 306 95
Old : 116,251: 7,636 8,637 4,489 103,820 103,030 115,945 116,156: 306 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 109: 65 -110 70 -26 149 109 109: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.4 3.9 89.3 88.6 99.7 99.9: 0.3 0.1
Old : 100.0: 6.6 7.4 3.9 89.3 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 : 56: 8 4 7 37 33 47 42:
Old : 56: 8 4 7 37 33 47 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 : 39.0 44.3 61.3 75.8 37.1 41.8 54.7 63.7
Old : 39.0 44.3 61.3 75.8 37.1 41.8 54.7 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 130,730: 9,621 14,155 3,530 117,225 112,920 130,376 130,605: 354 125
Old : 130,730: 9,621 14,155 3,530 117,225 112,920 130,376 130,605: 354 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 196: -135 134 136 195 -74 196 196: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 10.8 2.7 89.7 86.4 99.7 99.9: 0.3 0.1
Old : 100.0: 7.4 10.8 2.7 89.7 86.4 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 : 61: 6 8 7 40 34 49 46:
Old : 61: 6 8 7 40 34 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 45.4 57.9 75.2 35.4 42.0 51.6 65.8
Old : 37.6 45.4 57.9 75.2 35.4 42.0 51.6 65.8
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 297,438: 19,562 26,940 32,023 245,159 238,358 296,743 297,321: 694 117
Old : 297,438: 19,562 26,940 32,023 245,159 238,358 296,743 297,321: 694 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 7,958: 1,765 3,435 452 5,881 4,141 8,099 8,029: -141 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 9.1 10.8 82.4 80.1 99.8 100.0: 0.2 0.0
Old : 100.0: 6.6 9.1 10.8 82.4 80.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 21 16 23 44 43 78 70:
Old : 87: 21 16 23 44 43 78 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 41.5 54.3 59.6 30.9 29.8 41.4 42.6
Old : 37.3 41.5 54.3 59.6 30.9 29.8 41.4 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,284: 6,823 230 355 25,961 32,699 33,139 33,284: 145 0
Old : 33,284: 6,823 230 355 25,961 32,699 33,139 33,284: 145 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 100: -350 0 -50 500 150 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 0.7 1.1 78.0 98.2 99.6 100.0: 0.4 0.0
Old : 100.0: 20.5 0.7 1.1 78.0 98.2 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 : 56.1 95.4 80.4 99.1 55.1 93.9 79.0 94.8
Old : 56.1 95.4 80.4 99.1 55.1 93.9 79.0 94.8
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,294: 6,131 1,425 525 25,466 30,344 32,122 32,294: 172 0
Old : 32,294: 6,131 1,425 525 25,466 30,344 32,122 32,294: 172 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 100: -350 0 -50 500 150 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 4.4 1.6 78.9 94.0 99.5 100.0: 0.5 0.0
Old : 100.0: 19.0 4.4 1.6 78.9 94.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.2 92.9 83.8 98.9 58.3 91.1 82.8 94.5
Old : 59.2 92.9 83.8 98.9 58.3 91.1 82.8 94.5
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 30, 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 : 4,014: 286 209 91 2,985 3,007 3,362 3,307: 652 707
Old : 4,014: 286 209 91 2,985 3,007 3,362 3,307: 652 707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 185: -30 6 22 127 128 119 156: 66 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 5.2 2.3 74.4 74.9 83.8 82.4: 16.2 17.6
Old : 100.0: 7.1 5.2 2.3 74.4 74.9 83.8 82.4: 16.2 17.6
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 : 29: 4 3 3 22 21 27 26:
Old : 29: 4 3 3 22 21 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 32.1 52.7 52.9 25.2 17.9 33.1 25.3
Old : 33.6 32.1 52.7 52.9 25.2 17.9 33.1 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 38,053: 3,885 2,331 750 33,168 34,744 37,803 37,825: 250 228
Old : 38,053: 3,885 2,331 750 33,168 34,744 37,803 37,825: 250 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 158: 205 32 -207 130 333 128 158: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.1 2.0 87.2 91.3 99.3 99.4: 0.7 0.6
Old : 100.0: 10.2 6.1 2.0 87.2 91.3 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 4 5 31 34 40 40:
Old : 46: 6 4 5 31 34 40 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 : 55.5 48.5 70.8 64.6 46.2 46.1 57.3 58.2
Old : 55.5 48.5 70.8 64.6 46.2 46.1 57.3 58.2
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 30, 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 : 14,647: 1,718 0 78 12,520 13,898 14,316 13,976: 331 671
Old : 14,647: 1,718 0 78 12,520 13,898 14,316 13,976: 331 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 273: 180 0 0 44 234 224 234: 49 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.0 0.5 85.5 94.9 97.7 95.4: 2.3 4.6
Old : 100.0: 11.7 0.0 0.5 85.5 94.9 97.7 95.4: 2.3 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 : 30: 4 0 1 20 24 24 25:
Old : 30: 4 0 1 20 24 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 : 54.5 46.1 77.6 67.0 33.4 26.0 47.7 42.4
Old : 54.5 46.1 77.6 67.0 33.4 26.0 47.7 42.4
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 30, 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 : 12,527: 135 598 459 11,381 11,167 11,975 12,224: 552 303
Old : 12,527: 135 598 459 11,381 11,167 11,975 12,224: 552 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 391: -5 25 54 342 297 391 376: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.8 3.7 90.9 89.1 95.6 97.6: 4.4 2.4
Old : 100.0: 1.1 4.8 3.7 90.9 89.1 95.6 97.6: 4.4 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 : 47: 2 6 5 30 33 36 40:
Old : 47: 2 6 5 30 33 36 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 : 55.3 31.6 71.5 50.0 41.9 25.8 48.4 37.2
Old : 55.3 31.6 71.5 50.0 41.9 25.8 48.4 37.2
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 30, 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 : 19,826: 363 1,621 647 18,738 17,332 19,748 19,600: 78 226
Old : 19,826: 363 1,621 647 18,738 17,332 19,748 19,600: 78 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 646: 235 20 79 557 547 871 646: -225 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 8.2 3.3 94.5 87.4 99.6 98.9: 0.4 1.1
Old : 100.0: 1.8 8.2 3.3 94.5 87.4 99.6 98.9: 0.4 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 : 46: 2 6 6 26 28 32 37:
Old : 46: 2 6 6 26 28 32 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 : 59.4 43.1 74.8 63.6 52.9 42.6 64.7 60.5
Old : 59.4 43.1 74.8 63.6 52.9 42.6 64.7 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 70,753: 3,664 4,946 3,660 62,721 61,199 70,045 69,805: 708 948
Old : 70,753: 3,664 4,946 3,660 62,721 61,199 70,045 69,805: 708 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 238: -896 164 53 953 -69 111 148: 127 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.0 5.2 88.6 86.5 99.0 98.7: 1.0 1.3
Old : 100.0: 5.2 7.0 5.2 88.6 86.5 99.0 98.7: 1.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 17 14 22 58 58 83 87:
Old : 99: 17 14 22 58 58 83 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 26.1 50.9 40.7 30.6 24.9 40.4 35.3
Old : 36.3 26.1 50.9 40.7 30.6 24.9 40.4 35.3
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 30, 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 : 2,198: 221 75 187 1,286 1,550 1,694 1,812: 504 386
Old : 2,198: 221 75 187 1,286 1,550 1,694 1,812: 504 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 213: -6 -3 -4 206 249 196 242: 17 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.4 8.5 58.5 70.5 77.1 82.4: 22.9 17.6
Old : 100.0: 10.1 3.4 8.5 58.5 70.5 77.1 82.4: 22.9 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 3 16 18 21 21:
Old : 25: 3 2 3 16 18 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 : 40.1 37.0 58.6 55.9 34.4 26.8 42.9 40.1
Old : 40.1 37.0 58.6 55.9 34.4 26.8 42.9 40.1
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 32,081: 2,425 0 0 29,656 32,076 32,081 32,076: 0 5
Old : 32,081: 2,425 0 0 29,656 32,076 32,081 32,076: 0 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 777: 930 0 0 -103 863 827 863: -50 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 0.0 92.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.6 0.0 0.0 92.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 0 0 25 23 27 23:
Old : 36: 2 0 0 25 23 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 49.3 71.7 79.7 38.5 48.7 56.1 67.7
Old : 42.0 49.3 71.7 79.7 38.5 48.7 56.1 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 7,520: 1,190 150 820 5,495 6,545 7,505 7,515: 15 5
Old : 7,520: 1,190 150 820 5,495 6,545 7,505 7,515: 15 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -3,120: 245 -80 -125 -3,225 -2,910 -3,105 -3,115: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 2.0 10.9 73.1 87.0 99.8 99.9: 0.2 0.1
Old : 100.0: 15.8 2.0 10.9 73.1 87.0 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 3 13 21 16 24:
Old : 29: 2 1 3 13 21 16 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 : 58.3 71.1 85.9 86.8 50.3 55.7 69.6 65.3
Old : 58.3 71.1 85.9 86.8 50.3 55.7 69.6 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 208,760: 0 0 0 196,477 194,683 196,477 194,683: 12,283 14,077
Old : 208,760: 0 0 0 196,477 194,683 196,477 194,683: 12,283 14,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -12,943: 0 -845 0 -12,253 -10,327 -12,253 -11,172: -690 -1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.1 93.3 94.1 93.3: 5.9 6.7
Old : 100.0: 0.0 0.0 0.0 94.1 93.3 94.1 93.3: 5.9 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 14 16 14:
Old : 21: 0 0 0 16 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 64.1 89.7 85.9 63.4 63.9 78.5 80.6
Old : 71.1 64.1 89.7 85.9 63.4 63.9 78.5 80.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 21,788: 5,327 485 1,747 10,582 16,431 17,656 18,663: 4,132 3,125
Old : 21,788: 5,327 485 1,747 10,582 16,431 17,656 18,663: 4,132 3,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 804: -834 0 170 -66 -1,277 -730 -1,107: 1,534 1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 2.2 8.0 48.6 75.4 81.0 85.7: 19.0 14.3
Old : 100.0: 24.4 2.2 8.0 48.6 75.4 81.0 85.7: 19.0 14.3
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 : 24: 5 1 5 12 17 18 22:
Old : 24: 5 1 5 12 17 18 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 : 39.7 58.6 61.5 70.6 35.5 49.1 49.9 57.5
Old : 39.7 58.6 61.5 70.6 35.5 49.1 49.9 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2018