NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 47,934: 13,615 22,553 20 34,299 25,361 47,934 47,934: 0 0
Old : 47,934: 13,615 22,553 20 34,299 25,361 47,934 47,934: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 50: 50 -100 0 0 150 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 47.1 0.0 71.6 52.9 100.0 100.0: 0.0 0.0
Old : 100.0: 28.4 47.1 0.0 71.6 52.9 100.0 100.0: 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 : 27: 4 10 2 10 6 16 16:
Old : 27: 4 10 2 10 6 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 : 62.9 61.0 90.6 85.2 62.9 60.0 90.6 82.4
Old : 62.9 61.0 90.6 85.2 62.9 60.0 90.6 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 41,451: 560 8,600 300 40,573 32,551 41,433 41,451: 18 0
Old : 41,451: 560 8,600 300 40,573 32,551 41,433 41,451: 18 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 482: 0 310 200 280 -28 480 482: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 20.7 0.7 97.9 78.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 20.7 0.7 97.9 78.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 6 2 10 11 14 18:
Old : 23: 2 6 2 10 11 14 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 : 83.6 62.8 97.2 88.1 78.0 56.0 83.8 77.7
Old : 83.6 62.8 97.2 88.1 78.0 56.0 83.8 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 30,437: 4,183 3,130 453 25,799 26,854 30,435 30,437: 2 0
Old : 30,437: 4,183 3,130 453 25,799 26,854 30,435 30,437: 2 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 2,178: 1,663 -34 138 375 2,074 2,176 2,178: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.3 1.5 84.8 88.2 100.0 100.0: 0.0 0.0
Old : 100.0: 13.7 10.3 1.5 84.8 88.2 100.0 100.0: 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 : 25: 8 4 4 9 9 18 16:
Old : 25: 8 4 4 9 9 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 76.4 90.5 96.1 77.3 70.2 85.8 88.8
Old : 78.1 76.4 90.5 96.1 77.3 70.2 85.8 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 38,542: 5,913 21,533 387 32,242 16,622 38,542 38,542: 0 0
Old : 38,542: 5,913 21,533 387 32,242 16,622 38,542 38,542: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 0: 0 50 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 55.9 1.0 83.7 43.1 100.0 100.0: 0.0 0.0
Old : 100.0: 15.3 55.9 1.0 83.7 43.1 100.0 100.0: 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 : 26: 6 8 2 8 6 15 15:
Old : 26: 6 8 2 8 6 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 68.5 94.0 91.9 77.8 66.8 94.0 89.9
Old : 77.8 68.5 94.0 91.9 77.8 66.8 94.0 89.9
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 27,252: 4,792 14,170 0 22,460 13,082 27,252 27,252: 0 0
Old : 27,252: 4,792 14,170 0 22,460 13,082 27,252 27,252: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -150: -650 950 0 500 -1,100 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 52.0 0.0 82.4 48.0 100.0 100.0: 0.0 0.0
Old : 100.0: 17.6 52.0 0.0 82.4 48.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 9 0 6 6 10 15:
Old : 25: 4 9 0 6 6 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 70.4 98.4 91.7 78.0 70.4 98.4 91.7
Old : 78.0 70.4 98.4 91.7 78.0 70.4 98.4 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 28,337: 13,000 11,000 200 15,137 17,137 28,337 28,337: 0 0
Old : 28,337: 13,000 11,000 200 15,137 17,137 28,337 28,337: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 825: 700 -100 0 125 925 825 825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 38.8 0.7 53.4 60.5 100.0 100.0: 0.0 0.0
Old : 100.0: 45.9 38.8 0.7 53.4 60.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 4 1 11 7 16 12:
Old : 22: 5 4 1 11 7 16 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 : 65.2 64.8 85.3 94.4 64.5 63.3 83.2 89.4
Old : 65.2 64.8 85.3 94.4 64.5 63.3 83.2 89.4
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 22,038: 10,345 5,600 100 11,593 16,338 22,038 22,038: 0 0
Old : 22,038: 10,345 5,600 100 11,593 16,338 22,038 22,038: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 300: 100 0 0 200 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 25.4 0.5 52.6 74.1 100.0 100.0: 0.0 0.0
Old : 100.0: 46.9 25.4 0.5 52.6 74.1 100.0 100.0: 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 : 22: 6 3 1 7 6 14 9:
Old : 22: 6 3 1 7 6 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 69.4 89.7 99.5 62.2 69.4 89.7 99.1
Old : 62.2 69.4 89.7 99.5 62.2 69.4 89.7 99.1
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, January 09, 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 : 28,279: 5,597 5,225 0 22,682 23,054 28,279 28,279: 0 0
Old : 28,279: 5,597 5,225 0 22,682 23,054 28,279 28,279: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 18.5 0.0 80.2 81.5 100.0 100.0: 0.0 0.0
Old : 100.0: 19.8 18.5 0.0 80.2 81.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 0 10 6 15 7:
Old : 20: 5 1 0 10 6 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 95.9 95.1 100.0 76.7 91.4 90.7 94.0
Old : 76.7 95.9 95.1 100.0 76.7 91.4 90.7 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,088,889: 573,443 106,661 868,448 3,606,853 4,104,220 5,048,744 5,079,329: 40,145 9,560
Old : 5,088,889: 573,443 106,661 868,448 3,606,853 4,104,220 5,048,744 5,079,329: 40,145 9,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -5,781: 17,397 -29,167 -37,968 17,814 65,540 -2,757 -1,595: -3,024 -4,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.1 17.1 70.9 80.7 99.2 99.8: 0.8 0.2
Old : 100.0: 11.3 2.1 17.1 70.9 80.7 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 48 25 51 130 110 198 166:
Old : 214: 48 25 51 130 110 198 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 36.7 45.1 53.0 23.2 35.1 34.1 45.6
Old : 29.5 36.7 45.1 53.0 23.2 35.1 34.1 45.6
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,296,392: 18,086 36,361 727,440 546,346 531,554 1,291,871 1,295,355: 4,521 1,037
Old : 1,296,392: 18,086 36,361 727,440 546,346 531,554 1,291,871 1,295,355: 4,521 1,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -68,986: -2,847 983 -47,975 -18,178 -22,054 -69,000 -69,046: 14 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.8 56.1 42.1 41.0 99.7 99.9: 0.3 0.1
Old : 100.0: 1.4 2.8 56.1 42.1 41.0 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 17 14 27 46 46 75 75:
Old : 80: 17 14 27 46 46 75 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 56.8 71.2 72.2 2.6 3.3 4.0 4.8
Old : 56.2 56.8 71.2 72.2 2.6 3.3 4.0 4.8
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, January 09, 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 : 240,467: 10,160 7,145 2,792 216,291 225,426 229,243 235,363: 11,224 5,104
Old : 240,467: 10,160 7,145 2,792 216,291 225,426 229,243 235,363: 11,224 5,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -9,663: -521 -1,911 -419 -7,641 -7,962 -8,581 -10,292: -1,082 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.0 1.2 89.9 93.7 95.3 97.9: 4.7 2.1
Old : 100.0: 4.2 3.0 1.2 89.9 93.7 95.3 97.9: 4.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 4 5 27 25 33 31:
Old : 40: 3 4 5 27 25 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 67.6 67.3 82.5 44.4 57.6 56.9 67.4
Old : 52.0 67.6 67.3 82.5 44.4 57.6 56.9 67.4
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, January 09, 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 : 104,910: 0 940 4,634 97,035 96,536 101,669 102,110: 3,241 2,800
Old : 104,910: 0 940 4,634 97,035 96,536 101,669 102,110: 3,241 2,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -12,538: -1,374 -1,446 881 -12,504 -11,663 -12,997 -12,228: 459 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 4.4 92.5 92.0 96.9 97.3: 3.1 2.7
Old : 100.0: 0.0 0.9 4.4 92.5 92.0 96.9 97.3: 3.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 1 29 27 30 28:
Old : 34: 0 1 1 29 27 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 52.8 68.2 73.4 36.2 40.8 45.8 49.7
Old : 46.6 52.8 68.2 73.4 36.2 40.8 45.8 49.7
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, January 09, 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 : 269,952: 644 0 2,309 254,948 257,713 257,901 260,022: 12,051 9,930
Old : 269,952: 644 0 2,309 254,948 257,713 257,901 260,022: 12,051 9,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,732: -628 0 372 -3,454 -2,864 -3,710 -2,492: 978 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.9 94.4 95.5 95.5 96.3: 4.5 3.7
Old : 100.0: 0.2 0.0 0.9 94.4 95.5 95.5 96.3: 4.5 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 : 36: 2 0 2 28 26 30 28:
Old : 36: 2 0 2 28 26 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 54.3 81.1 76.9 53.6 51.2 61.8 65.4
Old : 67.2 54.3 81.1 76.9 53.6 51.2 61.8 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 798,229: 0 14,478 7,287 778,759 772,132 786,046 793,897: 12,183 4,332
Old : 798,229: 0 14,478 7,287 778,759 772,132 786,046 793,897: 12,183 4,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -40,002: 0 -4,801 -1,012 -40,031 -22,282 -41,043 -28,095: 1,041 -11,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.9 97.6 96.7 98.5 99.5: 1.5 0.5
Old : 100.0: 0.0 1.8 0.9 97.6 96.7 98.5 99.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 0 3 3 46 28 49 31:
Old : 50: 0 3 3 46 28 49 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 68.5 60.0 90.3 40.2 68.2 58.7 88.6
Old : 41.0 68.5 60.0 90.3 40.2 68.2 58.7 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, January 09, 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 : 430,938: 4,213 0 240 410,061 423,750 414,514 423,990: 16,424 6,948
Old : 430,938: 4,213 0 240 410,061 423,750 414,514 423,990: 16,424 6,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -7,438: -2,883 -248 -1,202 -4,482 -5,742 -8,567 -7,192: 1,129 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.1 95.2 98.3 96.2 98.4: 3.8 1.6
Old : 100.0: 1.0 0.0 0.1 95.2 98.3 96.2 98.4: 3.8 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 : 60: 2 0 1 37 47 39 48:
Old : 60: 2 0 1 37 47 39 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 : 53.0 41.2 70.5 59.6 49.8 41.2 62.5 58.0
Old : 53.0 41.2 70.5 59.6 49.8 41.2 62.5 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 358,807: 2,065 2,681 646 344,627 349,912 347,338 353,239: 11,469 5,568
Old : 358,807: 2,065 2,681 646 344,627 349,912 347,338 353,239: 11,469 5,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -21,595: 596 -527 -284 -20,702 -21,395 -20,390 -22,206: -1,205 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.7 0.2 96.0 97.5 96.8 98.4: 3.2 1.6
Old : 100.0: 0.6 0.7 0.2 96.0 97.5 96.8 98.4: 3.2 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 : 54: 2 1 1 38 38 40 40:
Old : 54: 2 1 1 38 38 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 : 47.9 40.8 69.8 65.6 41.7 38.9 56.7 60.1
Old : 47.9 40.8 69.8 65.6 41.7 38.9 56.7 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 264,460: 5,763 5,245 1,243 242,909 249,429 249,915 255,917: 14,545 8,543
Old : 264,460: 5,763 5,245 1,243 242,909 249,429 249,915 255,917: 14,545 8,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -7,499: -2,874 3,887 109 -4,155 -11,616 -6,920 -7,620: -579 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.0 0.5 91.9 94.3 94.5 96.8: 5.5 3.2
Old : 100.0: 2.2 2.0 0.5 91.9 94.3 94.5 96.8: 5.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 2 2 31 31 34 35:
Old : 47: 3 2 2 31 31 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 41.9 62.0 64.1 36.6 41.6 51.0 53.6
Old : 42.7 41.9 62.0 64.1 36.6 41.6 51.0 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,870: 0 2,523 0 74,003 71,144 74,003 73,667: 3,867 4,203
Old : 77,870: 0 2,523 0 74,003 71,144 74,003 73,667: 3,867 4,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,499: 0 -4 0 -3,226 -2,958 -3,226 -2,962: -273 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 95.0 91.4 95.0 94.6: 5.0 5.4
Old : 100.0: 0.0 3.2 0.0 95.0 91.4 95.0 94.6: 5.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 0 20 18 20 20:
Old : 29: 0 2 0 20 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 53.1 76.3 72.8 55.7 52.2 70.4 66.2
Old : 56.8 53.1 76.3 72.8 55.7 52.2 70.4 66.2
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 24,537: 279 465 0 20,956 23,340 21,235 23,805: 3,302 732
Old : 24,537: 279 465 0 20,956 23,340 21,235 23,805: 3,302 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -11,866: 31 -1,178 -31 -11,339 -10,223 -11,339 -11,432: -527 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.9 0.0 85.4 95.1 86.5 97.0: 13.5 3.0
Old : 100.0: 1.1 1.9 0.0 85.4 95.1 86.5 97.0: 13.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 0 13 16 14 18:
Old : 28: 1 2 0 13 16 14 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 : 57.4 56.8 75.6 78.0 55.3 55.0 66.9 69.8
Old : 57.4 56.8 75.6 78.0 55.3 55.0 66.9 69.8
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 133,294: 0 826 569 127,828 129,999 128,397 131,394: 4,897 1,900
Old : 133,294: 0 826 569 127,828 129,999 128,397 131,394: 4,897 1,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -11,056: -253 -552 -401 -10,444 -9,826 -11,098 -10,779: 42 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.4 95.9 97.5 96.3 98.6: 3.7 1.4
Old : 100.0: 0.0 0.6 0.4 95.9 97.5 96.3 98.6: 3.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 18 18 20 20:
Old : 26: 0 2 2 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 66.0 87.2 89.8 67.8 65.5 82.8 83.3
Old : 68.2 66.0 87.2 89.8 67.8 65.5 82.8 83.3
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, January 09, 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 : 162,645: 0 5,262 0 148,149 154,570 148,149 159,832: 14,496 2,813
Old : 162,645: 0 5,262 0 148,149 154,570 148,149 159,832: 14,496 2,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -5,003: -1,378 330 0 -5,614 -3,190 -6,992 -2,860: 1,989 -2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 91.1 95.0 91.1 98.3: 8.9 1.7
Old : 100.0: 0.0 3.2 0.0 91.1 95.0 91.1 98.3: 8.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 0 18 22 18 23:
Old : 32: 0 1 0 18 22 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 71.5 74.5 87.3 58.7 71.5 71.9 87.3
Old : 60.1 71.5 74.5 87.3 58.7 71.5 71.9 87.3
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,029: 328 0 793 87,663 87,315 88,784 88,108: 4,245 4,921
Old : 93,029: 328 0 793 87,663 87,315 88,784 88,108: 4,245 4,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -5,472: -589 0 0 -4,805 -5,732 -5,394 -5,732: -78 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.9 94.2 93.9 95.4 94.7: 4.6 5.3
Old : 100.0: 0.4 0.0 0.9 94.2 93.9 95.4 94.7: 4.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 15 14 16 15:
Old : 24: 1 0 1 15 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 67.9 88.7 84.2 64.2 57.2 78.6 73.1
Old : 64.9 67.9 88.7 84.2 64.2 57.2 78.6 73.1
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 19,641: 527 310 0 17,876 18,376 18,403 18,686: 1,238 955
Old : 19,641: 527 310 0 17,876 18,376 18,403 18,686: 1,238 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -15,478: -11,904 0 -186 -3,367 -15,379 -15,457 -15,565: -21 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.6 0.0 91.0 93.6 93.7 95.1: 6.3 4.9
Old : 100.0: 2.7 1.6 0.0 91.0 93.6 93.7 95.1: 6.3 4.9
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 : 24: 2 1 0 12 10 14 11:
Old : 24: 2 1 0 12 10 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 75.3 84.2 91.0 63.2 72.8 83.8 88.5
Old : 63.2 75.3 84.2 91.0 63.2 72.8 83.8 88.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 512,904: 17,321 4,455 4,472 483,523 494,523 505,316 503,450: 7,588 9,454
Old : 512,904: 17,321 4,455 4,472 483,523 494,523 505,316 503,450: 7,588 9,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,096: -4,338 -640 808 1,317 -2,362 -2,213 -2,194: -883 -902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.9 0.9 94.3 96.4 98.5 98.2: 1.5 1.8
Old : 100.0: 3.4 0.9 0.9 94.3 96.4 98.5 98.2: 1.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 3 5 4 49 45 56 50:
Old : 67: 3 5 4 49 45 56 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 58.5 57.8 71.1 36.8 57.4 52.4 67.5
Old : 38.6 58.5 57.8 71.1 36.8 57.4 52.4 67.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 158,571: 4,141 5,021 505 151,391 146,548 156,037 152,074: 2,534 6,497
Old : 158,571: 4,141 5,021 505 151,391 146,548 156,037 152,074: 2,534 6,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 1,399: 0 -2,419 -543 4,765 4,191 4,222 1,229: -2,823 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.2 0.3 95.5 92.4 98.4 95.9: 1.6 4.1
Old : 100.0: 2.6 3.2 0.3 95.5 92.4 98.4 95.9: 1.6 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 : 39: 1 3 3 26 25 30 28:
Old : 39: 1 3 3 26 25 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 42.3 66.2 68.0 37.4 38.2 60.4 58.5
Old : 42.9 42.3 66.2 68.0 37.4 38.2 60.4 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,898: 0 310 0 67,551 63,047 67,551 63,357: 3,347 7,541
Old : 70,898: 0 310 0 67,551 63,047 67,551 63,357: 3,347 7,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -6,051: 0 261 -292 -5,827 -5,646 -6,119 -5,677: 68 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 95.3 88.9 95.3 89.4: 4.7 10.6
Old : 100.0: 0.0 0.4 0.0 95.3 88.9 95.3 89.4: 4.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 14 13 14 14:
Old : 20: 0 1 0 14 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 64.5 90.8 83.5 69.1 62.1 88.8 79.1
Old : 70.7 64.5 90.8 83.5 69.1 62.1 88.8 79.1
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,996: 1,680 1,446 0 96,594 97,749 98,274 99,195: 2,722 1,801
Old : 100,996: 1,680 1,446 0 96,594 97,749 98,274 99,195: 2,722 1,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -34,123: -15,525 -2,697 0 -19,114 -28,247 -34,639 -30,944: 516 -3,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.4 0.0 95.6 96.8 97.3 98.2: 2.7 1.8
Old : 100.0: 1.7 1.4 0.0 95.6 96.8 97.3 98.2: 2.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 0 11 20 13 21:
Old : 31: 2 1 0 11 20 13 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 71.1 94.4 89.9 76.4 70.1 93.0 87.4
Old : 76.4 71.1 94.4 89.9 76.4 70.1 93.0 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,206: 18,575 2,232 0 80,131 97,579 98,706 99,811: 2,500 1,395
Old : 101,206: 18,575 2,232 0 80,131 97,579 98,706 99,811: 2,500 1,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -44,801: -23,748 -3,813 -1,300 -21,360 -39,438 -46,408 -44,551: 1,607 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 2.2 0.0 79.2 96.4 97.5 98.6: 2.5 1.4
Old : 100.0: 18.4 2.2 0.0 79.2 96.4 97.5 98.6: 2.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 10 5 0 26 33 36 38:
Old : 62: 10 5 0 26 33 36 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 : 45.4 55.0 67.7 73.4 43.7 51.9 58.2 64.7
Old : 45.4 55.0 67.7 73.4 43.7 51.9 58.2 64.7
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,131: 0 808 0 104,253 102,463 104,253 103,271: 878 1,860
Old : 105,131: 0 808 0 104,253 102,463 104,253 103,271: 878 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -16,488: 0 560 0 -16,932 -16,645 -16,932 -16,085: 444 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 99.2 97.5 99.2 98.2: 0.8 1.8
Old : 100.0: 0.0 0.8 0.0 99.2 97.5 99.2 98.2: 0.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 0 15 19 15 21:
Old : 32: 0 2 0 15 19 15 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 : 84.1 80.3 96.4 91.4 82.0 80.3 94.3 90.3
Old : 84.1 80.3 96.4 91.4 82.0 80.3 94.3 90.3
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 23,489: 806 0 0 21,498 22,807 22,304 22,807: 1,185 682
Old : 23,489: 806 0 0 21,498 22,807 22,304 22,807: 1,185 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -4,430: -372 0 -217 -3,798 -3,934 -4,387 -4,151: -43 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.0 91.5 97.1 95.0 97.1: 5.0 2.9
Old : 100.0: 3.4 0.0 0.0 91.5 97.1 95.0 97.1: 5.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 10 12 12 12:
Old : 21: 2 0 0 10 12 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 : 76.9 71.2 89.2 90.5 76.9 71.2 87.0 89.0
Old : 76.9 71.2 89.2 90.5 76.9 71.2 87.0 89.0
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 269,040: 1,665 2,042 894 260,678 256,229 263,237 259,165: 5,803 9,875
Old : 269,040: 1,665 2,042 894 260,678 256,229 263,237 259,165: 5,803 9,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -20,164: -1,417 -168 -83 -21,635 -20,735 -23,135 -20,986: 2,971 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.8 0.3 96.9 95.2 97.8 96.3: 2.2 3.7
Old : 100.0: 0.6 0.8 0.3 96.9 95.2 97.8 96.3: 2.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 2 1 31 33 33 35:
Old : 42: 1 2 1 31 33 33 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 : 51.9 47.4 67.2 72.7 42.7 40.2 56.7 56.7
Old : 51.9 47.4 67.2 72.7 42.7 40.2 56.7 56.7
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,938: 0 3,507 407 68,280 71,475 68,687 75,389: 11,251 4,549
Old : 79,938: 0 3,507 407 68,280 71,475 68,687 75,389: 11,251 4,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -10,507: 0 2,056 -546 -9,452 -12,089 -9,998 -10,579: -509 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.5 85.4 89.4 85.9 94.3: 14.1 5.7
Old : 100.0: 0.0 4.4 0.5 85.4 89.4 85.9 94.3: 14.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 1 14 15 15 17:
Old : 22: 0 2 1 14 15 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 : 67.0 56.4 80.1 83.6 60.1 52.0 67.3 74.1
Old : 67.0 56.4 80.1 83.6 60.1 52.0 67.3 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,911: 0 352 1,315 112,212 108,852 113,527 110,519: 3,384 6,392
Old : 116,911: 0 352 1,315 112,212 108,852 113,527 110,519: 3,384 6,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -13,645: -808 -733 455 -14,291 -14,259 -14,644 -14,537: 999 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.1 96.0 93.1 97.1 94.5: 2.9 5.5
Old : 100.0: 0.0 0.3 1.1 96.0 93.1 97.1 94.5: 2.9 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 21 20 22 21:
Old : 27: 0 1 1 21 20 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 37.5 85.0 62.6 44.0 31.1 58.3 47.9
Old : 57.1 37.5 85.0 62.6 44.0 31.1 58.3 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 124,670: 9,464 152 1,524 108,781 116,924 119,769 118,600: 4,901 6,070
Old : 124,670: 9,464 152 1,524 108,781 116,924 119,769 118,600: 4,901 6,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -4,742: -262 -395 849 -3,467 -3,859 -2,880 -3,405: -1,862 -1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.1 1.2 87.3 93.8 96.1 95.1: 3.9 4.9
Old : 100.0: 7.6 0.1 1.2 87.3 93.8 96.1 95.1: 3.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 1 25 19 28 20:
Old : 33: 2 1 1 25 19 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 : 57.0 72.7 76.3 85.0 54.8 68.8 73.6 78.7
Old : 57.0 72.7 76.3 85.0 54.8 68.8 73.6 78.7
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 157,097: 1,017 0 214 143,625 150,849 144,856 151,063: 12,241 6,034
Old : 157,097: 1,017 0 214 143,625 150,849 144,856 151,063: 12,241 6,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -6,327: -3,235 -273 -742 -9,248 -6,613 -13,225 -7,628: 6,898 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.1 91.4 96.0 92.2 96.2: 7.8 3.8
Old : 100.0: 0.6 0.0 0.1 91.4 96.0 92.2 96.2: 7.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 19 16 21 17:
Old : 26: 2 0 1 19 16 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 59.4 78.1 82.9 52.2 48.8 62.6 64.8
Old : 56.1 59.4 78.1 82.9 52.2 48.8 62.6 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 184,606: 2,655 0 7,803 168,135 171,411 178,593 179,214: 6,013 5,392
Old : 184,606: 2,655 0 7,803 168,135 171,411 178,593 179,214: 6,013 5,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -8,508: 1,651 -1,067 -1,165 -9,340 -6,036 -8,854 -8,268: 346 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 4.2 91.1 92.9 96.7 97.1: 3.3 2.9
Old : 100.0: 1.4 0.0 4.2 91.1 92.9 96.7 97.1: 3.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 0 4 31 27 35 31:
Old : 39: 3 0 4 31 27 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 69.4 69.5 80.4 45.2 64.0 57.5 69.9
Old : 54.9 69.4 69.5 80.4 45.2 64.0 57.5 69.9
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, January 09, 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 : 204,519: 3,932 864 1,322 191,364 197,096 196,618 199,282: 7,901 5,237
Old : 204,519: 3,932 864 1,322 191,364 197,096 196,618 199,282: 7,901 5,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,867: -511 51 -238 -1,375 -2,696 -2,124 -2,883: 257 1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.4 0.6 93.6 96.4 96.1 97.4: 3.9 2.6
Old : 100.0: 1.9 0.4 0.6 93.6 96.4 96.1 97.4: 3.9 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 : 44: 1 2 1 32 32 34 34:
Old : 44: 1 2 1 32 32 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 : 53.0 61.4 68.6 73.7 52.1 57.0 66.4 69.0
Old : 53.0 61.4 68.6 73.7 52.1 57.0 66.4 69.0
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 105,275: 348 0 0 99,423 98,523 99,771 98,523: 5,504 6,752
Old : 105,275: 348 0 0 99,423 98,523 99,771 98,523: 5,504 6,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -6,791: -335 0 0 -8,114 -6,132 -8,449 -6,132: 1,658 -659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 94.4 93.6 94.8 93.6: 5.2 6.4
Old : 100.0: 0.3 0.0 0.0 94.4 93.6 94.8 93.6: 5.2 6.4
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 : 30: 1 0 0 20 24 21 24:
Old : 30: 1 0 0 20 24 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 45.2 76.4 75.9 49.8 43.5 66.5 67.0
Old : 57.8 45.2 76.4 75.9 49.8 43.5 66.5 67.0
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, January 09, 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 : 99,764: 224 0 0 95,782 97,034 96,006 97,034: 3,758 2,730
Old : 99,764: 224 0 0 95,782 97,034 96,006 97,034: 3,758 2,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -10,276: 224 0 0 -9,679 -9,842 -9,455 -9,842: -821 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 96.0 97.3 96.2 97.3: 3.8 2.7
Old : 100.0: 0.2 0.0 0.0 96.0 97.3 96.2 97.3: 3.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 23 19 24 19:
Old : 33: 1 0 0 23 19 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 72.0 68.6 88.2 36.6 59.5 59.9 74.1
Old : 41.0 72.0 68.6 88.2 36.6 59.5 59.9 74.1
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, January 09, 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 : 64,942: 33 0 193 58,443 61,596 58,669 61,789: 6,273 3,153
Old : 64,942: 33 0 193 58,443 61,596 58,669 61,789: 6,273 3,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,460: -677 0 193 -3,039 -3,670 -3,523 -3,477: 63 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.3 90.0 94.8 90.3 95.1: 9.7 4.9
Old : 100.0: 0.1 0.0 0.3 90.0 94.8 90.3 95.1: 9.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 14 12 15 13:
Old : 20: 1 0 1 14 12 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 : 51.0 60.0 79.3 86.5 49.1 55.0 65.3 68.5
Old : 51.0 60.0 79.3 86.5 49.1 55.0 65.3 68.5
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, January 09, 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 : 155,831: 1,668 0 0 142,283 151,077 143,951 151,077: 11,880 4,754
Old : 155,831: 1,668 0 0 142,283 151,077 143,951 151,077: 11,880 4,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -12,579: -482 0 0 -13,517 -13,548 -13,999 -13,548: 1,420 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 91.3 96.9 92.4 96.9: 7.6 3.1
Old : 100.0: 1.1 0.0 0.0 91.3 96.9 92.4 96.9: 7.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 23 17 24 17:
Old : 32: 1 0 0 23 17 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 63.5 74.8 89.4 57.2 62.5 72.6 87.8
Old : 57.2 63.5 74.8 89.4 57.2 62.5 72.6 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 68,360: 707 0 0 55,746 67,140 56,453 67,140: 11,907 1,220
Old : 68,360: 707 0 0 55,746 67,140 56,453 67,140: 11,907 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -7,574: -1,116 0 0 -5,671 -5,592 -6,787 -5,592: -787 -1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 81.5 98.2 82.6 98.2: 17.4 1.8
Old : 100.0: 1.0 0.0 0.0 81.5 98.2 82.6 98.2: 17.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 18 19 19 19:
Old : 27: 1 0 0 18 19 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 : 43.6 54.7 62.1 80.3 39.3 51.6 54.3 71.3
Old : 43.6 54.7 62.1 80.3 39.3 51.6 54.3 71.3
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, January 09, 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 : 84,614: 10,757 4,718 5,370 67,543 74,116 83,671 84,204: 943 410
Old : 84,614: 10,757 4,718 5,370 67,543 74,116 83,671 84,204: 943 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -5,177: -1,846 -11 -289 -3,093 -4,808 -5,228 -5,108: 50 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.6 6.3 79.8 87.6 98.9 99.5: 1.1 0.5
Old : 100.0: 12.7 5.6 6.3 79.8 87.6 98.9 99.5: 1.1 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 : 54: 8 9 15 34 34 51 49:
Old : 54: 8 9 15 34 34 51 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 42.2 63.9 62.1 28.3 25.0 42.2 37.0
Old : 42.3 42.2 63.9 62.1 28.3 25.0 42.2 37.0
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, January 09, 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 : 34,912: 2,675 300 900 31,337 33,712 34,912 34,912: 0 0
Old : 34,912: 2,675 300 900 31,337 33,712 34,912 34,912: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 853: -125 0 175 803 678 853 853: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.9 2.6 89.8 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 7.7 0.9 2.6 89.8 96.6 100.0 100.0: 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 : 33: 7 2 4 21 20 29 26:
Old : 33: 7 2 4 21 20 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 : 59.9 56.8 78.4 84.4 56.7 50.3 65.2 69.7
Old : 59.9 56.8 78.4 84.4 56.7 50.3 65.2 69.7
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, January 09, 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 : 23,775: 350 2,110 300 23,125 21,365 23,775 23,775: 0 0
Old : 23,775: 350 2,110 300 23,125 21,365 23,775 23,775: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 953: 100 450 0 853 503 953 953: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 8.9 1.3 97.3 89.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 8.9 1.3 97.3 89.9 100.0 100.0: 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 : 26: 2 2 1 19 18 21 21:
Old : 26: 2 2 1 19 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 : 81.4 58.4 91.5 84.0 78.5 53.2 82.5 77.5
Old : 81.4 58.4 91.5 84.0 78.5 53.2 82.5 77.5
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, January 09, 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 : 164,292: 8,791 24,928 3,906 151,330 135,317 164,027 164,151: 265 141
Old : 164,292: 8,791 24,928 3,906 151,330 135,317 164,027 164,151: 265 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -8,515: -1,112 -1,635 183 -7,728 -7,134 -8,657 -8,586: 142 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.2 2.4 92.1 82.4 99.8 99.9: 0.2 0.1
Old : 100.0: 5.4 15.2 2.4 92.1 82.4 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 5 6 4 38 34 45 42:
Old : 50: 5 6 4 38 34 45 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 : 41.9 54.8 58.0 73.3 38.3 44.1 50.5 60.2
Old : 41.9 54.8 58.0 73.3 38.3 44.1 50.5 60.2
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, January 09, 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 : 54,709: 2,091 11,350 584 52,034 42,775 54,709 54,709: 0 0
Old : 54,709: 2,091 11,350 584 52,034 42,775 54,709 54,709: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,188: -490 600 -291 -402 -1,497 -1,183 -1,188: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 20.7 1.1 95.1 78.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.8 20.7 1.1 95.1 78.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 6 5 18 21 27 29:
Old : 34: 6 6 5 18 21 27 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 : 78.7 69.1 90.6 89.1 72.1 57.1 76.2 75.6
Old : 78.7 69.1 90.6 89.1 72.1 57.1 76.2 75.6
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, January 09, 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 : 33,790: 0 750 0 33,790 33,040 33,790 33,790: 0 0
Old : 33,790: 0 750 0 33,790 33,040 33,790 33,790: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 2,484: 0 150 -150 2,634 2,484 2,484 2,484: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 100.0 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.2 0.0 100.0 97.8 100.0 100.0: 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 : 20: 0 2 0 10 12 10 14:
Old : 20: 0 2 0 10 12 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.7 92.3 99.6 97.7 88.6 87.5 93.0 91.6
Old : 90.7 92.3 99.6 97.7 88.6 87.5 93.0 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 55,278: 2,065 4,500 600 52,473 49,988 55,138 55,088: 140 190
Old : 55,278: 2,065 4,500 600 52,473 49,988 55,138 55,088: 140 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,570: 1,005 -200 -190 -4,138 -3,180 -3,323 -3,570: -247 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 8.1 1.1 94.9 90.4 99.7 99.7: 0.3 0.3
Old : 100.0: 3.7 8.1 1.1 94.9 90.4 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 3 2 29 26 32 31:
Old : 38: 3 3 2 29 26 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 49.4 71.2 74.1 27.8 29.5 38.8 43.3
Old : 48.4 49.4 71.2 74.1 27.8 29.5 38.8 43.3
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 61,304: 790 2,415 755 59,423 58,131 60,968 61,301: 336 3
Old : 61,304: 790 2,415 755 59,423 58,131 60,968 61,301: 336 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -4,452: 620 -495 -50 -5,016 -3,908 -4,446 -4,453: -6 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.9 1.2 96.9 94.8 99.5 100.0: 0.5 0.0
Old : 100.0: 1.3 3.9 1.2 96.9 94.8 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 8 3 32 30 36 39:
Old : 45: 2 8 3 32 30 36 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 53.6 66.2 74.2 43.0 44.9 55.1 59.5
Old : 48.5 53.6 66.2 74.2 43.0 44.9 55.1 59.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 75,557: 1,235 60 915 73,377 74,372 75,527 75,347: 30 210
Old : 75,557: 1,235 60 915 73,377 74,372 75,527 75,347: 30 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -23: -161 -390 540 -381 -283 -2 -133: -21 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.1 1.2 97.1 98.4 100.0 99.7: 0.0 0.3
Old : 100.0: 1.6 0.1 1.2 97.1 98.4 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 1 1 23 24 28 25:
Old : 39: 4 1 1 23 24 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 70.5 68.0 84.7 47.7 66.3 66.2 79.6
Old : 49.3 70.5 68.0 84.7 47.7 66.3 66.2 79.6
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 98,396: 2,190 0 530 95,676 97,736 98,396 98,266: 0 130
Old : 98,396: 2,190 0 530 95,676 97,736 98,396 98,266: 0 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 89: -401 -1,050 490 0 669 89 109: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.5 97.2 99.3 100.0 99.9: 0.0 0.1
Old : 100.0: 2.2 0.0 0.5 97.2 99.3 100.0 99.9: 0.0 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 : 40: 5 0 1 25 24 30 25:
Old : 40: 5 0 1 25 24 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 68.2 70.6 85.6 49.8 62.9 68.9 79.7
Old : 49.8 68.2 70.6 85.6 49.8 62.9 68.9 79.7
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,435: 300 0 0 30,130 29,950 30,430 29,950: 5 485
Old : 30,435: 300 0 0 30,130 29,950 30,430 29,950: 5 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,802: -100 0 0 -1,702 -2,197 -1,802 -2,197: 0 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 99.0 98.4 100.0 98.4: 0.0 1.6
Old : 100.0: 1.0 0.0 0.0 99.0 98.4 100.0 98.4: 0.0 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 : 23: 1 0 0 20 15 21 15:
Old : 23: 1 0 0 20 15 21 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 : 56.6 73.1 82.2 87.3 43.1 61.8 67.8 72.2
Old : 56.6 73.1 82.2 87.3 43.1 61.8 67.8 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 34,000: 450 405 75 33,130 33,430 33,655 33,910: 345 90
Old : 34,000: 450 405 75 33,130 33,430 33,655 33,910: 345 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 165: -450 0 0 330 75 -120 75: 285 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.2 0.2 97.4 98.3 99.0 99.7: 1.0 0.3
Old : 100.0: 1.3 1.2 0.2 97.4 98.3 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 : 23: 1 1 1 20 15 22 16:
Old : 23: 1 1 1 20 15 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 61.1 79.6 88.3 38.0 50.4 47.4 56.6
Old : 58.0 61.1 79.6 88.3 38.0 50.4 47.4 56.6
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 23,133: 8,306 508 2,252 12,318 20,088 22,876 22,848: 257 285
Old : 23,133: 8,306 508 2,252 12,318 20,088 22,876 22,848: 257 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,853: -462 248 302 -1,701 -2,403 -1,861 -1,853: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 2.2 9.7 53.2 86.8 98.9 98.8: 1.1 1.2
Old : 100.0: 35.9 2.2 9.7 53.2 86.8 98.9 98.8: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 3 4 19 19 25 24:
Old : 30: 4 3 4 19 19 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 47.5 82.6 66.8 60.0 43.4 69.9 58.0
Old : 61.6 47.5 82.6 66.8 60.0 43.4 69.9 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,866: 25 460 0 37,841 37,306 37,866 37,766: 0 100
Old : 37,866: 25 460 0 37,841 37,306 37,866 37,766: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,284: 25 -25 0 -2,309 -2,249 -2,284 -2,274: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.2 0.0 99.9 98.5 100.0 99.7: 0.0 0.3
Old : 100.0: 0.1 1.2 0.0 99.9 98.5 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 3 0 23 22 24 25:
Old : 34: 1 3 0 23 22 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 : 51.8 60.4 79.0 77.7 42.5 54.0 65.3 64.0
Old : 51.8 60.4 79.0 77.7 42.5 54.0 65.3 64.0
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 43,595: 865 565 65 41,675 42,775 42,605 43,405: 990 190
Old : 43,595: 865 565 65 41,675 42,775 42,605 43,405: 990 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -460: -575 50 0 115 -470 -460 -420: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.3 0.1 95.6 98.1 97.7 99.6: 2.3 0.4
Old : 100.0: 2.0 1.3 0.1 95.6 98.1 97.7 99.6: 2.3 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 : 32: 2 2 1 25 20 28 22:
Old : 32: 2 2 1 25 20 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 63.8 74.6 87.9 53.2 59.7 65.8 75.2
Old : 55.8 63.8 74.6 87.9 53.2 59.7 65.8 75.2
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,182: 1,275 0 45 40,632 41,677 41,952 41,722: 230 460
Old : 42,182: 1,275 0 45 40,632 41,677 41,952 41,722: 230 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -4,411: 0 0 -35 -4,426 -4,346 -4,461 -4,381: 50 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.1 96.3 98.8 99.5 98.9: 0.5 1.1
Old : 100.0: 3.0 0.0 0.1 96.3 98.8 99.5 98.9: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 21 15 23 16:
Old : 28: 2 0 1 21 15 23 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 : 45.1 94.1 70.4 97.0 43.3 90.1 66.3 90.4
Old : 45.1 94.1 70.4 97.0 43.3 90.1 66.3 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,936: 1,650 1,700 0 47,286 47,066 48,936 48,766: 0 170
Old : 48,936: 1,650 1,700 0 47,286 47,066 48,936 48,766: 0 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -4,609: -245 -200 0 -4,364 -4,579 -4,609 -4,779: 0 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.5 0.0 96.6 96.2 100.0 99.7: 0.0 0.3
Old : 100.0: 3.4 3.5 0.0 96.6 96.2 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 0 23 16 25 17:
Old : 31: 2 1 0 23 16 25 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 : 46.9 86.9 69.5 95.7 44.7 84.2 64.8 89.0
Old : 46.9 86.9 69.5 95.7 44.7 84.2 64.8 89.0
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 81,916: 15 514 1,065 80,635 80,109 81,715 81,688: 201 228
Old : 81,916: 15 514 1,065 80,635 80,109 81,715 81,688: 201 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,563: -47 255 38 -3,574 -3,826 -3,583 -3,533: 20 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 1.3 98.4 97.8 99.8 99.7: 0.2 0.3
Old : 100.0: 0.0 0.6 1.3 98.4 97.8 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 2 25 24 27 26:
Old : 33: 1 1 2 25 24 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 : 49.5 56.0 72.0 80.1 48.2 49.7 69.0 70.3
Old : 49.5 56.0 72.0 80.1 48.2 49.7 69.0 70.3
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 106,437: 2,085 3,316 1,083 102,946 101,763 106,114 106,162: 323 275
Old : 106,437: 2,085 3,316 1,083 102,946 101,763 106,114 106,162: 323 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,612: 146 -519 -195 -3,476 -2,860 -3,525 -3,574: -87 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.1 1.0 96.7 95.6 99.7 99.7: 0.3 0.3
Old : 100.0: 2.0 3.1 1.0 96.7 95.6 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 6 5 28 24 34 34:
Old : 44: 5 6 5 28 24 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 : 46.7 49.3 70.6 76.2 45.5 44.5 66.3 68.4
Old : 46.7 49.3 70.6 76.2 45.5 44.5 66.3 68.4
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 31,836: 50 250 0 31,762 31,586 31,812 31,836: 24 0
Old : 31,836: 50 250 0 31,762 31,586 31,812 31,836: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,688: -150 -225 0 -2,526 -2,463 -2,676 -2,688: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.8 0.0 99.8 99.2 99.9 100.0: 0.1 0.0
Old : 100.0: 0.2 0.8 0.0 99.8 99.2 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 0 11 13 12 15:
Old : 21: 1 2 0 11 13 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.9 81.4 98.9 97.7 86.7 80.2 90.3 90.1
Old : 89.9 81.4 98.9 97.7 86.7 80.2 90.3 90.1
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 33,710: 2,085 2,100 350 31,010 31,070 33,445 33,520: 265 190
Old : 33,710: 2,085 2,100 350 31,010 31,070 33,445 33,520: 265 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,371: 28 0 -53 -2,335 -2,328 -2,360 -2,381: -11 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 6.2 1.0 92.0 92.2 99.2 99.4: 0.8 0.6
Old : 100.0: 6.2 6.2 1.0 92.0 92.2 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 2 20 18 25 20:
Old : 25: 4 1 2 20 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 72.0 72.5 86.2 48.6 59.7 58.6 66.6
Old : 51.5 72.0 72.5 86.2 48.6 59.7 58.6 66.6
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 39,203: 7,510 1,200 600 30,608 37,398 38,718 39,198: 485 5
Old : 39,203: 7,510 1,200 600 30,608 37,398 38,718 39,198: 485 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,722: -300 0 0 -1,412 -1,722 -1,712 -1,722: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 3.1 1.5 78.1 95.4 98.8 100.0: 1.2 0.0
Old : 100.0: 19.2 3.1 1.5 78.1 95.4 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 1 2 22 22 26 25:
Old : 29: 4 1 2 22 22 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 : 50.6 62.6 71.8 81.5 46.5 45.6 58.5 63.5
Old : 50.6 62.6 71.8 81.5 46.5 45.6 58.5 63.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 42,348: 42 2,900 8 42,138 39,366 42,188 42,274: 160 74
Old : 42,348: 42 2,900 8 42,138 39,366 42,188 42,274: 160 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,971: 0 160 -160 -2,906 -3,045 -3,066 -3,045: 95 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.8 0.0 99.5 93.0 99.6 99.8: 0.4 0.2
Old : 100.0: 0.1 6.8 0.0 99.5 93.0 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 : 25: 1 2 1 18 14 19 17:
Old : 25: 1 2 1 18 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 82.6 87.9 92.7 67.9 75.0 83.0 84.3
Old : 68.3 82.6 87.9 92.7 67.9 75.0 83.0 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 37,239: 0 2,260 0 37,239 34,859 37,239 37,119: 0 120
Old : 37,239: 0 2,260 0 37,239 34,859 37,239 37,119: 0 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,747: 0 -25 0 -1,700 -1,717 -1,700 -1,742: -47 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 0.0 100.0 93.6 100.0 99.7: 0.0 0.3
Old : 100.0: 0.0 6.1 0.0 100.0 93.6 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 17 16 17 17:
Old : 24: 0 1 0 17 16 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 : 70.4 87.2 87.4 94.3 68.4 85.0 84.0 88.9
Old : 70.4 87.2 87.4 94.3 68.4 85.0 84.0 88.9
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 27,245: 1,786 1,600 0 24,922 25,525 26,708 27,125: 537 120
Old : 27,245: 1,786 1,600 0 24,922 25,525 26,708 27,125: 537 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -973: -279 -90 -41 -643 -832 -963 -963: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 5.9 0.0 91.5 93.7 98.0 99.6: 2.0 0.4
Old : 100.0: 6.6 5.9 0.0 91.5 93.7 98.0 99.6: 2.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 0 19 18 22 19:
Old : 31: 3 1 0 19 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 62.6 66.5 83.7 43.3 61.4 57.8 78.5
Old : 47.6 62.6 66.5 83.7 43.3 61.4 57.8 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 21,712: 1,180 395 320 19,623 20,847 21,123 21,562: 589 150
Old : 21,712: 1,180 395 320 19,623 20,847 21,123 21,562: 589 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -998: -79 -200 0 -1,228 -828 -1,307 -1,028: 309 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 1.8 1.5 90.4 96.0 97.3 99.3: 2.7 0.7
Old : 100.0: 5.4 1.8 1.5 90.4 96.0 97.3 99.3: 2.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 1 16 18 20 19:
Old : 26: 3 1 1 16 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 70.5 83.6 87.8 63.0 70.1 77.7 85.0
Old : 65.5 70.5 83.6 87.8 63.0 70.1 77.7 85.0
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 49,128: 266 5,951 615 47,923 42,508 48,804 49,073: 324 55
Old : 49,128: 266 5,951 615 47,923 42,508 48,804 49,073: 324 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,295: 81 -1,446 -91 -3,398 -1,784 -3,407 -3,320: 112 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 12.1 1.3 97.5 86.5 99.3 99.9: 0.7 0.1
Old : 100.0: 0.5 12.1 1.3 97.5 86.5 99.3 99.9: 0.7 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 : 33: 1 4 3 25 24 28 29:
Old : 33: 1 4 3 25 24 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 : 65.5 48.5 80.0 70.7 61.7 45.3 71.2 64.9
Old : 65.5 48.5 80.0 70.7 61.7 45.3 71.2 64.9
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 37,631: 75 2,455 555 36,587 34,581 37,217 37,591: 414 40
Old : 37,631: 75 2,455 555 36,587 34,581 37,217 37,591: 414 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,450: 25 -596 160 -1,840 -1,008 -1,655 -1,444: 205 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.5 1.5 97.2 91.9 98.9 99.9: 1.1 0.1
Old : 100.0: 0.2 6.5 1.5 97.2 91.9 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 1 23 19 26 21:
Old : 30: 2 2 1 23 19 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 : 59.1 59.6 75.2 84.2 54.1 57.6 67.6 78.5
Old : 59.1 59.6 75.2 84.2 54.1 57.6 67.6 78.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,989: 50 3,000 0 22,819 19,989 22,869 22,989: 120 0
Old : 22,989: 50 3,000 0 22,819 19,989 22,869 22,989: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 13.0 0.0 99.3 87.0 99.5 100.0: 0.5 0.0
Old : 100.0: 0.2 13.0 0.0 99.3 87.0 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 : 20: 1 1 0 13 14 14 15:
Old : 20: 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 : 80.5 73.3 96.1 93.5 68.9 73.3 76.3 78.8
Old : 80.5 73.3 96.1 93.5 68.9 73.3 76.3 78.8
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,880: 1,460 0 0 12,215 13,860 13,675 13,860: 205 20
Old : 13,880: 1,460 0 0 12,215 13,860 13,675 13,860: 205 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,060: -80 0 0 -1,000 -1,060 -1,080 -1,060: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.0 88.0 99.9 98.5 99.9: 1.5 0.1
Old : 100.0: 10.5 0.0 0.0 88.0 99.9 98.5 99.9: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 0 0 17 11 21 11:
Old : 24: 4 0 0 17 11 21 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 87.8 81.2 97.9 47.6 76.2 63.9 77.8
Old : 63.0 87.8 81.2 97.9 47.6 76.2 63.9 77.8
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,980: 1,100 0 0 12,735 13,960 13,835 13,960: 145 20
Old : 13,980: 1,100 0 0 12,735 13,960 13,835 13,960: 145 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,070: -210 0 0 -875 -1,070 -1,085 -1,070: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 0.0 91.1 99.9 99.0 99.9: 1.0 0.1
Old : 100.0: 7.9 0.0 0.0 91.1 99.9 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 0 19 11 22 11:
Old : 25: 3 0 0 19 11 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 87.2 81.9 97.5 48.9 76.0 64.7 77.9
Old : 64.7 87.2 81.9 97.5 48.9 76.0 64.7 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 268,868: 0 17,963 33,352 235,007 217,299 268,358 268,613: 510 255
Old : 268,868: 0 17,963 33,352 235,007 217,299 268,358 268,613: 510 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 2,074: -160 1,463 1,559 695 -928 2,094 2,094: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 12.4 87.4 80.8 99.8 99.9: 0.2 0.1
Old : 100.0: 0.0 6.7 12.4 87.4 80.8 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 15 14 17 16:
Old : 20: 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 : 73.2 54.5 91.4 80.7 47.4 39.8 48.2 46.5
Old : 73.2 54.5 91.4 80.7 47.4 39.8 48.2 46.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,880: 425 0 0 16,225 16,410 16,650 16,410: 230 470
Old : 16,880: 425 0 0 16,225 16,410 16,650 16,410: 230 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,435: -295 0 0 -1,310 -1,425 -1,605 -1,425: 170 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 96.1 97.2 98.6 97.2: 1.4 2.8
Old : 100.0: 2.5 0.0 0.0 96.1 97.2 98.6 97.2: 1.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 11 12 12 12:
Old : 20: 1 0 0 11 12 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 : 65.2 74.3 91.5 93.0 64.8 74.3 90.1 91.1
Old : 65.2 74.3 91.5 93.0 64.8 74.3 90.1 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,435: 0 875 75 20,884 20,485 20,959 21,435: 476 0
Old : 21,435: 0 875 75 20,884 20,485 20,959 21,435: 476 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,315: -25 25 -125 -1,300 -1,215 -1,450 -1,315: 135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 0.3 97.4 95.6 97.8 100.0: 2.2 0.0
Old : 100.0: 0.0 4.1 0.3 97.4 95.6 97.8 100.0: 2.2 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 : 26: 0 4 1 16 13 17 17:
Old : 26: 0 4 1 16 13 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 : 79.0 67.8 93.2 89.9 71.0 63.8 79.3 77.7
Old : 79.0 67.8 93.2 89.9 71.0 63.8 79.3 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,411: 0 675 75 17,375 17,640 17,450 18,390: 961 21
Old : 18,411: 0 675 75 17,375 17,640 17,450 18,390: 961 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -996: -25 25 -125 -965 -915 -1,115 -1,015: 119 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 0.4 94.4 95.8 94.8 99.9: 5.2 0.1
Old : 100.0: 0.0 3.7 0.4 94.4 95.8 94.8 99.9: 5.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 1 12 11 13 14:
Old : 22: 0 3 1 12 11 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 69.9 90.2 91.5 61.7 60.8 69.6 72.8
Old : 76.3 69.9 90.2 91.5 61.7 60.8 69.6 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,240: 660 0 0 6,560 7,130 7,220 7,130: 20 110
Old : 7,240: 660 0 0 6,560 7,130 7,220 7,130: 20 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,080: 0 -25 0 -1,065 -1,045 -1,065 -1,070: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 0.0 90.6 98.5 99.7 98.5: 0.3 1.5
Old : 100.0: 9.1 0.0 0.0 90.6 98.5 99.7 98.5: 0.3 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 : 22: 1 0 0 14 13 15 13:
Old : 22: 1 0 0 14 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 : 43.7 65.4 75.1 92.3 43.7 54.7 72.0 71.4
Old : 43.7 65.4 75.1 92.3 43.7 54.7 72.0 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 6,340: 0 0 0 6,320 6,230 6,320 6,230: 20 110
Old : 6,340: 0 0 0 6,320 6,230 6,320 6,230: 20 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -680: 0 0 0 -665 -670 -665 -670: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 98.3 99.7 98.3: 0.3 1.7
Old : 100.0: 0.0 0.0 0.0 99.7 98.3 99.7 98.3: 0.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 13 13 13 13:
Old : 21: 0 0 0 13 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 62.9 81.2 91.2 49.0 51.9 74.7 71.0
Old : 49.0 62.9 81.2 91.2 49.0 51.9 74.7 71.0
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,923: 394 2,940 0 23,155 20,897 23,549 23,837: 374 86
Old : 23,923: 394 2,940 0 23,155 20,897 23,549 23,837: 374 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,955: -163 -25 0 -2,017 -1,956 -2,180 -1,981: 225 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 12.3 0.0 96.8 87.4 98.4 99.6: 1.6 0.4
Old : 100.0: 1.6 12.3 0.0 96.8 87.4 98.4 99.6: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 15 14 16 15:
Old : 23: 1 1 0 15 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 81.4 84.2 96.7 48.7 76.1 77.8 86.5
Old : 54.7 81.4 84.2 96.7 48.7 76.1 77.8 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,393: 394 2,890 45 23,520 21,413 23,959 24,348: 434 45
Old : 24,393: 394 2,890 45 23,520 21,413 23,959 24,348: 434 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,185: -163 -25 0 -2,312 -2,132 -2,475 -2,157: 290 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 11.8 0.2 96.4 87.8 98.2 99.8: 1.8 0.2
Old : 100.0: 1.6 11.8 0.2 96.4 87.8 98.2 99.8: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 16 15 18 16:
Old : 25: 1 1 1 16 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 83.8 84.8 95.9 50.8 78.3 77.0 85.9
Old : 57.2 83.8 84.8 95.9 50.8 78.3 77.0 85.9
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 112,543: 3,450 3,076 1,485 107,323 107,614 112,258 112,175: 285 368
Old : 112,543: 3,450 3,076 1,485 107,323 107,614 112,258 112,175: 285 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -4,666: -90 -1,015 375 -4,946 -4,334 -4,661 -4,974: -5 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.7 1.3 95.4 95.6 99.7 99.7: 0.3 0.3
Old : 100.0: 3.1 2.7 1.3 95.4 95.6 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 6 3 33 28 39 35:
Old : 48: 4 6 3 33 28 39 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 : 40.0 54.5 60.8 78.5 38.8 45.0 53.9 62.6
Old : 40.0 54.5 60.8 78.5 38.8 45.0 53.9 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 127,327: 3,800 7,951 965 121,859 117,809 126,624 126,725: 703 602
Old : 127,327: 3,800 7,951 965 121,859 117,809 126,624 126,725: 703 602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -6,262: 105 -2,560 -50 -6,339 -3,944 -6,284 -6,554: 22 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 6.2 0.8 95.7 92.5 99.4 99.5: 0.6 0.5
Old : 100.0: 3.0 6.2 0.8 95.7 92.5 99.4 99.5: 0.6 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 : 51: 5 5 3 33 30 38 38:
Old : 51: 5 5 3 33 30 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 52.4 59.8 75.9 35.1 44.3 52.8 62.1
Old : 40.3 52.4 59.8 75.9 35.1 44.3 52.8 62.1
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 247,434: 27,995 11,516 14,570 204,426 221,224 246,991 247,310: 443 124
Old : 247,434: 27,995 11,516 14,570 204,426 221,224 246,991 247,310: 443 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -13,850: 3,486 -1,555 -5,848 -11,346 -6,463 -13,708 -13,865: -141 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.7 5.9 82.6 89.4 99.8 99.9: 0.2 0.1
Old : 100.0: 11.3 4.7 5.9 82.6 89.4 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 20 12 18 43 43 70 67:
Old : 83: 20 12 18 43 43 70 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 41.9 54.5 57.7 26.4 30.2 38.3 37.9
Old : 36.8 41.9 54.5 57.7 26.4 30.2 38.3 37.9
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,040: 1,535 350 535 34,667 36,130 36,737 37,015: 303 25
Old : 37,040: 1,535 350 535 34,667 36,130 36,737 37,015: 303 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,275: -585 100 305 -2,025 -2,680 -2,305 -2,275: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.9 1.4 93.6 97.5 99.2 99.9: 0.8 0.1
Old : 100.0: 4.1 0.9 1.4 93.6 97.5 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 3 1 19 15 22 19:
Old : 29: 3 3 1 19 15 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 88.4 77.0 96.4 58.2 81.0 70.5 84.0
Old : 58.5 88.4 77.0 96.4 58.2 81.0 70.5 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,560: 1,775 350 395 33,087 34,790 35,257 35,535: 303 25
Old : 35,560: 1,775 350 395 33,087 34,790 35,257 35,535: 303 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,970: -685 50 385 -1,705 -2,405 -2,005 -1,970: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.0 1.1 93.0 97.8 99.1 99.9: 0.9 0.1
Old : 100.0: 5.0 1.0 1.1 93.0 97.8 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 3 1 19 14 22 18:
Old : 29: 3 3 1 19 14 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 90.0 77.6 96.4 55.2 83.3 70.1 85.4
Old : 55.5 90.0 77.6 96.4 55.2 83.3 70.1 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,030: 300 0 0 11,730 12,030 12,030 12,030: 0 0
Old : 12,030: 300 0 0 11,730 12,030 12,030 12,030: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -465: 0 0 0 -430 -465 -430 -465: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 97.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 0.0 0.0 97.5 100.0 100.0 100.0: 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 : 20: 1 0 0 15 10 16 10:
Old : 20: 1 0 0 15 10 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 83.8 83.6 99.0 51.5 73.1 65.8 76.0
Old : 61.6 83.8 83.6 99.0 51.5 73.1 65.8 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,850: 300 0 0 11,550 11,850 11,850 11,850: 0 0
Old : 11,850: 300 0 0 11,550 11,850 11,850 11,850: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -480: 0 0 0 -445 -475 -445 -475: -35 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 97.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 0.0 0.0 97.5 100.0 100.0 100.0: 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 : 20: 1 0 0 15 10 16 10:
Old : 20: 1 0 0 15 10 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 83.5 84.3 99.0 50.2 80.1 67.6 80.5
Old : 62.0 83.5 84.3 99.0 50.2 80.1 67.6 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2018