CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,842: 1,589 404 0 6,244 7,432 7,833 7,836: 9 6
Old : 7,842: 1,589 404 0 6,244 7,432 7,833 7,836: 9 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -722: -65 25 -25 -631 -722 -721 -722: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 5.2 0.0 79.6 94.8 99.9 99.9: 0.1 0.1
Old : 100.0: 20.3 5.2 0.0 79.6 94.8 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 4 0 5 9 12 13:
Old : 23: 7 4 0 5 9 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.0 80.5 96.6 97.8 89.0 77.1 95.1 94.4
Old : 89.0 80.5 96.6 97.8 89.0 77.1 95.1 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 32,030: 16,880 11,859 600 14,550 19,571 32,030 32,030: 0 0
Old : 32,030: 16,880 11,859 600 14,550 19,571 32,030 32,030: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 37.0 1.9 45.4 61.1 100.0 100.0: 0.0 0.0
Old : 100.0: 52.7 37.0 1.9 45.4 61.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 6 3 8 5 15 12:
Old : 23: 4 6 3 8 5 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 74.8 90.2 95.1 65.1 73.8 90.2 92.9
Old : 65.1 74.8 90.2 95.1 65.1 73.8 90.2 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 39,544: 13,384 20,263 20 26,140 19,261 39,544 39,544: 0 0
Old : 39,544: 13,384 20,263 20 26,140 19,261 39,544 39,544: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 600: -200 -300 0 800 900 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 51.2 0.1 66.1 48.7 100.0 100.0: 0.0 0.0
Old : 100.0: 33.8 51.2 0.1 66.1 48.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 9 2 9 6 16 15:
Old : 25: 5 9 2 9 6 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 : 67.0 66.9 89.2 88.4 67.0 62.8 89.2 81.8
Old : 67.0 66.9 89.2 88.4 67.0 62.8 89.2 81.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,169: 2,782 1,173 3,281 25,084 26,684 31,147 31,139: 22 30
Old : 31,169: 2,782 1,173 3,281 25,084 26,684 31,147 31,139: 22 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -5,877: -2,990 -121 -113 -2,776 -5,658 -5,880 -5,892: 3 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 3.8 10.5 80.5 85.6 99.9 99.9: 0.1 0.1
Old : 100.0: 8.9 3.8 10.5 80.5 85.6 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 6 10 10 11 23 22:
Old : 28: 8 6 10 10 11 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 58.3 83.3 76.0 51.2 52.2 59.7 60.3
Old : 66.9 58.3 83.3 76.0 51.2 52.2 59.7 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 38,245: 7,989 2,202 0 30,256 35,983 38,245 38,185: 0 60
Old : 38,245: 7,989 2,202 0 30,256 35,983 38,245 38,185: 0 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 436: 225 235 0 211 151 436 386: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 5.8 0.0 79.1 94.1 100.0 99.8: 0.0 0.2
Old : 100.0: 20.9 5.8 0.0 79.1 94.1 100.0 99.8: 0.0 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 : 24: 3 4 0 10 11 13 15:
Old : 24: 3 4 0 10 11 13 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 : 82.0 84.8 96.9 97.2 79.6 84.5 94.3 94.3
Old : 82.0 84.8 96.9 97.2 79.6 84.5 94.3 94.3
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 34,730: 8,425 14,933 275 26,030 19,522 34,730 34,730: 0 0
Old : 34,730: 8,425 14,933 275 26,030 19,522 34,730 34,730: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 400: -400 0 0 800 400 400 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 43.0 0.8 74.9 56.2 100.0 100.0: 0.0 0.0
Old : 100.0: 24.3 43.0 0.8 74.9 56.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 6 2 8 5 16 12:
Old : 24: 7 6 2 8 5 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 : 71.1 79.5 89.4 96.6 71.1 77.7 89.4 94.0
Old : 71.1 79.5 89.4 96.6 71.1 77.7 89.4 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 21,595: 4,290 8,540 0 17,305 13,055 21,595 21,595: 0 0
Old : 21,595: 4,290 8,540 0 17,305 13,055 21,595 21,595: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 650: -100 0 0 750 650 650 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 39.5 0.0 80.1 60.5 100.0 100.0: 0.0 0.0
Old : 100.0: 19.9 39.5 0.0 80.1 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 : 21: 3 7 0 8 4 11 11:
Old : 21: 3 7 0 8 4 11 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 : 70.5 78.0 97.1 96.2 70.5 78.0 97.1 96.2
Old : 70.5 78.0 97.1 96.2 70.5 78.0 97.1 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,479: 8,574 6,615 0 6,905 8,864 15,479 15,479: 0 0
Old : 15,479: 8,574 6,615 0 6,905 8,864 15,479 15,479: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -394: 314 -100 0 -707 -294 -394 -394: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 42.7 0.0 44.6 57.3 100.0 100.0: 0.0 0.0
Old : 100.0: 55.4 42.7 0.0 44.6 57.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 4 0 7 8 14 12:
Old : 24: 7 4 0 7 8 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 67.5 87.4 92.5 61.7 65.9 86.1 90.9
Old : 63.0 67.5 87.4 92.5 61.7 65.9 86.1 90.9
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 27,104: 8,766 10,650 700 17,637 15,754 27,104 27,104: 0 0
Old : 27,104: 8,766 10,650 700 17,637 15,754 27,104 27,104: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -153: -28 450 0 -125 -603 -153 -153: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 39.3 2.6 65.1 58.1 100.0 100.0: 0.0 0.0
Old : 100.0: 32.3 39.3 2.6 65.1 58.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 3 11 6 18 13:
Old : 23: 5 6 3 11 6 18 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 : 54.7 71.8 80.3 93.1 53.9 68.5 79.6 86.2
Old : 54.7 71.8 80.3 93.1 53.9 68.5 79.6 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,970: 7,570 5,800 100 10,300 12,070 17,970 17,970: 0 0
Old : 17,970: 7,570 5,800 100 10,300 12,070 17,970 17,970: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 32.3 0.6 57.3 67.2 100.0 100.0: 0.0 0.0
Old : 100.0: 42.1 32.3 0.6 57.3 67.2 100.0 100.0: 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 : 23: 7 4 1 9 3 17 7:
Old : 23: 7 4 1 9 3 17 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 : 55.1 87.8 80.7 100.0 55.1 87.2 80.7 99.4
Old : 55.1 87.8 80.7 100.0 55.1 87.2 80.7 99.4
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,137: 285 854 1,039 9,813 9,244 11,137 11,137: 0 0
Old : 11,137: 285 854 1,039 9,813 9,244 11,137 11,137: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 7.7 9.3 88.1 83.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 7.7 9.3 88.1 83.0 100.0 100.0: 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 4 2 11 12 14 16:
Old : 20: 1 4 2 11 12 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 73.8 92.7 93.9 60.1 58.0 69.3 68.6
Old : 64.5 73.8 92.7 93.9 60.1 58.0 69.3 68.6
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,133,215: 911,403 32,971 823,468 3,361,492 4,261,433 5,096,363 5,117,872: 36,852 15,343
Old : 5,133,215: 911,403 32,971 823,468 3,361,492 4,261,433 5,096,363 5,117,872: 36,852 15,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -195,212: -43,567 -21,171 15,378 -167,052 -194,411 -195,241 -200,204: 29 4,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 0.6 16.0 65.5 83.0 99.3 99.7: 0.7 0.3
Old : 100.0: 17.8 0.6 16.0 65.5 83.0 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 60 16 61 134 127 209 189:
Old : 224: 60 16 61 134 127 209 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 32.3 44.6 49.1 24.9 31.3 38.7 43.4
Old : 28.4 32.3 44.6 49.1 24.9 31.3 38.7 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,717,383: 172,606 67,433 709,519 832,428 937,312 1,714,552 1,714,263: 2,831 3,119
Old : 1,717,383: 172,606 67,433 709,519 832,428 937,312 1,714,552 1,714,263: 2,831 3,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -307,507: -52,452 -14,468 -129,491 -126,083 -166,157 -308,025 -310,116: 518 2,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.9 41.3 48.5 54.6 99.8 99.8: 0.2 0.2
Old : 100.0: 10.1 3.9 41.3 48.5 54.6 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 19 10 25 52 45 80 71:
Old : 81: 19 10 25 52 45 80 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 60.5 73.0 73.7 10.7 9.4 12.0 12.2
Old : 61.4 60.5 73.0 73.7 10.7 9.4 12.0 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 189,985: 1,675 1,366 1,166 167,460 180,623 170,301 183,155: 19,684 6,830
Old : 189,985: 1,675 1,366 1,166 167,460 180,623 170,301 183,155: 19,684 6,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 7,491: 885 473 369 6,845 6,356 8,099 7,198: -608 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.7 0.6 88.1 95.1 89.6 96.4: 10.4 3.6
Old : 100.0: 0.9 0.7 0.6 88.1 95.1 89.6 96.4: 10.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 2 3 35 30 39 34:
Old : 46: 3 2 3 35 30 39 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 : 40.5 50.4 58.7 77.3 30.1 45.5 41.4 61.7
Old : 40.5 50.4 58.7 77.3 30.1 45.5 41.4 61.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 100,802: 2,805 0 90 95,034 98,687 97,929 98,777: 2,873 2,025
Old : 100,802: 2,805 0 90 95,034 98,687 97,929 98,777: 2,873 2,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -865: 81 0 0 -336 -537 -255 -537: -610 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.1 94.3 97.9 97.1 98.0: 2.9 2.0
Old : 100.0: 2.8 0.0 0.1 94.3 97.9 97.1 98.0: 2.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 0 1 31 32 33 33:
Old : 38: 2 0 1 31 32 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 43.0 72.1 63.5 52.6 34.0 63.3 52.3
Old : 55.0 43.0 72.1 63.5 52.6 34.0 63.3 52.3
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,660: 589 2,501 1,026 123,377 131,222 124,992 134,749: 15,668 5,911
Old : 140,660: 589 2,501 1,026 123,377 131,222 124,992 134,749: 15,668 5,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 3,817: -332 2,155 -224 3,638 2,127 3,082 4,058: 735 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.8 0.7 87.7 93.3 88.9 95.8: 11.1 4.2
Old : 100.0: 0.4 1.8 0.7 87.7 93.3 88.9 95.8: 11.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 2 2 29 27 32 29:
Old : 42: 1 2 2 29 27 32 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 : 45.2 46.4 62.8 67.4 38.8 46.4 51.1 59.4
Old : 45.2 46.4 62.8 67.4 38.8 46.4 51.1 59.4
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 981,855: 12 2,418 6,404 962,860 970,778 969,276 979,600: 12,579 2,255
Old : 981,855: 12 2,418 6,404 962,860 970,778 969,276 979,600: 12,579 2,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 39,096: -183 1,141 398 41,341 38,717 41,556 40,256: -2,460 -1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.7 98.1 98.9 98.7 99.8: 1.3 0.2
Old : 100.0: 0.0 0.2 0.7 98.1 98.9 98.7 99.8: 1.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 1 3 5 51 40 56 45:
Old : 62: 1 3 5 51 40 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 54.6 60.8 78.5 34.1 54.2 51.0 70.5
Old : 40.0 54.6 60.8 78.5 34.1 54.2 51.0 70.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 406,334: 6,195 0 1,769 386,329 396,590 394,293 398,359: 12,041 7,975
Old : 406,334: 6,195 0 1,769 386,329 396,590 394,293 398,359: 12,041 7,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 19,045: 443 -327 -382 18,363 20,399 18,424 19,690: 621 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.4 95.1 97.6 97.0 98.0: 3.0 2.0
Old : 100.0: 1.5 0.0 0.4 95.1 97.6 97.0 98.0: 3.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 3 0 2 36 45 39 47:
Old : 60: 3 0 2 36 45 39 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 35.7 75.5 56.3 55.5 35.6 69.8 52.8
Old : 56.9 35.7 75.5 56.3 55.5 35.6 69.8 52.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 315,556: 2,565 687 1,782 305,410 312,085 309,757 314,554: 5,799 1,002
Old : 315,556: 2,565 687 1,782 305,410 312,085 309,757 314,554: 5,799 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 10,950: 582 687 223 10,269 11,171 11,074 12,081: -124 -1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.2 0.6 96.8 98.9 98.2 99.7: 1.8 0.3
Old : 100.0: 0.8 0.2 0.6 96.8 98.9 98.2 99.7: 1.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 3 1 3 41 47 45 50:
Old : 59: 3 1 3 41 47 45 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 : 60.5 37.5 74.9 60.6 60.1 34.8 69.6 54.6
Old : 60.5 37.5 74.9 60.6 60.1 34.8 69.6 54.6
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 136,238: 341 4,101 1,665 128,572 119,941 130,578 125,707: 5,660 10,531
Old : 136,238: 341 4,101 1,665 128,572 119,941 130,578 125,707: 5,660 10,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 7,390: 93 2,335 391 6,982 3,955 7,466 6,681: -76 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.0 1.2 94.4 88.0 95.8 92.3: 4.2 7.7
Old : 100.0: 0.3 3.0 1.2 94.4 88.0 95.8 92.3: 4.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 4 2 27 30 30 34:
Old : 43: 1 4 2 27 30 30 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 : 61.1 39.4 76.1 60.2 60.9 37.3 75.5 57.2
Old : 61.1 39.4 76.1 60.2 60.9 37.3 75.5 57.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,028: 5,129 7,090 1,095 95,072 95,614 101,296 103,799: 6,732 4,229
Old : 108,028: 5,129 7,090 1,095 95,072 95,614 101,296 103,799: 6,732 4,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 6,199: 1,344 2,291 -183 6,655 6,734 7,816 8,842: -1,617 -2,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.6 1.0 88.0 88.5 93.8 96.1: 6.2 3.9
Old : 100.0: 4.7 6.6 1.0 88.0 88.5 93.8 96.1: 6.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 4 1 21 24 24 28:
Old : 37: 2 4 1 21 24 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 45.3 74.6 64.9 57.6 44.1 70.3 62.5
Old : 61.7 45.3 74.6 64.9 57.6 44.1 70.3 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 22,885: 0 0 0 21,389 22,745 21,389 22,745: 1,496 140
Old : 22,885: 0 0 0 21,389 22,745 21,389 22,745: 1,496 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,953: 0 0 0 2,065 1,981 2,065 1,981: -112 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.5 99.4 93.5 99.4: 6.5 0.6
Old : 100.0: 0.0 0.0 0.0 93.5 99.4 93.5 99.4: 6.5 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 : 28: 0 0 0 14 17 14 17:
Old : 28: 0 0 0 14 17 14 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 : 52.7 55.3 76.6 80.4 52.7 52.8 76.6 77.5
Old : 52.7 55.3 76.6 80.4 52.7 52.8 76.6 77.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 94,410: 679 2,314 500 84,770 86,701 85,949 89,515: 8,461 4,895
Old : 94,410: 679 2,314 500 84,770 86,701 85,949 89,515: 8,461 4,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,273: 679 862 -216 748 566 1,211 1,212: 62 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.5 0.5 89.8 91.8 91.0 94.8: 9.0 5.2
Old : 100.0: 0.7 2.5 0.5 89.8 91.8 91.0 94.8: 9.0 5.2
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 : 28: 1 1 1 20 17 21 19:
Old : 28: 1 1 1 20 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 70.0 70.5 88.3 46.0 68.7 69.2 84.7
Old : 46.6 70.0 70.5 88.3 46.0 68.7 69.2 84.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 175,307: 0 0 0 167,522 172,414 167,522 172,414: 7,785 2,893
Old : 175,307: 0 0 0 167,522 172,414 167,522 172,414: 7,785 2,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 3,971: 0 0 0 3,864 2,914 3,864 2,914: 107 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.6 98.3 95.6 98.3: 4.4 1.7
Old : 100.0: 0.0 0.0 0.0 95.6 98.3 95.6 98.3: 4.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 0 0 29 28 29 28:
Old : 39: 0 0 0 29 28 29 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 : 53.6 75.2 69.8 85.9 52.5 75.2 68.6 85.8
Old : 53.6 75.2 69.8 85.9 52.5 75.2 68.6 85.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 63,242: 0 0 0 56,212 58,116 56,212 58,116: 7,030 5,126
Old : 63,242: 0 0 0 56,212 58,116 56,212 58,116: 7,030 5,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,350: 0 0 0 1,891 2,275 1,891 2,275: 459 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.9 91.9 88.9 91.9: 11.1 8.1
Old : 100.0: 0.0 0.0 0.0 88.9 91.9 88.9 91.9: 11.1 8.1
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 0 0 14 15 14 15:
Old : 22: 0 0 0 14 15 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 60.5 79.1 79.0 45.7 55.4 65.4 69.3
Old : 59.2 60.5 79.1 79.0 45.7 55.4 65.4 69.3
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 543,873: 17,193 2,541 6,604 509,951 524,236 533,748 533,381: 10,125 10,492
Old : 543,873: 17,193 2,541 6,604 509,951 524,236 533,748 533,381: 10,125 10,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 29,222: -3,096 2,541 1,177 30,801 25,849 28,882 29,567: 340 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.5 1.2 93.8 96.4 98.1 98.1: 1.9 1.9
Old : 100.0: 3.2 0.5 1.2 93.8 96.4 98.1 98.1: 1.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 7 1 5 54 48 61 54:
Old : 69: 7 1 5 54 48 61 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 53.5 51.9 67.7 29.1 52.1 45.4 61.1
Old : 32.6 53.5 51.9 67.7 29.1 52.1 45.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,680: 0 2,791 1,489 92,049 89,488 93,538 93,768: 8,142 7,912
Old : 101,680: 0 2,791 1,489 92,049 89,488 93,538 93,768: 8,142 7,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 8,288: 0 1,802 -48 8,532 6,683 8,484 8,437: -196 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 1.5 90.5 88.0 92.0 92.2: 8.0 7.8
Old : 100.0: 0.0 2.7 1.5 90.5 88.0 92.0 92.2: 8.0 7.8
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 : 33: 0 4 2 22 20 24 24:
Old : 33: 0 4 2 22 20 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 47.3 78.6 70.5 48.0 47.0 67.7 64.5
Old : 53.9 47.3 78.6 70.5 48.0 47.0 67.7 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,106: 0 596 0 19,057 18,255 19,057 18,851: 1,049 1,255
Old : 20,106: 0 596 0 19,057 18,255 19,057 18,851: 1,049 1,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 94.8 90.8 94.8 93.8: 5.2 6.2
Old : 100.0: 0.0 3.0 0.0 94.8 90.8 94.8 93.8: 5.2 6.2
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 : 21: 0 1 0 12 12 12 13:
Old : 21: 0 1 0 12 12 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 66.9 83.0 84.7 57.9 55.0 71.9 72.3
Old : 63.5 66.9 83.0 84.7 57.9 55.0 71.9 72.3
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,941: 248 682 0 77,758 77,015 78,006 77,697: 3,935 4,244
Old : 81,941: 248 682 0 77,758 77,015 78,006 77,697: 3,935 4,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -1,122: -2,250 464 -283 -812 -1,299 -3,345 -1,118: 2,223 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.8 0.0 94.9 94.0 95.2 94.8: 4.8 5.2
Old : 100.0: 0.3 0.8 0.0 94.9 94.0 95.2 94.8: 4.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 17 19 18 20:
Old : 27: 1 1 0 17 19 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 55.6 81.4 79.4 52.3 55.4 78.6 73.9
Old : 54.4 55.6 81.4 79.4 52.3 55.4 78.6 73.9
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 158,836: 38,366 3,038 0 120,253 152,548 158,619 155,586: 217 3,250
Old : 158,836: 38,366 3,038 0 120,253 152,548 158,619 155,586: 217 3,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 56,501: 30,988 3,038 0 27,140 54,682 58,128 57,720: -1,627 -1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 1.9 0.0 75.7 96.0 99.9 98.0: 0.1 2.0
Old : 100.0: 24.2 1.9 0.0 75.7 96.0 99.9 98.0: 0.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 9 5 0 21 42 30 47:
Old : 66: 9 5 0 21 42 30 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 42.6 62.8 59.9 34.3 37.9 58.0 51.6
Old : 36.8 42.6 62.8 59.9 34.3 37.9 58.0 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 170,450: 66,737 3,007 1,554 101,375 164,275 169,666 168,836: 784 1,614
Old : 170,450: 66,737 3,007 1,554 101,375 164,275 169,666 168,836: 784 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 56,947: 29,229 2,257 1,492 26,039 52,903 56,760 56,652: 187 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 1.8 0.9 59.5 96.4 99.5 99.1: 0.5 0.9
Old : 100.0: 39.2 1.8 0.9 59.5 96.4 99.5 99.1: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 12 7 5 24 51 38 61:
Old : 78: 12 7 5 24 51 38 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 40.0 60.3 55.9 35.9 35.6 57.4 50.5
Old : 36.5 40.0 60.3 55.9 35.9 35.6 57.4 50.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,998: 0 463 0 70,622 67,818 70,622 68,281: 376 2,717
Old : 70,998: 0 463 0 70,622 67,818 70,622 68,281: 376 2,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,353: 0 -289 0 4,319 4,354 4,319 4,065: 34 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 99.5 95.5 99.5 96.2: 0.5 3.8
Old : 100.0: 0.0 0.7 0.0 99.5 95.5 99.5 96.2: 0.5 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 : 32: 0 1 0 17 23 17 24:
Old : 32: 0 1 0 17 23 17 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 : 70.2 71.3 85.8 85.4 67.2 71.3 81.3 82.2
Old : 70.2 71.3 85.8 85.4 67.2 71.3 81.3 82.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 20,765: 0 0 0 20,153 20,218 20,153 20,218: 612 547
Old : 20,765: 0 0 0 20,153 20,218 20,153 20,218: 612 547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.1 97.4 97.1 97.4: 2.9 2.6
Old : 100.0: 0.0 0.0 0.0 97.1 97.4 97.1 97.4: 2.9 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 : 20: 0 0 0 9 13 9 13:
Old : 20: 0 0 0 9 13 9 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 : 79.0 77.5 95.9 90.4 79.0 76.0 92.1 86.2
Old : 79.0 77.5 95.9 90.4 79.0 76.0 92.1 86.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 266,740: 0 1,950 865 259,654 255,269 260,519 258,084: 6,221 8,656
Old : 266,740: 0 1,950 865 259,654 255,269 260,519 258,084: 6,221 8,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 12,199: -117 1,950 207 11,560 10,455 11,650 12,612: 549 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.3 97.3 95.7 97.7 96.8: 2.3 3.2
Old : 100.0: 0.0 0.7 0.3 97.3 95.7 97.7 96.8: 2.3 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 : 44: 0 2 1 35 38 36 40:
Old : 44: 0 2 1 35 38 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 57.8 73.6 73.7 59.3 48.3 69.2 60.6
Old : 60.4 57.8 73.6 73.7 59.3 48.3 69.2 60.6
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 75,623: 0 2,060 487 55,856 65,654 56,343 68,201: 19,280 7,422
Old : 75,623: 0 2,060 487 55,856 65,654 56,343 68,201: 19,280 7,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.6 73.9 86.8 74.5 90.2: 25.5 9.8
Old : 100.0: 0.0 2.7 0.6 73.9 86.8 74.5 90.2: 25.5 9.8
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: 0 3 1 12 13 13 16:
Old : 20: 0 3 1 12 13 13 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 : 60.7 64.6 71.9 82.7 40.6 45.8 43.0 55.6
Old : 60.7 64.6 71.9 82.7 40.6 45.8 43.0 55.6
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,982: 0 4,616 307 103,876 96,062 104,183 100,985: 2,799 5,997
Old : 106,982: 0 4,616 307 103,876 96,062 104,183 100,985: 2,799 5,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 10,197: 0 1,183 90 10,076 7,956 10,166 9,229: 31 968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.3 97.1 89.8 97.4 94.4: 2.6 5.6
Old : 100.0: 0.0 4.3 0.3 97.1 89.8 97.4 94.4: 2.6 5.6
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 : 40: 0 3 1 27 29 28 32:
Old : 40: 0 3 1 27 29 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 54.2 78.1 70.0 46.7 44.7 59.6 53.0
Old : 57.7 54.2 78.1 70.0 46.7 44.7 59.6 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 141,384: 3,868 1,451 401 128,067 136,170 132,336 138,022: 9,048 3,362
Old : 141,384: 3,868 1,451 401 128,067 136,170 132,336 138,022: 9,048 3,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,198: 151 1,451 0 3,954 4,082 4,105 5,533: 93 -1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.0 0.3 90.6 96.3 93.6 97.6: 6.4 2.4
Old : 100.0: 2.7 1.0 0.3 90.6 96.3 93.6 97.6: 6.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 1 18 18 20 21:
Old : 29: 2 2 1 18 18 20 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 : 62.6 74.2 80.8 86.5 57.3 73.3 75.5 82.6
Old : 62.6 74.2 80.8 86.5 57.3 73.3 75.5 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,154: 775 0 0 96,274 103,499 97,049 103,499: 9,105 2,655
Old : 106,154: 775 0 0 96,274 103,499 97,049 103,499: 9,105 2,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,080: 775 0 0 1,992 3,239 2,767 3,239: -687 -1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 90.7 97.5 91.4 97.5: 8.6 2.5
Old : 100.0: 0.7 0.0 0.0 90.7 97.5 91.4 97.5: 8.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 20 18 21 18:
Old : 23: 1 0 0 20 18 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 69.0 78.4 87.4 58.5 65.0 73.2 79.2
Old : 60.6 69.0 78.4 87.4 58.5 65.0 73.2 79.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 124,997: 217 1,934 246 118,916 119,137 119,379 121,317: 5,618 3,680
Old : 124,997: 217 1,934 246 118,916 119,137 119,379 121,317: 5,618 3,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 743: 0 751 123 -919 587 -796 1,461: 1,539 -718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.5 0.2 95.1 95.3 95.5 97.1: 4.5 2.9
Old : 100.0: 0.2 1.5 0.2 95.1 95.3 95.5 97.1: 4.5 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 : 28: 1 3 1 21 18 23 21:
Old : 28: 1 3 1 21 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 62.1 77.2 81.7 58.5 58.1 70.3 75.7
Old : 62.2 62.1 77.2 81.7 58.5 58.1 70.3 75.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 148,192: 2,906 4,123 578 126,842 136,506 130,326 141,207: 17,866 6,985
Old : 148,192: 2,906 4,123 578 126,842 136,506 130,326 141,207: 17,866 6,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,255: 1,503 2,522 -1,173 2,930 3,161 3,260 4,510: 995 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.8 0.4 85.6 92.1 87.9 95.3: 12.1 4.7
Old : 100.0: 2.0 2.8 0.4 85.6 92.1 87.9 95.3: 12.1 4.7
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: 1 2 2 26 24 28 27:
Old : 36: 1 2 2 26 24 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 67.6 52.8 81.3 34.2 63.7 49.4 77.0
Old : 36.1 67.6 52.8 81.3 34.2 63.7 49.4 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,451: 336 640 0 19,525 19,127 19,861 19,767: 590 684
Old : 20,451: 336 640 0 19,525 19,127 19,861 19,767: 590 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 5,296: 0 -31 0 5,265 5,327 5,265 5,296: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.1 0.0 95.5 93.5 97.1 96.7: 2.9 3.3
Old : 100.0: 1.6 3.1 0.0 95.5 93.5 97.1 96.7: 2.9 3.3
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 : 27: 1 2 0 16 14 17 16:
Old : 27: 1 2 0 16 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 : 65.5 58.7 82.8 77.9 57.4 57.0 74.8 72.9
Old : 65.5 58.7 82.8 77.9 57.4 57.0 74.8 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 33,952: 776 0 186 30,246 32,816 31,208 33,002: 2,744 950
Old : 33,952: 776 0 186 30,246 32,816 31,208 33,002: 2,744 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 5,778: 62 0 186 4,923 5,208 5,171 5,394: 607 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.5 89.1 96.7 91.9 97.2: 8.1 2.8
Old : 100.0: 2.3 0.0 0.5 89.1 96.7 91.9 97.2: 8.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 18 13 20 14:
Old : 27: 2 0 1 18 13 20 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 : 66.7 71.4 79.1 91.6 63.7 71.2 74.4 88.0
Old : 66.7 71.4 79.1 91.6 63.7 71.2 74.4 88.0
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 192,658: 12,047 5,617 2,591 172,848 177,399 187,486 185,607: 5,172 7,051
Old : 192,658: 12,047 5,617 2,591 172,848 177,399 187,486 185,607: 5,172 7,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 8,444: -844 1,091 18 10,099 8,258 9,273 9,367: -829 -923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.9 1.3 89.7 92.1 97.3 96.3: 2.7 3.7
Old : 100.0: 6.3 2.9 1.3 89.7 92.1 97.3 96.3: 2.7 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 : 52: 3 3 3 38 35 43 39:
Old : 52: 3 3 3 38 35 43 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 : 41.7 58.6 57.1 71.7 40.3 52.9 54.6 64.2
Old : 41.7 58.6 57.1 71.7 40.3 52.9 54.6 64.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 91,615: 546 0 426 81,116 82,685 82,088 83,111: 9,527 8,504
Old : 91,615: 546 0 426 81,116 82,685 82,088 83,111: 9,527 8,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,817: 546 0 426 573 2,374 1,545 2,800: 272 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.5 88.5 90.3 89.6 90.7: 10.4 9.3
Old : 100.0: 0.6 0.0 0.5 88.5 90.3 89.6 90.7: 10.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 18 19 19 20:
Old : 26: 1 0 1 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 46.7 71.8 69.4 43.2 44.7 54.9 59.6
Old : 50.2 46.7 71.8 69.4 43.2 44.7 54.9 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 98,970: 0 0 0 93,101 94,624 93,101 94,624: 5,869 4,346
Old : 98,970: 0 0 0 93,101 94,624 93,101 94,624: 5,869 4,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 302: 0 0 0 120 151 120 151: 182 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.1 95.6 94.1 95.6: 5.9 4.4
Old : 100.0: 0.0 0.0 0.0 94.1 95.6 94.1 95.6: 5.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 27 18 27 18:
Old : 32: 0 0 0 27 18 27 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 : 46.4 70.5 68.8 84.9 39.6 67.4 61.3 78.5
Old : 46.4 70.5 68.8 84.9 39.6 67.4 61.3 78.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 68,460: 1,464 0 248 59,845 59,305 61,557 59,553: 6,903 8,907
Old : 68,460: 1,464 0 248 59,845 59,305 61,557 59,553: 6,903 8,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.4 87.4 86.6 89.9 87.0: 10.1 13.0
Old : 100.0: 2.1 0.0 0.4 87.4 86.6 89.9 87.0: 10.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 16 15 17 16:
Old : 20: 1 0 1 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 63.3 74.5 78.4 51.2 57.5 62.9 63.5
Old : 56.9 63.3 74.5 78.4 51.2 57.5 62.9 63.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 131,893: 3,323 0 0 114,559 122,792 117,882 122,792: 14,011 9,101
Old : 131,893: 3,323 0 0 114,559 122,792 117,882 122,792: 14,011 9,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,644: 303 0 0 4,196 4,492 4,499 4,492: 145 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 86.9 93.1 89.4 93.1: 10.6 6.9
Old : 100.0: 2.5 0.0 0.0 86.9 93.1 89.4 93.1: 10.6 6.9
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 : 29: 2 0 0 22 17 24 17:
Old : 29: 2 0 0 22 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 : 45.0 71.7 64.3 86.3 44.6 66.8 62.9 81.2
Old : 45.0 71.7 64.3 86.3 44.6 66.8 62.9 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 61,086: 2,630 0 0 52,366 58,610 54,996 58,610: 6,090 2,476
Old : 61,086: 2,630 0 0 52,366 58,610 54,996 58,610: 6,090 2,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -2,907: 0 0 0 -4,181 -2,693 -4,181 -2,693: 1,274 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.0 85.7 95.9 90.0 95.9: 10.0 4.1
Old : 100.0: 4.3 0.0 0.0 85.7 95.9 90.0 95.9: 10.0 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 : 20: 1 0 0 14 12 15 12:
Old : 20: 1 0 0 14 12 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 75.1 80.4 90.0 56.5 75.1 77.4 88.7
Old : 59.5 75.1 80.4 90.0 56.5 75.1 77.4 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 156,700: 23,522 13,508 15,604 117,486 127,411 156,612 156,523: 88 177
Old : 156,700: 23,522 13,508 15,604 117,486 127,411 156,612 156,523: 88 177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -3,652: -52 -1,119 -1,479 -2,167 -1,164 -3,697 -3,761: 45 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 8.6 10.0 75.0 81.3 99.9 99.9: 0.1 0.1
Old : 100.0: 15.0 8.6 10.0 75.0 81.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 11 13 17 46 48 67 68:
Old : 75: 11 13 17 46 48 67 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 32.7 58.8 53.3 29.0 25.4 38.2 37.4
Old : 42.4 32.7 58.8 53.3 29.0 25.4 38.2 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,155: 2,656 1,420 1,001 41,473 42,734 45,131 45,155: 24 0
Old : 45,155: 2,656 1,420 1,001 41,473 42,734 45,131 45,155: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,293: 282 669 -274 1,261 898 1,269 1,293: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.1 2.2 91.8 94.6 99.9 100.0: 0.1 0.0
Old : 100.0: 5.9 3.1 2.2 91.8 94.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 3 4 27 25 32 31:
Old : 37: 4 3 4 27 25 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 : 43.7 50.0 65.3 75.1 38.8 39.2 52.6 52.4
Old : 43.7 50.0 65.3 75.1 38.8 39.2 52.6 52.4
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 403,831: 14,921 8 9,032 379,014 394,791 402,967 403,831: 864 0
Old : 403,831: 14,921 8 9,032 379,014 394,791 402,967 403,831: 864 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 12,108: 3,210 -5,672 2,088 5,946 15,692 11,244 12,108: 864 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 2.2 93.9 97.8 99.8 100.0: 0.2 0.0
Old : 100.0: 3.7 0.0 2.2 93.9 97.8 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 1 2 22 23 27 25:
Old : 35: 4 1 2 22 23 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 52.4 78.4 74.4 48.4 41.9 54.1 52.1
Old : 61.2 52.4 78.4 74.4 48.4 41.9 54.1 52.1
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,348,015: 27,323 129,102 29,303 1,291,389 1,189,610 1,348,015 1,348,015: 0 0
Old : 1,348,015: 27,323 129,102 29,303 1,291,389 1,189,610 1,348,015 1,348,015: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 20,131: -1,125 1,593 1,451 19,805 17,087 20,131 20,131: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 9.6 2.2 95.8 88.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 9.6 2.2 95.8 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 : 59: 7 6 5 39 42 49 50:
Old : 59: 7 6 5 39 42 49 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 : 39.0 45.0 63.8 64.6 32.9 36.4 47.7 49.5
Old : 39.0 45.0 63.8 64.6 32.9 36.4 47.7 49.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,301: 1,721 5,166 1,575 62,005 58,561 65,301 65,301: 0 0
Old : 65,301: 1,721 5,166 1,575 62,005 58,561 65,301 65,301: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 461: 748 -807 -24 -263 1,292 461 461: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 7.9 2.4 95.0 89.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 7.9 2.4 95.0 89.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 6 7 24 23 32 32:
Old : 39: 4 6 7 24 23 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 75.4 81.7 85.1 67.1 66.1 73.2 74.1
Old : 69.4 75.4 81.7 85.1 67.1 66.1 73.2 74.1
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 303,211: 7,272 11,394 328 295,611 291,489 303,211 303,211: 0 0
Old : 303,211: 7,272 11,394 328 295,611 291,489 303,211 303,211: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 5,961: 608 1,593 0 5,353 4,368 5,961 5,961: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.8 0.1 97.5 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 3.8 0.1 97.5 96.1 100.0 100.0: 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 : 28: 3 3 1 17 14 21 17:
Old : 28: 3 3 1 17 14 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 : 74.4 76.0 88.3 89.7 73.9 65.1 79.6 77.2
Old : 74.4 76.0 88.3 89.7 73.9 65.1 79.6 77.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 312,502: 1,056 5,816 8,224 303,222 298,462 312,502 312,502: 0 0
Old : 312,502: 1,056 5,816 8,224 303,222 298,462 312,502 312,502: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 10,489: 0 0 0 10,489 10,489 10,489 10,489: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.9 2.6 97.0 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 1.9 2.6 97.0 95.5 100.0 100.0: 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 : 35: 2 2 1 23 24 26 26:
Old : 35: 2 2 1 23 24 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 50.0 74.7 72.1 40.2 46.7 55.0 59.3
Old : 54.4 50.0 74.7 72.1 40.2 46.7 55.0 59.3
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 23,933: 531 289 40 23,260 23,139 23,831 23,468: 102 465
Old : 23,933: 531 289 40 23,260 23,139 23,831 23,468: 102 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 467: 0 0 0 467 467 467 467: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.2 0.2 97.2 96.7 99.6 98.1: 0.4 1.9
Old : 100.0: 2.2 1.2 0.2 97.2 96.7 99.6 98.1: 0.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 2 1 20 25 25 28:
Old : 34: 5 2 1 20 25 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 58.4 70.2 80.5 40.4 53.3 55.8 63.3
Old : 48.1 58.4 70.2 80.5 40.4 53.3 55.8 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,167: 310 50 0 53,508 53,857 53,818 53,907: 349 260
Old : 54,167: 310 50 0 53,508 53,857 53,818 53,907: 349 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -849: 0 50 0 -879 -899 -879 -849: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.1 0.0 98.8 99.4 99.4 99.5: 0.6 0.5
Old : 100.0: 0.6 0.1 0.0 98.8 99.4 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 : 38: 1 1 0 28 28 29 29:
Old : 38: 1 1 0 28 28 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 53.5 72.9 72.8 52.2 52.1 63.4 66.7
Old : 57.0 53.5 72.9 72.8 52.2 52.1 63.4 66.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 73,229: 335 200 0 72,681 72,794 73,016 72,994: 213 235
Old : 73,229: 335 200 0 72,681 72,794 73,016 72,994: 213 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 355: 0 0 0 355 355 355 355: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.3 0.0 99.3 99.4 99.7 99.7: 0.3 0.3
Old : 100.0: 0.5 0.3 0.0 99.3 99.4 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 : 40: 1 2 0 28 28 29 30:
Old : 40: 1 2 0 28 28 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 59.9 72.3 76.5 51.2 59.8 67.1 73.6
Old : 54.6 59.9 72.3 76.5 51.2 59.8 67.1 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,700: 700 550 0 31,758 31,980 32,458 32,530: 242 170
Old : 32,700: 700 550 0 31,758 31,980 32,458 32,530: 242 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,550: 0 0 0 1,550 1,550 1,550 1,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.7 0.0 97.1 97.8 99.3 99.5: 0.7 0.5
Old : 100.0: 2.1 1.7 0.0 97.1 97.8 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 22 17 23 18:
Old : 28: 1 1 0 22 17 23 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 : 47.1 74.6 68.7 89.0 41.9 64.4 54.2 69.6
Old : 47.1 74.6 68.7 89.0 41.9 64.4 54.2 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 299,976: 17,576 0 736 281,664 299,240 299,976 299,976: 0 0
Old : 299,976: 17,576 0 736 281,664 299,240 299,976 299,976: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -9,744: 0 0 0 -9,744 -9,744 -9,744 -9,744: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 0.2 93.9 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 5.9 0.0 0.2 93.9 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 1 20 19 23 20:
Old : 31: 3 0 1 20 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 72.4 74.0 87.0 49.6 61.8 60.4 71.5
Old : 54.7 72.4 74.0 87.0 49.6 61.8 60.4 71.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 7,777: 466 777 40 6,736 6,339 7,242 7,156: 535 621
Old : 7,777: 466 777 40 6,736 6,339 7,242 7,156: 535 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 496: 0 -3 0 496 519 496 516: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 10.0 0.5 86.6 81.5 93.1 92.0: 6.9 8.0
Old : 100.0: 6.0 10.0 0.5 86.6 81.5 93.1 92.0: 6.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 1 20 18 22 20:
Old : 26: 1 2 1 20 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 51.2 69.7 72.6 41.9 46.9 63.0 62.5
Old : 45.5 51.2 69.7 72.6 41.9 46.9 63.0 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,860: 715 0 325 13,350 14,480 14,390 14,805: 470 55
Old : 14,860: 715 0 325 13,350 14,480 14,390 14,805: 470 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 75: 0 0 0 75 75 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 2.2 89.8 97.4 96.8 99.6: 3.2 0.4
Old : 100.0: 4.8 0.0 2.2 89.8 97.4 96.8 99.6: 3.2 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 : 21: 2 0 2 8 16 11 18:
Old : 21: 2 0 2 8 16 11 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 : 78.8 69.8 93.6 87.0 76.1 68.6 86.5 83.8
Old : 78.8 69.8 93.6 87.0 76.1 68.6 86.5 83.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,187: 0 635 0 37,182 36,440 37,182 37,075: 5 112
Old : 37,187: 0 635 0 37,182 36,440 37,182 37,075: 5 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,328: 0 0 0 1,328 1,328 1,328 1,328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 100.0 98.0 100.0 99.7: 0.0 0.3
Old : 100.0: 0.0 1.7 0.0 100.0 98.0 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 0 25 22 25 24:
Old : 32: 0 2 0 25 22 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 : 47.0 71.7 73.7 84.1 45.7 62.3 60.8 69.4
Old : 47.0 71.7 73.7 84.1 45.7 62.3 60.8 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,149: 1,100 50 0 24,839 25,969 25,939 26,019: 210 130
Old : 26,149: 1,100 50 0 24,839 25,969 25,939 26,019: 210 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 23: 0 0 0 23 18 23 18: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.2 0.0 95.0 99.3 99.2 99.5: 0.8 0.5
Old : 100.0: 4.2 0.2 0.0 95.0 99.3 99.2 99.5: 0.8 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 : 29: 2 1 0 23 20 25 21:
Old : 29: 2 1 0 23 20 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 68.0 72.8 90.8 46.7 58.8 62.5 74.0
Old : 54.2 68.0 72.8 90.8 46.7 58.8 62.5 74.0
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 20,340: 1,272 40 442 18,224 19,221 19,938 19,703: 402 637
Old : 20,340: 1,272 40 442 18,224 19,221 19,938 19,703: 402 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -10: 61 -23 -39 -52 -14 -30 -76: 20 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.2 2.2 89.6 94.5 98.0 96.9: 2.0 3.1
Old : 100.0: 6.3 0.2 2.2 89.6 94.5 98.0 96.9: 2.0 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 : 30: 4 1 3 22 19 26 23:
Old : 30: 4 1 3 22 19 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 53.7 67.8 78.7 34.4 43.0 51.9 61.1
Old : 44.5 53.7 67.8 78.7 34.4 43.0 51.9 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 58,431: 400 4,656 327 57,692 53,234 58,419 58,217: 12 214
Old : 58,431: 400 4,656 327 57,692 53,234 58,419 58,217: 12 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 633: 25 298 0 605 322 630 620: 3 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.0 0.6 98.7 91.1 100.0 99.6: 0.0 0.4
Old : 100.0: 0.7 8.0 0.6 98.7 91.1 100.0 99.6: 0.0 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 : 40: 2 4 2 29 24 33 28:
Old : 40: 2 4 2 29 24 33 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 : 49.6 53.5 74.5 79.3 49.6 47.7 69.8 70.1
Old : 49.6 53.5 74.5 79.3 49.6 47.7 69.8 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 79,113: 773 16,380 2,107 76,197 60,606 79,077 79,093: 36 20
Old : 79,113: 773 16,380 2,107 76,197 60,606 79,077 79,093: 36 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,021: -305 273 265 1,051 483 1,011 1,021: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 20.7 2.7 96.3 76.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 20.7 2.7 96.3 76.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 6 9 36 31 47 42:
Old : 55: 6 6 9 36 31 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 51.5 64.1 75.9 39.4 50.3 54.8 64.9
Old : 44.7 51.5 64.1 75.9 39.4 50.3 54.8 64.9
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,960: 825 0 0 41,850 42,770 42,675 42,770: 285 190
Old : 42,960: 825 0 0 41,850 42,770 42,675 42,770: 285 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 580: -5 0 0 585 580 580 580: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 97.4 99.6 99.3 99.6: 0.7 0.4
Old : 100.0: 1.9 0.0 0.0 97.4 99.6 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 22 12 23 12:
Old : 25: 1 0 0 22 12 23 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 : 49.6 95.4 74.9 98.9 49.5 93.8 71.3 93.8
Old : 49.6 95.4 74.9 98.9 49.5 93.8 71.3 93.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,715: 1,435 2,400 0 50,055 49,315 51,490 51,715: 225 0
Old : 51,715: 1,435 2,400 0 50,055 49,315 51,490 51,715: 225 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,260: 10 0 0 1,250 1,260 1,260 1,260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 4.6 0.0 96.8 95.4 99.6 100.0: 0.4 0.0
Old : 100.0: 2.8 4.6 0.0 96.8 95.4 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 23 13 24 14:
Old : 27: 1 1 0 23 13 24 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 : 45.4 91.3 73.1 98.4 43.5 87.9 71.2 93.2
Old : 45.4 91.3 73.1 98.4 43.5 87.9 71.2 93.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 290,063: 44,513 450 2,301 243,249 287,312 290,063 290,063: 0 0
Old : 290,063: 44,513 450 2,301 243,249 287,312 290,063 290,063: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 8,223: -1,935 425 375 9,783 7,423 8,223 8,223: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 0.2 0.8 83.9 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 15.3 0.2 0.8 83.9 99.1 100.0 100.0: 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 : 36: 2 1 3 24 29 27 32:
Old : 36: 2 1 3 24 29 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 49.7 75.0 70.3 55.0 47.8 69.3 63.5
Old : 58.2 49.7 75.0 70.3 55.0 47.8 69.3 63.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 25,693: 6,142 1,100 1,337 17,380 22,941 24,859 25,378: 834 316
Old : 25,693: 6,142 1,100 1,337 17,380 22,941 24,859 25,378: 834 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 306: -86 69 14 378 221 306 304: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 4.3 5.2 67.6 89.3 96.8 98.8: 3.2 1.2
Old : 100.0: 23.9 4.3 5.2 67.6 89.3 96.8 98.8: 3.2 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 : 40: 3 5 5 23 30 29 37:
Old : 40: 3 5 5 23 30 29 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 46.5 72.6 60.8 53.3 43.6 64.7 54.8
Old : 56.9 46.5 72.6 60.8 53.3 43.6 64.7 54.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 38,133: 963 290 181 36,989 37,662 38,133 38,133: 0 0
Old : 38,133: 963 290 181 36,989 37,662 38,133 38,133: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -770: -46 0 0 -724 -770 -770 -770: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.8 0.5 97.0 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 0.8 0.5 97.0 98.8 100.0 100.0: 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 : 29: 4 2 2 16 17 21 20:
Old : 29: 4 2 2 16 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 84.3 93.7 94.7 71.9 77.8 85.4 85.7
Old : 75.8 84.3 93.7 94.7 71.9 77.8 85.4 85.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 310,364: 4,680 15,692 3,108 302,576 291,564 310,364 310,364: 0 0
Old : 310,364: 4,680 15,692 3,108 302,576 291,564 310,364 310,364: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 13,352: 0 0 0 13,352 13,352 13,352 13,352: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 5.1 1.0 97.5 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 5.1 1.0 97.5 93.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 17 19 19 20:
Old : 26: 1 1 1 17 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 68.4 89.6 87.1 68.7 54.0 75.5 69.0
Old : 74.1 68.4 89.6 87.1 68.7 54.0 75.5 69.0
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 19,194: 730 646 1,102 16,534 16,428 18,366 18,176: 828 1,018
Old : 19,194: 730 646 1,102 16,534 16,428 18,366 18,176: 828 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 172: 0 0 0 172 172 172 172: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.4 5.7 86.1 85.6 95.7 94.7: 4.3 5.3
Old : 100.0: 3.8 3.4 5.7 86.1 85.6 95.7 94.7: 4.3 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 : 25: 2 2 2 15 16 18 19:
Old : 25: 2 2 2 15 16 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 61.4 79.9 80.3 53.6 50.5 61.4 59.1
Old : 61.2 61.4 79.9 80.3 53.6 50.5 61.4 59.1
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 140,585: 352 0 0 140,233 140,585 140,585 140,585: 0 0
Old : 140,585: 352 0 0 140,233 140,585 140,585 140,585: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 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 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 : 80.6 85.8 96.4 97.8 80.6 85.8 94.2 93.3
Old : 80.6 85.8 96.4 97.8 80.6 85.8 94.2 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 11,535: 466 490 80 9,971 9,886 10,517 10,456: 1,018 1,079
Old : 11,535: 466 490 80 9,971 9,886 10,517 10,456: 1,018 1,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 716: 0 0 0 696 693 696 693: 20 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.2 0.7 86.4 85.7 91.2 90.6: 8.8 9.4
Old : 100.0: 4.0 4.2 0.7 86.4 85.7 91.2 90.6: 8.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 13 14 15 17:
Old : 21: 1 3 1 13 14 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 : 52.4 64.7 74.8 82.6 51.1 62.4 65.0 68.8
Old : 52.4 64.7 74.8 82.6 51.1 62.4 65.0 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 83,436: 1,760 0 0 81,676 83,436 83,436 83,436: 0 0
Old : 83,436: 1,760 0 0 81,676 83,436 83,436 83,436: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,875: 0 0 0 1,875 1,875 1,875 1,875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 97.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.0 0.0 97.9 100.0 100.0 100.0: 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 : 24: 3 0 0 12 14 15 14:
Old : 24: 3 0 0 12 14 15 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 : 67.5 67.7 90.0 90.1 55.9 67.7 77.5 80.7
Old : 67.5 67.7 90.0 90.1 55.9 67.7 77.5 80.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,845: 286 1,224 170 13,051 12,156 13,507 13,550: 338 295
Old : 13,845: 286 1,224 170 13,051 12,156 13,507 13,550: 338 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 160: 0 20 0 160 120 160 140: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 8.8 1.2 94.3 87.8 97.6 97.9: 2.4 2.1
Old : 100.0: 2.1 8.8 1.2 94.3 87.8 97.6 97.9: 2.4 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 : 29: 1 4 2 21 21 23 26:
Old : 29: 1 4 2 21 21 23 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 : 61.4 36.1 79.9 58.3 40.8 26.3 53.5 44.1
Old : 61.4 36.1 79.9 58.3 40.8 26.3 53.5 44.1
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 154,754: 0 8,040 0 154,754 146,714 154,754 154,754: 0 0
Old : 154,754: 0 8,040 0 154,754 146,714 154,754 154,754: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 694: 0 0 0 694 694 694 694: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 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 : 27: 0 2 0 20 16 20 18:
Old : 27: 0 2 0 20 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 57.6 82.6 82.7 57.9 52.2 73.0 70.9
Old : 65.5 57.6 82.6 82.7 57.9 52.2 73.0 70.9
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,673: 449 699 1,860 19,244 19,114 21,553 21,673: 120 0
Old : 21,673: 449 699 1,860 19,244 19,114 21,553 21,673: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -101: 0 25 -25 -172 -101 -197 -101: 96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.2 8.6 88.8 88.2 99.4 100.0: 0.6 0.0
Old : 100.0: 2.1 3.2 8.6 88.8 88.2 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 2 19 14 21 18:
Old : 25: 1 3 2 19 14 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 59.4 80.8 84.0 46.4 44.5 59.5 58.8
Old : 53.5 59.4 80.8 84.0 46.4 44.5 59.5 58.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,630: 500 0 545 19,215 20,085 20,260 20,630: 370 0
Old : 20,630: 500 0 545 19,215 20,085 20,260 20,630: 370 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 2.6 93.1 97.4 98.2 100.0: 1.8 0.0
Old : 100.0: 2.4 0.0 2.6 93.1 97.4 98.2 100.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 3 19 15 22 18:
Old : 26: 3 0 3 19 15 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 : 73.9 81.9 84.9 94.3 51.3 67.1 58.6 68.2
Old : 73.9 81.9 84.9 94.3 51.3 67.1 58.6 68.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,875: 525 35 550 19,480 20,290 20,555 20,875: 320 0
Old : 20,875: 525 35 550 19,480 20,290 20,555 20,875: 320 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.2 2.6 93.3 97.2 98.5 100.0: 1.5 0.0
Old : 100.0: 2.5 0.2 2.6 93.3 97.2 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 3 21 15 24 18:
Old : 29: 2 1 3 21 15 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 82.3 83.8 93.6 50.5 67.4 58.5 69.2
Old : 72.0 82.3 83.8 93.6 50.5 67.4 58.5 69.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 516,945: 9,701 47,627 77,971 428,150 390,297 515,821 515,896: 1,123 1,049
Old : 516,945: 9,701 47,627 77,971 428,150 390,297 515,821 515,896: 1,123 1,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 41,498: 292 -801 5,887 35,976 36,672 42,155 41,758: -657 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 9.2 15.1 82.8 75.5 99.8 99.8: 0.2 0.2
Old : 100.0: 1.9 9.2 15.1 82.8 75.5 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 3 17 18 20 23:
Old : 24: 1 4 3 17 18 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 51.8 88.2 80.1 28.2 27.5 32.6 32.3
Old : 61.0 51.8 88.2 80.1 28.2 27.5 32.6 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,880: 180 0 0 12,360 12,880 12,540 12,880: 340 0
Old : 12,880: 180 0 0 12,360 12,880 12,540 12,880: 340 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -100: 0 0 0 -100 -100 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 96.0 100.0 97.4 100.0: 2.6 0.0
Old : 100.0: 1.4 0.0 0.0 96.0 100.0 97.4 100.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 10 11 11 11:
Old : 20: 1 0 0 10 11 11 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 : 71.2 78.0 92.5 92.9 64.2 78.0 84.6 89.8
Old : 71.2 78.0 92.5 92.9 64.2 78.0 84.6 89.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,175: 50 130 25 33,794 34,020 33,869 34,175: 306 0
Old : 34,175: 50 130 25 33,794 34,020 33,869 34,175: 306 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 6,845: -300 0 0 7,140 6,845 6,840 6,845: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 0.1 98.9 99.5 99.1 100.0: 0.9 0.0
Old : 100.0: 0.1 0.4 0.1 98.9 99.5 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 19 17 21 19:
Old : 28: 1 2 1 19 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 76.4 93.6 93.9 76.4 70.3 80.5 79.7
Old : 83.3 76.4 93.6 93.9 76.4 70.3 80.5 79.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,478: 120 125 15 31,055 31,338 31,190 31,478: 288 0
Old : 31,478: 120 125 15 31,055 31,338 31,190 31,478: 288 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 6,885: -300 0 0 7,180 6,885 6,880 6,885: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.4 0.0 98.7 99.6 99.1 100.0: 0.9 0.0
Old : 100.0: 0.4 0.4 0.0 98.7 99.6 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 1 19 16 21 18:
Old : 27: 2 1 1 19 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.0 77.2 94.0 93.8 74.4 65.5 78.8 77.8
Old : 83.0 77.2 94.0 93.8 74.4 65.5 78.8 77.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,635: 200 575 0 18,090 18,000 18,290 18,575: 345 60
Old : 18,635: 200 575 0 18,090 18,000 18,290 18,575: 345 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -75: 0 0 0 -75 -75 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.1 0.0 97.1 96.6 98.1 99.7: 1.9 0.3
Old : 100.0: 1.1 3.1 0.0 97.1 96.6 98.1 99.7: 1.9 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 : 27: 2 1 0 18 15 20 16:
Old : 27: 2 1 0 18 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 78.8 86.1 92.2 61.6 76.4 78.9 83.3
Old : 64.0 78.8 86.1 92.2 61.6 76.4 78.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,945: 275 300 0 12,380 12,465 12,655 12,765: 290 180
Old : 12,945: 275 300 0 12,380 12,465 12,655 12,765: 290 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -125: 0 0 0 -125 -125 -125 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.3 0.0 95.6 96.3 97.8 98.6: 2.2 1.4
Old : 100.0: 2.1 2.3 0.0 95.6 96.3 97.8 98.6: 2.2 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 : 21: 2 1 0 13 12 15 13:
Old : 21: 2 1 0 13 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 : 57.8 77.8 85.6 93.7 53.6 72.2 75.4 78.2
Old : 57.8 77.8 85.6 93.7 53.6 72.2 75.4 78.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,070: 0 300 75 19,955 19,680 20,030 20,055: 40 15
Old : 20,070: 0 300 75 19,955 19,680 20,030 20,055: 40 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,050: 0 -300 0 1,050 1,350 1,050 1,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.4 99.4 98.1 99.8 99.9: 0.2 0.1
Old : 100.0: 0.0 1.5 0.4 99.4 98.1 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 14 14 15 16:
Old : 23: 0 2 1 14 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 69.3 95.6 93.8 74.4 68.3 84.7 82.6
Old : 80.8 69.3 95.6 93.8 74.4 68.3 84.7 82.6
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,131: 125 200 25 20,906 20,891 21,056 21,116: 75 15
Old : 21,131: 125 200 25 20,906 20,891 21,056 21,116: 75 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 815: 0 -300 0 815 1,115 815 815: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.9 0.1 98.9 98.9 99.6 99.9: 0.4 0.1
Old : 100.0: 0.6 0.9 0.1 98.9 98.9 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 15 14 16 16:
Old : 23: 1 1 1 15 14 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 : 74.5 83.1 92.3 96.9 67.3 67.8 80.4 81.4
Old : 74.5 83.1 92.3 96.9 67.3 67.8 80.4 81.4
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 115,177: 420 3,052 730 113,997 111,395 115,147 115,177: 30 0
Old : 115,177: 420 3,052 730 113,997 111,395 115,147 115,177: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,565: -75 -50 0 1,625 1,615 1,550 1,565: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.6 0.6 99.0 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 2.6 0.6 99.0 96.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 8 5 38 35 45 44:
Old : 53: 3 8 5 38 35 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 60.3 67.7 84.8 41.5 53.6 59.2 68.0
Old : 42.7 60.3 67.7 84.8 41.5 53.6 59.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 135,583: 700 8,265 725 134,063 126,568 135,488 135,558: 95 25
Old : 135,583: 700 8,265 725 134,063 126,568 135,488 135,558: 95 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,347: 100 170 0 2,232 2,177 2,332 2,347: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 6.1 0.5 98.9 93.4 99.9 100.0: 0.1 0.0
Old : 100.0: 0.5 6.1 0.5 98.9 93.4 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 8 5 39 36 45 45:
Old : 53: 2 8 5 39 36 45 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 58.4 62.5 80.5 40.7 50.8 57.7 67.2
Old : 41.4 58.4 62.5 80.5 40.7 50.8 57.7 67.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 190,490: 9,580 31,811 7,022 173,831 151,605 190,433 190,438: 57 52
Old : 190,490: 9,580 31,811 7,022 173,831 151,605 190,433 190,438: 57 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,679: 206 518 339 2,132 1,821 2,677 2,678: 2 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 16.7 3.7 91.3 79.6 100.0 100.0: 0.0 0.0
Old : 100.0: 5.0 16.7 3.7 91.3 79.6 100.0 100.0: 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 : 71: 7 13 11 41 47 55 64:
Old : 71: 7 13 11 41 47 55 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 58.2 56.6 69.8 32.7 52.7 49.5 59.9
Old : 36.5 58.2 56.6 69.8 32.7 52.7 49.5 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 125,650: 475 9,160 2,580 122,528 113,910 125,583 125,650: 67 0
Old : 125,650: 475 9,160 2,580 122,528 113,910 125,583 125,650: 67 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 408: 0 10 0 419 398 419 408: -11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.3 2.1 97.5 90.7 99.9 100.0: 0.1 0.0
Old : 100.0: 0.4 7.3 2.1 97.5 90.7 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 9 2 38 32 41 42:
Old : 52: 2 9 2 38 32 41 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 : 37.9 66.2 60.9 80.9 37.9 58.3 55.1 67.2
Old : 37.9 66.2 60.9 80.9 37.9 58.3 55.1 67.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,105: 1,425 175 25 48,530 49,880 49,980 50,080: 125 25
Old : 50,105: 1,425 175 25 48,530 49,880 49,980 50,080: 125 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,335: -50 -25 0 4,370 4,360 4,320 4,335: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.3 0.0 96.9 99.6 99.8 100.0: 0.2 0.0
Old : 100.0: 2.8 0.3 0.0 96.9 99.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 1 26 13 28 16:
Old : 31: 2 2 1 26 13 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 92.8 80.5 97.4 58.2 85.9 74.9 88.3
Old : 59.8 92.8 80.5 97.4 58.2 85.9 74.9 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,440: 745 300 25 45,600 46,070 46,370 46,395: 70 45
Old : 46,440: 745 300 25 45,600 46,070 46,370 46,395: 70 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,440: -50 -75 0 4,520 4,470 4,470 4,395: -30 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.6 0.1 98.2 99.2 99.8 99.9: 0.2 0.1
Old : 100.0: 1.6 0.6 0.1 98.2 99.2 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 : 33: 2 3 1 26 14 28 18:
Old : 33: 2 3 1 26 14 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 93.2 81.5 97.9 59.9 84.2 74.8 86.9
Old : 62.3 93.2 81.5 97.9 59.9 84.2 74.8 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 29,347: 1,000 100 250 27,915 28,937 29,165 29,287: 182 60
Old : 29,347: 1,000 100 250 27,915 28,937 29,165 29,287: 182 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 880: 0 0 0 880 820 880 820: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.3 0.9 95.1 98.6 99.4 99.8: 0.6 0.2
Old : 100.0: 3.4 0.3 0.9 95.1 98.6 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 1 27 27 29 29:
Old : 36: 2 1 1 27 27 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 48.2 67.6 73.0 38.6 42.4 56.7 62.5
Old : 45.2 48.2 67.6 73.0 38.6 42.4 56.7 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 21,853: 2,200 0 0 19,653 21,793 21,853 21,793: 0 60
Old : 21,853: 2,200 0 0 19,653 21,793 21,853 21,793: 0 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 135: 0 0 0 135 195 135 195: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.0 0.0 89.9 99.7 100.0 99.7: 0.0 0.3
Old : 100.0: 10.1 0.0 0.0 89.9 99.7 100.0 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 : 27: 2 0 0 20 19 22 19:
Old : 27: 2 0 0 20 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 54.7 65.7 83.6 35.9 49.7 53.3 69.7
Old : 42.4 54.7 65.7 83.6 35.9 49.7 53.3 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,836: 1,812 2,200 12 24,683 24,619 26,507 26,831: 329 5
Old : 26,836: 1,812 2,200 12 24,683 24,619 26,507 26,831: 329 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 716: 50 0 0 655 716 705 716: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 8.2 0.0 92.0 91.7 98.8 100.0: 1.2 0.0
Old : 100.0: 6.8 8.2 0.0 92.0 91.7 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 2 1 21 21 27 24:
Old : 37: 6 2 1 21 21 27 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 : 48.2 48.6 74.4 74.2 48.2 47.4 69.4 66.5
Old : 48.2 48.6 74.4 74.2 48.2 47.4 69.4 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,966: 1,021 50 168 17,132 18,420 18,321 18,638: 645 328
Old : 18,966: 1,021 50 168 17,132 18,420 18,321 18,638: 645 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 355: 0 0 0 340 340 340 340: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.3 0.9 90.3 97.1 96.6 98.3: 3.4 1.7
Old : 100.0: 5.4 0.3 0.9 90.3 97.1 96.6 98.3: 3.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 1 18 18 20 20:
Old : 28: 2 1 1 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 : 51.0 51.0 70.8 76.1 47.4 50.6 64.0 69.0
Old : 51.0 51.0 70.8 76.1 47.4 50.6 64.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,944: 2,118 4,998 520 33,143 30,426 35,781 35,944: 163 0
Old : 35,944: 2,118 4,998 520 33,143 30,426 35,781 35,944: 163 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 985: 0 181 -16 1,001 820 985 985: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 13.9 1.4 92.2 84.6 99.5 100.0: 0.5 0.0
Old : 100.0: 5.9 13.9 1.4 92.2 84.6 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 : 44: 4 3 3 33 27 38 32:
Old : 44: 4 3 3 33 27 38 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 50.8 70.6 75.3 52.9 49.6 64.5 72.9
Old : 55.3 50.8 70.6 75.3 52.9 49.6 64.5 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,615: 129 0 15 20,291 20,600 20,435 20,615: 180 0
Old : 20,615: 129 0 15 20,291 20,600 20,435 20,615: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 507: 0 0 0 712 582 712 582: -205 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.1 98.4 99.9 99.1 100.0: 0.9 0.0
Old : 100.0: 0.6 0.0 0.1 98.4 99.9 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 2 25 22 27 24:
Old : 34: 2 0 2 25 22 27 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 : 53.9 59.7 74.0 80.7 50.8 58.0 68.3 77.8
Old : 53.9 59.7 74.0 80.7 50.8 58.0 68.3 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,887: 0 1,673 85 22,636 21,129 22,721 22,887: 166 0
Old : 22,887: 0 1,673 85 22,636 21,129 22,721 22,887: 166 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 120: 0 0 0 120 120 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.4 98.9 92.3 99.3 100.0: 0.7 0.0
Old : 100.0: 0.0 7.3 0.4 98.9 92.3 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 1 23 16 24 19:
Old : 29: 0 3 1 23 16 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 : 56.2 66.9 81.8 83.6 51.5 64.8 76.9 79.9
Old : 56.2 66.9 81.8 83.6 51.5 64.8 76.9 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,626: 0 0 0 14,320 14,308 14,320 14,308: 306 318
Old : 14,626: 0 0 0 14,320 14,308 14,320 14,308: 306 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 97.8 97.9 97.8: 2.1 2.2
Old : 100.0: 0.0 0.0 0.0 97.9 97.8 97.9 97.8: 2.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 13 17 13:
Old : 22: 0 0 0 17 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 74.5 80.8 94.0 51.7 70.4 70.9 79.5
Old : 58.0 74.5 80.8 94.0 51.7 70.4 70.9 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,427: 84 575 0 34,051 33,782 34,135 34,357: 292 70
Old : 34,427: 84 575 0 34,051 33,782 34,135 34,357: 292 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 817: 0 0 0 812 817 812 817: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.7 0.0 98.9 98.1 99.2 99.8: 0.8 0.2
Old : 100.0: 0.2 1.7 0.0 98.9 98.1 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 : 38: 2 3 0 29 25 31 28:
Old : 38: 2 3 0 29 25 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 53.9 61.8 78.8 37.5 48.5 58.3 67.3
Old : 38.3 53.9 61.8 78.8 37.5 48.5 58.3 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 19,162: 492 0 21 18,338 18,896 18,851 18,917: 311 245
Old : 19,162: 492 0 21 18,338 18,896 18,851 18,917: 311 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,257: 65 0 -3 1,195 1,260 1,257 1,257: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.1 95.7 98.6 98.4 98.7: 1.6 1.3
Old : 100.0: 2.6 0.0 0.1 95.7 98.6 98.4 98.7: 1.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 21 17 22 18:
Old : 23: 1 0 1 21 17 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 : 46.9 77.3 71.6 91.3 38.8 66.8 53.0 68.5
Old : 46.9 77.3 71.6 91.3 38.8 66.8 53.0 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,957: 640 0 0 13,257 13,957 13,897 13,957: 60 0
Old : 13,957: 640 0 0 13,257 13,957 13,897 13,957: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 945: -10 0 0 1,020 1,042 1,010 1,042: -65 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 95.0 100.0 99.6 100.0: 0.4 0.0
Old : 100.0: 4.6 0.0 0.0 95.0 100.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 22 15 23 15:
Old : 24: 1 0 0 22 15 23 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 : 48.1 67.6 70.3 88.7 28.4 42.5 45.5 52.6
Old : 48.1 67.6 70.3 88.7 28.4 42.5 45.5 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2017