NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 39,810: 7,510 26,276 45 32,255 13,489 39,810 39,810: 0 0
Old : 39,810: 7,510 26,276 45 32,255 13,489 39,810 39,810: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 164: -350 -830 -550 1,064 1,544 164 164: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 66.0 0.1 81.0 33.9 100.0 100.0: 0.0 0.0
Old : 100.0: 18.9 66.0 0.1 81.0 33.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 10 1 14 9 18 19:
Old : 29: 3 10 1 14 9 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 : 69.5 63.7 93.5 90.4 69.4 63.2 93.5 88.7
Old : 69.5 63.7 93.5 90.4 69.4 63.2 93.5 88.7
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 27,964: 2,773 4,320 219 24,948 23,425 27,940 27,964: 24 0
Old : 27,964: 2,773 4,320 219 24,948 23,425 27,940 27,964: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -338: 0 -575 169 -515 68 -346 -338: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 15.4 0.8 89.2 83.8 99.9 100.0: 0.1 0.0
Old : 100.0: 9.9 15.4 0.8 89.2 83.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 5 2 9 11 17 16:
Old : 25: 6 5 2 9 11 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 60.3 97.0 85.9 68.9 59.9 85.5 84.8
Old : 79.4 60.3 97.0 85.9 68.9 59.9 85.5 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 72,163: 6,964 11,269 6,368 58,825 54,527 72,156 72,163: 7 0
Old : 72,163: 6,964 11,269 6,368 58,825 54,527 72,156 72,163: 7 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 293: 103 42 -118 307 369 293 293: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 15.6 8.8 81.5 75.6 100.0 100.0: 0.0 0.0
Old : 100.0: 9.7 15.6 8.8 81.5 75.6 100.0 100.0: 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 : 39: 12 9 10 15 13 34 25:
Old : 39: 12 9 10 15 13 34 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 44.9 76.4 72.5 50.5 39.8 60.2 52.9
Old : 62.6 44.9 76.4 72.5 50.5 39.8 60.2 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 46,397: 9,043 24,388 762 36,592 21,247 46,397 46,397: 0 0
Old : 46,397: 9,043 24,388 762 36,592 21,247 46,397 46,397: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -200: -1,500 -100 0 1,300 -100 -200 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 52.6 1.6 78.9 45.8 100.0 100.0: 0.0 0.0
Old : 100.0: 19.5 52.6 1.6 78.9 45.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 9 1 10 6 14 16:
Old : 27: 4 9 1 10 6 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 : 69.5 69.3 92.5 90.1 69.5 68.1 92.5 88.9
Old : 69.5 69.3 92.5 90.1 69.5 68.1 92.5 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 41,197: 8,567 27,135 0 32,630 14,062 41,197 41,197: 0 0
Old : 41,197: 8,567 27,135 0 32,630 14,062 41,197 41,197: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 0: -930 100 0 930 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 65.9 0.0 79.2 34.1 100.0 100.0: 0.0 0.0
Old : 100.0: 20.8 65.9 0.0 79.2 34.1 100.0 100.0: 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 : 25: 4 7 0 11 7 15 14:
Old : 25: 4 7 0 11 7 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 : 74.9 74.2 93.2 93.7 74.9 72.5 93.2 89.9
Old : 74.9 74.2 93.2 93.7 74.9 72.5 93.2 89.9
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 32,196: 9,100 16,348 200 22,896 15,648 32,196 32,196: 0 0
Old : 32,196: 9,100 16,348 200 22,896 15,648 32,196 32,196: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 991: -2,500 850 0 3,491 141 991 991: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 50.8 0.6 71.1 48.6 100.0 100.0: 0.0 0.0
Old : 100.0: 28.3 50.8 0.6 71.1 48.6 100.0 100.0: 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 : 24: 3 4 1 14 9 17 14:
Old : 24: 3 4 1 14 9 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 69.6 87.4 95.6 67.1 68.3 85.8 94.2
Old : 67.8 69.6 87.4 95.6 67.1 68.3 85.8 94.2
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 32,582: 7,620 17,725 100 24,862 14,757 32,582 32,582: 0 0
Old : 32,582: 7,620 17,725 100 24,862 14,757 32,582 32,582: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,814: -6,000 750 0 7,814 1,064 1,814 1,814: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 54.4 0.3 76.3 45.3 100.0 100.0: 0.0 0.0
Old : 100.0: 23.4 54.4 0.3 76.3 45.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 7 1 9 9 14 16:
Old : 26: 4 7 1 9 9 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 66.0 87.2 88.1 51.9 66.0 82.3 86.6
Old : 56.1 66.0 87.2 88.1 51.9 66.0 82.3 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 21,995: 5,920 4,155 0 16,075 17,840 21,995 21,995: 0 0
Old : 21,995: 5,920 4,155 0 16,075 17,840 21,995 21,995: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 650: -3,100 300 0 3,750 350 650 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 18.9 0.0 73.1 81.1 100.0 100.0: 0.0 0.0
Old : 100.0: 26.9 18.9 0.0 73.1 81.1 100.0 100.0: 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 4 0 9 5 14 9:
Old : 23: 5 4 0 9 5 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 91.8 91.4 99.5 60.9 91.8 91.4 99.5
Old : 60.9 91.8 91.4 99.5 60.9 91.8 91.4 99.5
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 27,072: 5,497 5,275 0 21,575 21,797 27,072 27,072: 0 0
Old : 27,072: 5,497 5,275 0 21,575 21,797 27,072 27,072: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 19.5 0.0 79.7 80.5 100.0 100.0: 0.0 0.0
Old : 100.0: 20.3 19.5 0.0 79.7 80.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 2 0 11 5 15 7:
Old : 22: 4 2 0 11 5 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 97.7 94.2 100.0 74.8 97.7 94.2 100.0
Old : 74.8 97.7 94.2 100.0 74.8 97.7 94.2 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 9,335: 2,050 1,050 0 7,285 8,285 9,335 9,335: 0 0
Old : 9,335: 2,050 1,050 0 7,285 8,285 9,335 9,335: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 0: -500 570 0 500 -570 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 11.2 0.0 78.0 88.8 100.0 100.0: 0.0 0.0
Old : 100.0: 22.0 11.2 0.0 78.0 88.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 4 0 9 9 12 13:
Old : 20: 3 4 0 9 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 : 61.1 78.4 88.9 93.1 56.2 60.3 72.3 69.2
Old : 61.1 78.4 88.9 93.1 56.2 60.3 72.3 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 14,900: 8,450 1,950 0 6,450 12,950 14,900 14,900: 0 0
Old : 14,900: 8,450 1,950 0 6,450 12,950 14,900 14,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -100: -650 0 0 550 -100 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 13.1 0.0 43.3 86.9 100.0 100.0: 0.0 0.0
Old : 100.0: 56.7 13.1 0.0 43.3 86.9 100.0 100.0: 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 : 20: 6 2 0 8 4 14 6:
Old : 20: 6 2 0 8 4 14 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 96.5 92.3 100.0 77.2 96.5 92.3 100.0
Old : 77.2 96.5 92.3 100.0 77.2 96.5 92.3 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 25,440: 7,900 16,290 0 17,540 9,150 25,440 25,440: 0 0
Old : 25,440: 7,900 16,290 0 17,540 9,150 25,440 25,440: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 0: -1,530 0 0 1,530 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 64.0 0.0 68.9 36.0 100.0 100.0: 0.0 0.0
Old : 100.0: 31.1 64.0 0.0 68.9 36.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 8 0 7 6 10 14:
Old : 23: 3 8 0 7 6 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.2 83.7 97.7 96.4 83.2 83.7 97.7 96.4
Old : 83.2 83.7 97.7 96.4 83.2 83.7 97.7 96.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 29,698: 2,313 764 3,935 23,450 24,989 29,698 29,688: 0 10
Old : 29,698: 2,313 764 3,935 23,450 24,989 29,698 29,688: 0 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 9,805: -1,741 15 2,362 9,184 7,417 9,805 9,795: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 2.6 13.2 79.0 84.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 2.6 13.2 79.0 84.1 100.0 100.0: 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 : 27: 2 4 3 19 13 23 18:
Old : 27: 2 4 3 19 13 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 : 52.9 53.4 78.3 85.4 34.4 38.3 42.3 44.1
Old : 52.9 53.4 78.3 85.4 34.4 38.3 42.3 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 22,017: 4,519 254 2,675 14,546 18,926 21,740 21,855: 277 162
Old : 22,017: 4,519 254 2,675 14,546 18,926 21,740 21,855: 277 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 670: 365 10 2 293 658 660 670: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.2 12.1 66.1 86.0 98.7 99.3: 1.3 0.7
Old : 100.0: 20.5 1.2 12.1 66.1 86.0 98.7 99.3: 1.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 4 6 23 25 31 33:
Old : 38: 6 4 6 23 25 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 42.0 77.8 65.3 37.2 32.7 47.4 43.7
Old : 57.8 42.0 77.8 65.3 37.2 32.7 47.4 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES ENERGY Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 27,580: 2,310 7,377 1,827 23,251 18,350 27,388 27,554: 192 26
Old : 27,580: 2,310 7,377 1,827 23,251 18,350 27,388 27,554: 192 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -298: 150 -10 -15 -433 -163 -298 -188: 0 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 26.7 6.6 84.3 66.5 99.3 99.9: 0.7 0.1
Old : 100.0: 8.4 26.7 6.6 84.3 66.5 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 4 2 32 21 39 25:
Old : 43: 5 4 2 32 21 39 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 : 36.3 61.0 57.6 84.7 30.7 47.2 43.0 56.9
Old : 36.3 61.0 57.6 84.7 30.7 47.2 43.0 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,410,609: 510,620 101,996 586,649 4,275,225 4,711,070 5,372,494 5,399,715: 38,115 10,894
Old : 5,410,609: 510,620 101,996 586,649 4,275,225 4,711,070 5,372,494 5,399,715: 38,115 10,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 3,849: -31,706 -19,810 -8,674 46,147 33,441 5,767 4,957: -1,918 -1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.9 10.8 79.0 87.1 99.3 99.8: 0.7 0.2
Old : 100.0: 9.4 1.9 10.8 79.0 87.1 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 55 19 54 133 114 203 174:
Old : 222: 55 19 54 133 114 203 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 39.6 42.2 54.8 23.1 38.2 35.4 51.7
Old : 25.2 39.6 42.2 54.8 23.1 38.2 35.4 51.7
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 763,338: 37,272 62,178 347,278 365,661 336,199 750,211 745,655: 13,127 17,683
Old : 763,338: 37,272 62,178 347,278 365,661 336,199 750,211 745,655: 13,127 17,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,174: 13,940 -122 -12,964 -3,033 1,057 -2,058 -12,029: 6,232 16,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.1 45.5 47.9 44.0 98.3 97.7: 1.7 2.3
Old : 100.0: 4.9 8.1 45.5 47.9 44.0 98.3 97.7: 1.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 19 9 20 47 47 72 70:
Old : 81: 19 9 20 47 47 72 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 55.4 70.9 70.4 7.9 9.6 10.8 11.6
Old : 52.1 55.4 70.9 70.4 7.9 9.6 10.8 11.6
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 274,533: 423 5,494 237 263,105 264,273 263,765 270,004: 10,768 4,529
Old : 274,533: 423 5,494 237 263,105 264,273 263,765 270,004: 10,768 4,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,745: 98 188 -139 4,043 5,054 4,002 5,103: 743 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.0 0.1 95.8 96.3 96.1 98.4: 3.9 1.6
Old : 100.0: 0.2 2.0 0.1 95.8 96.3 96.1 98.4: 3.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 2 1 29 27 31 30:
Old : 41: 2 2 1 29 27 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 60.3 69.3 79.9 44.8 52.6 57.5 66.6
Old : 55.2 60.3 69.3 79.9 44.8 52.6 57.5 66.6
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 120,588: 4,717 280 6,562 105,473 109,524 116,752 116,366: 3,836 4,222
Old : 120,588: 4,717 280 6,562 105,473 109,524 116,752 116,366: 3,836 4,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 3,182: 709 249 -18 2,761 3,508 3,452 3,739: -270 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.2 5.4 87.5 90.8 96.8 96.5: 3.2 3.5
Old : 100.0: 3.9 0.2 5.4 87.5 90.8 96.8 96.5: 3.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 2 5 23 25 28 30:
Old : 34: 3 2 5 23 25 28 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 : 64.6 53.2 81.1 72.4 54.4 44.8 59.6 52.2
Old : 64.6 53.2 81.1 72.4 54.4 44.8 59.6 52.2
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 370,435: 2,283 7,496 2,988 355,664 351,616 360,935 362,100: 9,500 8,335
Old : 370,435: 2,283 7,496 2,988 355,664 351,616 360,935 362,100: 9,500 8,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 8,562: -1,368 1,444 819 8,901 6,086 8,352 8,349: 210 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.0 0.8 96.0 94.9 97.4 97.7: 2.6 2.3
Old : 100.0: 0.6 2.0 0.8 96.0 94.9 97.4 97.7: 2.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 4 3 28 30 31 36:
Old : 41: 2 4 3 28 30 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 60.9 85.2 79.9 67.7 57.8 73.4 70.4
Old : 74.3 60.9 85.2 79.9 67.7 57.8 73.4 70.4
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 886,353: 4,677 7,008 9,341 860,797 866,391 874,815 882,740: 11,538 3,613
Old : 886,353: 4,677 7,008 9,341 860,797 866,391 874,815 882,740: 11,538 3,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 11,999: 1,280 0 555 11,181 11,538 13,016 12,093: -1,017 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.8 1.1 97.1 97.7 98.7 99.6: 1.3 0.4
Old : 100.0: 0.5 0.8 1.1 97.1 97.7 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 1 2 43 28 48 30:
Old : 50: 4 1 2 43 28 48 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 : 36.1 67.8 59.8 90.6 33.2 67.7 55.6 87.9
Old : 36.1 67.8 59.8 90.6 33.2 67.7 55.6 87.9
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 460,661: 2,169 2,936 211 432,181 451,367 434,561 454,514: 26,100 6,147
Old : 460,661: 2,169 2,936 211 432,181 451,367 434,561 454,514: 26,100 6,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 5,801: -3,357 550 -90 9,763 5,317 6,316 5,777: -515 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.6 0.0 93.8 98.0 94.3 98.7: 5.7 1.3
Old : 100.0: 0.5 0.6 0.0 93.8 98.0 94.3 98.7: 5.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 3 1 2 38 42 42 44:
Old : 58: 3 1 2 38 42 42 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 : 49.9 37.9 67.9 55.4 47.4 32.9 57.3 48.3
Old : 49.9 37.9 67.9 55.4 47.4 32.9 57.3 48.3
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 532,067: 6,900 2,080 859 511,330 522,389 519,089 525,328: 12,978 6,739
Old : 532,067: 6,900 2,080 859 511,330 522,389 519,089 525,328: 12,978 6,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 5,105: 2,629 483 -244 5,034 4,376 7,419 4,615: -2,314 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.4 0.2 96.1 98.2 97.6 98.7: 2.4 1.3
Old : 100.0: 1.3 0.4 0.2 96.1 98.2 97.6 98.7: 2.4 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 : 63: 7 2 4 39 44 48 48:
Old : 63: 7 2 4 39 44 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 46.4 79.9 68.2 53.5 46.4 71.3 65.9
Old : 59.2 46.4 79.9 68.2 53.5 46.4 71.3 65.9
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 309,596: 0 5,384 151 300,521 297,166 300,672 302,701: 8,924 6,895
Old : 309,596: 0 5,384 151 300,521 297,166 300,672 302,701: 8,924 6,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 6,356: -528 -2,583 90 5,960 7,985 5,522 5,492: 834 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 97.1 96.0 97.1 97.8: 2.9 2.2
Old : 100.0: 0.0 1.7 0.0 97.1 96.0 97.1 97.8: 2.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 0 5 1 41 36 42 41:
Old : 56: 0 5 1 41 36 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 38.0 58.8 63.3 40.1 34.1 54.8 52.9
Old : 40.1 38.0 58.8 63.3 40.1 34.1 54.8 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,610: 1,116 4,874 1,895 93,645 90,310 96,656 97,079: 3,954 3,531
Old : 100,610: 1,116 4,874 1,895 93,645 90,310 96,656 97,079: 3,954 3,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 362: 0 671 -40 1,831 829 1,791 1,460: -1,429 -1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.8 1.9 93.1 89.8 96.1 96.5: 3.9 3.5
Old : 100.0: 1.1 4.8 1.9 93.1 89.8 96.1 96.5: 3.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 25 23 27 24:
Old : 33: 1 1 1 25 23 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 38.4 68.5 65.5 45.9 37.1 66.2 60.0
Old : 48.2 38.4 68.5 65.5 45.9 37.1 66.2 60.0
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 56,625: 0 676 0 55,676 55,581 55,676 56,257: 949 368
Old : 56,625: 0 676 0 55,676 55,581 55,676 56,257: 949 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 3,596: -700 676 0 4,172 3,222 3,472 3,898: 124 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 98.3 98.2 98.3 99.4: 1.7 0.6
Old : 100.0: 0.0 1.2 0.0 98.3 98.2 98.3 99.4: 1.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 2 0 20 18 20 20:
Old : 34: 0 2 0 20 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 73.0 85.0 88.8 67.3 71.9 84.9 87.7
Old : 67.3 73.0 85.0 88.8 67.3 71.9 84.9 87.7
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 202,834: 0 2,507 1,601 193,991 193,947 195,592 198,055: 7,242 4,779
Old : 202,834: 0 2,507 1,601 193,991 193,947 195,592 198,055: 7,242 4,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 5,728: 0 -110 243 5,918 6,115 6,161 6,248: -433 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.8 95.6 95.6 96.4 97.6: 3.6 2.4
Old : 100.0: 0.0 1.2 0.8 95.6 95.6 96.4 97.6: 3.6 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: 0 2 2 20 20 22 22:
Old : 29: 0 2 2 20 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 64.8 87.3 86.6 69.8 64.8 84.1 86.2
Old : 71.9 64.8 87.3 86.6 69.8 64.8 84.1 86.2
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 176,483: 0 3,222 0 165,009 163,576 165,009 166,798: 11,474 9,685
Old : 176,483: 0 3,222 0 165,009 163,576 165,009 166,798: 11,474 9,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,283: -2,260 0 0 4,460 4,530 2,200 4,530: 2,083 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.0 93.5 92.7 93.5 94.5: 6.5 5.5
Old : 100.0: 0.0 1.8 0.0 93.5 92.7 93.5 94.5: 6.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 0 25 24 25 26:
Old : 35: 0 2 0 25 24 25 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 : 53.4 64.9 72.3 83.0 52.2 64.9 67.7 79.4
Old : 53.4 64.9 72.3 83.0 52.2 64.9 67.7 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 202,113: 0 0 0 195,345 197,458 195,345 197,458: 6,768 4,655
Old : 202,113: 0 0 0 195,345 197,458 195,345 197,458: 6,768 4,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 3,977: 0 0 0 5,074 5,259 5,074 5,259: -1,097 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 97.7 96.7 97.7: 3.3 2.3
Old : 100.0: 0.0 0.0 0.0 96.7 97.7 96.7 97.7: 3.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 17 17 17:
Old : 22: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 71.4 90.9 90.5 69.4 71.2 89.2 88.5
Old : 70.2 71.4 90.9 90.5 69.4 71.2 89.2 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 35,905: 6,143 1,995 240 27,279 33,069 33,662 35,304: 2,243 601
Old : 35,905: 6,143 1,995 240 27,279 33,069 33,662 35,304: 2,243 601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 8,804: 2,542 651 0 5,455 8,302 7,997 8,953: 807 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 5.6 0.7 76.0 92.1 93.8 98.3: 6.2 1.7
Old : 100.0: 17.1 5.6 0.7 76.0 92.1 93.8 98.3: 6.2 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 : 34: 3 2 1 18 18 22 20:
Old : 34: 3 2 1 18 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 : 66.4 59.3 80.2 75.2 66.2 58.6 80.0 74.2
Old : 66.4 59.3 80.2 75.2 66.2 58.6 80.0 74.2
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 584,566: 18,592 22,984 5,369 553,201 551,211 577,162 579,564: 7,404 5,002
Old : 584,566: 18,592 22,984 5,369 553,201 551,211 577,162 579,564: 7,404 5,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 15,331: 1,478 5,448 154 16,514 9,874 18,146 15,476: -2,815 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.9 0.9 94.6 94.3 98.7 99.1: 1.3 0.9
Old : 100.0: 3.2 3.9 0.9 94.6 94.3 98.7 99.1: 1.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 5 8 7 54 52 65 61:
Old : 81: 5 8 7 54 52 65 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 : 33.6 59.0 52.3 69.8 33.5 56.6 50.8 62.9
Old : 33.6 59.0 52.3 69.8 33.5 56.6 50.8 62.9
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 253,564: 0 6,420 781 247,741 239,872 248,522 247,073: 5,042 6,491
Old : 253,564: 0 6,420 781 247,741 239,872 248,522 247,073: 5,042 6,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 8,398: 0 721 -183 8,438 8,440 8,255 8,978: 143 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.3 97.7 94.6 98.0 97.4: 2.0 2.6
Old : 100.0: 0.0 2.5 0.3 97.7 94.6 98.0 97.4: 2.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 6 2 30 30 32 36:
Old : 42: 0 6 2 30 30 32 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 44.0 59.7 72.1 31.8 34.8 50.6 50.7
Old : 36.6 44.0 59.7 72.1 31.8 34.8 50.6 50.7
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,429: 1,034 1,863 0 41,871 40,225 42,905 42,088: 524 1,341
Old : 43,429: 1,034 1,863 0 41,871 40,225 42,905 42,088: 524 1,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,766: 0 93 0 3,769 2,673 3,769 2,766: -1,003 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.3 0.0 96.4 92.6 98.8 96.9: 1.2 3.1
Old : 100.0: 2.4 4.3 0.0 96.4 92.6 98.8 96.9: 1.2 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 : 29: 1 2 0 19 14 20 16:
Old : 29: 1 2 0 19 14 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 : 62.8 64.7 80.0 85.3 61.0 60.8 75.4 77.8
Old : 62.8 64.7 80.0 85.3 61.0 60.8 75.4 77.8
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,686: 450 1,576 521 81,881 78,453 82,852 80,550: 4,834 7,136
Old : 87,686: 450 1,576 521 81,881 78,453 82,852 80,550: 4,834 7,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,621: -432 618 288 3,259 888 3,115 1,794: -1,494 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.8 0.6 93.4 89.5 94.5 91.9: 5.5 8.1
Old : 100.0: 0.5 1.8 0.6 93.4 89.5 94.5 91.9: 5.5 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 : 25: 1 2 2 19 14 21 17:
Old : 25: 1 2 2 19 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 : 51.9 74.5 73.5 86.2 50.8 70.0 70.5 80.5
Old : 51.9 74.5 73.5 86.2 50.8 70.0 70.5 80.5
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 184,117: 16,689 9,224 0 163,432 172,470 180,121 181,694: 3,996 2,423
Old : 184,117: 16,689 9,224 0 163,432 172,470 180,121 181,694: 3,996 2,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 31,965: 6,603 6,696 0 28,707 25,604 35,310 32,300: -3,345 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 5.0 0.0 88.8 93.7 97.8 98.7: 2.2 1.3
Old : 100.0: 9.1 5.0 0.0 88.8 93.7 97.8 98.7: 2.2 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 : 49: 3 6 0 24 32 27 38:
Old : 49: 3 6 0 24 32 27 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 55.2 76.7 73.9 43.8 49.4 61.4 60.4
Old : 49.8 55.2 76.7 73.9 43.8 49.4 61.4 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 189,839: 22,899 13,439 30 162,955 175,428 185,884 188,897: 3,955 942
Old : 189,839: 22,899 13,439 30 162,955 175,428 185,884 188,897: 3,955 942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 34,524: 6,603 6,883 30 27,820 27,701 34,453 34,614: 71 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 7.1 0.0 85.8 92.4 97.9 99.5: 2.1 0.5
Old : 100.0: 12.1 7.1 0.0 85.8 92.4 97.9 99.5: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 3 7 1 33 37 37 44:
Old : 61: 3 7 1 33 37 37 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 : 46.6 55.4 68.8 69.7 42.5 48.9 57.8 59.4
Old : 46.6 55.4 68.8 69.7 42.5 48.9 57.8 59.4
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 184,974: 2,047 1,527 0 181,551 181,771 183,598 183,298: 1,376 1,676
Old : 184,974: 2,047 1,527 0 181,551 181,771 183,598 183,298: 1,376 1,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,504: 1,172 957 0 3,475 4,157 4,647 5,114: -143 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.8 0.0 98.1 98.3 99.3 99.1: 0.7 0.9
Old : 100.0: 1.1 0.8 0.0 98.1 98.3 99.3 99.1: 0.7 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 : 43: 2 3 0 25 21 27 24:
Old : 43: 2 3 0 25 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 : 68.9 82.2 82.9 91.8 67.8 75.2 79.3 84.7
Old : 68.9 82.2 82.9 91.8 67.8 75.2 79.3 84.7
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 269,857: 703 515 849 264,757 256,194 266,309 257,558: 3,548 12,299
Old : 269,857: 703 515 849 264,757 256,194 266,309 257,558: 3,548 12,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,865: 551 0 -206 2,890 3,101 3,235 2,895: -370 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.2 0.3 98.1 94.9 98.7 95.4: 1.3 4.6
Old : 100.0: 0.3 0.2 0.3 98.1 94.9 98.7 95.4: 1.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 1 3 34 28 37 31:
Old : 40: 2 1 3 34 28 37 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 43.4 68.6 67.3 50.3 38.0 61.9 55.4
Old : 52.3 43.4 68.6 67.3 50.3 38.0 61.9 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 17,117: 0 470 150 15,129 16,012 15,279 16,632: 1,838 485
Old : 17,117: 0 470 150 15,129 16,012 15,279 16,632: 1,838 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.9 88.4 93.5 89.3 97.2: 10.7 2.8
Old : 100.0: 0.0 2.7 0.9 88.4 93.5 89.3 97.2: 10.7 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 : 23: 0 1 1 13 12 14 13:
Old : 23: 0 1 1 13 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 65.3 80.3 85.3 58.5 65.3 78.3 85.3
Old : 58.5 65.3 80.3 85.3 58.5 65.3 78.3 85.3
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,018: 971 0 804 88,109 93,140 89,884 93,944: 15,134 11,074
Old : 105,018: 971 0 804 88,109 93,140 89,884 93,944: 15,134 11,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 105: -90 0 -338 -160 -616 -588 -954: 693 1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.8 83.9 88.7 85.6 89.5: 14.4 10.5
Old : 100.0: 0.9 0.0 0.8 83.9 88.7 85.6 89.5: 14.4 10.5
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 : 26: 1 0 1 18 21 19 22:
Old : 26: 1 0 1 18 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 41.6 70.7 65.4 41.4 38.4 54.4 52.6
Old : 51.5 41.6 70.7 65.4 41.4 38.4 54.4 52.6
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 168,474: 548 495 1,192 163,799 159,624 165,539 161,311: 2,935 7,163
Old : 168,474: 548 495 1,192 163,799 159,624 165,539 161,311: 2,935 7,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,324: -186 124 186 1,229 441 1,229 751: 95 573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 0.7 97.2 94.7 98.3 95.7: 1.7 4.3
Old : 100.0: 0.3 0.3 0.7 97.2 94.7 98.3 95.7: 1.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 1 23 28 24 30:
Old : 35: 1 1 1 23 28 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 49.9 72.8 64.5 40.5 41.9 50.7 51.0
Old : 53.8 49.9 72.8 64.5 40.5 41.9 50.7 51.0
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 163,228: 8,358 988 861 147,130 155,886 156,349 157,735: 6,879 5,493
Old : 163,228: 8,358 988 861 147,130 155,886 156,349 157,735: 6,879 5,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 3,580: -587 988 308 5,736 1,916 5,457 3,212: -1,877 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.6 0.5 90.1 95.5 95.8 96.6: 4.2 3.4
Old : 100.0: 5.1 0.6 0.5 90.1 95.5 95.8 96.6: 4.2 3.4
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: 1 3 2 22 16 25 19:
Old : 32: 1 3 2 22 16 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 60.9 74.2 83.6 45.2 50.0 57.4 63.8
Old : 54.6 60.9 74.2 83.6 45.2 50.0 57.4 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,020: 0 0 0 101,011 100,734 101,011 100,734: 10,009 10,286
Old : 111,020: 0 0 0 101,011 100,734 101,011 100,734: 10,009 10,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 701: 0 0 0 771 682 771 682: -70 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.0 90.7 91.0 90.7: 9.0 9.3
Old : 100.0: 0.0 0.0 0.0 91.0 90.7 91.0 90.7: 9.0 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 : 21: 0 0 0 19 17 19 17:
Old : 21: 0 0 0 19 17 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 77.2 75.2 87.5 57.2 73.8 70.8 77.3
Old : 58.9 77.2 75.2 87.5 57.2 73.8 70.8 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 51,982: 0 1,472 248 49,261 49,402 49,509 51,122: 2,473 860
Old : 51,982: 0 1,472 248 49,261 49,402 49,509 51,122: 2,473 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 3,034: 0 -248 248 2,875 2,569 3,123 2,569: -89 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.5 94.8 95.0 95.2 98.3: 4.8 1.7
Old : 100.0: 0.0 2.8 0.5 94.8 95.0 95.2 98.3: 4.8 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 : 27: 0 2 1 17 18 18 20:
Old : 27: 0 2 1 17 18 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 : 83.3 66.0 91.8 83.7 81.4 60.6 84.7 76.5
Old : 83.3 66.0 91.8 83.7 81.4 60.6 84.7 76.5
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 201,540: 2,837 671 364 196,280 188,570 199,481 189,605: 2,059 11,935
Old : 201,540: 2,837 671 364 196,280 188,570 199,481 189,605: 2,059 11,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,173: 952 -612 -176 1,908 2,335 2,684 1,547: -511 626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.3 0.2 97.4 93.6 99.0 94.1: 1.0 5.9
Old : 100.0: 1.4 0.3 0.2 97.4 93.6 99.0 94.1: 1.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 2 23 19 27 21:
Old : 32: 3 1 2 23 19 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 58.5 86.4 80.3 64.4 44.2 72.3 63.5
Old : 67.7 58.5 86.4 80.3 64.4 44.2 72.3 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 168,302: 0 3,221 958 157,014 158,667 157,972 162,846: 10,330 5,456
Old : 168,302: 0 3,221 958 157,014 158,667 157,972 162,846: 10,330 5,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,268: 0 825 -644 6,496 4,473 5,852 4,654: -1,584 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.6 93.3 94.3 93.9 96.8: 6.1 3.2
Old : 100.0: 0.0 1.9 0.6 93.3 94.3 93.9 96.8: 6.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 4 3 35 31 38 35:
Old : 44: 0 4 3 35 31 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 45.6 56.0 64.2 37.5 35.4 50.0 46.7
Old : 39.5 45.6 56.0 64.2 37.5 35.4 50.0 46.7
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,652: 798 0 0 26,534 28,620 27,332 28,620: 2,320 1,032
Old : 29,652: 798 0 0 26,534 28,620 27,332 28,620: 2,320 1,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 89.5 96.5 92.2 96.5: 7.8 3.5
Old : 100.0: 2.7 0.0 0.0 89.5 96.5 92.2 96.5: 7.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 0 15 11 17 11:
Old : 23: 2 0 0 15 11 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 85.7 78.9 95.5 62.8 85.7 76.4 92.3
Old : 65.3 85.7 78.9 95.5 62.8 85.7 76.4 92.3
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 238,113: 930 1,727 1,608 227,734 226,377 230,272 229,712: 7,841 8,401
Old : 238,113: 930 1,727 1,608 227,734 226,377 230,272 229,712: 7,841 8,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,041: -2,749 931 306 7,129 2,836 4,686 4,073: -645 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.7 0.7 95.6 95.1 96.7 96.5: 3.3 3.5
Old : 100.0: 0.4 0.7 0.7 95.6 95.1 96.7 96.5: 3.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 2 2 33 29 37 31:
Old : 43: 2 2 2 33 29 37 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 : 50.4 56.6 64.0 72.0 50.1 51.2 63.1 61.4
Old : 50.4 56.6 64.0 72.0 50.1 51.2 63.1 61.4
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 151,999: 90 0 1,811 146,455 145,088 148,356 146,899: 3,643 5,100
Old : 151,999: 90 0 1,811 146,455 145,088 148,356 146,899: 3,643 5,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -40: -360 0 422 208 -493 270 -71: -310 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 1.2 96.4 95.5 97.6 96.6: 2.4 3.4
Old : 100.0: 0.1 0.0 1.2 96.4 95.5 97.6 96.6: 2.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 1 23 24 24 25:
Old : 31: 1 0 1 23 24 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 50.0 80.2 75.1 61.3 47.8 69.9 67.1
Old : 65.1 50.0 80.2 75.1 61.3 47.8 69.9 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 152,275: 0 0 0 148,148 144,935 148,148 144,935: 4,127 7,340
Old : 152,275: 0 0 0 148,148 144,935 148,148 144,935: 4,127 7,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 181: 0 0 0 398 57 398 57: -217 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.3 95.2 97.3 95.2: 2.7 4.8
Old : 100.0: 0.0 0.0 0.0 97.3 95.2 97.3 95.2: 2.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 22 18 22 18:
Old : 26: 0 0 0 22 18 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 : 58.9 61.2 76.6 83.8 50.7 59.3 67.6 72.9
Old : 58.9 61.2 76.6 83.8 50.7 59.3 67.6 72.9
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 66,139: 2,608 862 1 55,010 63,931 57,619 64,794: 8,520 1,345
Old : 66,139: 2,608 862 1 55,010 63,931 57,619 64,794: 8,520 1,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,437: 306 -426 1 1,559 1,769 1,866 1,344: -429 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.3 0.0 83.2 96.7 87.1 98.0: 12.9 2.0
Old : 100.0: 3.9 1.3 0.0 83.2 96.7 87.1 98.0: 12.9 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 : 24: 1 1 1 16 15 18 16:
Old : 24: 1 1 1 16 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 54.1 75.3 78.5 49.5 52.6 62.1 68.7
Old : 55.1 54.1 75.3 78.5 49.5 52.6 62.1 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 49,929: 0 1,343 0 47,848 47,152 47,848 48,495: 2,081 1,434
Old : 49,929: 0 1,343 0 47,848 47,152 47,848 48,495: 2,081 1,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,240: 0 186 0 1,116 774 1,116 960: 124 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 95.8 94.4 95.8 97.1: 4.2 2.9
Old : 100.0: 0.0 2.7 0.0 95.8 94.4 95.8 97.1: 4.2 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 : 29: 0 1 0 19 17 19 18:
Old : 29: 0 1 0 19 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 65.7 82.9 80.1 71.7 62.9 80.8 76.9
Old : 71.7 65.7 82.9 80.1 71.7 62.9 80.8 76.9
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 150,825: 2,265 0 0 126,934 143,169 129,199 143,169: 21,626 7,656
Old : 150,825: 2,265 0 0 126,934 143,169 129,199 143,169: 21,626 7,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,644: 796 0 0 2,639 2,613 3,435 2,613: -791 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 84.2 94.9 85.7 94.9: 14.3 5.1
Old : 100.0: 1.5 0.0 0.0 84.2 94.9 85.7 94.9: 14.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 20 14 21 14:
Old : 26: 1 0 0 20 14 21 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 : 47.0 60.0 66.2 88.0 45.0 58.1 62.8 77.2
Old : 47.0 60.0 66.2 88.0 45.0 58.1 62.8 77.2
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 95,694: 8,438 5,992 605 82,638 87,172 91,681 93,769: 4,013 1,925
Old : 95,694: 8,438 5,992 605 82,638 87,172 91,681 93,769: 4,013 1,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,469: 1,010 0 -389 1,693 3,764 2,314 3,375: 155 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.3 0.6 86.4 91.1 95.8 98.0: 4.2 2.0
Old : 100.0: 8.8 6.3 0.6 86.4 91.1 95.8 98.0: 4.2 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 : 34: 2 1 1 27 20 29 22:
Old : 34: 2 1 1 27 20 29 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 : 45.5 54.8 69.7 79.3 38.2 53.9 59.5 74.0
Old : 45.5 54.8 69.7 79.3 38.2 53.9 59.5 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 185,999: 5,079 0 0 178,482 182,928 183,561 182,928: 2,438 3,071
Old : 185,999: 5,079 0 0 178,482 182,928 183,561 182,928: 2,438 3,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -117: 0 0 0 -179 -613 -179 -613: 62 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 96.0 98.3 98.7 98.3: 1.3 1.7
Old : 100.0: 2.7 0.0 0.0 96.0 98.3 98.7 98.3: 1.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 14 16 15 16:
Old : 24: 1 0 0 14 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 65.2 95.0 85.5 79.7 65.0 85.4 80.8
Old : 84.0 65.2 95.0 85.5 79.7 65.0 85.4 80.8
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 63,897: 9,664 3,374 5,150 47,981 54,864 62,795 63,388: 1,102 509
Old : 63,897: 9,664 3,374 5,150 47,981 54,864 62,795 63,388: 1,102 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 473: -112 -308 150 434 621 471 463: 2 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 5.3 8.1 75.1 85.9 98.3 99.2: 1.7 0.8
Old : 100.0: 15.1 5.3 8.1 75.1 85.9 98.3 99.2: 1.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 8 12 32 32 47 46:
Old : 51: 9 8 12 32 32 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 43.7 62.0 64.3 28.2 21.9 36.3 32.1
Old : 40.8 43.7 62.0 64.3 28.2 21.9 36.3 32.1
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 49,877: 3,651 1,093 1,025 45,191 47,739 49,867 49,857: 10 20
Old : 49,877: 3,651 1,093 1,025 45,191 47,739 49,867 49,857: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,436: -249 25 350 2,335 2,061 2,436 2,436: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.2 2.1 90.6 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 7.3 2.2 2.1 90.6 95.7 100.0 100.0: 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 : 38: 7 5 7 25 20 34 30:
Old : 38: 7 5 7 25 20 34 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 : 60.6 62.1 81.8 84.1 49.3 58.6 64.1 67.1
Old : 60.6 62.1 81.8 84.1 49.3 58.6 64.1 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 24,262: 1,170 925 655 22,437 22,682 24,262 24,262: 0 0
Old : 24,262: 1,170 925 655 22,437 22,682 24,262 24,262: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 291: 50 -225 0 241 516 291 291: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.8 2.7 92.5 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 3.8 2.7 92.5 93.5 100.0 100.0: 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 : 29: 4 2 2 19 18 24 21:
Old : 29: 4 2 2 19 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 61.1 86.9 84.0 61.5 50.7 69.8 68.1
Old : 66.5 61.1 86.9 84.0 61.5 50.7 69.8 68.1
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 165,516: 9,943 21,168 3,959 151,367 140,135 165,269 165,262: 247 254
Old : 165,516: 9,943 21,168 3,959 151,367 140,135 165,269 165,262: 247 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 877: -260 -538 40 1,117 1,415 897 917: -20 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 12.8 2.4 91.5 84.7 99.9 99.8: 0.1 0.2
Old : 100.0: 6.0 12.8 2.4 91.5 84.7 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 6 6 36 34 46 43:
Old : 52: 7 6 6 36 34 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 50.5 54.6 67.6 30.2 41.2 43.0 53.9
Old : 36.0 50.5 54.6 67.6 30.2 41.2 43.0 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 53,482: 691 6,835 1,022 51,649 45,625 53,362 53,482: 120 0
Old : 53,482: 691 6,835 1,022 51,649 45,625 53,362 53,482: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -2,588: -95 -1,020 -26 -2,467 -1,541 -2,588 -2,588: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 12.8 1.9 96.6 85.3 99.8 100.0: 0.2 0.0
Old : 100.0: 1.3 12.8 1.9 96.6 85.3 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 : 36: 4 8 6 20 20 29 30:
Old : 36: 4 8 6 20 20 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 : 76.3 72.5 86.8 87.3 73.3 65.9 79.2 77.6
Old : 76.3 72.5 86.8 87.3 73.3 65.9 79.2 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 32,520: 300 50 25 32,195 32,445 32,520 32,520: 0 0
Old : 32,520: 300 50 25 32,195 32,445 32,520 32,520: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -75: 0 25 0 -75 -100 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.2 0.1 99.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.2 0.1 99.0 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 : 22: 3 1 1 12 13 15 15:
Old : 22: 3 1 1 12 13 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.4 93.0 97.6 97.8 85.1 86.9 89.4 90.0
Old : 88.4 93.0 97.6 97.8 85.1 86.9 89.4 90.0
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 48,540: 4,800 1,350 565 42,999 46,455 48,364 48,370: 176 170
Old : 48,540: 4,800 1,350 565 42,999 46,455 48,364 48,370: 176 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,070: -100 0 0 1,160 1,070 1,060 1,070: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.8 1.2 88.6 95.7 99.6 99.6: 0.4 0.4
Old : 100.0: 9.9 2.8 1.2 88.6 95.7 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 3 1 25 26 28 30:
Old : 36: 3 3 1 25 26 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 49.1 67.7 70.1 41.7 40.0 60.0 56.2
Old : 46.1 49.1 67.7 70.1 41.7 40.0 60.0 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 79,123: 13,004 3,855 1,386 64,448 73,713 78,838 78,954: 285 169
Old : 79,123: 13,004 3,855 1,386 64,448 73,713 78,838 78,954: 285 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,717: -730 500 140 2,307 1,082 1,717 1,722: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 4.9 1.8 81.5 93.2 99.6 99.8: 0.4 0.2
Old : 100.0: 16.4 4.9 1.8 81.5 93.2 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 5 4 30 29 38 38:
Old : 46: 7 5 4 30 29 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 51.3 67.8 73.5 40.9 42.4 58.3 57.8
Old : 43.3 51.3 67.8 73.5 40.9 42.4 58.3 57.8
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 74,744: 2,740 1,045 1,255 70,273 72,179 74,268 74,479: 476 265
Old : 74,744: 2,740 1,045 1,255 70,273 72,179 74,268 74,479: 476 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,840: -195 105 20 5,015 4,715 4,840 4,840: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.4 1.7 94.0 96.6 99.4 99.6: 0.6 0.4
Old : 100.0: 3.7 1.4 1.7 94.0 96.6 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 4 3 24 25 30 29:
Old : 39: 3 4 3 24 25 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 65.1 65.2 83.3 42.9 63.0 62.6 77.2
Old : 43.5 65.1 65.2 83.3 42.9 63.0 62.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 108,509: 4,310 170 1,015 102,541 107,174 107,866 108,359: 643 150
Old : 108,509: 4,310 170 1,015 102,541 107,174 107,866 108,359: 643 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 5,362: 260 0 125 4,977 5,237 5,362 5,362: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.2 0.9 94.5 98.8 99.4 99.9: 0.6 0.1
Old : 100.0: 4.0 0.2 0.9 94.5 98.8 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 1 1 26 28 31 30:
Old : 42: 5 1 1 26 28 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 66.8 66.2 83.3 44.9 64.4 65.1 78.8
Old : 45.8 66.8 66.2 83.3 44.9 64.4 65.1 78.8
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,505: 425 130 20 30,060 30,130 30,505 30,280: 0 225
Old : 30,505: 425 130 20 30,060 30,130 30,505 30,280: 0 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 460: 0 0 0 460 460 460 460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.4 0.1 98.5 98.8 100.0 99.3: 0.0 0.7
Old : 100.0: 1.4 0.4 0.1 98.5 98.8 100.0 99.3: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 1 22 17 25 19:
Old : 29: 2 2 1 22 17 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 74.2 83.5 85.8 45.3 66.3 63.2 72.5
Old : 54.8 74.2 83.5 85.8 45.3 66.3 63.2 72.5
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 29,265: 1,245 300 0 27,750 28,570 28,995 28,870: 270 395
Old : 29,265: 1,245 300 0 27,750 28,570 28,995 28,870: 270 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 115: 95 0 0 20 115 115 115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.0 0.0 94.8 97.6 99.1 98.7: 0.9 1.3
Old : 100.0: 4.3 1.0 0.0 94.8 97.6 99.1 98.7: 0.9 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 : 26: 2 1 0 19 18 21 19:
Old : 26: 2 1 0 19 18 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 : 53.7 72.1 73.3 89.6 39.4 59.0 51.3 62.4
Old : 53.7 72.1 73.3 89.6 39.4 59.0 51.3 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 11,630: 875 650 50 10,705 10,930 11,630 11,630: 0 0
Old : 11,630: 875 650 50 10,705 10,930 11,630 11,630: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 0: 0 -200 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.6 0.4 92.0 94.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 5.6 0.4 92.0 94.0 100.0 100.0: 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: 4 2 1 16 8 20 11:
Old : 24: 4 2 1 16 8 20 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 : 61.1 73.6 80.5 96.6 51.2 67.7 66.0 77.3
Old : 61.1 73.6 80.5 96.6 51.2 67.7 66.0 77.3
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 49,474: 12,498 908 3,483 33,030 44,554 49,011 48,945: 463 529
Old : 49,474: 12,498 908 3,483 33,030 44,554 49,011 48,945: 463 529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 385: -105 -39 -832 1,288 1,223 351 353: 34 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 1.8 7.0 66.8 90.1 99.1 98.9: 0.9 1.1
Old : 100.0: 25.3 1.8 7.0 66.8 90.1 99.1 98.9: 0.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 15 5 12 27 29 44 44:
Old : 51: 15 5 12 27 29 44 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 : 40.8 39.2 64.3 61.7 33.3 24.6 46.4 39.8
Old : 40.8 39.2 64.3 61.7 33.3 24.6 46.4 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,065: 150 570 850 8,687 8,205 9,687 9,625: 378 440
Old : 10,065: 150 570 850 8,687 8,205 9,687 9,625: 378 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 250: -50 0 50 250 200 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 5.7 8.4 86.3 81.5 96.2 95.6: 3.8 4.4
Old : 100.0: 1.5 5.7 8.4 86.3 81.5 96.2 95.6: 3.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 14 14 17 17:
Old : 20: 1 2 3 14 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 44.1 73.6 69.7 33.4 32.1 45.2 43.9
Old : 51.0 44.1 73.6 69.7 33.4 32.1 45.2 43.9
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,064: 675 925 0 40,389 40,084 41,064 41,009: 0 55
Old : 41,064: 675 925 0 40,389 40,084 41,064 41,009: 0 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 706: 150 200 0 556 506 706 706: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.3 0.0 98.4 97.6 100.0 99.9: 0.0 0.1
Old : 100.0: 1.6 2.3 0.0 98.4 97.6 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 3 0 28 24 32 27:
Old : 38: 4 3 0 28 24 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 66.7 78.8 83.8 47.3 57.6 68.0 68.9
Old : 51.3 66.7 78.8 83.8 47.3 57.6 68.0 68.9
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 42,986: 3,765 1,621 570 38,009 40,795 42,344 42,986: 642 0
Old : 42,986: 3,765 1,621 570 38,009 40,795 42,344 42,986: 642 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 311: 295 -745 0 14 1,056 309 311: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 3.8 1.3 88.4 94.9 98.5 100.0: 1.5 0.0
Old : 100.0: 8.8 3.8 1.3 88.4 94.9 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 : 41: 5 7 3 25 21 33 28:
Old : 41: 5 7 3 25 21 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 : 52.0 58.3 72.5 84.3 50.7 56.6 69.3 77.4
Old : 52.0 58.3 72.5 84.3 50.7 56.6 69.3 77.4
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,271: 2,795 300 585 47,303 49,658 50,683 50,543: 588 728
Old : 51,271: 2,795 300 585 47,303 49,658 50,683 50,543: 588 728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,120: 80 0 0 1,005 1,175 1,085 1,175: 35 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.6 1.1 92.3 96.9 98.9 98.6: 1.1 1.4
Old : 100.0: 5.5 0.6 1.1 92.3 96.9 98.9 98.6: 1.1 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 : 29: 4 1 1 21 14 25 16:
Old : 29: 4 1 1 21 14 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 91.5 73.0 95.9 58.6 87.8 72.2 90.8
Old : 58.6 91.5 73.0 95.9 58.6 87.8 72.2 90.8
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 59,381: 3,765 2,800 550 54,523 55,303 58,838 58,653: 543 728
Old : 59,381: 3,765 2,800 550 54,523 55,303 58,838 58,653: 543 728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,065: 730 200 0 1,335 1,865 2,065 2,065: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.7 0.9 91.8 93.1 99.1 98.8: 0.9 1.2
Old : 100.0: 6.3 4.7 0.9 91.8 93.1 99.1 98.8: 0.9 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 : 29: 3 1 1 21 15 24 17:
Old : 29: 3 1 1 21 15 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 : 56.2 85.8 74.4 94.9 55.7 84.3 73.2 91.8
Old : 56.2 85.8 74.4 94.9 55.7 84.3 73.2 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 81,084: 313 730 869 79,781 79,485 80,963 81,084: 121 0
Old : 81,084: 313 730 869 79,781 79,485 80,963 81,084: 121 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,855: 313 -155 -189 1,800 2,199 1,924 1,855: -69 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.9 1.1 98.4 98.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.4 0.9 1.1 98.4 98.0 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: 2 2 1 28 27 30 30:
Old : 37: 2 2 1 28 27 30 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 : 58.0 58.5 76.8 78.5 56.5 50.9 71.1 68.6
Old : 58.0 58.5 76.8 78.5 56.5 50.9 71.1 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 121,205: 2,622 5,271 1,990 116,374 113,935 120,985 121,195: 220 10
Old : 121,205: 2,622 5,271 1,990 116,374 113,935 120,985 121,195: 220 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,523: -236 -172 -480 3,224 3,174 2,508 2,523: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.3 1.6 96.0 94.0 99.8 100.0: 0.2 0.0
Old : 100.0: 2.2 4.3 1.6 96.0 94.0 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 : 48: 5 8 5 26 28 35 37:
Old : 48: 5 8 5 26 28 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 45.4 79.3 67.1 53.4 42.9 69.6 60.0
Old : 57.2 45.4 79.3 67.1 53.4 42.9 69.6 60.0
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 54,650: 200 225 25 54,425 54,400 54,650 54,650: 0 0
Old : 54,650: 200 225 25 54,425 54,400 54,650 54,650: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,805: 0 0 0 2,805 2,805 2,805 2,805: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.4 0.0 99.6 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.4 0.0 99.6 99.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 1 13 15 15 18:
Old : 26: 1 3 1 13 15 15 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 : 92.0 87.7 98.2 97.1 88.7 86.3 90.8 89.6
Old : 92.0 87.7 98.2 97.1 88.7 86.3 90.8 89.6
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 40,818: 2,780 2,425 500 36,658 37,828 39,938 40,753: 880 65
Old : 40,818: 2,780 2,425 500 36,658 37,828 39,938 40,753: 880 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 640: 100 -100 0 430 750 530 650: 110 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 5.9 1.2 89.8 92.7 97.8 99.8: 2.2 0.2
Old : 100.0: 6.8 5.9 1.2 89.8 92.7 97.8 99.8: 2.2 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 : 27: 3 3 2 20 18 24 22:
Old : 27: 3 3 2 20 18 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 55.0 73.6 78.7 30.4 31.7 41.2 42.0
Old : 51.1 55.0 73.6 78.7 30.4 31.7 41.2 42.0
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 44,400: 8,072 5,050 520 35,218 38,806 43,810 44,376: 590 24
Old : 44,400: 8,072 5,050 520 35,218 38,806 43,810 44,376: 590 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 558: -265 350 -50 749 262 434 562: 124 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 11.4 1.2 79.3 87.4 98.7 99.9: 1.3 0.1
Old : 100.0: 18.2 11.4 1.2 79.3 87.4 98.7 99.9: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 3 2 23 21 31 26:
Old : 35: 8 3 2 23 21 31 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 : 41.6 48.8 60.7 72.2 31.1 37.3 46.3 55.3
Old : 41.6 48.8 60.7 72.2 31.1 37.3 46.3 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 39,504: 0 2,326 22 39,383 36,736 39,405 39,084: 99 420
Old : 39,504: 0 2,326 22 39,383 36,736 39,405 39,084: 99 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 11: -20 -62 -30 61 103 11 11: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 0.1 99.7 93.0 99.7 98.9: 0.3 1.1
Old : 100.0: 0.0 5.9 0.1 99.7 93.0 99.7 98.9: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 5 2 15 15 17 20:
Old : 24: 0 5 2 15 15 17 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 : 64.4 79.7 88.5 91.7 63.9 73.8 83.0 82.2
Old : 64.4 79.7 88.5 91.7 63.9 73.8 83.0 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 32,444: 0 1,435 0 32,384 30,579 32,384 32,014: 60 430
Old : 32,444: 0 1,435 0 32,384 30,579 32,384 32,014: 60 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 70: 0 -270 0 70 340 70 70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 99.8 94.3 99.8 98.7: 0.2 1.3
Old : 100.0: 0.0 4.4 0.0 99.8 94.3 99.8 98.7: 0.2 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 : 20: 0 1 0 14 12 14 13:
Old : 20: 0 1 0 14 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 82.3 90.2 94.1 67.3 79.8 84.2 88.7
Old : 68.0 82.3 90.2 94.1 67.3 79.8 84.2 88.7
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 35,923: 855 2,045 70 34,632 33,558 35,557 35,673: 366 250
Old : 35,923: 855 2,045 70 34,632 33,558 35,557 35,673: 366 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,535: -10 270 -30 1,515 1,065 1,475 1,305: 60 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 5.7 0.2 96.4 93.4 99.0 99.3: 1.0 0.7
Old : 100.0: 2.4 5.7 0.2 96.4 93.4 99.0 99.3: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 2 2 22 23 26 27:
Old : 34: 3 2 2 22 23 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 57.1 78.9 77.1 61.6 55.6 73.0 75.2
Old : 66.1 57.1 78.9 77.1 61.6 55.6 73.0 75.2
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 23,169: 500 145 125 22,135 22,839 22,760 23,109: 409 60
Old : 23,169: 500 145 125 22,135 22,839 22,760 23,109: 409 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 420: 0 0 0 400 420 400 420: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.6 0.5 95.5 98.6 98.2 99.7: 1.8 0.3
Old : 100.0: 2.2 0.6 0.5 95.5 98.6 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 : 28: 2 1 1 18 19 21 20:
Old : 28: 2 1 1 18 19 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 : 65.1 68.6 83.4 86.9 61.8 68.2 76.9 83.5
Old : 65.1 68.6 83.4 86.9 61.8 68.2 76.9 83.5
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 51,640: 769 7,090 527 50,248 43,960 51,545 51,578: 95 62
Old : 51,640: 769 7,090 527 50,248 43,960 51,545 51,578: 95 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -170: -437 147 236 31 -548 -170 -165: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.7 1.0 97.3 85.1 99.8 99.9: 0.2 0.1
Old : 100.0: 1.5 13.7 1.0 97.3 85.1 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 : 41: 5 5 4 27 26 35 32:
Old : 41: 5 5 4 27 26 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 57.7 72.1 75.4 40.3 54.4 55.3 64.5
Old : 52.5 57.7 72.1 75.4 40.3 54.4 55.3 64.5
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 41,756: 40 2,960 160 41,204 38,588 41,404 41,708: 352 48
Old : 41,756: 40 2,960 160 41,204 38,588 41,404 41,708: 352 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -155: -52 0 0 -105 -155 -157 -155: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.1 0.4 98.7 92.4 99.2 99.9: 0.8 0.1
Old : 100.0: 0.1 7.1 0.4 98.7 92.4 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 2 24 19 26 23:
Old : 30: 1 3 2 24 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 : 50.4 66.9 75.1 88.2 43.8 63.6 63.2 76.0
Old : 50.4 66.9 75.1 88.2 43.8 63.6 63.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,358: 2,450 557 25 19,615 21,758 22,090 22,340: 268 18
Old : 22,358: 2,450 557 25 19,615 21,758 22,090 22,340: 268 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 242: 0 27 0 242 215 242 242: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.5 0.1 87.7 97.3 98.8 99.9: 1.2 0.1
Old : 100.0: 11.0 2.5 0.1 87.7 97.3 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 1 14 15 16 18:
Old : 26: 2 2 1 14 15 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 72.9 94.2 92.3 59.4 70.2 79.0 81.5
Old : 70.7 72.9 94.2 92.3 59.4 70.2 79.0 81.5
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,490: 870 1,250 0 17,525 17,240 18,395 18,490: 95 0
Old : 18,490: 870 1,250 0 17,525 17,240 18,395 18,490: 95 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 75: 0 0 0 75 75 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.8 0.0 94.8 93.2 99.5 100.0: 0.5 0.0
Old : 100.0: 4.7 6.8 0.0 94.8 93.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 0 15 9 17 12:
Old : 23: 2 3 0 15 9 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 86.3 83.4 98.4 49.3 81.0 73.0 85.7
Old : 56.8 86.3 83.4 98.4 49.3 81.0 73.0 85.7
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,470: 705 4,800 50 20,525 16,620 21,280 21,470: 190 0
Old : 21,470: 705 4,800 50 20,525 16,620 21,280 21,470: 190 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 75: 0 0 0 95 75 95 75: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 22.4 0.2 95.6 77.4 99.1 100.0: 0.9 0.0
Old : 100.0: 3.3 22.4 0.2 95.6 77.4 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 : 26: 2 3 1 18 9 21 12:
Old : 26: 2 3 1 18 9 21 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 : 56.4 89.7 82.4 98.0 53.3 87.0 77.4 91.4
Old : 56.4 89.7 82.4 98.0 53.3 87.0 77.4 91.4
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any Multiple of 800 800MWhs :
: : :
All : 251,000: 2,591 11,551 21,982 226,278 217,466 250,852 251,000: 148 0
Old : 251,000: 2,591 11,551 21,982 226,278 217,466 250,852 251,000: 148 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 559: 1,443 1,227 -1,851 1,457 1,184 1,049 559: -490 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 4.6 8.8 90.2 86.6 99.9 100.0: 0.1 0.0
Old : 100.0: 1.0 4.6 8.8 90.2 86.6 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 : 23: 2 2 3 15 16 19 19:
Old : 23: 2 2 3 15 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 58.7 88.5 82.4 46.1 44.1 47.8 47.5
Old : 72.0 58.7 88.5 82.4 46.1 44.1 47.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,665: 840 0 0 22,590 23,660 23,430 23,660: 235 5
Old : 23,665: 840 0 0 22,590 23,660 23,430 23,660: 235 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 105: 0 0 0 105 105 105 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 95.5 100.0 99.0 100.0: 1.0 0.0
Old : 100.0: 3.5 0.0 0.0 95.5 100.0 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 12 14 13 14:
Old : 21: 1 0 0 12 14 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 73.2 91.6 89.9 69.6 67.5 82.5 81.0
Old : 74.6 73.2 91.6 89.9 69.6 67.5 82.5 81.0
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,425: 850 25 200 21,079 22,200 22,129 22,425: 296 0
Old : 22,425: 850 25 200 21,079 22,200 22,129 22,425: 296 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,200: 0 0 100 1,115 1,100 1,215 1,200: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.1 0.9 94.0 99.0 98.7 100.0: 1.3 0.0
Old : 100.0: 3.8 0.1 0.9 94.0 99.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 2 14 15 19 17:
Old : 28: 4 1 2 14 15 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 70.3 88.7 91.6 72.5 65.2 82.2 82.8
Old : 74.5 70.3 88.7 91.6 72.5 65.2 82.2 82.8
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,800: 750 25 200 16,623 17,575 17,573 17,800: 227 0
Old : 17,800: 750 25 200 16,623 17,575 17,573 17,800: 227 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 930: -100 0 100 930 830 930 930: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.1 1.1 93.4 98.7 98.7 100.0: 1.3 0.0
Old : 100.0: 4.2 0.1 1.1 93.4 98.7 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 2 13 13 18 15:
Old : 25: 4 1 2 13 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 72.2 87.9 93.9 67.9 60.9 76.3 80.3
Old : 72.9 72.2 87.9 93.9 67.9 60.9 76.3 80.3
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,915: 600 4,375 125 9,895 6,330 10,620 10,830: 295 85
Old : 10,915: 600 4,375 125 9,895 6,330 10,620 10,830: 295 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 40.1 1.1 90.7 58.0 97.3 99.2: 2.7 0.8
Old : 100.0: 5.5 40.1 1.1 90.7 58.0 97.3 99.2: 2.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 14 10 16 13:
Old : 21: 1 3 1 14 10 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 66.7 81.9 88.2 46.6 59.4 63.5 69.6
Old : 59.9 66.7 81.9 88.2 46.6 59.4 63.5 69.6
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,585: 600 1,325 75 6,685 6,100 7,360 7,500: 225 85
Old : 7,585: 600 1,325 75 6,685 6,100 7,360 7,500: 225 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 17.5 1.0 88.1 80.4 97.0 98.9: 3.0 1.1
Old : 100.0: 7.9 17.5 1.0 88.1 80.4 97.0 98.9: 3.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 13 10 15 13:
Old : 21: 1 3 1 13 10 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 : 52.0 53.3 81.9 84.0 51.5 49.8 67.2 70.2
Old : 52.0 53.3 81.9 84.0 51.5 49.8 67.2 70.2
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,601: 1,175 4,720 405 44,474 41,476 46,054 46,601: 547 0
Old : 46,601: 1,175 4,720 405 44,474 41,476 46,054 46,601: 547 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,505: 0 2,150 -50 4,555 2,405 4,505 4,505: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 10.1 0.9 95.4 89.0 98.8 100.0: 1.2 0.0
Old : 100.0: 2.5 10.1 0.9 95.4 89.0 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 1 19 15 22 17:
Old : 29: 2 2 1 19 15 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 89.5 81.6 96.5 56.7 88.1 77.4 91.9
Old : 57.9 89.5 81.6 96.5 56.7 88.1 77.4 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,522: 1,175 4,720 405 43,393 40,397 44,973 45,522: 549 0
Old : 45,522: 1,175 4,720 405 43,393 40,397 44,973 45,522: 549 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,445: 0 2,150 -50 4,495 2,345 4,445 4,445: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 10.4 0.9 95.3 88.7 98.8 100.0: 1.2 0.0
Old : 100.0: 2.6 10.4 0.9 95.3 88.7 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 : 30: 2 2 1 20 15 23 17:
Old : 30: 2 2 1 20 15 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 87.5 80.7 95.2 55.3 86.0 76.4 90.4
Old : 57.2 87.5 80.7 95.2 55.3 86.0 76.4 90.4
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 118,457: 8,594 2,534 4,185 105,433 111,583 118,212 118,302: 245 155
Old : 118,457: 8,594 2,534 4,185 105,433 111,583 118,212 118,302: 245 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 3,874: 1,915 190 584 1,378 3,222 3,877 3,996: -3 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.1 3.5 89.0 94.2 99.8 99.9: 0.2 0.1
Old : 100.0: 7.3 2.1 3.5 89.0 94.2 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 : 53: 10 5 9 32 29 45 40:
Old : 53: 10 5 9 32 29 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 50.9 63.6 73.9 41.3 42.2 57.6 59.9
Old : 44.6 50.9 63.6 73.9 41.3 42.2 57.6 59.9
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 138,732: 13,605 5,309 2,133 122,669 131,290 138,407 138,732: 325 0
Old : 138,732: 13,605 5,309 2,133 122,669 131,290 138,407 138,732: 325 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,475: 886 950 20 1,569 1,505 2,475 2,475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 3.8 1.5 88.4 94.6 99.8 100.0: 0.2 0.0
Old : 100.0: 9.8 3.8 1.5 88.4 94.6 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 : 59: 11 6 9 35 31 47 45:
Old : 59: 11 6 9 35 31 47 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 53.4 60.1 76.5 36.8 50.1 54.8 66.2
Old : 41.4 53.4 60.1 76.5 36.8 50.1 54.8 66.2
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 274,654: 26,616 35,375 22,184 225,356 217,088 274,156 274,647: 498 7
Old : 274,654: 26,616 35,375 22,184 225,356 217,088 274,156 274,647: 498 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -1,273: -37 -1,714 8 -1,103 596 -1,131 -1,109: -141 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 12.9 8.1 82.1 79.0 99.8 100.0: 0.2 0.0
Old : 100.0: 9.7 12.9 8.1 82.1 79.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 26 12 19 40 45 74 68:
Old : 87: 26 12 19 40 45 74 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 : 29.8 38.7 52.7 57.4 21.1 29.1 34.7 38.3
Old : 29.8 38.7 52.7 57.4 21.1 29.1 34.7 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,233: 2,353 625 175 29,532 31,433 32,060 32,233: 173 0
Old : 32,233: 2,353 625 175 29,532 31,433 32,060 32,233: 173 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 455: 75 0 0 380 455 455 455: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.9 0.5 91.6 97.5 99.5 100.0: 0.5 0.0
Old : 100.0: 7.3 1.9 0.5 91.6 97.5 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 3 1 21 8 24 12:
Old : 28: 3 3 1 21 8 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 94.3 77.4 98.1 52.5 90.6 76.4 92.8
Old : 53.5 94.3 77.4 98.1 52.5 90.6 76.4 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,996: 1,433 580 695 28,593 29,721 30,721 30,996: 275 0
Old : 30,996: 1,433 580 695 28,593 29,721 30,721 30,996: 275 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 375: 75 0 0 300 375 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.9 2.2 92.2 95.9 99.1 100.0: 0.9 0.0
Old : 100.0: 4.6 1.9 2.2 92.2 95.9 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 : 27: 3 3 2 20 8 24 12:
Old : 27: 3 3 2 20 8 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 93.1 81.3 98.2 56.8 90.4 80.7 92.5
Old : 57.4 93.1 81.3 98.2 56.8 90.4 80.7 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 4,155: 195 314 79 3,178 2,636 3,452 3,029: 703 1,126
Old : 4,155: 195 314 79 3,178 2,636 3,452 3,029: 703 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 324: 96 -78 -22 217 82 291 -18: 33 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 7.6 1.9 76.5 63.4 83.1 72.9: 16.9 27.1
Old : 100.0: 4.7 7.6 1.9 76.5 63.4 83.1 72.9: 16.9 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 3 3 17 18 22 23:
Old : 25: 4 3 3 17 18 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 31.0 62.3 47.2 34.2 23.4 40.8 31.4
Old : 45.9 31.0 62.3 47.2 34.2 23.4 40.8 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 38,647: 3,915 1,356 697 33,665 36,256 38,277 38,309: 370 338
Old : 38,647: 3,915 1,356 697 33,665 36,256 38,277 38,309: 370 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -3: 28 60 -66 19 -102 -19 -108: 16 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.5 1.8 87.1 93.8 99.0 99.1: 1.0 0.9
Old : 100.0: 10.1 3.5 1.8 87.1 93.8 99.0 99.1: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 3 5 29 30 37 36:
Old : 45: 6 3 5 29 30 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 53.9 69.1 72.8 40.3 49.3 52.6 59.1
Old : 55.2 53.9 69.1 72.8 40.3 49.3 52.6 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 16,215: 838 526 162 15,136 14,997 16,136 15,685: 79 530
Old : 16,215: 838 526 162 15,136 14,997 16,136 15,685: 79 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 933: 270 0 -30 703 983 943 953: -10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.2 1.0 93.3 92.5 99.5 96.7: 0.5 3.3
Old : 100.0: 5.2 3.2 1.0 93.3 92.5 99.5 96.7: 0.5 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 : 33: 2 4 4 24 26 28 32:
Old : 33: 2 4 4 24 26 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 : 58.4 51.3 80.0 70.4 30.5 24.5 40.9 33.4
Old : 58.4 51.3 80.0 70.4 30.5 24.5 40.9 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 11,326: 417 737 420 10,072 9,879 10,909 11,036: 417 290
Old : 11,326: 417 737 420 10,072 9,879 10,909 11,036: 417 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 234: 138 10 60 51 164 249 234: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 6.5 3.7 88.9 87.2 96.3 97.4: 3.7 2.6
Old : 100.0: 3.7 6.5 3.7 88.9 87.2 96.3 97.4: 3.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 6 3 5 30 32 39 37:
Old : 51: 6 3 5 30 32 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 34.1 72.8 53.7 51.1 31.9 59.4 46.8
Old : 62.4 34.1 72.8 53.7 51.1 31.9 59.4 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 18,881: 299 1,220 397 18,105 17,084 18,801 18,701: 80 180
Old : 18,881: 299 1,220 397 18,105 17,084 18,801 18,701: 80 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 829: 0 75 0 819 744 819 819: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 6.5 2.1 95.9 90.5 99.6 99.0: 0.4 1.0
Old : 100.0: 1.6 6.5 2.1 95.9 90.5 99.6 99.0: 0.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 4 2 20 29 23 34:
Old : 40: 2 4 2 20 29 23 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 : 65.7 42.2 83.0 62.8 54.2 39.7 63.1 53.1
Old : 65.7 42.2 83.0 62.8 54.2 39.7 63.1 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 75,550: 7,276 5,237 5,078 63,074 64,804 75,427 75,119: 123 431
Old : 75,550: 7,276 5,237 5,078 63,074 64,804 75,427 75,119: 123 431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,832: 502 -10 -129 1,445 1,974 1,818 1,835: 14 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.9 6.7 83.5 85.8 99.8 99.4: 0.2 0.6
Old : 100.0: 9.6 6.9 6.7 83.5 85.8 99.8 99.4: 0.2 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 : 98: 16 15 24 59 59 86 87:
Old : 98: 16 15 24 59 59 86 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 26.9 43.5 43.8 18.0 22.6 29.3 32.6
Old : 27.8 26.9 43.5 43.8 18.0 22.6 29.3 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 39,410: 2,538 0 37 36,835 39,373 39,410 39,410: 0 0
Old : 39,410: 2,538 0 37 36,835 39,373 39,410 39,410: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 75: -62 0 37 100 38 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 0.1 93.5 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.4 0.0 0.1 93.5 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 1 23 24 25 25:
Old : 35: 2 0 1 23 24 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 46.3 68.3 75.1 36.1 41.4 53.8 59.3
Old : 42.3 46.3 68.3 75.1 36.1 41.4 53.8 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 16,260: 2,230 10 585 12,390 15,065 15,205 15,660: 1,055 600
Old : 16,260: 2,230 10 585 12,390 15,065 15,205 15,660: 1,055 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 25: -365 0 40 -615 -565 -940 -525: 965 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.1 3.6 76.2 92.7 93.5 96.3: 6.5 3.7
Old : 100.0: 13.7 0.1 3.6 76.2 92.7 93.5 96.3: 6.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 3 20 21 25 24:
Old : 32: 4 1 3 20 21 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 : 59.4 59.5 75.9 73.5 55.4 55.1 68.7 65.6
Old : 59.4 59.5 75.9 73.5 55.4 55.1 68.7 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 209,982: 0 0 0 193,317 189,666 193,317 189,666: 16,665 20,316
Old : 209,982: 0 0 0 193,317 189,666 193,317 189,666: 16,665 20,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 9,936: 0 0 0 5,601 3,567 5,601 3,567: 4,335 6,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.1 90.3 92.1 90.3: 7.9 9.7
Old : 100.0: 0.0 0.0 0.0 92.1 90.3 92.1 90.3: 7.9 9.7
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 : 20: 0 0 0 14 13 14 13:
Old : 20: 0 0 0 14 13 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 58.3 85.0 81.8 49.5 58.0 75.7 79.5
Old : 58.6 58.3 85.0 81.8 49.5 58.0 75.7 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 17,567: 3,165 1,076 1,710 7,346 12,366 12,221 15,152: 5,346 2,415
Old : 17,567: 3,165 1,076 1,710 7,346 12,366 12,221 15,152: 5,346 2,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 985: 60 -5 115 545 85 720 195: 265 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 6.1 9.7 41.8 70.4 69.6 86.3: 30.4 13.7
Old : 100.0: 18.0 6.1 9.7 41.8 70.4 69.6 86.3: 30.4 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 4 5 7 14 13 20:
Old : 22: 3 4 5 7 14 13 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 : 44.9 47.8 61.6 64.7 40.8 44.3 49.1 58.3
Old : 44.9 47.8 61.6 64.7 40.8 44.3 49.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2018