CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,444: 8,439 4,325 2,278 15,687 19,841 26,404 26,444: 40 0
Old : 26,444: 8,439 4,325 2,278 15,687 19,841 26,404 26,444: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,579: 175 563 -75 1,478 1,090 1,579 1,579: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 16.4 8.6 59.3 75.0 99.8 100.0: 0.2 0.0
Old : 100.0: 31.9 16.4 8.6 59.3 75.0 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 : 30: 12 7 6 9 10 24 20:
Old : 30: 12 7 6 9 10 24 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 : 62.7 60.8 87.2 84.1 51.2 49.3 59.4 60.1
Old : 62.7 60.8 87.2 84.1 51.2 49.3 59.4 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,345: 5,012 6,514 1,406 19,927 18,425 26,345 26,345: 0 0
Old : 26,345: 5,012 6,514 1,406 19,927 18,425 26,345 26,345: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -92: -1 0 0 -92 -92 -92 -92: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 24.7 5.3 75.6 69.9 100.0 100.0: 0.0 0.0
Old : 100.0: 19.0 24.7 5.3 75.6 69.9 100.0 100.0: 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 : 22: 6 4 5 8 8 16 16:
Old : 22: 6 4 5 8 8 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 74.8 92.6 96.4 59.1 61.8 66.8 68.0
Old : 72.9 74.8 92.6 96.4 59.1 61.8 66.8 68.0
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 41,316: 2,200 5,000 4,979 34,137 31,337 41,316 41,316: 0 0
Old : 41,316: 2,200 5,000 4,979 34,137 31,337 41,316 41,316: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -14: 0 0 0 -14 -14 -14 -14: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 12.1 12.1 82.6 75.8 100.0 100.0: 0.0 0.0
Old : 100.0: 5.3 12.1 12.1 82.6 75.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 6 3 9 8 16 14:
Old : 20: 4 6 3 9 8 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 76.7 88.5 96.4 29.2 30.8 34.4 34.5
Old : 65.0 76.7 88.5 96.4 29.2 30.8 34.4 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,130: 3,088 7,105 5,493 46,050 42,032 54,630 54,630: 7,500 7,500
Old : 62,130: 3,088 7,105 5,493 46,050 42,032 54,630 54,630: 7,500 7,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,709: 116 627 -358 1,951 1,440 1,709 1,709: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 11.4 8.8 74.1 67.7 87.9 87.9: 12.1 12.1
Old : 100.0: 5.0 11.4 8.8 74.1 67.7 87.9 87.9: 12.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 9 8 15 12 27 23:
Old : 31: 6 9 8 15 12 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 53.5 70.9 69.0 28.8 33.7 39.6 38.9
Old : 55.7 53.5 70.9 69.0 28.8 33.7 39.6 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,060,945: 308,969 385,255 732,933 2,987,223 2,932,948 4,029,125 4,051,136: 31,820 9,809
Old : 4,060,945: 308,969 385,255 732,933 2,987,223 2,932,948 4,029,125 4,051,136: 31,820 9,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 71,279: 632 32,875 34,905 38,516 3,750 74,053 71,530: -2,774 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.5 18.0 73.6 72.2 99.2 99.8: 0.8 0.2
Old : 100.0: 7.6 9.5 18.0 73.6 72.2 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 32 39 59 144 120 209 185:
Old : 228: 32 39 59 144 120 209 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 24.7 34.6 41.9 18.1 23.3 27.8 33.6
Old : 21.1 24.7 34.6 41.9 18.1 23.3 27.8 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,352,486: 208,647 193,451 1,005,424 1,092,774 1,131,843 2,306,844 2,330,718: 45,642 21,768
Old : 2,352,486: 208,647 193,451 1,005,424 1,092,774 1,131,843 2,306,844 2,330,718: 45,642 21,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -233,154: 57,329 69,276 -261,214 -74,490 -62,541 -278,374 -254,479: 45,220 21,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.2 42.7 46.5 48.1 98.1 99.1: 1.9 0.9
Old : 100.0: 8.9 8.2 42.7 46.5 48.1 98.1 99.1: 1.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 21 21 40 52 49 94 89:
Old : 96: 21 21 40 52 49 94 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 42.7 68.6 64.6 9.8 9.0 11.8 11.9
Old : 45.5 42.7 68.6 64.6 9.8 9.0 11.8 11.9
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 237,413: 6,826 10,753 2,097 217,147 219,056 226,070 231,906: 11,343 5,507
Old : 237,413: 6,826 10,753 2,097 217,147 219,056 226,070 231,906: 11,343 5,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -153: -1,528 2,939 -2 1,229 -2,682 -301 255: 148 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.5 0.9 91.5 92.3 95.2 97.7: 4.8 2.3
Old : 100.0: 2.9 4.5 0.9 91.5 92.3 95.2 97.7: 4.8 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 : 53: 3 6 2 38 33 42 40:
Old : 53: 3 6 2 38 33 42 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 : 46.0 45.3 61.2 70.4 40.3 40.8 53.9 58.5
Old : 46.0 45.3 61.2 70.4 40.3 40.8 53.9 58.5
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 111,659: 3,197 0 3,214 99,110 105,207 105,521 108,421: 6,138 3,238
Old : 111,659: 3,197 0 3,214 99,110 105,207 105,521 108,421: 6,138 3,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 4,008: -704 0 -62 4,895 3,520 4,129 3,458: -121 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 2.9 88.8 94.2 94.5 97.1: 5.5 2.9
Old : 100.0: 2.9 0.0 2.9 88.8 94.2 94.5 97.1: 5.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 0 4 28 31 32 35:
Old : 38: 4 0 4 28 31 32 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 : 54.0 48.1 74.2 70.2 52.4 45.5 69.0 64.9
Old : 54.0 48.1 74.2 70.2 52.4 45.5 69.0 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 215,918: 3,992 4,652 3,613 194,977 199,373 202,582 207,638: 13,336 8,280
Old : 215,918: 3,992 4,652 3,613 194,977 199,373 202,582 207,638: 13,336 8,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 6,857: 2,056 0 293 5,450 6,842 7,799 7,135: -942 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.2 1.7 90.3 92.3 93.8 96.2: 6.2 3.8
Old : 100.0: 1.8 2.2 1.7 90.3 92.3 93.8 96.2: 6.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 2 4 31 31 36 37:
Old : 46: 5 2 4 31 31 36 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 : 49.7 51.7 67.8 69.5 47.1 50.9 63.3 68.0
Old : 49.7 51.7 67.8 69.5 47.1 50.9 63.3 68.0
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 630,612: 3,495 7,176 5,015 613,862 614,763 622,372 626,954: 8,240 3,658
Old : 630,612: 3,495 7,176 5,015 613,862 614,763 622,372 626,954: 8,240 3,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 5,367: 1,752 5,041 -1,616 4,835 2,314 4,971 5,739: 396 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.1 0.8 97.3 97.5 98.7 99.4: 1.3 0.6
Old : 100.0: 0.6 1.1 0.8 97.3 97.5 98.7 99.4: 1.3 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 : 59: 3 3 3 51 40 56 44:
Old : 59: 3 3 3 51 40 56 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 : 32.9 42.6 55.3 71.0 32.0 38.0 50.7 61.9
Old : 32.9 42.6 55.3 71.0 32.0 38.0 50.7 61.9
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 318,743: 9,335 3,121 8,502 295,863 300,379 313,700 312,002: 5,043 6,741
Old : 318,743: 9,335 3,121 8,502 295,863 300,379 313,700 312,002: 5,043 6,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 5,599: -3,330 1,371 24 8,467 3,948 5,161 5,343: 438 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.0 2.7 92.8 94.2 98.4 97.9: 1.6 2.1
Old : 100.0: 2.9 1.0 2.7 92.8 94.2 98.4 97.9: 1.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 6 4 7 38 41 46 50:
Old : 66: 6 4 7 38 41 46 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 42.9 61.7 62.5 45.1 42.3 56.3 59.4
Old : 45.6 42.9 61.7 62.5 45.1 42.3 56.3 59.4
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 246,593: 2,955 3,784 1,998 236,932 237,550 241,885 243,332: 4,708 3,261
Old : 246,593: 2,955 3,784 1,998 236,932 237,550 241,885 243,332: 4,708 3,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 14,947: 1,403 1,310 -341 13,655 13,729 14,717 14,698: 230 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.5 0.8 96.1 96.3 98.1 98.7: 1.9 1.3
Old : 100.0: 1.2 1.5 0.8 96.1 96.3 98.1 98.7: 1.9 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 : 57: 3 2 3 41 44 46 47:
Old : 57: 3 2 3 41 44 46 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 27.6 78.7 48.0 59.2 25.8 75.4 45.2
Old : 59.2 27.6 78.7 48.0 59.2 25.8 75.4 45.2
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,316: 0 6,876 2,022 99,375 90,995 101,397 99,893: 5,919 7,423
Old : 107,316: 0 6,876 2,022 99,375 90,995 101,397 99,893: 5,919 7,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,874: 0 3,507 70 3,428 78 3,498 3,655: 376 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 1.9 92.6 84.8 94.5 93.1: 5.5 6.9
Old : 100.0: 0.0 6.4 1.9 92.6 84.8 94.5 93.1: 5.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 3 2 21 25 23 28:
Old : 35: 0 3 2 21 25 23 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 : 75.1 49.9 85.9 70.1 75.1 49.2 85.1 68.1
Old : 75.1 49.9 85.9 70.1 75.1 49.2 85.1 68.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,908: 360 4,765 1,630 100,397 95,872 102,387 102,267: 6,521 6,641
Old : 108,908: 360 4,765 1,630 100,397 95,872 102,387 102,267: 6,521 6,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,804: 360 -221 -64 1,563 1,431 1,859 1,146: -55 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.4 1.5 92.2 88.0 94.0 93.9: 6.0 6.1
Old : 100.0: 0.3 4.4 1.5 92.2 88.0 94.0 93.9: 6.0 6.1
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: 1 4 3 34 28 38 32:
Old : 43: 1 4 3 34 28 38 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 44.6 64.8 69.0 49.7 42.5 62.2 62.5
Old : 50.8 44.6 64.8 69.0 49.7 42.5 62.2 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,238: 3,714 2,267 0 22,098 22,932 25,812 25,199: 426 1,039
Old : 26,238: 3,714 2,267 0 22,098 22,932 25,812 25,199: 426 1,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 8.6 0.0 84.2 87.4 98.4 96.0: 1.6 4.0
Old : 100.0: 14.2 8.6 0.0 84.2 87.4 98.4 96.0: 1.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 12 8 13 10:
Old : 20: 1 2 0 12 8 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 73.9 88.8 93.9 59.9 72.5 84.1 87.6
Old : 59.9 73.9 88.8 93.9 59.9 72.5 84.1 87.6
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,408: 174 3,311 1,935 65,873 59,853 67,982 65,099: 9,426 12,309
Old : 77,408: 174 3,311 1,935 65,873 59,853 67,982 65,099: 9,426 12,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,414: -800 1,719 427 3,639 1,853 3,266 3,999: 148 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.3 2.5 85.1 77.3 87.8 84.1: 12.2 15.9
Old : 100.0: 0.2 4.3 2.5 85.1 77.3 87.8 84.1: 12.2 15.9
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 : 27: 1 1 2 19 16 21 18:
Old : 27: 1 1 2 19 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 43.8 66.0 64.9 45.8 40.4 61.3 60.7
Old : 50.0 43.8 66.0 64.9 45.8 40.4 61.3 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 178,160: 0 2,996 0 172,802 170,043 172,802 173,039: 5,358 5,121
Old : 178,160: 0 2,996 0 172,802 170,043 172,802 173,039: 5,358 5,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 962: 0 0 0 963 962 963 962: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 97.0 95.4 97.0 97.1: 3.0 2.9
Old : 100.0: 0.0 1.7 0.0 97.0 95.4 97.0 97.1: 3.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 0 30 24 30 25:
Old : 37: 0 1 0 30 24 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 65.2 64.7 79.8 38.6 65.2 60.2 77.4
Old : 40.8 65.2 64.7 79.8 38.6 65.2 60.2 77.4
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 95,394: 0 0 0 87,304 92,815 87,304 92,815: 8,090 2,579
Old : 95,394: 0 0 0 87,304 92,815 87,304 92,815: 8,090 2,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,933: 0 0 0 2,204 2,271 2,204 2,271: -271 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.5 97.3 91.5 97.3: 8.5 2.7
Old : 100.0: 0.0 0.0 0.0 91.5 97.3 91.5 97.3: 8.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 21 19 21 19:
Old : 28: 0 0 0 21 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 60.3 68.0 85.1 43.5 59.1 61.1 79.7
Old : 47.9 60.3 68.0 85.1 43.5 59.1 61.1 79.7
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 355,613: 5,707 3,005 4,038 338,918 340,137 348,663 347,180: 6,950 8,433
Old : 355,613: 5,707 3,005 4,038 338,918 340,137 348,663 347,180: 6,950 8,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 7,985: 2,538 159 -373 8,350 8,184 10,515 7,970: -2,530 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.8 1.1 95.3 95.6 98.0 97.6: 2.0 2.4
Old : 100.0: 1.6 0.8 1.1 95.3 95.6 98.0 97.6: 2.0 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 : 64: 4 2 3 48 42 52 47:
Old : 64: 4 2 3 48 42 52 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 55.2 52.6 72.0 31.9 51.6 50.2 67.3
Old : 33.8 55.2 52.6 72.0 31.9 51.6 50.2 67.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 62,211: 2,231 760 1,242 50,555 52,364 54,028 54,366: 8,183 7,845
Old : 62,211: 2,231 760 1,242 50,555 52,364 54,028 54,366: 8,183 7,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 815: -841 377 88 -610 705 -1,363 1,170: 2,178 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.2 2.0 81.3 84.2 86.8 87.4: 13.2 12.6
Old : 100.0: 3.6 1.2 2.0 81.3 84.2 86.8 87.4: 13.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 2 22 23 24 25:
Old : 30: 1 1 2 22 23 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 : 57.7 49.4 70.9 67.3 52.0 43.9 62.4 55.1
Old : 57.7 49.4 70.9 67.3 52.0 43.9 62.4 55.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,735: 258 0 1,212 62,717 61,225 64,187 62,437: 4,548 6,298
Old : 68,735: 258 0 1,212 62,717 61,225 64,187 62,437: 4,548 6,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,246: 258 -2,430 357 829 2,773 1,444 700: 802 1,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 1.8 91.2 89.1 93.4 90.8: 6.6 9.2
Old : 100.0: 0.4 0.0 1.8 91.2 89.1 93.4 90.8: 6.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 16 18 17 19:
Old : 23: 1 0 1 16 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 62.0 77.7 79.2 48.1 56.3 70.0 69.5
Old : 50.0 62.0 77.7 79.2 48.1 56.3 70.0 69.5
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 94,956: 22,823 12,710 0 70,806 81,378 93,629 94,088: 1,327 868
Old : 94,956: 22,823 12,710 0 70,806 81,378 93,629 94,088: 1,327 868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 25,036: 16,161 12,710 0 9,791 12,109 25,952 24,819: -916 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 13.4 0.0 74.6 85.7 98.6 99.1: 1.4 0.9
Old : 100.0: 24.0 13.4 0.0 74.6 85.7 98.6 99.1: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 7 6 0 27 27 34 33:
Old : 53: 7 6 0 27 27 34 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 : 52.0 49.6 69.7 67.9 42.7 46.4 58.3 60.5
Old : 52.0 49.6 69.7 67.9 42.7 46.4 58.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 139,876: 25,547 21,007 3,294 109,248 114,483 138,089 138,784: 1,787 1,092
Old : 139,876: 25,547 21,007 3,294 109,248 114,483 138,089 138,784: 1,787 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 29,748: 15,232 11,345 1,674 12,876 16,602 29,782 29,621: -34 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 15.0 2.4 78.1 81.8 98.7 99.2: 1.3 0.8
Old : 100.0: 18.3 15.0 2.4 78.1 81.8 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 10 8 5 41 32 52 44:
Old : 69: 10 8 5 41 32 52 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 : 37.8 52.3 60.6 69.0 31.8 51.4 51.1 61.6
Old : 37.8 52.3 60.6 69.0 31.8 51.4 51.1 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,389: 2,501 124 240 80,588 82,231 83,329 82,595: 60 794
Old : 83,389: 2,501 124 240 80,588 82,231 83,329 82,595: 60 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 7,719: 2,201 124 0 5,730 7,372 7,931 7,496: -212 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.1 0.3 96.6 98.6 99.9 99.0: 0.1 1.0
Old : 100.0: 3.0 0.1 0.3 96.6 98.6 99.9 99.0: 0.1 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 : 38: 2 1 1 15 25 18 26:
Old : 38: 2 1 1 15 25 18 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 : 82.4 60.9 92.3 76.4 81.4 58.5 88.4 73.6
Old : 82.4 60.9 92.3 76.4 81.4 58.5 88.4 73.6
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 213,081: 5,718 1,736 1,468 199,636 201,473 206,822 204,677: 6,259 8,404
Old : 213,081: 5,718 1,736 1,468 199,636 201,473 206,822 204,677: 6,259 8,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,071: 137 1,736 11 1,446 -612 1,594 1,135: -523 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.8 0.7 93.7 94.6 97.1 96.1: 2.9 3.9
Old : 100.0: 2.7 0.8 0.7 93.7 94.6 97.1 96.1: 2.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 1 1 35 34 37 36:
Old : 45: 2 1 1 35 34 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 : 48.9 42.6 66.8 63.1 45.5 31.4 54.3 45.2
Old : 48.9 42.6 66.8 63.1 45.5 31.4 54.3 45.2
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 20,482: 0 2,442 120 19,177 15,045 19,297 17,607: 1,185 2,875
Old : 20,482: 0 2,442 120 19,177 15,045 19,297 17,607: 1,185 2,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,457: 0 682 0 1,390 434 1,390 1,116: 67 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.9 0.6 93.6 73.5 94.2 86.0: 5.8 14.0
Old : 100.0: 0.0 11.9 0.6 93.6 73.5 94.2 86.0: 5.8 14.0
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: 0 4 1 12 11 13 15:
Old : 23: 0 4 1 12 11 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 50.9 88.4 71.3 75.4 47.7 87.8 68.0
Old : 75.4 50.9 88.4 71.3 75.4 47.7 87.8 68.0
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,758: 0 11,967 2,119 97,398 80,466 99,517 94,552: 6,241 11,206
Old : 105,758: 0 11,967 2,119 97,398 80,466 99,517 94,552: 6,241 11,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,488: 0 1,882 0 3,457 82 3,457 1,964: 31 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.3 2.0 92.1 76.1 94.1 89.4: 5.9 10.6
Old : 100.0: 0.0 11.3 2.0 92.1 76.1 94.1 89.4: 5.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 5 2 24 25 26 30:
Old : 35: 0 5 2 24 25 26 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 : 52.9 37.4 74.2 57.6 52.8 28.3 63.5 44.4
Old : 52.9 37.4 74.2 57.6 52.8 28.3 63.5 44.4
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,418: 3,968 0 31 91,512 104,741 95,511 104,772: 11,907 2,646
Old : 107,418: 3,968 0 31 91,512 104,741 95,511 104,772: 11,907 2,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,248: -1,205 0 -671 884 2,967 -992 2,296: 2,240 -1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.0 85.2 97.5 88.9 97.5: 11.1 2.5
Old : 100.0: 3.7 0.0 0.0 85.2 97.5 88.9 97.5: 11.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 1 20 18 23 19:
Old : 29: 3 0 1 20 18 23 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 : 53.6 64.8 70.8 83.0 42.8 55.8 56.3 69.7
Old : 53.6 64.8 70.8 83.0 42.8 55.8 56.3 69.7
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,581: 3,957 403 0 108,597 111,268 112,554 111,671: 3,027 3,910
Old : 115,581: 3,957 403 0 108,597 111,268 112,554 111,671: 3,027 3,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,275: 961 403 0 1,883 1,928 2,844 2,331: -569 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.3 0.0 94.0 96.3 97.4 96.6: 2.6 3.4
Old : 100.0: 3.4 0.3 0.0 94.0 96.3 97.4 96.6: 2.6 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: 2 1 0 24 17 26 18:
Old : 31: 2 1 0 24 17 26 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 68.1 76.1 88.8 43.1 50.6 54.8 66.6
Old : 58.9 68.1 76.1 88.8 43.1 50.6 54.8 66.6
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,424: 89 1,321 793 106,254 108,679 107,136 110,793: 6,288 2,631
Old : 113,424: 89 1,321 793 106,254 108,679 107,136 110,793: 6,288 2,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,397: 89 -1,076 233 1,951 2,902 2,273 2,059: 124 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.2 0.7 93.7 95.8 94.5 97.7: 5.5 2.3
Old : 100.0: 0.1 1.2 0.7 93.7 95.8 94.5 97.7: 5.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 18 16 20 18:
Old : 24: 1 1 2 18 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 64.7 81.9 84.1 60.3 62.4 73.9 80.7
Old : 65.0 64.7 81.9 84.1 60.3 62.4 73.9 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 160,569: 0 17,631 1,583 143,960 132,018 145,543 151,232: 15,026 9,337
Old : 160,569: 0 17,631 1,583 143,960 132,018 145,543 151,232: 15,026 9,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -2,067: 0 79 -197 -2,471 -2,789 -2,668 -2,907: 601 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 1.0 89.7 82.2 90.6 94.2: 9.4 5.8
Old : 100.0: 0.0 11.0 1.0 89.7 82.2 90.6 94.2: 9.4 5.8
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 : 39: 0 4 3 28 27 31 31:
Old : 39: 0 4 3 28 27 31 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 : 45.7 47.0 63.5 64.0 42.1 46.7 57.5 61.8
Old : 45.7 47.0 63.5 64.0 42.1 46.7 57.5 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 14,708: 0 0 0 13,794 14,005 13,794 14,005: 914 703
Old : 14,708: 0 0 0 13,794 14,005 13,794 14,005: 914 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.8 95.2 93.8 95.2: 6.2 4.8
Old : 100.0: 0.0 0.0 0.0 93.8 95.2 93.8 95.2: 6.2 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 : 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 : 58.3 80.7 81.2 91.9 58.3 80.7 80.4 89.6
Old : 58.3 80.7 81.2 91.9 58.3 80.7 80.4 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 25,011: 0 3,344 0 24,675 21,149 24,675 24,493: 336 518
Old : 25,011: 0 3,344 0 24,675 21,149 24,675 24,493: 336 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,782: 0 1,856 0 4,298 1,798 4,298 3,654: -516 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.4 0.0 98.7 84.6 98.7 97.9: 1.3 2.1
Old : 100.0: 0.0 13.4 0.0 98.7 84.6 98.7 97.9: 1.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 5 0 15 16 15 21:
Old : 27: 0 5 0 15 16 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 51.3 92.6 70.6 63.6 50.8 82.1 67.1
Old : 69.0 51.3 92.6 70.6 63.6 50.8 82.1 67.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 47,593: 360 796 0 44,551 45,485 44,911 46,281: 2,682 1,312
Old : 47,593: 360 796 0 44,551 45,485 44,911 46,281: 2,682 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 6,518: 0 496 0 6,115 5,805 6,115 6,301: 403 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.7 0.0 93.6 95.6 94.4 97.2: 5.6 2.8
Old : 100.0: 0.8 1.7 0.0 93.6 95.6 94.4 97.2: 5.6 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 : 28: 1 2 0 13 19 14 21:
Old : 28: 1 2 0 13 19 14 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 : 50.1 69.0 82.9 83.7 47.2 69.0 73.1 77.3
Old : 50.1 69.0 82.9 83.7 47.2 69.0 73.1 77.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 193,267: 92 5,613 1,366 185,125 179,077 186,583 186,056: 6,684 7,211
Old : 193,267: 92 5,613 1,366 185,125 179,077 186,583 186,056: 6,684 7,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,702: 10 -505 -592 1,641 622 1,059 -475: 643 2,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.7 95.8 92.7 96.5 96.3: 3.5 3.7
Old : 100.0: 0.0 2.9 0.7 95.8 92.7 96.5 96.3: 3.5 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 : 56: 1 7 5 41 35 46 43:
Old : 56: 1 7 5 41 35 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 : 46.4 50.2 65.2 65.2 45.9 46.4 63.5 59.8
Old : 46.4 50.2 65.2 65.2 45.9 46.4 63.5 59.8
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 100,419: 310 0 0 93,376 95,381 93,686 95,381: 6,733 5,038
Old : 100,419: 310 0 0 93,376 95,381 93,686 95,381: 6,733 5,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,688: 310 0 0 1,504 1,811 1,814 1,811: -126 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 93.0 95.0 93.3 95.0: 6.7 5.0
Old : 100.0: 0.3 0.0 0.0 93.0 95.0 93.3 95.0: 6.7 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 20 18 21 18:
Old : 26: 1 0 0 20 18 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 58.3 73.8 78.4 52.1 52.9 66.7 66.7
Old : 54.9 58.3 73.8 78.4 52.1 52.9 66.7 66.7
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 75,004: 0 0 0 64,196 66,674 64,196 66,674: 10,808 8,330
Old : 75,004: 0 0 0 64,196 66,674 64,196 66,674: 10,808 8,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,154: 0 0 0 2,172 1,443 2,172 1,443: -1,018 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.6 88.9 85.6 88.9: 14.4 11.1
Old : 100.0: 0.0 0.0 0.0 85.6 88.9 85.6 88.9: 14.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 15 17 15 17:
Old : 24: 0 0 0 15 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 61.3 74.3 78.2 47.4 59.7 65.0 72.3
Old : 51.2 61.3 74.3 78.2 47.4 59.7 65.0 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 75,078: 217 0 0 68,212 69,954 68,429 69,954: 6,649 5,124
Old : 75,078: 217 0 0 68,212 69,954 68,429 69,954: 6,649 5,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,632: 217 0 0 3,208 1,747 3,425 1,747: -793 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 90.9 93.2 91.1 93.2: 8.9 6.8
Old : 100.0: 0.3 0.0 0.0 90.9 93.2 91.1 93.2: 8.9 6.8
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: 1 0 0 20 17 21 17:
Old : 26: 1 0 0 20 17 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 : 53.2 66.3 71.2 80.6 52.9 63.0 64.8 73.1
Old : 53.2 66.3 71.2 80.6 52.9 63.0 64.8 73.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 19,742: 1,237 0 123 17,346 18,854 18,706 18,977: 1,036 765
Old : 19,742: 1,237 0 123 17,346 18,854 18,706 18,977: 1,036 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 0.6 87.9 95.5 94.8 96.1: 5.2 3.9
Old : 100.0: 6.3 0.0 0.6 87.9 95.5 94.8 96.1: 5.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 6 14 7 15:
Old : 20: 1 0 1 6 14 7 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 57.0 94.8 81.6 80.9 49.7 86.8 74.2
Old : 82.0 57.0 94.8 81.6 80.9 49.7 86.8 74.2
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 91,700: 4,082 0 0 83,341 86,399 87,423 86,399: 4,277 5,301
Old : 91,700: 4,082 0 0 83,341 86,399 87,423 86,399: 4,277 5,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 383: 62 0 0 4,284 2,066 4,346 2,066: -3,963 -1,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.0 90.9 94.2 95.3 94.2: 4.7 5.8
Old : 100.0: 4.5 0.0 0.0 90.9 94.2 95.3 94.2: 4.7 5.8
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 : 25: 1 0 0 16 12 17 12:
Old : 25: 1 0 0 16 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 70.2 76.5 88.2 60.0 68.8 76.5 85.4
Old : 60.0 70.2 76.5 88.2 60.0 68.8 76.5 85.4
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 166,389: 20,999 10,521 17,057 127,680 138,411 165,736 165,989: 653 400
Old : 166,389: 20,999 10,521 17,057 127,680 138,411 165,736 165,989: 653 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,586: -591 1,195 1,835 2,524 553 3,767 3,583: -181 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 6.3 10.3 76.7 83.2 99.6 99.8: 0.4 0.2
Old : 100.0: 12.6 6.3 10.3 76.7 83.2 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 : 81: 12 14 23 50 54 75 78:
Old : 81: 12 14 23 50 54 75 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 29.9 59.6 48.9 25.6 15.8 30.4 25.2
Old : 44.2 29.9 59.6 48.9 25.6 15.8 30.4 25.2
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,095: 260 749 1,268 51,543 51,078 53,071 53,095: 24 0
Old : 53,095: 260 749 1,268 51,543 51,078 53,071 53,095: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 507: 106 -617 668 -267 456 507 507: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.4 2.4 97.1 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 1.4 2.4 97.1 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 5 4 24 23 29 30:
Old : 37: 3 5 4 24 23 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 : 50.0 43.7 74.8 73.5 42.1 32.5 56.8 50.6
Old : 50.0 43.7 74.8 73.5 42.1 32.5 56.8 50.6
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 449,737: 16 12,078 3,898 445,823 433,761 449,737 449,737: 0 0
Old : 449,737: 16 12,078 3,898 445,823 433,761 449,737 449,737: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -1,173: -710 -1,632 -274 -189 733 -1,173 -1,173: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.9 99.1 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.7 0.9 99.1 96.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 2 19 17 21 21:
Old : 29: 1 3 2 19 17 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 59.5 76.2 82.1 41.6 49.2 65.7 63.3
Old : 47.4 59.5 76.2 82.1 41.6 49.2 65.7 63.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 1,620,473: 36,422 60,615 19,989 1,564,062 1,539,869 1,620,473 1,620,473: 0 0
Old : 1,620,473: 36,422 60,615 19,989 1,564,062 1,539,869 1,620,473 1,620,473: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 16,593: 1,960 1,517 7,792 6,841 7,284 16,593 16,593: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.7 1.2 96.5 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 3.7 1.2 96.5 95.0 100.0 100.0: 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 : 59: 7 6 4 39 41 48 49:
Old : 59: 7 6 4 39 41 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 50.7 73.7 67.7 40.6 34.1 49.9 44.8
Old : 59.3 50.7 73.7 67.7 40.6 34.1 49.9 44.8
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,103: 1,834 2,261 1,865 65,404 64,953 69,103 69,079: 0 24
Old : 69,103: 1,834 2,261 1,865 65,404 64,953 69,103 69,079: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,158: 103 -127 440 615 845 1,158 1,158: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.3 2.7 94.6 94.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 3.3 2.7 94.6 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 : 34: 3 6 5 21 20 27 28:
Old : 34: 3 6 5 21 20 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 58.4 81.2 75.8 50.9 50.2 66.2 60.1
Old : 61.1 58.4 81.2 75.8 50.9 50.2 66.2 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 560,948: 0 9,406 4,674 556,274 546,868 560,948 560,948: 0 0
Old : 560,948: 0 9,406 4,674 556,274 546,868 560,948 560,948: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 21,769: 0 -2,264 0 21,769 24,033 21,769 21,769: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.8 99.2 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.7 0.8 99.2 97.5 100.0 100.0: 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 : 31: 0 3 1 21 19 22 22:
Old : 31: 0 3 1 21 19 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 : 60.8 72.3 81.4 90.0 51.9 64.8 66.7 74.5
Old : 60.8 72.3 81.4 90.0 51.9 64.8 66.7 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 450,255: 392 760 0 449,863 449,495 450,255 450,255: 0 0
Old : 450,255: 392 760 0 449,863 449,495 450,255 450,255: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 389: -401 0 0 790 389 389 389: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.2 0.0 99.9 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.2 0.0 99.9 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 1 0 29 32 30 33:
Old : 40: 1 1 0 29 32 30 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 : 54.4 50.0 74.8 69.3 49.1 47.1 62.6 61.0
Old : 54.4 50.0 74.8 69.3 49.1 47.1 62.6 61.0
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 43,099: 549 1,347 255 41,296 40,652 42,100 42,254: 999 845
Old : 43,099: 549 1,347 255 41,296 40,652 42,100 42,254: 999 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -101: -316 0 0 237 -101 -79 -101: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.1 0.6 95.8 94.3 97.7 98.0: 2.3 2.0
Old : 100.0: 1.3 3.1 0.6 95.8 94.3 97.7 98.0: 2.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 1 30 25 35 27:
Old : 39: 4 2 1 30 25 35 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 : 50.7 57.6 72.7 74.3 47.6 55.3 64.7 68.3
Old : 50.7 57.6 72.7 74.3 47.6 55.3 64.7 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,842: 0 0 0 52,668 52,717 52,668 52,717: 174 125
Old : 52,842: 0 0 0 52,668 52,717 52,668 52,717: 174 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,950: -60 0 0 3,215 3,150 3,155 3,150: -205 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2
Old : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 0 0 37 32 37 32:
Old : 44: 0 0 0 37 32 37 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 : 49.5 54.2 66.3 75.2 45.4 43.6 56.5 63.2
Old : 49.5 54.2 66.3 75.2 45.4 43.6 56.5 63.2
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 69,528: 50 0 0 68,978 69,423 69,028 69,423: 500 105
Old : 69,528: 50 0 0 68,978 69,423 69,028 69,423: 500 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,100: 0 -580 0 1,100 1,680 1,100 1,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.2 99.8 99.3 99.8: 0.7 0.2
Old : 100.0: 0.1 0.0 0.0 99.2 99.8 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 : 44: 1 0 0 35 34 36 34:
Old : 44: 1 0 0 35 34 36 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 : 45.7 53.9 65.7 77.3 44.8 47.6 60.3 67.1
Old : 45.7 53.9 65.7 77.3 44.8 47.6 60.3 67.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,416: 0 0 0 18,276 18,296 18,276 18,296: 140 120
Old : 18,416: 0 0 0 18,276 18,296 18,276 18,296: 140 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -60: 0 0 0 -60 -60 -60 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.3 99.2 99.3: 0.8 0.7
Old : 100.0: 0.0 0.0 0.0 99.2 99.3 99.2 99.3: 0.8 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 : 28: 0 0 0 21 19 21 19:
Old : 28: 0 0 0 21 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 70.2 82.5 88.5 55.7 63.5 64.5 71.6
Old : 61.1 70.2 82.5 88.5 55.7 63.5 64.5 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 242,176: 392 0 0 241,784 242,176 242,176 242,176: 0 0
Old : 242,176: 392 0 0 241,784 242,176 242,176 242,176: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 5,504: -392 0 0 5,896 5,504 5,504 5,504: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 24 20 25 20:
Old : 31: 1 0 0 24 20 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 68.4 69.1 85.9 42.9 60.8 64.1 70.3
Old : 43.5 68.4 69.1 85.9 42.9 60.8 64.1 70.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 9,210: 1,290 184 0 7,797 8,619 9,087 8,803: 123 407
Old : 9,210: 1,290 184 0 7,797 8,619 9,087 8,803: 123 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 213: -110 44 0 389 147 279 191: -66 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.0 0.0 84.7 93.6 98.7 95.6: 1.3 4.4
Old : 100.0: 14.0 2.0 0.0 84.7 93.6 98.7 95.6: 1.3 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 : 26: 3 1 0 19 18 22 19:
Old : 26: 3 1 0 19 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 59.9 75.5 80.3 52.3 54.3 68.7 67.4
Old : 54.2 59.9 75.5 80.3 52.3 54.3 68.7 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,555: 100 225 0 7,025 7,330 7,125 7,555: 430 0
Old : 7,555: 100 225 0 7,025 7,330 7,125 7,555: 430 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 45: 0 50 0 45 -5 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.0 0.0 93.0 97.0 94.3 100.0: 5.7 0.0
Old : 100.0: 1.3 3.0 0.0 93.0 97.0 94.3 100.0: 5.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 12 13 13 15:
Old : 20: 1 2 0 12 13 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 57.0 86.3 86.2 42.4 39.9 51.8 54.1
Old : 68.4 57.0 86.3 86.2 42.4 39.9 51.8 54.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,815: 0 550 0 18,815 18,125 18,815 18,675: 0 140
Old : 18,815: 0 550 0 18,815 18,125 18,815 18,675: 0 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 100.0 96.3 100.0 99.3: 0.0 0.7
Old : 100.0: 0.0 2.9 0.0 100.0 96.3 100.0 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 : 33: 0 2 0 23 20 23 22:
Old : 33: 0 2 0 23 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 56.0 76.6 83.2 50.1 50.4 65.2 66.0
Old : 54.4 56.0 76.6 83.2 50.1 50.4 65.2 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,085: 0 325 0 21,900 21,700 21,900 22,025: 185 60
Old : 22,085: 0 325 0 21,900 21,700 21,900 22,025: 185 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 595: 0 250 0 590 345 590 595: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 99.2 98.3 99.2 99.7: 0.8 0.3
Old : 100.0: 0.0 1.5 0.0 99.2 98.3 99.2 99.7: 0.8 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 : 32: 0 2 0 27 25 27 27:
Old : 32: 0 2 0 27 25 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 59.2 65.3 80.6 30.1 39.4 44.6 50.1
Old : 44.7 59.2 65.3 80.6 30.1 39.4 44.6 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 19,171: 110 82 44 18,806 17,921 18,960 18,047: 211 1,124
Old : 19,171: 110 82 44 18,806 17,921 18,960 18,047: 211 1,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 415: 110 0 0 411 647 521 647: -106 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.4 0.2 98.1 93.5 98.9 94.1: 1.1 5.9
Old : 100.0: 0.6 0.4 0.2 98.1 93.5 98.9 94.1: 1.1 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 : 33: 1 1 1 27 26 29 27:
Old : 33: 1 1 1 27 26 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 59.4 57.9 76.9 34.8 52.7 54.0 62.2
Old : 36.5 59.4 57.9 76.9 34.8 52.7 54.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 63,916: 60 4,708 276 63,135 58,717 63,471 63,701: 445 215
Old : 63,916: 60 4,708 276 63,135 58,717 63,471 63,701: 445 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,145: 35 -367 27 1,083 1,455 1,145 1,115: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.4 0.4 98.8 91.9 99.3 99.7: 0.7 0.3
Old : 100.0: 0.1 7.4 0.4 98.8 91.9 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 4 4 34 30 38 36:
Old : 42: 2 4 4 34 30 38 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 : 55.3 41.7 75.2 65.7 54.7 40.7 73.1 63.3
Old : 55.3 41.7 75.2 65.7 54.7 40.7 73.1 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 75,544: 406 12,680 1,712 73,395 61,047 75,513 75,439: 31 105
Old : 75,544: 406 12,680 1,712 73,395 61,047 75,513 75,439: 31 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,880: 35 1,332 12 1,813 491 1,860 1,835: 20 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 16.8 2.3 97.2 80.8 100.0 99.9: 0.0 0.1
Old : 100.0: 0.5 16.8 2.3 97.2 80.8 100.0 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 : 52: 1 11 5 34 35 39 47:
Old : 52: 1 11 5 34 35 39 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 45.9 69.1 67.3 48.6 43.6 64.7 62.9
Old : 49.0 45.9 69.1 67.3 48.6 43.6 64.7 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,630: 1,030 0 0 48,580 49,630 49,610 49,630: 20 0
Old : 49,630: 1,030 0 0 48,580 49,630 49,610 49,630: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 5,250: 120 0 0 5,130 5,250 5,250 5,250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 97.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.0 0.0 97.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 29 16 30 16:
Old : 33: 1 0 0 29 16 30 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 94.4 75.0 97.3 55.6 93.3 72.8 94.0
Old : 57.8 94.4 75.0 97.3 55.6 93.3 72.8 94.0
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,455: 895 0 0 50,500 51,455 51,395 51,455: 60 0
Old : 51,455: 895 0 0 50,500 51,455 51,395 51,455: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 5,055: 160 0 0 4,895 5,055 5,055 5,055: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 98.1 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.7 0.0 0.0 98.1 100.0 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 : 34: 1 0 0 30 17 31 17:
Old : 34: 1 0 0 30 17 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 93.5 70.7 96.8 54.0 89.2 69.1 90.3
Old : 55.3 93.5 70.7 96.8 54.0 89.2 69.1 90.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 362,105: 30,060 25,728 2,415 329,630 333,962 362,105 362,105: 0 0
Old : 362,105: 30,060 25,728 2,415 329,630 333,962 362,105 362,105: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 9,350: 5,407 0 -384 4,327 9,734 9,350 9,350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.1 0.7 91.0 92.2 100.0 100.0: 0.0 0.0
Old : 100.0: 8.3 7.1 0.7 91.0 92.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 3 2 26 32 29 37:
Old : 41: 3 3 2 26 32 29 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 41.8 73.4 60.4 40.2 37.6 59.7 53.5
Old : 47.7 41.8 73.4 60.4 40.2 37.6 59.7 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 28,059: 5,200 2,376 529 22,110 24,536 27,839 27,441: 220 618
Old : 28,059: 5,200 2,376 529 22,110 24,536 27,839 27,441: 220 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 646: 94 177 81 469 364 644 622: 2 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 8.5 1.9 78.8 87.4 99.2 97.8: 0.8 2.2
Old : 100.0: 18.5 8.5 1.9 78.8 87.4 99.2 97.8: 0.8 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 : 40: 3 5 5 26 30 31 38:
Old : 40: 3 5 5 26 30 31 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 : 50.4 36.6 77.7 56.8 46.1 35.8 68.2 54.7
Old : 50.4 36.6 77.7 56.8 46.1 35.8 68.2 54.7
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 33,803: 347 3,009 1,329 32,127 29,465 33,803 33,803: 0 0
Old : 33,803: 347 3,009 1,329 32,127 29,465 33,803 33,803: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,078: 0 385 0 1,078 693 1,078 1,078: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 8.9 3.9 95.0 87.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 8.9 3.9 95.0 87.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 6 3 14 15 20 21:
Old : 30: 3 6 3 14 15 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 75.5 87.6 88.5 62.8 68.8 73.0 74.9
Old : 70.0 75.5 87.6 88.5 62.8 68.8 73.0 74.9
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 388,803: 0 1,586 0 388,803 387,217 388,803 388,803: 0 0
Old : 388,803: 0 1,586 0 388,803 387,217 388,803 388,803: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -32,111: 0 0 0 -32,111 -32,111 -32,111 -32,111: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 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 : 29: 0 1 0 21 18 21 19:
Old : 29: 0 1 0 21 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 : 59.6 89.7 81.9 95.4 56.4 76.5 75.2 80.6
Old : 59.6 89.7 81.9 95.4 56.4 76.5 75.2 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 30,927: 636 377 0 30,227 30,103 30,863 30,480: 64 447
Old : 30,927: 636 377 0 30,227 30,103 30,863 30,480: 64 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -1,566: 0 0 0 -1,566 -1,546 -1,566 -1,546: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.2 0.0 97.7 97.3 99.8 98.6: 0.2 1.4
Old : 100.0: 2.1 1.2 0.0 97.7 97.3 99.8 98.6: 0.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 0 17 21 19 23:
Old : 30: 2 2 0 17 21 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 81.7 86.6 90.9 63.2 73.2 77.1 79.0
Old : 67.5 81.7 86.6 90.9 63.2 73.2 77.1 79.0
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 130,067: 0 7,065 0 130,067 123,002 130,067 130,067: 0 0
Old : 130,067: 0 7,065 0 130,067 123,002 130,067 130,067: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.0 100.0 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.4 0.0 100.0 94.6 100.0 100.0: 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 : 20: 0 1 0 12 11 12 12:
Old : 20: 0 1 0 12 11 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 79.6 94.8 96.7 70.2 78.7 92.5 93.1
Old : 70.2 79.6 94.8 96.7 70.2 78.7 92.5 93.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,394: 2,112 0 430 13,765 15,144 16,307 15,574: 87 820
Old : 16,394: 2,112 0 430 13,765 15,144 16,307 15,574: 87 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 265: 198 -2 2 65 265 265 265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.0 2.6 84.0 92.4 99.5 95.0: 0.5 5.0
Old : 100.0: 12.9 0.0 2.6 84.0 92.4 99.5 95.0: 0.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 0 2 20 22 24 24:
Old : 30: 4 0 2 20 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 43.7 69.9 62.7 33.8 34.0 51.3 49.0
Old : 44.6 43.7 69.9 62.7 33.8 34.0 51.3 49.0
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 195,381: 29,580 0 1,604 164,197 193,777 195,381 195,381: 0 0
Old : 195,381: 29,580 0 1,604 164,197 193,777 195,381 195,381: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 784: 0 0 0 784 784 784 784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.0 0.8 84.0 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 15.1 0.0 0.8 84.0 99.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 1 20 23 23 24:
Old : 31: 3 0 1 20 23 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 56.9 74.9 80.2 46.5 49.4 60.0 67.4
Old : 54.8 56.9 74.9 80.2 46.5 49.4 60.0 67.4
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,743: 14 758 149 15,520 14,432 15,683 15,339: 60 404
Old : 15,743: 14 758 149 15,520 14,432 15,683 15,339: 60 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 84: -69 212 -77 230 -74 84 61: 0 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.8 0.9 98.6 91.7 99.6 97.4: 0.4 2.6
Old : 100.0: 0.1 4.8 0.9 98.6 91.7 99.6 97.4: 0.4 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 : 31: 1 2 2 23 25 25 28:
Old : 31: 1 2 2 23 25 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 47.0 73.9 66.2 43.5 41.3 57.1 57.3
Old : 52.3 47.0 73.9 66.2 43.5 41.3 57.1 57.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 169,630: 1,986 0 2,711 164,933 166,919 169,630 169,630: 0 0
Old : 169,630: 1,986 0 2,711 164,933 166,919 169,630 169,630: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 6,353: -784 0 784 6,353 5,569 6,353 6,353: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 1.6 97.2 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 1.6 97.2 98.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 2 23 20 25 22:
Old : 29: 2 0 2 23 20 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 60.5 82.9 79.4 57.0 54.6 66.4 66.6
Old : 63.8 60.5 82.9 79.4 57.0 54.6 66.4 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,315: 0 300 0 8,075 7,935 8,075 8,235: 240 80
Old : 8,315: 0 300 0 8,075 7,935 8,075 8,235: 240 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 97.1 95.4 97.1 99.0: 2.9 1.0
Old : 100.0: 0.0 3.6 0.0 97.1 95.4 97.1 99.0: 2.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 14 13 14 14:
Old : 21: 0 1 0 14 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 74.9 85.9 93.2 45.6 55.7 66.9 72.3
Old : 57.7 74.9 85.9 93.2 45.6 55.7 66.9 72.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 16,485: 78 0 0 16,407 16,485 16,485 16,485: 0 0
Old : 16,485: 78 0 0 16,407 16,485 16,485 16,485: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -103: 0 0 0 -103 -103 -103 -103: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 15 21 16 21:
Old : 24: 1 0 0 15 21 16 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 : 87.4 68.0 93.5 86.3 40.1 33.6 44.9 42.4
Old : 87.4 68.0 93.5 86.3 40.1 33.6 44.9 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,495: 0 1,050 0 9,415 8,335 9,415 9,385: 80 110
Old : 9,495: 0 1,050 0 9,415 8,335 9,415 9,385: 80 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 630: 0 200 0 630 330 630 530: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 0.0 99.2 87.8 99.2 98.8: 0.8 1.2
Old : 100.0: 0.0 11.1 0.0 99.2 87.8 99.2 98.8: 0.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 20 16 20 17:
Old : 27: 0 1 0 20 16 20 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 : 62.2 67.3 80.2 87.9 56.4 64.6 69.6 76.1
Old : 62.2 67.3 80.2 87.9 56.4 64.6 69.6 76.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 755,440: 70,735 25,882 81,376 603,329 648,182 755,440 755,440: 0 0
Old : 755,440: 70,735 25,882 81,376 603,329 648,182 755,440 755,440: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 56,702: 13,651 2,899 1,157 41,894 52,646 56,702 56,702: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 3.4 10.8 79.9 85.8 100.0 100.0: 0.0 0.0
Old : 100.0: 9.4 3.4 10.8 79.9 85.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 2 4 23 19 29 23:
Old : 29: 4 2 4 23 19 29 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 : 51.4 46.9 76.6 76.3 22.6 26.8 30.8 31.6
Old : 51.4 46.9 76.6 76.3 22.6 26.8 30.8 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,945: 0 525 0 22,545 22,420 22,545 22,945: 400 0
Old : 22,945: 0 525 0 22,545 22,420 22,545 22,945: 400 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 805: 0 0 0 915 1,055 915 1,055: -110 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 98.3 97.7 98.3 100.0: 1.7 0.0
Old : 100.0: 0.0 2.3 0.0 98.3 97.7 98.3 100.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 21 16 21 17:
Old : 27: 0 1 0 21 16 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 82.0 83.4 94.6 51.8 78.8 75.5 87.1
Old : 57.0 82.0 83.4 94.6 51.8 78.8 75.5 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,515: 0 525 0 20,045 19,910 20,045 20,435: 470 80
Old : 20,515: 0 525 0 20,045 19,910 20,045 20,435: 470 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 810: 0 0 0 910 1,060 910 1,060: -100 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 97.7 97.1 97.7 99.6: 2.3 0.4
Old : 100.0: 0.0 2.6 0.0 97.7 97.1 97.7 99.6: 2.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 18 12 18 13:
Old : 23: 0 1 0 18 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 88.5 82.3 97.1 59.2 85.9 76.9 89.9
Old : 63.3 88.5 82.3 97.1 59.2 85.9 76.9 89.9
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,364: 250 225 0 23,114 23,139 23,364 23,364: 0 0
Old : 23,364: 250 225 0 23,114 23,139 23,364 23,364: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 305: 0 0 0 305 305 305 305: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.0 0.0 98.9 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 1.0 0.0 98.9 99.0 100.0 100.0: 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 : 34: 1 1 0 23 20 24 21:
Old : 34: 1 1 0 23 20 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 : 55.2 67.7 75.0 87.5 53.2 66.8 72.6 80.6
Old : 55.2 67.7 75.0 87.5 53.2 66.8 72.6 80.6
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,854: 250 0 0 21,604 21,854 21,854 21,854: 0 0
Old : 21,854: 250 0 0 21,604 21,854 21,854 21,854: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -100: 0 0 0 -100 -100 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 98.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.0 0.0 98.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 21 16 22 16:
Old : 27: 1 0 0 21 16 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 77.7 77.9 95.1 59.6 74.5 76.2 84.4
Old : 60.8 77.7 77.9 95.1 59.6 74.5 76.2 84.4
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,695: 0 500 0 19,060 19,195 19,060 19,695: 635 0
Old : 19,695: 0 500 0 19,060 19,195 19,060 19,695: 635 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 96.8 97.5 96.8 100.0: 3.2 0.0
Old : 100.0: 0.0 2.5 0.0 96.8 97.5 96.8 100.0: 3.2 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 : 22: 0 2 0 16 8 16 10:
Old : 22: 0 2 0 16 8 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 94.0 84.5 98.9 69.7 91.3 84.5 95.7
Old : 69.7 94.0 84.5 98.9 69.7 91.3 84.5 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,155: 0 0 0 15,825 15,995 15,825 15,995: 330 160
Old : 16,155: 0 0 0 15,825 15,995 15,825 15,995: 330 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 335: 0 0 0 335 335 335 335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 99.0 98.0 99.0: 2.0 1.0
Old : 100.0: 0.0 0.0 0.0 98.0 99.0 98.0 99.0: 2.0 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 : 26: 0 0 0 25 11 25 11:
Old : 26: 0 0 0 25 11 25 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 : 52.7 90.9 71.6 98.6 49.0 80.7 67.1 83.7
Old : 52.7 90.9 71.6 98.6 49.0 80.7 67.1 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,482: 25 200 0 17,082 17,122 17,107 17,322: 375 160
Old : 17,482: 25 200 0 17,082 17,122 17,107 17,322: 375 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 445: 0 0 0 445 445 445 445: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.1 0.0 97.7 97.9 97.9 99.1: 2.1 0.9
Old : 100.0: 0.1 1.1 0.0 97.7 97.9 97.9 99.1: 2.1 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 : 30: 1 1 0 25 15 26 16:
Old : 30: 1 1 0 25 15 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 88.0 68.0 96.2 45.4 78.9 62.6 82.8
Old : 48.8 88.0 68.0 96.2 45.4 78.9 62.6 82.8
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 122,934: 3,110 1,060 50 119,774 121,824 122,934 122,934: 0 0
Old : 122,934: 3,110 1,060 50 119,774 121,824 122,934 122,934: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 4,034: -100 0 0 4,134 4,034 4,034 4,034: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.9 0.0 97.4 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 0.9 0.0 97.4 99.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 3 1 36 34 39 38:
Old : 49: 3 3 1 36 34 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 59.9 61.7 78.1 37.8 52.1 54.7 63.3
Old : 40.5 59.9 61.7 78.1 37.8 52.1 54.7 63.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 129,224: 4,080 1,735 275 124,854 127,144 129,209 129,154: 15 70
Old : 129,224: 4,080 1,735 275 124,854 127,144 129,209 129,154: 15 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,920: 150 50 75 3,695 3,790 3,920 3,915: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.3 0.2 96.6 98.4 100.0 99.9: 0.0 0.1
Old : 100.0: 3.2 1.3 0.2 96.6 98.4 100.0 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 : 55: 6 5 2 36 37 42 44:
Old : 55: 6 5 2 36 37 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 : 43.7 59.5 61.8 74.9 37.9 52.6 54.6 62.3
Old : 43.7 59.5 61.8 74.9 37.9 52.6 54.6 62.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 153,599: 15,896 12,772 5,266 131,792 135,015 152,954 153,054: 645 545
Old : 153,599: 15,896 12,772 5,266 131,792 135,015 152,954 153,054: 645 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,761: -454 -522 -119 3,847 3,917 3,273 3,276: 488 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.3 3.4 85.8 87.9 99.6 99.6: 0.4 0.4
Old : 100.0: 10.3 8.3 3.4 85.8 87.9 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 12 10 14 45 43 63 62:
Old : 74: 12 10 14 45 43 63 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 52.4 46.0 66.7 28.5 46.3 41.4 56.6
Old : 29.0 52.4 46.0 66.7 28.5 46.3 41.4 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 108,590: 1,610 2,395 2,500 104,388 103,695 108,498 108,590: 92 0
Old : 108,590: 1,610 2,395 2,500 104,388 103,695 108,498 108,590: 92 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,380: 0 -1,200 1,200 1,180 2,380 2,380 2,380: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.2 2.3 96.1 95.5 99.9 100.0: 0.1 0.0
Old : 100.0: 1.5 2.2 2.3 96.1 95.5 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 : 51: 3 4 4 40 36 46 42:
Old : 51: 3 4 4 40 36 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 66.7 47.5 79.6 26.6 58.7 42.4 66.1
Old : 29.1 66.7 47.5 79.6 26.6 58.7 42.4 66.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,615: 395 805 60 23,160 22,680 23,615 23,545: 0 70
Old : 23,615: 395 805 60 23,160 22,680 23,615 23,545: 0 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 575: 0 0 0 575 575 575 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.4 0.3 98.1 96.0 100.0 99.7: 0.0 0.3
Old : 100.0: 1.7 3.4 0.3 98.1 96.0 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 1 25 14 26 17:
Old : 32: 1 2 1 25 14 26 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 : 54.3 80.5 74.8 95.3 54.3 80.3 74.4 91.7
Old : 54.3 80.5 74.8 95.3 54.3 80.3 74.4 91.7
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,595: 25 0 125 18,415 18,430 18,565 18,555: 30 40
Old : 18,595: 25 0 125 18,415 18,430 18,565 18,555: 30 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -290: 0 0 0 -290 -290 -290 -290: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.7 99.0 99.1 99.8 99.8: 0.2 0.2
Old : 100.0: 0.1 0.0 0.7 99.0 99.1 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 23 11 24 12:
Old : 27: 1 0 1 23 11 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 : 56.3 82.4 76.7 97.8 56.3 81.9 76.3 91.9
Old : 56.3 82.4 76.7 97.8 56.3 81.9 76.3 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 30,123: 334 300 5 29,714 29,533 30,053 29,838: 70 285
Old : 30,123: 334 300 5 29,714 29,533 30,053 29,838: 70 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 545: 0 0 0 545 345 545 345: 0 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.0 0.0 98.6 98.0 99.8 99.1: 0.2 0.9
Old : 100.0: 1.1 1.0 0.0 98.6 98.0 99.8 99.1: 0.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 1 29 29 31 31:
Old : 37: 2 1 1 29 29 31 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 : 47.3 52.6 65.1 71.6 43.2 42.9 56.5 57.3
Old : 47.3 52.6 65.1 71.6 43.2 42.9 56.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 12,478: 0 0 0 12,478 12,358 12,478 12,358: 0 120
Old : 12,478: 0 0 0 12,478 12,358 12,478 12,358: 0 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 705: 0 0 0 715 585 715 585: -10 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.0 100.0 99.0: 0.0 1.0
Old : 100.0: 0.0 0.0 0.0 100.0 99.0 100.0 99.0: 0.0 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 : 20: 0 0 0 17 17 17 17:
Old : 20: 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 : 44.1 70.5 72.0 91.2 37.4 61.9 54.4 63.8
Old : 44.1 70.5 72.0 91.2 37.4 61.9 54.4 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,130: 3,428 1,770 225 26,192 27,995 29,845 29,990: 285 140
Old : 30,130: 3,428 1,770 225 26,192 27,995 29,845 29,990: 285 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 455: 275 -25 25 155 450 455 450: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 5.9 0.7 86.9 92.9 99.1 99.5: 0.9 0.5
Old : 100.0: 11.4 5.9 0.7 86.9 92.9 99.1 99.5: 0.9 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 : 35: 4 1 2 20 25 24 28:
Old : 35: 4 1 2 20 25 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 44.3 78.6 68.6 52.0 44.3 68.4 67.5
Old : 60.1 44.3 78.6 68.6 52.0 44.3 68.4 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,592: 1,930 0 0 23,470 25,537 25,400 25,537: 192 55
Old : 25,592: 1,930 0 0 23,470 25,537 25,400 25,537: 192 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 145: -25 0 0 316 145 291 145: -146 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.0 91.7 99.8 99.2 99.8: 0.8 0.2
Old : 100.0: 7.5 0.0 0.0 91.7 99.8 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 0 22 22 24 22:
Old : 32: 2 0 0 22 22 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 : 54.4 58.2 77.8 79.9 35.9 43.6 55.1 58.3
Old : 54.4 58.2 77.8 79.9 35.9 43.6 55.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,514: 211 1,070 90 32,158 31,354 32,459 32,514: 55 0
Old : 32,514: 211 1,070 90 32,158 31,354 32,459 32,514: 55 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 666: -10 315 10 856 401 856 726: -190 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.3 0.3 98.9 96.4 99.8 100.0: 0.2 0.0
Old : 100.0: 0.6 3.3 0.3 98.9 96.4 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 : 39: 1 3 2 27 29 29 33:
Old : 39: 1 3 2 27 29 29 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 : 57.1 61.7 73.7 81.4 55.9 60.7 71.6 76.8
Old : 57.1 61.7 73.7 81.4 55.9 60.7 71.6 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,077: 0 125 140 22,527 22,812 22,667 23,077: 410 0
Old : 23,077: 0 125 140 22,527 22,812 22,667 23,077: 410 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -501: 0 0 0 -511 -471 -511 -471: 10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.6 97.6 98.9 98.2 100.0: 1.8 0.0
Old : 100.0: 0.0 0.5 0.6 97.6 98.9 98.2 100.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 1 25 26 26 27:
Old : 34: 0 1 1 25 26 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 : 55.9 64.5 73.2 84.0 47.9 60.2 61.4 72.0
Old : 55.9 64.5 73.2 84.0 47.9 60.2 61.4 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,616: 0 702 0 19,452 18,594 19,452 19,296: 164 320
Old : 19,616: 0 702 0 19,452 18,594 19,452 19,296: 164 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 450: 0 0 0 450 450 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 99.2 94.8 99.2 98.4: 0.8 1.6
Old : 100.0: 0.0 3.6 0.0 99.2 94.8 99.2 98.4: 0.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 0 19 17 19 19:
Old : 26: 0 2 0 19 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 62.9 84.9 84.4 55.8 61.8 79.3 81.1
Old : 57.3 62.9 84.9 84.4 55.8 61.8 79.3 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,283: 0 300 0 15,149 14,763 15,149 15,063: 134 220
Old : 15,283: 0 300 0 15,149 14,763 15,149 15,063: 134 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 579: 0 0 0 574 579 574 579: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 99.1 96.6 99.1 98.6: 0.9 1.4
Old : 100.0: 0.0 2.0 0.0 99.1 96.6 99.1 98.6: 0.9 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 : 22: 0 1 0 18 13 18 14:
Old : 22: 0 1 0 18 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 68.7 78.3 89.3 47.3 64.2 69.1 78.5
Old : 47.7 68.7 78.3 89.3 47.3 64.2 69.1 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,679: 1,629 900 20 34,840 35,654 36,489 36,574: 190 105
Old : 36,679: 1,629 900 20 34,840 35,654 36,489 36,574: 190 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -620: 0 0 0 -620 -660 -620 -660: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.5 0.1 95.0 97.2 99.5 99.7: 0.5 0.3
Old : 100.0: 4.4 2.5 0.1 95.0 97.2 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 2 1 29 27 33 30:
Old : 41: 4 2 1 29 27 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 45.3 63.1 72.4 44.4 41.7 60.6 65.0
Old : 46.4 45.3 63.1 72.4 44.4 41.7 60.6 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 15,395: 935 0 0 14,340 15,395 15,275 15,395: 120 0
Old : 15,395: 935 0 0 14,340 15,395 15,275 15,395: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 610: -100 0 0 710 666 610 666: 0 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 93.1 100.0 99.2 100.0: 0.8 0.0
Old : 100.0: 6.1 0.0 0.0 93.1 100.0 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 21 19 22 19:
Old : 26: 1 0 0 21 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 66.3 69.7 87.1 42.6 61.6 64.1 76.8
Old : 43.5 66.3 69.7 87.1 42.6 61.6 64.1 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 15,138: 1,918 50 0 13,170 15,058 15,088 15,108: 50 30
Old : 15,138: 1,918 50 0 13,170 15,058 15,088 15,108: 50 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 455: -80 0 0 565 425 485 425: -30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.3 0.0 87.0 99.5 99.7 99.8: 0.3 0.2
Old : 100.0: 12.7 0.3 0.0 87.0 99.5 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 0 24 25 25 26:
Old : 30: 1 1 0 24 25 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 : 37.6 67.6 61.5 85.4 33.0 59.0 50.4 67.3
Old : 37.6 67.6 61.5 85.4 33.0 59.0 50.4 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2015