CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 CALIFORNIA CARBON ALLOWANCES :
: : :
All : 12,537: 3,637 3,307 838 8,001 8,387 12,476 12,532: 61 5
Old : 12,537: 3,637 3,307 838 8,001 8,387 12,476 12,532: 61 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 898: 39 -448 420 439 926 898 898: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 26.4 6.7 63.8 66.9 99.5 100.0: 0.5 0.0
Old : 100.0: 29.0 26.4 6.7 63.8 66.9 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 12 8 14 9 30 24:
Old : 38: 11 12 8 14 9 30 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 : 45.7 60.6 67.5 81.8 37.4 46.3 52.6 56.3
Old : 45.7 60.6 67.5 81.8 37.4 46.3 52.6 56.3
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,765,215: 995,735 170,063 1,874,772 2,879,634 3,715,406 5,750,141 5,760,241: 15,074 4,974
Old : 5,765,215: 995,735 170,063 1,874,772 2,879,634 3,715,406 5,750,141 5,760,241: 15,074 4,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 70,770: 13,127 -21,779 25,051 39,561 73,971 77,739 77,243: -6,969 -6,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 2.9 32.5 49.9 64.4 99.7 99.9: 0.3 0.1
Old : 100.0: 17.3 2.9 32.5 49.9 64.4 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 55 23 67 146 134 220 205:
Old : 229: 55 23 67 146 134 220 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 22.4 37.8 39.0 10.0 16.7 17.5 23.8
Old : 23.1 22.4 37.8 39.0 10.0 16.7 17.5 23.8
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 3,317,486: 154,358 83,361 1,465,623 1,697,191 1,768,115 3,317,171 3,317,098: 314 387
Old : 3,317,486: 154,358 83,361 1,465,623 1,697,191 1,768,115 3,317,171 3,317,098: 314 387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 10,119: 8,109 11,588 1,541 1,186 -1,687 10,836 11,442: -718 -1,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.5 44.2 51.2 53.3 100.0 100.0: 0.0 0.0
Old : 100.0: 4.7 2.5 44.2 51.2 53.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 31 16 41 61 60 107 102:
Old : 110: 31 16 41 61 60 107 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 35.9 59.2 57.5 4.0 4.8 5.6 6.4
Old : 35.5 35.9 59.2 57.5 4.0 4.8 5.6 6.4
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 231,340: 12,367 195 8,506 193,313 217,037 214,186 225,738: 17,154 5,602
Old : 231,340: 12,367 195 8,506 193,313 217,037 214,186 225,738: 17,154 5,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 2,482: -2,932 -177 1,237 5,390 1,982 3,695 3,042: -1,213 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.1 3.7 83.6 93.8 92.6 97.6: 7.4 2.4
Old : 100.0: 5.3 0.1 3.7 83.6 93.8 92.6 97.6: 7.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 2 6 35 35 42 41:
Old : 48: 5 2 6 35 35 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 62.0 55.4 77.9 28.3 42.8 42.8 53.1
Old : 34.6 62.0 55.4 77.9 28.3 42.8 42.8 53.1
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 169,412: 5,681 964 4,062 156,777 160,366 166,520 165,392: 2,892 4,020
Old : 169,412: 5,681 964 4,062 156,777 160,366 166,520 165,392: 2,892 4,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 3,162: -1,366 215 -448 5,541 3,103 3,727 2,870: -565 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.6 2.4 92.5 94.7 98.3 97.6: 1.7 2.4
Old : 100.0: 3.4 0.6 2.4 92.5 94.7 98.3 97.6: 1.7 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 : 45: 4 2 4 35 36 41 40:
Old : 45: 4 2 4 35 36 41 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 : 61.0 47.1 72.5 64.6 44.7 36.9 52.6 45.8
Old : 61.0 47.1 72.5 64.6 44.7 36.9 52.6 45.8
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 206,757: 9,213 11,133 4,318 185,605 184,014 199,136 199,465: 7,621 7,292
Old : 206,757: 9,213 11,133 4,318 185,605 184,014 199,136 199,465: 7,621 7,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -4,159: -1,163 224 -403 -1,377 -6,159 -2,943 -6,338: -1,216 2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.4 2.1 89.8 89.0 96.3 96.5: 3.7 3.5
Old : 100.0: 4.5 5.4 2.1 89.8 89.0 96.3 96.5: 3.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 4 3 29 32 33 38:
Old : 43: 3 4 3 29 32 33 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 : 50.0 34.3 73.5 55.4 39.5 24.8 49.1 42.0
Old : 50.0 34.3 73.5 55.4 39.5 24.8 49.1 42.0
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 799,686: 2,026 2,040 3,906 785,765 789,541 791,697 795,487: 7,989 4,199
Old : 799,686: 2,026 2,040 3,906 785,765 789,541 791,697 795,487: 7,989 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 10,258: 747 -87 -243 7,444 11,202 7,948 10,872: 2,310 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 0.5 98.3 98.7 99.0 99.5: 1.0 0.5
Old : 100.0: 0.3 0.3 0.5 98.3 98.7 99.0 99.5: 1.0 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 : 67: 3 3 6 54 46 61 52:
Old : 67: 3 3 6 54 46 61 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 44.3 58.9 61.8 36.9 38.9 56.2 54.4
Old : 38.4 44.3 58.9 61.8 36.9 38.9 56.2 54.4
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 255,799: 3,242 809 1,150 245,437 244,203 249,829 246,162: 5,970 9,637
Old : 255,799: 3,242 809 1,150 245,437 244,203 249,829 246,162: 5,970 9,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 7,728: 181 809 174 10,032 7,191 10,387 8,174: -2,659 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.3 0.4 95.9 95.5 97.7 96.2: 2.3 3.8
Old : 100.0: 1.3 0.3 0.4 95.9 95.5 97.7 96.2: 2.3 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 : 42: 2 1 2 25 31 28 33:
Old : 42: 2 1 2 25 31 28 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 : 50.2 51.2 74.0 70.7 44.9 43.0 64.3 60.3
Old : 50.2 51.2 74.0 70.7 44.9 43.0 64.3 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 256,761: 10,933 372 3,774 237,549 246,549 252,256 250,695: 4,505 6,066
Old : 256,761: 10,933 372 3,774 237,549 246,549 252,256 250,695: 4,505 6,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 20,172: 2,386 0 -686 18,631 22,605 20,331 21,919: -159 -1,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.1 1.5 92.5 96.0 98.2 97.6: 1.8 2.4
Old : 100.0: 4.3 0.1 1.5 92.5 96.0 98.2 97.6: 1.8 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 : 53: 3 1 3 35 44 38 48:
Old : 53: 3 1 3 35 44 38 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 31.2 59.4 53.5 39.8 28.4 56.3 47.6
Old : 41.3 31.2 59.4 53.5 39.8 28.4 56.3 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 95,264: 6,501 1,702 2,133 82,362 85,073 90,996 88,908: 4,268 6,356
Old : 95,264: 6,501 1,702 2,133 82,362 85,073 90,996 88,908: 4,268 6,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 2,329: 823 -775 260 1,309 2,905 2,392 2,390: -63 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.8 2.2 86.5 89.3 95.5 93.3: 4.5 6.7
Old : 100.0: 6.8 1.8 2.2 86.5 89.3 95.5 93.3: 4.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 3 25 21 28 25:
Old : 35: 2 2 3 25 21 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 55.6 80.8 73.6 54.5 54.3 72.5 65.5
Old : 60.6 55.6 80.8 73.6 54.5 54.3 72.5 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 169,218: 12,745 18,803 8,526 138,549 136,198 159,820 163,527: 9,398 5,691
Old : 169,218: 12,745 18,803 8,526 138,549 136,198 159,820 163,527: 9,398 5,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -750: 112 5,168 -569 -1,413 -5,264 -1,870 -665: 1,120 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 11.1 5.0 81.9 80.5 94.4 96.6: 5.6 3.4
Old : 100.0: 7.5 11.1 5.0 81.9 80.5 94.4 96.6: 5.6 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 : 41: 4 2 5 28 25 34 30:
Old : 41: 4 2 5 28 25 34 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 41.6 70.2 65.1 50.2 38.7 63.7 58.7
Old : 51.8 41.6 70.2 65.1 50.2 38.7 63.7 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 69,762: 0 10,987 3,102 60,132 46,843 63,234 60,932: 6,528 8,830
Old : 69,762: 0 10,987 3,102 60,132 46,843 63,234 60,932: 6,528 8,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 2,393: 0 -239 1,669 1,342 2,898 3,011 4,328: -618 -1,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.7 4.4 86.2 67.1 90.6 87.3: 9.4 12.7
Old : 100.0: 0.0 15.7 4.4 86.2 67.1 90.6 87.3: 9.4 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 20 18 22 20:
Old : 26: 0 2 2 20 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 41.5 67.8 65.9 45.4 34.8 61.5 54.1
Old : 47.9 41.5 67.8 65.9 45.4 34.8 61.5 54.1
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 153,413: 233 0 2,907 144,478 146,347 147,618 149,254: 5,795 4,159
Old : 153,413: 233 0 2,907 144,478 146,347 147,618 149,254: 5,795 4,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 5,103: 233 -219 28 4,563 4,882 4,824 4,691: 279 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 1.9 94.2 95.4 96.2 97.3: 3.8 2.7
Old : 100.0: 0.2 0.0 1.9 94.2 95.4 96.2 97.3: 3.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 0 1 28 32 29 33:
Old : 39: 1 0 1 28 32 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 : 46.0 46.5 70.6 73.1 44.9 46.5 69.1 72.8
Old : 46.0 46.5 70.6 73.1 44.9 46.5 69.1 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,158: 0 589 0 61,999 73,481 61,999 74,070: 15,159 3,088
Old : 77,158: 0 589 0 61,999 73,481 61,999 74,070: 15,159 3,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -18: 0 0 0 44 -18 44 -18: -62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 80.4 95.2 80.4 96.0: 19.6 4.0
Old : 100.0: 0.0 0.8 0.0 80.4 95.2 80.4 96.0: 19.6 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 : 26: 0 1 0 16 19 16 20:
Old : 26: 0 1 0 16 19 16 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 : 47.2 50.3 64.8 77.1 34.9 49.5 47.6 68.1
Old : 47.2 50.3 64.8 77.1 34.9 49.5 47.6 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 351,776: 390 5,739 4,384 342,604 335,502 347,378 345,625: 4,398 6,151
Old : 351,776: 390 5,739 4,384 342,604 335,502 347,378 345,625: 4,398 6,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 6,545: 390 -117 115 6,223 6,699 6,728 6,697: -183 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.6 1.2 97.4 95.4 98.7 98.3: 1.3 1.7
Old : 100.0: 0.1 1.6 1.2 97.4 95.4 98.7 98.3: 1.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 3 2 46 41 48 46:
Old : 60: 2 3 2 46 41 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 40.2 61.9 58.6 42.5 40.0 57.4 58.2
Old : 46.3 40.2 61.9 58.6 42.5 40.0 57.4 58.2
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 80,401: 3,551 464 4,146 67,797 65,868 75,494 70,478: 4,907 9,923
Old : 80,401: 3,551 464 4,146 67,797 65,868 75,494 70,478: 4,907 9,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -633: 324 -1,492 -96 -1,171 -56 -943 -1,644: 310 1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.6 5.2 84.3 81.9 93.9 87.7: 6.1 12.3
Old : 100.0: 4.4 0.6 5.2 84.3 81.9 93.9 87.7: 6.1 12.3
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 : 29: 1 2 3 20 23 23 26:
Old : 29: 1 2 3 20 23 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 45.5 75.5 63.4 48.9 34.4 59.6 46.6
Old : 59.6 45.5 75.5 63.4 48.9 34.4 59.6 46.6
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-BA - ICE FUTURES ENERGY DIV Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 58,830: 0 6,568 383 43,798 43,840 44,181 50,791: 14,649 8,039
Old : 58,830: 0 6,568 383 43,798 43,840 44,181 50,791: 14,649 8,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,212: 0 595 -120 786 -122 666 353: 546 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 0.7 74.4 74.5 75.1 86.3: 24.9 13.7
Old : 100.0: 0.0 11.2 0.7 74.4 74.5 75.1 86.3: 24.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 13 16 14 17:
Old : 21: 0 1 1 13 16 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 61.4 66.7 79.9 50.4 59.6 59.3 72.4
Old : 51.9 61.4 66.7 79.9 50.4 59.6 59.3 72.4
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 145,032: 36,425 10,013 0 107,809 131,933 144,234 141,946: 798 3,086
Old : 145,032: 36,425 10,013 0 107,809 131,933 144,234 141,946: 798 3,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 3,244: 5,886 0 0 -2,561 3,824 3,325 3,824: -81 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 6.9 0.0 74.3 91.0 99.4 97.9: 0.6 2.1
Old : 100.0: 25.1 6.9 0.0 74.3 91.0 99.4 97.9: 0.6 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 : 35: 3 1 0 17 23 20 24:
Old : 35: 3 1 0 17 23 20 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 : 75.1 56.6 90.5 78.4 67.0 56.6 80.2 75.2
Old : 75.1 56.6 90.5 78.4 67.0 56.6 80.2 75.2
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 123,110: 51,676 11,183 0 70,712 111,357 122,388 122,540: 722 570
Old : 123,110: 51,676 11,183 0 70,712 111,357 122,388 122,540: 722 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 7,196: 6,107 0 0 1,089 7,316 7,196 7,316: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 9.1 0.0 57.4 90.5 99.4 99.5: 0.6 0.5
Old : 100.0: 42.0 9.1 0.0 57.4 90.5 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 3 0 33 25 38 28:
Old : 51: 5 3 0 33 25 38 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 71.3 75.0 85.6 57.9 69.5 68.0 79.0
Old : 60.1 71.3 75.0 85.6 57.9 69.5 68.0 79.0
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 36,409: 0 0 0 36,288 35,955 36,288 35,955: 121 454
Old : 36,409: 0 0 0 36,288 35,955 36,288 35,955: 121 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 961: 0 0 0 961 961 961 961: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 98.8 99.7 98.8: 0.3 1.2
Old : 100.0: 0.0 0.0 0.0 99.7 98.8 99.7 98.8: 0.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 14 23 14 23:
Old : 30: 0 0 0 14 23 14 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 : 72.7 54.0 94.1 75.8 51.2 34.7 63.7 50.5
Old : 72.7 54.0 94.1 75.8 51.2 34.7 63.7 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 135,916: 559 0 759 119,687 126,104 121,005 126,863: 14,911 9,053
Old : 135,916: 559 0 759 119,687 126,104 121,005 126,863: 14,911 9,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 3,776: -85 0 534 3,950 3,980 4,399 4,514: -623 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.6 88.1 92.8 89.0 93.3: 11.0 6.7
Old : 100.0: 0.4 0.0 0.6 88.1 92.8 89.0 93.3: 11.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 0 1 26 25 27 26:
Old : 34: 1 0 1 26 25 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 48.0 75.1 70.3 42.6 32.7 47.9 46.9
Old : 59.6 48.0 75.1 70.3 42.6 32.7 47.9 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 65,357: 2,084 0 2,510 58,799 58,111 63,393 60,621: 1,964 4,736
Old : 65,357: 2,084 0 2,510 58,799 58,111 63,393 60,621: 1,964 4,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 493: 1,251 0 16 -310 676 957 692: -464 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 3.8 90.0 88.9 97.0 92.8: 3.0 7.2
Old : 100.0: 3.2 0.0 3.8 90.0 88.9 97.0 92.8: 3.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 2 13 15 15 17:
Old : 24: 2 0 2 13 15 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 71.9 92.1 83.7 76.8 71.6 85.3 81.1
Old : 81.9 71.9 92.1 83.7 76.8 71.6 85.3 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,861: 260 3,373 1,716 107,732 106,174 109,708 111,263: 4,153 2,598
Old : 113,861: 260 3,373 1,716 107,732 106,174 109,708 111,263: 4,153 2,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 5,767: 260 -130 736 5,953 6,079 6,949 6,685: -1,182 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.0 1.5 94.6 93.2 96.4 97.7: 3.6 2.3
Old : 100.0: 0.2 3.0 1.5 94.6 93.2 96.4 97.7: 3.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 2 3 26 26 29 29:
Old : 39: 1 2 3 26 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 61.6 75.8 75.0 56.7 58.0 70.7 70.5
Old : 58.3 61.6 75.8 75.0 56.7 58.0 70.7 70.5
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,376: 692 0 2,510 96,373 95,210 99,575 97,720: 4,801 6,656
Old : 104,376: 692 0 2,510 96,373 95,210 99,575 97,720: 4,801 6,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 6,031: -738 0 266 6,050 6,469 5,578 6,735: 453 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 2.4 92.3 91.2 95.4 93.6: 4.6 6.4
Old : 100.0: 0.7 0.0 2.4 92.3 91.2 95.4 93.6: 4.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 16 18 18 20:
Old : 26: 2 0 2 16 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 61.4 75.9 79.2 44.6 57.1 65.1 68.6
Old : 52.2 61.4 75.9 79.2 44.6 57.1 65.1 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,897: 0 1,754 0 62,825 63,930 62,825 65,684: 6,072 3,213
Old : 68,897: 0 1,754 0 62,825 63,930 62,825 65,684: 6,072 3,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,602: 0 -360 0 1,633 1,931 1,633 1,571: -31 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 91.2 92.8 91.2 95.3: 8.8 4.7
Old : 100.0: 0.0 2.5 0.0 91.2 92.8 91.2 95.3: 8.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 18 12 18 13:
Old : 21: 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 : 52.7 70.6 72.0 88.5 44.7 57.7 61.4 65.9
Old : 52.7 70.6 72.0 88.5 44.7 57.7 61.4 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 17,535: 401 373 210 16,470 16,712 17,081 17,295: 454 240
Old : 17,535: 401 373 210 16,470 16,712 17,081 17,295: 454 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 4,598: 0 373 30 4,598 4,317 4,628 4,720: -30 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.1 1.2 93.9 95.3 97.4 98.6: 2.6 1.4
Old : 100.0: 2.3 2.1 1.2 93.9 95.3 97.4 98.6: 2.6 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 : 23: 2 1 2 9 15 12 17:
Old : 23: 2 1 2 9 15 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 64.6 94.5 82.6 71.2 64.6 85.6 77.2
Old : 79.2 64.6 94.5 82.6 71.2 64.6 85.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,624: 0 2,019 2,268 111,423 109,742 113,691 114,029: 3,933 3,595
Old : 117,624: 0 2,019 2,268 111,423 109,742 113,691 114,029: 3,933 3,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,619: 0 -66 529 1,518 1,737 2,047 2,200: -428 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 1.9 94.7 93.3 96.7 96.9: 3.3 3.1
Old : 100.0: 0.0 1.7 1.9 94.7 93.3 96.7 96.9: 3.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 19 18 21 20:
Old : 26: 0 2 2 19 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 57.5 77.8 81.1 43.9 46.4 53.9 57.1
Old : 52.5 57.5 77.8 81.1 43.9 46.4 53.9 57.1
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 306,763: 4,384 6,630 4,512 291,626 289,541 300,522 300,683: 6,241 6,080
Old : 306,763: 4,384 6,630 4,512 291,626 289,541 300,522 300,683: 6,241 6,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 7,327: -1,761 586 1,666 7,361 5,191 7,266 7,443: 61 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.2 1.5 95.1 94.4 98.0 98.0: 2.0 2.0
Old : 100.0: 1.4 2.2 1.5 95.1 94.4 98.0 98.0: 2.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 2 4 33 30 37 34:
Old : 48: 2 2 4 33 30 37 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 : 50.4 49.5 69.1 70.3 48.4 42.8 61.7 60.5
Old : 50.4 49.5 69.1 70.3 48.4 42.8 61.7 60.5
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,951: 1,314 570 0 27,847 28,421 29,161 28,991: 790 960
Old : 29,951: 1,314 570 0 27,847 28,421 29,161 28,991: 790 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 8,092: 124 0 0 7,844 8,272 7,968 8,272: 124 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.9 0.0 93.0 94.9 97.4 96.8: 2.6 3.2
Old : 100.0: 4.4 1.9 0.0 93.0 94.9 97.4 96.8: 2.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 0 14 14 17 16:
Old : 30: 3 2 0 14 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 59.7 81.5 85.1 43.2 59.1 71.9 79.6
Old : 50.7 59.7 81.5 85.1 43.2 59.1 71.9 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 38,939: 0 0 0 38,000 37,754 38,000 37,754: 939 1,185
Old : 38,939: 0 0 0 38,000 37,754 38,000 37,754: 939 1,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 302: 0 0 0 1,339 302 1,339 302: -1,037 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.6 97.0 97.6 97.0: 2.4 3.0
Old : 100.0: 0.0 0.0 0.0 97.6 97.0 97.6 97.0: 2.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 15 17 15 17:
Old : 22: 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 : 74.3 48.2 90.2 75.9 67.5 47.3 79.2 72.8
Old : 74.3 48.2 90.2 75.9 67.5 47.3 79.2 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 45,499: 840 0 0 43,165 44,651 44,005 44,651: 1,494 848
Old : 45,499: 840 0 0 43,165 44,651 44,005 44,651: 1,494 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,953: 0 0 0 1,949 1,829 1,949 1,829: 4 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 94.9 98.1 96.7 98.1: 3.3 1.9
Old : 100.0: 1.8 0.0 0.0 94.9 98.1 96.7 98.1: 3.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 18 18 20 18:
Old : 30: 2 0 0 18 18 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 67.4 83.7 86.7 59.6 59.8 65.2 66.1
Old : 68.8 67.4 83.7 86.7 59.6 59.8 65.2 66.1
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 227,543: 5,443 27,880 6,785 209,544 187,470 221,772 222,135: 5,771 5,408
Old : 227,543: 5,443 27,880 6,785 209,544 187,470 221,772 222,135: 5,771 5,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 3,693: -856 214 62 4,332 3,528 3,538 3,804: 155 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 12.3 3.0 92.1 82.4 97.5 97.6: 2.5 2.4
Old : 100.0: 2.4 12.3 3.0 92.1 82.4 97.5 97.6: 2.5 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 : 48: 4 2 3 35 32 40 36:
Old : 48: 4 2 3 35 32 40 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 : 44.9 49.8 67.4 67.3 40.5 49.4 59.9 64.0
Old : 44.9 49.8 67.4 67.3 40.5 49.4 59.9 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 67,322: 11,876 0 1,885 48,381 63,245 62,142 65,130: 5,180 2,192
Old : 67,322: 11,876 0 1,885 48,381 63,245 62,142 65,130: 5,180 2,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 214: 62 0 0 983 94 1,045 94: -831 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 0.0 2.8 71.9 93.9 92.3 96.7: 7.7 3.3
Old : 100.0: 17.6 0.0 2.8 71.9 93.9 92.3 96.7: 7.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 1 17 15 20 16:
Old : 27: 3 0 1 17 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 80.5 64.1 92.1 36.3 80.5 60.5 87.8
Old : 39.3 80.5 64.1 92.1 36.3 80.5 60.5 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 82,972: 0 0 0 80,841 78,262 80,841 78,262: 2,131 4,710
Old : 82,972: 0 0 0 80,841 78,262 80,841 78,262: 2,131 4,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 14: 0 0 0 14 14 14 14: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 94.3 97.4 94.3: 2.6 5.7
Old : 100.0: 0.0 0.0 0.0 97.4 94.3 97.4 94.3: 2.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 23 20 23 20:
Old : 29: 0 0 0 23 20 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 55.1 63.0 79.2 35.0 42.5 57.1 62.7
Old : 38.3 55.1 63.0 79.2 35.0 42.5 57.1 62.7
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 89,572: 431 15,894 770 79,415 69,278 80,616 85,942: 8,956 3,630
Old : 89,572: 431 15,894 770 79,415 69,278 80,616 85,942: 8,956 3,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 279: 0 187 -32 493 124 461 279: -182 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 17.7 0.9 88.7 77.3 90.0 95.9: 10.0 4.1
Old : 100.0: 0.5 17.7 0.9 88.7 77.3 90.0 95.9: 10.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 1 22 20 24 22:
Old : 30: 1 2 1 22 20 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 : 47.7 49.1 67.1 70.8 47.1 43.5 58.6 58.0
Old : 47.7 49.1 67.1 70.8 47.1 43.5 58.6 58.0
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 176,317: 23,317 8,112 15,834 136,512 151,526 175,664 175,472: 653 845
Old : 176,317: 23,317 8,112 15,834 136,512 151,526 175,664 175,472: 653 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 3,915: 648 201 322 2,986 2,949 3,956 3,472: -41 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.6 9.0 77.4 85.9 99.6 99.5: 0.4 0.5
Old : 100.0: 13.2 4.6 9.0 77.4 85.9 99.6 99.5: 0.4 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 : 83: 12 9 15 53 56 71 74:
Old : 83: 12 9 15 53 56 71 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 29.4 44.9 50.4 16.4 25.0 25.6 36.7
Old : 28.4 29.4 44.9 50.4 16.4 25.0 25.6 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,682: 1,192 313 3,265 52,201 53,080 56,658 56,658: 24 24
Old : 56,682: 1,192 313 3,265 52,201 53,080 56,658 56,658: 24 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -976: 24 -28 20 -1,020 -968 -976 -976: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.6 5.8 92.1 93.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.6 5.8 92.1 93.6 100.0 100.0: 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 : 34: 1 2 3 27 26 30 29:
Old : 34: 1 2 3 27 26 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 48.6 81.0 74.0 54.7 44.5 68.6 63.9
Old : 56.5 48.6 81.0 74.0 54.7 44.5 68.6 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 492,079: 6,800 0 18,744 466,535 473,335 492,079 492,079: 0 0
Old : 492,079: 6,800 0 18,744 466,535 473,335 492,079 492,079: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 28,466: -19,483 0 12,321 35,628 16,145 28,466 28,466: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 3.8 94.8 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 0.0 3.8 94.8 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 : 33: 2 0 2 23 26 25 28:
Old : 33: 2 0 2 23 26 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 : 63.8 54.0 80.8 76.7 57.7 51.5 69.1 69.5
Old : 63.8 54.0 80.8 76.7 57.7 51.5 69.1 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,696,341: 145,829 10,937 34,193 1,516,319 1,650,083 1,696,341 1,695,213: 0 1,128
Old : 1,696,341: 145,829 10,937 34,193 1,516,319 1,650,083 1,696,341 1,695,213: 0 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 14,827: -13,039 1,937 -1,903 29,769 13,665 14,827 13,699: 0 1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.6 2.0 89.4 97.3 100.0 99.9: 0.0 0.1
Old : 100.0: 8.6 0.6 2.0 89.4 97.3 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 6 3 6 43 47 52 53:
Old : 63: 6 3 6 43 47 52 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 43.0 60.0 59.7 37.9 38.1 50.6 51.0
Old : 45.5 43.0 60.0 59.7 37.9 38.1 50.6 51.0
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,890: 127 8,195 5,218 56,545 48,453 61,890 61,866: 0 24
Old : 61,890: 127 8,195 5,218 56,545 48,453 61,890 61,866: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 2,573: -4 841 277 2,300 1,455 2,573 2,573: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 13.2 8.4 91.4 78.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 13.2 8.4 91.4 78.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 4 3 27 28 31 32:
Old : 39: 1 4 3 27 28 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 49.4 70.3 72.4 41.0 35.6 52.3 53.4
Old : 53.7 49.4 70.3 72.4 41.0 35.6 52.3 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 311,109: 3,210 3,124 12,527 295,372 295,458 311,109 311,109: 0 0
Old : 311,109: 3,210 3,124 12,527 295,372 295,458 311,109 311,109: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -5,132: -2,808 624 0 -2,324 -5,756 -5,132 -5,132: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.0 4.0 94.9 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 1.0 4.0 94.9 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 : 28: 1 1 2 20 17 22 19:
Old : 28: 1 1 2 20 17 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 : 55.3 67.2 76.3 87.1 49.6 60.7 66.3 74.9
Old : 55.3 67.2 76.3 87.1 49.6 60.7 66.3 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 587,578: 20,802 1,550 14,208 552,568 571,820 587,578 587,578: 0 0
Old : 587,578: 20,802 1,550 14,208 552,568 571,820 587,578 587,578: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -21,719: -9,312 -5,515 3,071 -15,478 -19,275 -21,719 -21,719: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.3 2.4 94.0 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.3 2.4 94.0 97.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 1 2 25 27 30 30:
Old : 40: 5 1 2 25 27 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 54.5 71.6 71.3 48.5 50.9 60.8 63.0
Old : 54.8 54.5 71.6 71.3 48.5 50.9 60.8 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 50,603: 5,466 427 1,407 42,920 48,221 49,793 50,055: 810 548
Old : 50,603: 5,466 427 1,407 42,920 48,221 49,793 50,055: 810 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 703: 13 2 -11 446 795 448 786: 255 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.8 2.8 84.8 95.3 98.4 98.9: 1.6 1.1
Old : 100.0: 10.8 0.8 2.8 84.8 95.3 98.4 98.9: 1.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 2 2 22 28 26 32:
Old : 37: 4 2 2 22 28 26 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 57.2 75.0 74.1 53.0 54.9 70.1 71.1
Old : 54.6 57.2 75.0 74.1 53.0 54.9 70.1 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 mwh :
: : :
All : 1,731,325: 0 4,000 0 1,731,325 1,727,325 1,731,325 1,731,325: 0 0
Old : 1,731,325: 0 4,000 0 1,731,325 1,727,325 1,731,325 1,731,325: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 154,040: 0 0 0 154,040 154,040 154,040 154,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 12 12 12 13:
Old : 21: 0 1 0 12 12 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 88.4 94.5 97.7 71.9 88.4 92.2 93.8
Old : 73.9 88.4 94.5 97.7 71.9 88.4 92.2 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 652,300: 0 1,000 0 652,300 651,300 652,300 652,300: 0 0
Old : 652,300: 0 1,000 0 652,300 651,300 652,300 652,300: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 79,800: 0 0 0 79,800 79,800 79,800 79,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 18 13 18 14:
Old : 26: 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 : 64.2 86.4 84.6 94.3 62.0 86.2 80.4 90.3
Old : 64.2 86.4 84.6 94.3 62.0 86.2 80.4 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 837,600: 0 0 0 837,600 837,600 837,600 837,600: 0 0
Old : 837,600: 0 0 0 837,600 837,600 837,600 837,600: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 18,800: 0 0 0 18,800 18,800 18,800 18,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 22: 0 0 0 13 12 13 12:
Old : 22: 0 0 0 13 12 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 77.8 87.7 96.2 58.2 77.8 82.1 89.5
Old : 63.8 77.8 87.7 96.2 58.2 77.8 82.1 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 291,008: 12,336 2,376 1,184 277,488 287,448 291,008 291,008: 0 0
Old : 291,008: 12,336 2,376 1,184 277,488 287,448 291,008 291,008: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 760: 0 0 0 760 760 760 760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.8 0.4 95.4 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.2 0.8 0.4 95.4 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 2 24 18 27 21:
Old : 34: 2 2 2 24 18 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 59.2 66.0 80.8 34.5 53.1 56.4 68.7
Old : 41.2 59.2 66.0 80.8 34.5 53.1 56.4 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 11,929: 1,534 648 230 10,036 10,669 11,800 11,547: 129 382
Old : 11,929: 1,534 648 230 10,036 10,669 11,800 11,547: 129 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 528: -164 224 0 692 240 528 464: 0 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.4 1.9 84.1 89.4 98.9 96.8: 1.1 3.2
Old : 100.0: 12.9 5.4 1.9 84.1 89.4 98.9 96.8: 1.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 2 1 22 20 25 23:
Old : 34: 3 2 1 22 20 25 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 : 38.8 46.8 64.7 75.2 31.9 44.0 50.3 64.4
Old : 38.8 46.8 64.7 75.2 31.9 44.0 50.3 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5MWh :
: : :
All : 1,091,527: 0 19,100 27,700 1,063,827 1,044,727 1,091,527 1,091,527: 0 0
Old : 1,091,527: 0 19,100 27,700 1,063,827 1,044,727 1,091,527 1,091,527: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 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 1.7 2.5 97.5 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.7 2.5 97.5 95.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 16 12 17 13:
Old : 22: 0 1 1 16 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 51.5 77.9 85.3 39.2 46.1 67.3 70.0
Old : 49.0 51.5 77.9 85.3 39.2 46.1 67.3 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 276,400: 0 0 0 275,250 276,400 275,250 276,400: 1,150 0
Old : 276,400: 0 0 0 275,250 276,400 275,250 276,400: 1,150 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 2,875: 0 0 0 1,725 2,875 1,725 2,875: 1,150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 0.0
Old : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 17 9 17 9:
Old : 23: 0 0 0 17 9 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 87.9 86.0 99.2 58.0 87.9 86.0 96.1
Old : 58.0 87.9 86.0 99.2 58.0 87.9 86.0 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWH PER LOT :
: : :
All : 211,215: 4,225 0 0 206,990 211,215 211,215 211,215: 0 0
Old : 211,215: 4,225 0 0 206,990 211,215 211,215 211,215: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 575: 0 0 0 575 575 575 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 98.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 0.0 0.0 98.0 100.0 100.0 100.0: 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 : 29: 1 0 0 24 23 25 23:
Old : 29: 1 0 0 24 23 25 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 : 52.3 49.7 71.6 76.5 43.5 28.4 52.4 45.6
Old : 52.3 49.7 71.6 76.5 43.5 28.4 52.4 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 22,629: 803 1,037 215 19,610 19,870 20,628 21,122: 2,001 1,507
Old : 22,629: 803 1,037 215 19,610 19,870 20,628 21,122: 2,001 1,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 480: -85 0 88 454 392 457 480: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.6 1.0 86.7 87.8 91.2 93.3: 8.8 6.7
Old : 100.0: 3.5 4.6 1.0 86.7 87.8 91.2 93.3: 8.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 2 21 18 24 21:
Old : 28: 2 2 2 21 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 50.7 62.1 74.2 27.5 49.2 45.4 64.9
Old : 40.6 50.7 62.1 74.2 27.5 49.2 45.4 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any multiple of 5 MWh :
: : :
All : 2,347,448: 151,341 107,469 146,967 2,049,140 2,093,012 2,347,448 2,347,448: 0 0
Old : 2,347,448: 151,341 107,469 146,967 2,049,140 2,093,012 2,347,448 2,347,448: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 150,072: 68,709 -2,232 -8,232 89,595 160,536 150,072 150,072: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.6 6.3 87.3 89.2 100.0 100.0: 0.0 0.0
Old : 100.0: 6.4 4.6 6.3 87.3 89.2 100.0 100.0: 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 : 39: 1 2 1 29 27 30 30:
Old : 39: 1 2 1 29 27 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 50.4 67.5 70.6 36.8 42.2 54.5 54.9
Old : 43.8 50.4 67.5 70.6 36.8 42.2 54.5 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any multiple of 16 MWh :
: : :
All : 751,814: 0 90,794 33,485 718,329 627,535 751,814 751,814: 0 0
Old : 751,814: 0 90,794 33,485 718,329 627,535 751,814 751,814: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 46,152: 0 -16,825 21,760 24,392 41,217 46,152 46,152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.1 4.5 95.5 83.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 12.1 4.5 95.5 83.5 100.0 100.0: 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 : 40: 0 3 1 31 27 32 30:
Old : 40: 0 3 1 31 27 32 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 : 41.7 46.9 65.6 72.0 39.8 40.3 63.0 59.3
Old : 41.7 46.9 65.6 72.0 39.8 40.3 63.0 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWH :
: : :
All : 1,106,520: 0 0 0 1,106,520 1,106,520 1,106,520 1,106,520: 0 0
Old : 1,106,520: 0 0 0 1,106,520 1,106,520 1,106,520 1,106,520: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 46,180: 0 0 0 46,180 46,180 46,180 46,180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 25: 0 0 0 20 11 20 11:
Old : 25: 0 0 0 20 11 20 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 86.2 77.7 96.4 48.0 65.1 63.5 72.9
Old : 55.7 86.2 77.7 96.4 48.0 65.1 63.5 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 372,455: 4,200 0 0 368,255 372,455 372,455 372,455: 0 0
Old : 372,455: 4,200 0 0 368,255 372,455 372,455 372,455: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 36,110: 0 0 0 36,110 36,110 36,110 36,110: 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 : 31: 1 0 0 24 14 25 14:
Old : 31: 1 0 0 24 14 25 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 : 40.4 77.8 59.5 95.3 32.6 59.2 50.2 74.5
Old : 40.4 77.8 59.5 95.3 32.6 59.2 50.2 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 608,627: 116,974 1,210 37,753 453,900 569,664 608,627 608,627: 0 0
Old : 608,627: 116,974 1,210 37,753 453,900 569,664 608,627 608,627: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 9,043: 6,170 -10,948 7,014 -4,141 12,977 9,043 9,043: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 0.2 6.2 74.6 93.6 100.0 100.0: 0.0 0.0
Old : 100.0: 19.2 0.2 6.2 74.6 93.6 100.0 100.0: 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 : 41: 2 1 3 28 32 31 35:
Old : 41: 2 1 3 28 32 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 54.1 81.0 70.6 56.2 54.0 69.1 65.1
Old : 62.0 54.1 81.0 70.6 56.2 54.0 69.1 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 41,345: 7,827 2,792 1,426 31,751 36,960 41,004 41,178: 341 167
Old : 41,345: 7,827 2,792 1,426 31,751 36,960 41,004 41,178: 341 167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 499: 713 -773 -92 -188 1,364 433 499: 66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.8 3.4 76.8 89.4 99.2 99.6: 0.8 0.4
Old : 100.0: 18.9 6.8 3.4 76.8 89.4 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 3 4 30 31 34 36:
Old : 40: 2 3 4 30 31 34 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 : 51.0 51.9 75.4 75.6 47.1 51.5 66.6 74.3
Old : 51.0 51.9 75.4 75.6 47.1 51.5 66.6 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,734: 2,795 148 410 19,529 22,176 22,734 22,734: 0 0
Old : 22,734: 2,795 148 410 19,529 22,176 22,734 22,734: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,210: 21 -205 281 932 1,134 1,234 1,210: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 0.7 1.8 85.9 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 12.3 0.7 1.8 85.9 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 : 33: 1 3 2 22 17 24 21:
Old : 33: 1 3 2 22 17 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 : 60.3 80.0 88.1 92.1 58.5 76.7 77.5 85.2
Old : 60.3 80.0 88.1 92.1 58.5 76.7 77.5 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 259,810: 101,425 0 0 158,385 259,810 259,810 259,810: 0 0
Old : 259,810: 101,425 0 0 158,385 259,810 259,810 259,810: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 85,748: 78,520 0 0 7,228 85,748 85,748 85,748: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 0.0 0.0 61.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 39.0 0.0 0.0 61.0 100.0 100.0 100.0: 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 : 23: 2 0 0 15 10 17 10:
Old : 23: 2 0 0 15 10 17 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 : 72.8 89.4 86.5 98.6 72.8 82.2 84.3 90.8
Old : 72.8 89.4 86.5 98.6 72.8 82.2 84.3 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 601,207: 9,178 3,760 35,622 556,407 561,825 601,207 601,207: 0 0
Old : 601,207: 9,178 3,760 35,622 556,407 561,825 601,207 601,207: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 2,935: 0 -9,745 3,882 -947 8,798 2,935 2,935: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.6 5.9 92.5 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.6 5.9 92.5 93.4 100.0 100.0: 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 : 33: 1 1 2 26 17 28 19:
Old : 33: 1 1 2 26 17 28 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 : 51.5 80.4 70.0 91.8 51.5 66.7 63.5 71.5
Old : 51.5 80.4 70.0 91.8 51.5 66.7 63.5 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 31,185: 3,464 0 40 27,342 30,936 30,846 30,976: 339 209
Old : 31,185: 3,464 0 40 27,342 30,936 30,846 30,976: 339 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 992: 138 0 -23 877 1,015 992 992: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 0.1 87.7 99.2 98.9 99.3: 1.1 0.7
Old : 100.0: 11.1 0.0 0.1 87.7 99.2 98.9 99.3: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 1 25 20 27 21:
Old : 30: 2 0 1 25 20 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 82.3 66.6 91.2 36.9 61.7 54.1 65.9
Old : 38.5 82.3 66.6 91.2 36.9 61.7 54.1 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 19,764: 3,692 100 46 15,600 19,151 19,338 19,297: 426 467
Old : 19,764: 3,692 100 46 15,600 19,151 19,338 19,297: 426 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -27: 125 0 46 -221 -115 -50 -69: 23 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 0.5 0.2 78.9 96.9 97.8 97.6: 2.2 2.4
Old : 100.0: 18.7 0.5 0.2 78.9 96.9 97.8 97.6: 2.2 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 : 30: 4 1 1 21 21 25 23:
Old : 30: 4 1 1 21 21 25 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 : 53.5 50.7 72.0 75.1 49.5 45.7 64.8 59.9
Old : 53.5 50.7 72.0 75.1 49.5 45.7 64.8 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 306,175: 60,293 0 1,184 244,698 304,991 306,175 306,175: 0 0
Old : 306,175: 60,293 0 1,184 244,698 304,991 306,175 306,175: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 3,877: 9,384 0 -376 -5,131 4,253 3,877 3,877: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 0.0 0.4 79.9 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 19.7 0.0 0.4 79.9 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 : 30: 4 0 1 22 20 26 21:
Old : 30: 4 0 1 22 20 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 60.7 80.6 84.4 64.4 54.1 72.9 73.1
Old : 66.2 60.7 80.6 84.4 64.4 54.1 72.9 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,803: 808 367 337 14,317 14,398 15,462 15,102: 341 701
Old : 15,803: 808 367 337 14,317 14,398 15,462 15,102: 341 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 132: 0 0 0 132 -124 132 -124: 0 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.3 2.1 90.6 91.1 97.8 95.6: 2.2 4.4
Old : 100.0: 5.1 2.3 2.1 90.6 91.1 97.8 95.6: 2.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 3 21 23 24 27:
Old : 30: 2 2 3 21 23 24 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 : 46.6 46.1 71.2 65.2 42.3 43.5 58.2 60.0
Old : 46.6 46.1 71.2 65.2 42.3 43.5 58.2 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 216,879: 3,209 0 0 213,670 216,879 216,879 216,879: 0 0
Old : 216,879: 3,209 0 0 213,670 216,879 216,879 216,879: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 4,664: 0 0 0 4,664 4,664 4,664 4,664: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.0 0.0 98.5 100.0 100.0 100.0: 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 : 28: 2 0 0 18 14 20 14:
Old : 28: 2 0 0 18 14 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 69.5 87.9 90.2 64.2 69.5 77.2 82.7
Old : 72.7 69.5 87.9 90.2 64.2 69.5 77.2 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 26,570: 0 2,126 2,504 24,042 21,940 26,546 26,570: 24 0
Old : 26,570: 0 2,126 2,504 24,042 21,940 26,546 26,570: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -1,029: 0 411 -334 -695 -1,106 -1,029 -1,029: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 9.4 90.5 82.6 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 8.0 9.4 90.5 82.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 19 21 20 22:
Old : 27: 0 1 1 19 21 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 55.1 83.5 79.3 47.9 43.5 60.9 60.2
Old : 55.2 55.1 83.5 79.3 47.9 43.5 60.9 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 163,821: 0 672 0 163,821 163,149 163,821 163,821: 0 0
Old : 163,821: 0 672 0 163,821 163,149 163,821 163,821: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -33: 0 0 0 -33 -33 -33 -33: 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 : 25: 0 1 0 17 18 17 19:
Old : 25: 0 1 0 17 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 : 61.0 58.0 83.3 79.2 48.9 41.5 61.5 56.3
Old : 61.0 58.0 83.3 79.2 48.9 41.5 61.5 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 735,512: 0 70,240 0 735,512 665,272 735,512 735,512: 0 0
Old : 735,512: 0 70,240 0 735,512 665,272 735,512 735,512: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 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 9.5 0.0 100.0 90.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.5 0.0 100.0 90.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 16 11 16 12:
Old : 23: 0 1 0 16 11 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 68.0 80.9 93.8 62.0 67.0 76.2 83.4
Old : 62.9 68.0 80.9 93.8 62.0 67.0 76.2 83.4
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 222,805: 0 6,850 0 222,805 215,955 222,805 222,805: 0 0
Old : 222,805: 0 6,850 0 222,805 215,955 222,805 222,805: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 645: 0 0 0 645 645 645 645: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 100.0 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.1 0.0 100.0 96.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 21 12 21 13:
Old : 26: 0 1 0 21 12 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 69.1 77.4 91.1 58.5 64.8 75.7 80.5
Old : 59.0 69.1 77.4 91.1 58.5 64.8 75.7 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 123,755: 0 1,000 0 123,755 122,755 123,755 123,755: 0 0
Old : 123,755: 0 1,000 0 123,755 122,755 123,755 123,755: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,050: 0 0 0 1,050 1,050 1,050 1,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 100.0 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.8 0.0 100.0 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 : 21: 0 1 0 16 12 16 13:
Old : 21: 0 1 0 16 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 66.9 88.8 92.0 65.0 55.3 78.9 77.1
Old : 67.6 66.9 88.8 92.0 65.0 55.3 78.9 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 Mwh :
: : :
All : 226,115: 0 0 0 226,115 226,115 226,115 226,115: 0 0
Old : 226,115: 0 0 0 226,115 226,115 226,115 226,115: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 4,825: 0 0 0 4,825 4,825 4,825 4,825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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: 0 0 0 17 10 17 10:
Old : 24: 0 0 0 17 10 17 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 : 57.4 90.1 87.7 98.6 56.7 90.1 87.0 97.9
Old : 57.4 90.1 87.7 98.6 56.7 90.1 87.0 97.9
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 Mwh :
: : :
All : 778,363: 0 0 0 778,363 778,363 778,363 778,363: 0 0
Old : 778,363: 0 0 0 778,363 778,363 778,363 778,363: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 21: 0 0 0 15 7 15 7:
Old : 21: 0 0 0 15 7 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 94.7 86.3 100.0 60.9 94.7 86.1 99.7
Old : 60.9 94.7 86.3 100.0 60.9 94.7 86.1 99.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 147,935: 0 0 0 147,935 147,935 147,935 147,935: 0 0
Old : 147,935: 0 0 0 147,935 147,935 147,935 147,935: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 22: 0 0 0 15 13 15 13:
Old : 22: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 67.6 79.5 90.7 42.0 62.2 62.1 72.5
Old : 47.0 67.6 79.5 90.7 42.0 62.2 62.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mwh :
: : :
All : 531,933: 0 0 0 531,933 531,933 531,933 531,933: 0 0
Old : 531,933: 0 0 0 531,933 531,933 531,933 531,933: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 12 15 12:
Old : 20: 0 0 0 15 12 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 72.9 81.3 93.1 42.2 63.7 61.4 69.9
Old : 50.2 72.9 81.3 93.1 42.2 63.7 61.4 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 196,745: 3,800 0 0 192,945 196,745 196,745 196,745: 0 0
Old : 196,745: 3,800 0 0 192,945 196,745 196,745 196,745: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 98.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.0 0.0 98.1 100.0 100.0 100.0: 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 12 22 12:
Old : 27: 1 0 0 21 12 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 78.0 74.9 92.2 52.4 69.9 71.1 83.0
Old : 53.7 78.0 74.9 92.2 52.4 69.9 71.1 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 651,687: 0 0 0 651,687 651,687 651,687 651,687: 0 0
Old : 651,687: 0 0 0 651,687 651,687 651,687 651,687: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 10 17 10:
Old : 20: 0 0 0 17 10 17 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 : 59.3 81.4 79.1 96.4 57.8 72.4 74.0 81.1
Old : 59.3 81.4 79.1 96.4 57.8 72.4 74.0 81.1
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 1,045,227: 0 0 0 1,045,227 1,045,227 1,045,227 1,045,227: 0 0
Old : 1,045,227: 0 0 0 1,045,227 1,045,227 1,045,227 1,045,227: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 23: 0 0 0 17 8 17 8:
Old : 23: 0 0 0 17 8 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 90.3 90.1 100.0 71.3 88.7 89.0 96.7
Old : 71.3 90.3 90.1 100.0 71.3 88.7 89.0 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 276,135: 0 0 0 276,135 276,135 276,135 276,135: 0 0
Old : 276,135: 0 0 0 276,135 276,135 276,135 276,135: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 30: 0 0 0 23 10 23 10:
Old : 30: 0 0 0 23 10 23 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 : 65.9 90.0 83.8 99.3 65.9 87.8 83.2 96.3
Old : 65.9 90.0 83.8 99.3 65.9 87.8 83.2 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 6,784,726: 197,532 0 800 6,586,394 6,783,926 6,784,726 6,784,726: 0 0
Old : 6,784,726: 197,532 0 800 6,586,394 6,783,926 6,784,726 6,784,726: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 46,507: 0 0 0 46,507 46,507 46,507 46,507: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 97.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 0.0 0.0 97.1 100.0 100.0 100.0: 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 : 45: 3 0 1 37 37 40 38:
Old : 45: 3 0 1 37 37 40 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 : 39.6 62.6 63.7 81.8 31.9 53.5 48.2 65.0
Old : 39.6 62.6 63.7 81.8 31.9 53.5 48.2 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 2,210,905: 47,040 9,000 400 2,163,465 2,201,505 2,210,905 2,210,905: 0 0
Old : 2,210,905: 47,040 9,000 400 2,163,465 2,201,505 2,210,905 2,210,905: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 14,100: 0 0 0 14,100 14,100 14,100 14,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.4 0.0 97.9 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.4 0.0 97.9 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 : 50: 3 1 1 40 36 43 38:
Old : 50: 3 1 1 40 36 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 56.9 57.0 78.1 29.5 53.9 48.0 69.1
Old : 34.4 56.9 57.0 78.1 29.5 53.9 48.0 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 2,852,666: 591,367 354,797 94,519 2,166,780 2,403,350 2,852,666 2,852,666: -0 -0
Old : 2,852,666: 591,367 354,797 94,519 2,166,780 2,403,350 2,852,666 2,852,666: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 49,521: 11,500 -9,959 -6,016 44,038 65,496 49,521 49,521: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 12.4 3.3 76.0 84.2 100.0 100.0: -0.0 -0.0
Old : 100.0: 20.7 12.4 3.3 76.0 84.2 100.0 100.0: -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 : 62: 6 8 6 44 41 54 51:
Old : 62: 6 8 6 44 41 54 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 51.9 62.2 69.1 45.7 48.4 60.0 63.8
Old : 45.8 51.9 62.2 69.1 45.7 48.4 60.0 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MWh (Megawatt Hours) :
: : :
All : 6,159,013: 154,253 117,215 147,061 5,857,699 5,894,737 6,159,013 6,159,013: 0 0
Old : 6,159,013: 154,253 117,215 147,061 5,857,699 5,894,737 6,159,013 6,159,013: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 269,579: -9,635 0 9,635 269,579 259,944 269,579 269,579: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.9 2.4 95.1 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 1.9 2.4 95.1 95.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 1 3 35 29 39 33:
Old : 47: 4 1 3 35 29 39 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 : 49.2 71.6 65.3 83.8 49.0 66.8 63.9 77.1
Old : 49.2 71.6 65.3 83.8 49.0 66.8 63.9 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 574,735: 0 840 0 574,735 573,895 574,735 574,735: 0 0
Old : 574,735: 0 840 0 574,735 573,895 574,735 574,735: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,650: 0 0 0 1,650 1,650 1,650 1,650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 100.0 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.1 0.0 100.0 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 27 13 27 14:
Old : 31: 0 1 0 27 13 27 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 : 46.0 71.2 68.9 92.0 46.0 69.9 64.5 82.2
Old : 46.0 71.2 68.9 92.0 46.0 69.9 64.5 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 2,072,697: 0 5,210 0 2,072,697 2,067,487 2,072,697 2,072,697: 0 0
Old : 2,072,697: 0 5,210 0 2,072,697 2,067,487 2,072,697 2,072,697: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 0 28 15 28 16:
Old : 32: 0 1 0 28 15 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 69.0 73.2 89.7 49.0 67.6 69.8 79.1
Old : 50.6 69.0 73.2 89.7 49.0 67.6 69.8 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2013