CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 12,078: 3,419 3,289 436 8,123 8,333 11,978 12,058: 100 20
Old : 12,078: 3,419 3,289 436 8,123 8,333 11,978 12,058: 100 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -4,869: -144 33 -910 -3,891 -4,012 -4,944 -4,889: 75 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 27.2 3.6 67.3 69.0 99.2 99.8: 0.8 0.2
Old : 100.0: 28.3 27.2 3.6 67.3 69.0 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 10 2 11 11 23 22:
Old : 37: 11 10 2 11 11 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 62.3 82.1 79.7 55.7 61.1 77.2 74.3
Old : 59.8 62.3 82.1 79.7 55.7 61.1 77.2 74.3
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, December 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 : 5,679,620: 1,213,427 101,520 1,547,085 2,883,645 4,019,607 5,644,157 5,668,212: 35,463 11,408
Old : 5,679,620: 1,213,427 101,520 1,547,085 2,883,645 4,019,607 5,644,157 5,668,212: 35,463 11,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 219,263: 161,568 8,407 -3,708 60,248 214,293 218,108 218,992: 1,155 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 1.8 27.2 50.8 70.8 99.4 99.8: 0.6 0.2
Old : 100.0: 21.4 1.8 27.2 50.8 70.8 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 58 17 62 134 123 206 188:
Old : 219: 58 17 62 134 123 206 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 22.2 40.3 37.4 14.5 18.1 21.7 28.1
Old : 23.4 22.2 40.3 37.4 14.5 18.1 21.7 28.1
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, December 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 : 3,214,368: 116,365 32,991 1,482,113 1,615,219 1,698,291 3,213,697 3,213,395: 672 973
Old : 3,214,368: 116,365 32,991 1,482,113 1,615,219 1,698,291 3,213,697 3,213,395: 672 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 167,823: 18,119 -655 86,826 68,955 87,544 173,899 173,715: -6,076 -5,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.0 46.1 50.2 52.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.6 1.0 46.1 50.2 52.8 100.0 100.0: 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 : 109: 21 25 43 58 61 102 106:
Old : 109: 21 25 43 58 61 102 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 36.0 56.7 56.1 2.9 3.6 4.4 4.7
Old : 35.7 36.0 56.7 56.1 2.9 3.6 4.4 4.7
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, December 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 : 232,923: 12,975 9,459 7,459 191,362 209,355 211,796 226,273: 21,127 6,650
Old : 232,923: 12,975 9,459 7,459 191,362 209,355 211,796 226,273: 21,127 6,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 2,828: -1,684 741 -136 7,638 3,245 5,818 3,850: -2,990 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 4.1 3.2 82.2 89.9 90.9 97.1: 9.1 2.9
Old : 100.0: 5.6 4.1 3.2 82.2 89.9 90.9 97.1: 9.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 4 6 26 24 33 30:
Old : 38: 3 4 6 26 24 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 63.9 61.5 79.3 31.8 53.1 51.0 64.0
Old : 39.7 63.9 61.5 79.3 31.8 53.1 51.0 64.0
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, December 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 : 171,318: 13,175 0 3,012 151,010 163,067 167,197 166,079: 4,121 5,239
Old : 171,318: 13,175 0 3,012 151,010 163,067 167,197 166,079: 4,121 5,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 8,860: 793 -1,085 316 7,023 8,770 8,132 8,001: 728 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 1.8 88.1 95.2 97.6 96.9: 2.4 3.1
Old : 100.0: 7.7 0.0 1.8 88.1 95.2 97.6 96.9: 2.4 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 : 39: 3 0 3 32 31 35 34:
Old : 39: 3 0 3 32 31 35 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 55.2 70.8 76.1 40.4 45.6 52.1 53.1
Old : 50.4 55.2 70.8 76.1 40.4 45.6 52.1 53.1
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, December 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 : 214,826: 16,691 2,969 5,593 184,588 199,961 206,872 208,523: 7,954 6,303
Old : 214,826: 16,691 2,969 5,593 184,588 199,961 206,872 208,523: 7,954 6,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -4,166: -3,983 -4,942 981 -629 100 -3,631 -3,861: -535 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 1.4 2.6 85.9 93.1 96.3 97.1: 3.7 2.9
Old : 100.0: 7.8 1.4 2.6 85.9 93.1 96.3 97.1: 3.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 3 5 28 28 34 33:
Old : 40: 3 3 5 28 28 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 42.9 72.4 63.2 50.2 35.5 62.5 52.6
Old : 55.8 42.9 72.4 63.2 50.2 35.5 62.5 52.6
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, December 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 : 735,137: 13,110 992 4,016 709,582 724,195 726,708 729,203: 8,429 5,934
Old : 735,137: 13,110 992 4,016 709,582 724,195 726,708 729,203: 8,429 5,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 6,098: -3,277 57 1,053 6,529 5,436 4,305 6,546: 1,793 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.1 0.5 96.5 98.5 98.9 99.2: 1.1 0.8
Old : 100.0: 1.8 0.1 0.5 96.5 98.5 98.9 99.2: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 2 5 48 37 54 42:
Old : 57: 4 2 5 48 37 54 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 43.6 57.1 63.2 34.6 40.4 54.4 56.2
Old : 36.9 43.6 57.1 63.2 34.6 40.4 54.4 56.2
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, December 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 : 233,506: 7,142 15,359 1,871 217,850 211,745 226,863 228,975: 6,643 4,531
Old : 233,506: 7,142 15,359 1,871 217,850 211,745 226,863 228,975: 6,643 4,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 6,837: 1,482 2,493 -488 6,902 6,634 7,896 8,639: -1,059 -1,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 6.6 0.8 93.3 90.7 97.2 98.1: 2.8 1.9
Old : 100.0: 3.1 6.6 0.8 93.3 90.7 97.2 98.1: 2.8 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 : 43: 2 3 3 30 28 34 32:
Old : 43: 2 3 3 30 28 34 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 : 47.1 45.0 68.0 66.0 41.3 43.1 58.2 58.5
Old : 47.1 45.0 68.0 66.0 41.3 43.1 58.2 58.5
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, December 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 : 226,141: 992 1,600 4,606 215,406 212,882 221,004 219,088: 5,137 7,053
Old : 226,141: 992 1,600 4,606 215,406 212,882 221,004 219,088: 5,137 7,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -8,361: -5,521 1,244 -1,373 -2,868 -8,870 -9,762 -8,999: 1,401 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.7 2.0 95.3 94.1 97.7 96.9: 2.3 3.1
Old : 100.0: 0.4 0.7 2.0 95.3 94.1 97.7 96.9: 2.3 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 : 48: 2 2 4 32 33 36 37:
Old : 48: 2 2 4 32 33 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 37.2 65.5 57.6 46.0 35.7 62.0 55.4
Old : 47.3 37.2 65.5 57.6 46.0 35.7 62.0 55.4
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, December 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 : 83,035: 2,983 1,055 2,450 71,825 72,016 77,258 75,521: 5,777 7,514
Old : 83,035: 2,983 1,055 2,450 71,825 72,016 77,258 75,521: 5,777 7,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 5,400: -1,578 1,055 124 8,587 7,948 7,133 9,127: -1,733 -3,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.3 3.0 86.5 86.7 93.0 91.0: 7.0 9.0
Old : 100.0: 3.6 1.3 3.0 86.5 86.7 93.0 91.0: 7.0 9.0
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 2 2 23 21 26 24:
Old : 33: 2 2 2 23 21 26 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 : 49.6 47.5 70.9 68.1 45.1 46.5 64.8 63.4
Old : 49.6 47.5 70.9 68.1 45.1 46.5 64.8 63.4
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, December 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 : 151,913: 18,808 18,115 8,294 115,706 121,094 142,808 147,503: 9,105 4,410
Old : 151,913: 18,808 18,115 8,294 115,706 121,094 142,808 147,503: 9,105 4,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -1,158: -481 1,301 594 -1,538 -3,051 -1,425 -1,156: 267 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.9 5.5 76.2 79.7 94.0 97.1: 6.0 2.9
Old : 100.0: 12.4 11.9 5.5 76.2 79.7 94.0 97.1: 6.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 4 5 26 26 32 32:
Old : 41: 3 4 5 26 26 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 39.8 69.6 61.6 54.4 37.4 62.2 55.1
Old : 55.9 39.8 69.6 61.6 54.4 37.4 62.2 55.1
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, December 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 : 84,528: 309 6,007 5,348 67,179 61,525 72,836 72,880: 11,692 11,648
Old : 84,528: 309 6,007 5,348 67,179 61,525 72,836 72,880: 11,692 11,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -1,020: -306 -3,096 20 -1,559 2,270 -1,845 -806: 825 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.1 6.3 79.5 72.8 86.2 86.2: 13.8 13.8
Old : 100.0: 0.4 7.1 6.3 79.5 72.8 86.2 86.2: 13.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 14 16 17 19:
Old : 23: 1 2 3 14 16 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 : 55.8 39.4 73.8 62.5 48.8 32.8 59.8 47.7
Old : 55.8 39.4 73.8 62.5 48.8 32.8 59.8 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 164,351: 0 255 1,285 157,322 154,394 158,607 155,934: 5,744 8,417
Old : 164,351: 0 255 1,285 157,322 154,394 158,607 155,934: 5,744 8,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 6,010: -195 255 -309 5,919 5,606 5,415 5,552: 595 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.8 95.7 93.9 96.5 94.9: 3.5 5.1
Old : 100.0: 0.0 0.2 0.8 95.7 93.9 96.5 94.9: 3.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 1 1 24 23 25 24:
Old : 36: 0 1 1 24 23 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 48.4 72.0 73.7 52.6 48.4 70.6 73.7
Old : 54.1 48.4 72.0 73.7 52.6 48.4 70.6 73.7
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, December 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 : 88,900: 0 0 0 73,348 85,897 73,348 85,897: 15,552 3,003
Old : 88,900: 0 0 0 73,348 85,897 73,348 85,897: 15,552 3,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -2,789: 0 0 0 -1,084 -2,545 -1,084 -2,545: -1,705 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 82.5 96.6 82.5 96.6: 17.5 3.4
Old : 100.0: 0.0 0.0 0.0 82.5 96.6 82.5 96.6: 17.5 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 : 26: 0 0 0 16 19 16 19:
Old : 26: 0 0 0 16 19 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 53.6 63.6 75.5 35.5 52.4 51.7 68.0
Old : 41.2 53.6 63.6 75.5 35.5 52.4 51.7 68.0
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, December 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 : 296,560: 73 2,270 2,908 289,402 286,439 292,383 291,617: 4,177 4,943
Old : 296,560: 73 2,270 2,908 289,402 286,439 292,383 291,617: 4,177 4,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 4,482: -1,001 2,140 738 8,006 960 7,743 3,838: -3,261 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 1.0 97.6 96.6 98.6 98.3: 1.4 1.7
Old : 100.0: 0.0 0.8 1.0 97.6 96.6 98.6 98.3: 1.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 2 2 41 35 43 38:
Old : 54: 1 2 2 41 35 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 : 42.3 44.8 61.0 68.1 38.6 44.1 56.6 66.5
Old : 42.3 44.8 61.0 68.1 38.6 44.1 56.6 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 87,477: 5,327 10,117 3,185 76,181 61,360 84,693 74,662: 2,784 12,815
Old : 87,477: 5,327 10,117 3,185 76,181 61,360 84,693 74,662: 2,784 12,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 3,242: 2,802 -338 -298 797 3,664 3,301 3,028: -59 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 11.6 3.6 87.1 70.1 96.8 85.4: 3.2 14.6
Old : 100.0: 6.1 11.6 3.6 87.1 70.1 96.8 85.4: 3.2 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 4 4 17 19 22 26:
Old : 32: 4 4 4 17 19 22 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 : 59.1 42.5 77.4 60.9 42.8 30.9 55.5 43.8
Old : 59.1 42.5 77.4 60.9 42.8 30.9 55.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 62,873: 0 4,422 1,457 48,067 48,455 49,524 54,334: 13,349 8,539
Old : 62,873: 0 4,422 1,457 48,067 48,455 49,524 54,334: 13,349 8,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 3,656: 0 676 90 2,596 3,402 2,686 4,168: 970 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 2.3 76.5 77.1 78.8 86.4: 21.2 13.6
Old : 100.0: 0.0 7.0 2.3 76.5 77.1 78.8 86.4: 21.2 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 2 14 15 16 17:
Old : 22: 0 2 2 14 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 58.9 69.9 79.5 56.8 55.2 66.8 74.4
Old : 58.2 58.9 69.9 79.5 56.8 55.2 66.8 74.4
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, December 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 : 138,213: 37,655 2,480 0 99,343 130,795 136,998 133,275: 1,215 4,938
Old : 138,213: 37,655 2,480 0 99,343 130,795 136,998 133,275: 1,215 4,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 14,169: 3,100 0 0 11,429 12,215 14,529 12,215: -360 1,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 1.8 0.0 71.9 94.6 99.1 96.4: 0.9 3.6
Old : 100.0: 27.2 1.8 0.0 71.9 94.6 99.1 96.4: 0.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 0 8 19 12 20:
Old : 26: 4 1 0 8 19 12 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 : 78.0 57.6 96.1 80.7 70.7 57.6 88.5 77.8
Old : 78.0 57.6 96.1 80.7 70.7 57.6 88.5 77.8
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, December 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 : 136,205: 74,388 7,936 0 60,515 127,531 134,903 135,467: 1,302 738
Old : 136,205: 74,388 7,936 0 60,515 127,531 134,903 135,467: 1,302 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 3,968: 3,100 0 0 868 3,968 3,968 3,968: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 5.8 0.0 44.4 93.6 99.0 99.5: 1.0 0.5
Old : 100.0: 54.6 5.8 0.0 44.4 93.6 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 : 56: 11 2 0 24 26 35 28:
Old : 56: 11 2 0 24 26 35 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 : 56.0 68.8 74.7 84.0 55.8 68.8 71.5 83.0
Old : 56.0 68.8 74.7 84.0 55.8 68.8 71.5 83.0
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, December 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 : 24,047: 248 0 0 22,819 23,396 23,067 23,396: 980 651
Old : 24,047: 248 0 0 22,819 23,396 23,067 23,396: 980 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,464: 0 0 0 1,278 1,526 1,278 1,526: 186 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 94.9 97.3 95.9 97.3: 4.1 2.7
Old : 100.0: 1.0 0.0 0.0 94.9 97.3 95.9 97.3: 4.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 10 19 11 19:
Old : 25: 1 0 0 10 19 11 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 : 63.4 53.6 88.9 73.6 60.7 53.6 81.2 71.1
Old : 63.4 53.6 88.9 73.6 60.7 53.6 81.2 71.1
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, December 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 : 117,612: 0 11,710 450 101,274 96,364 101,724 108,524: 15,888 9,088
Old : 117,612: 0 11,710 450 101,274 96,364 101,724 108,524: 15,888 9,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,930: 0 -732 120 -644 3,518 -524 2,906: 2,454 -976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.0 0.4 86.1 81.9 86.5 92.3: 13.5 7.7
Old : 100.0: 0.0 10.0 0.4 86.1 81.9 86.5 92.3: 13.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 3 1 24 21 25 24:
Old : 33: 0 3 1 24 21 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 46.8 71.5 64.5 49.9 40.6 59.2 56.1
Old : 55.5 46.8 71.5 64.5 49.9 40.6 59.2 56.1
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, December 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 : 64,026: 2,560 0 2,085 55,352 58,359 59,997 60,444: 4,029 3,582
Old : 64,026: 2,560 0 2,085 55,352 58,359 59,997 60,444: 4,029 3,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 3.3 86.5 91.1 93.7 94.4: 6.3 5.6
Old : 100.0: 4.0 0.0 3.3 86.5 91.1 93.7 94.4: 6.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 10 14 12 16:
Old : 20: 2 0 2 10 14 12 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 : 86.7 67.8 91.9 80.4 78.3 66.8 82.5 77.4
Old : 86.7 67.8 91.9 80.4 78.3 66.8 82.5 77.4
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, December 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 : 114,470: 462 1,855 2,419 103,031 101,335 105,912 105,609: 8,558 8,861
Old : 114,470: 462 1,855 2,419 103,031 101,335 105,912 105,609: 8,558 8,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,031: -604 -1,257 -170 1,626 2,886 852 1,459: 179 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.6 2.1 90.0 88.5 92.5 92.3: 7.5 7.7
Old : 100.0: 0.4 1.6 2.1 90.0 88.5 92.5 92.3: 7.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 2 22 27 24 29:
Old : 35: 1 1 2 22 27 24 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 : 55.4 41.8 75.3 61.6 48.8 40.1 60.7 55.1
Old : 55.4 41.8 75.3 61.6 48.8 40.1 60.7 55.1
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, December 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 : 86,307: 1,203 75 1,521 78,727 77,656 81,451 79,252: 4,856 7,055
Old : 86,307: 1,203 75 1,521 78,727 77,656 81,451 79,252: 4,856 7,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 345: -388 75 70 -1,489 262 -1,807 407: 2,152 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.1 1.8 91.2 90.0 94.4 91.8: 5.6 8.2
Old : 100.0: 1.4 0.1 1.8 91.2 90.0 94.4 91.8: 5.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 17 16 19 18:
Old : 25: 1 1 2 17 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 61.8 79.7 81.0 49.9 55.5 71.8 71.2
Old : 54.4 61.8 79.7 81.0 49.9 55.5 71.8 71.2
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, December 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 : 22,470: 2,108 1,147 0 19,742 20,802 21,850 21,949: 620 521
Old : 22,470: 2,108 1,147 0 19,742 20,802 21,850 21,949: 620 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,798: 0 124 0 1,674 1,612 1,674 1,736: 124 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.1 0.0 87.9 92.6 97.2 97.7: 2.8 2.3
Old : 100.0: 9.4 5.1 0.0 87.9 92.6 97.2 97.7: 2.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 9 16 11 17:
Old : 20: 2 1 0 9 16 11 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 : 76.6 48.3 94.2 75.4 70.2 47.8 79.9 73.7
Old : 76.6 48.3 94.2 75.4 70.2 47.8 79.9 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 286,734: 3,047 23,654 3,906 264,650 252,914 271,603 280,474: 15,131 6,260
Old : 286,734: 3,047 23,654 3,906 264,650 252,914 271,603 280,474: 15,131 6,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -4,397: -1,797 -610 10 -2,761 -4,038 -4,548 -4,638: 151 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 8.2 1.4 92.3 88.2 94.7 97.8: 5.3 2.2
Old : 100.0: 1.1 8.2 1.4 92.3 88.2 94.7 97.8: 5.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 3 4 31 26 35 31:
Old : 42: 2 3 4 31 26 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 49.7 59.2 70.6 41.1 40.7 55.2 59.9
Old : 41.7 49.7 59.2 70.6 41.1 40.7 55.2 59.9
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, December 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 : 27,067: 3,596 0 0 22,646 26,726 26,242 26,726: 825 341
Old : 27,067: 3,596 0 0 22,646 26,726 26,242 26,726: 825 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 5,685: 2,015 0 0 3,701 5,685 5,716 5,685: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.0 0.0 83.7 98.7 97.0 98.7: 3.0 1.3
Old : 100.0: 13.3 0.0 0.0 83.7 98.7 97.0 98.7: 3.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 13 14 15 14:
Old : 24: 2 0 0 13 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 74.9 84.3 89.1 54.9 74.9 79.9 87.4
Old : 54.9 74.9 84.3 89.1 54.9 74.9 79.9 87.4
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, December 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 : 40,858: 0 0 0 38,485 40,827 38,485 40,827: 2,373 31
Old : 40,858: 0 0 0 38,485 40,827 38,485 40,827: 2,373 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 341: 0 0 0 341 341 341 341: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.2 99.9 94.2 99.9: 5.8 0.1
Old : 100.0: 0.0 0.0 0.0 94.2 99.9 94.2 99.9: 5.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 11 19 11 19:
Old : 22: 0 0 0 11 19 11 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 : 74.5 47.8 93.1 76.0 73.8 47.8 88.2 75.7
Old : 74.5 47.8 93.1 76.0 73.8 47.8 88.2 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 40,509: 837 1,364 0 38,692 38,370 39,529 39,734: 980 775
Old : 40,509: 837 1,364 0 38,692 38,370 39,529 39,734: 980 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -198: 0 0 0 267 -198 267 -198: -465 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.4 0.0 95.5 94.7 97.6 98.1: 2.4 1.9
Old : 100.0: 2.1 3.4 0.0 95.5 94.7 97.6 98.1: 2.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 18 15 19 16:
Old : 27: 1 1 0 18 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 61.8 85.0 82.9 67.0 57.8 76.6 75.8
Old : 72.8 61.8 85.0 82.9 67.0 57.8 76.6 75.8
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, December 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 : 244,898: 7,242 37,657 4,860 223,904 197,928 236,006 240,445: 8,892 4,453
Old : 244,898: 7,242 37,657 4,860 223,904 197,928 236,006 240,445: 8,892 4,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 2,529: 236 1,210 808 4,045 1,560 5,089 3,578: -2,560 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 15.4 2.0 91.4 80.8 96.4 98.2: 3.6 1.8
Old : 100.0: 3.0 15.4 2.0 91.4 80.8 96.4 98.2: 3.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 5 6 34 30 41 38:
Old : 50: 4 5 6 34 30 41 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 : 38.1 44.9 60.7 63.3 35.2 41.3 53.8 58.8
Old : 38.1 44.9 60.7 63.3 35.2 41.3 53.8 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 88,006: 9,486 0 0 74,367 82,581 83,853 82,581: 4,153 5,425
Old : 88,006: 9,486 0 0 74,367 82,581 83,853 82,581: 4,153 5,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -1,013: -432 0 -732 -172 -1,528 -1,336 -2,260: 323 1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.0 0.0 84.5 93.8 95.3 93.8: 4.7 6.2
Old : 100.0: 10.8 0.0 0.0 84.5 93.8 95.3 93.8: 4.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 21 19 23 19:
Old : 30: 2 0 0 21 19 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 64.3 66.4 85.3 43.5 50.7 58.7 71.7
Old : 49.8 64.3 66.4 85.3 43.5 50.7 58.7 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 82,675: 0 0 0 76,299 79,345 76,299 79,345: 6,376 3,330
Old : 82,675: 0 0 0 76,299 79,345 76,299 79,345: 6,376 3,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 2,854: 0 0 0 3,068 2,854 3,068 2,854: -214 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.3 96.0 92.3 96.0: 7.7 4.0
Old : 100.0: 0.0 0.0 0.0 92.3 96.0 92.3 96.0: 7.7 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 0 0 20 15 20 15:
Old : 26: 0 0 0 20 15 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 62.0 65.1 82.7 36.4 53.3 60.4 71.5
Old : 38.9 62.0 65.1 82.7 36.4 53.3 60.4 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGY DIV Code-0233CY
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 26,428: 3,412 992 0 22,470 24,574 25,882 25,566: 546 862
Old : 26,428: 3,412 992 0 22,470 24,574 25,882 25,566: 546 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -4,155: -480 -374 0 -3,166 -3,973 -3,646 -4,347: -509 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 3.8 0.0 85.0 93.0 97.9 96.7: 2.1 3.3
Old : 100.0: 12.9 3.8 0.0 85.0 93.0 97.9 96.7: 2.1 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 : 22: 1 2 0 9 10 10 12:
Old : 22: 1 2 0 9 10 10 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 : 73.1 80.0 93.9 91.6 73.1 80.0 93.9 91.6
Old : 73.1 80.0 93.9 91.6 73.1 80.0 93.9 91.6
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, December 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 : 94,205: 0 6,802 1,667 80,472 82,404 82,139 90,873: 12,066 3,332
Old : 94,205: 0 6,802 1,667 80,472 82,404 82,139 90,873: 12,066 3,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -841: 0 84 -561 -745 -401 -1,306 -878: 465 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 1.8 85.4 87.5 87.2 96.5: 12.8 3.5
Old : 100.0: 0.0 7.2 1.8 85.4 87.5 87.2 96.5: 12.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 3 1 20 19 21 22:
Old : 27: 0 3 1 20 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 63.5 64.7 80.6 44.9 56.7 61.4 66.6
Old : 45.4 63.5 64.7 80.6 44.9 56.7 61.4 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 14,398: 248 806 0 13,964 11,886 14,212 12,692: 186 1,706
Old : 14,398: 248 806 0 13,964 11,886 14,212 12,692: 186 1,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -1,759: 248 589 0 -1,583 -2,022 -1,335 -1,433: -424 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.6 0.0 97.0 82.6 98.7 88.2: 1.3 11.8
Old : 100.0: 1.7 5.6 0.0 97.0 82.6 98.7 88.2: 1.3 11.8
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 : 22: 1 2 0 9 14 10 16:
Old : 22: 1 2 0 9 14 10 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 40.7 95.3 69.6 57.8 37.2 74.2 59.1
Old : 78.5 40.7 95.3 69.6 57.8 37.2 74.2 59.1
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, December 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 : 177,880: 21,360 8,679 11,020 144,801 157,685 177,181 177,385: 699 496
Old : 177,880: 21,360 8,679 11,020 144,801 157,685 177,181 177,385: 699 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 680: -925 -718 87 1,436 1,423 598 792: 82 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 4.9 6.2 81.4 88.6 99.6 99.7: 0.4 0.3
Old : 100.0: 12.0 4.9 6.2 81.4 88.6 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 10 8 11 53 49 67 64:
Old : 77: 10 8 11 53 49 67 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 27.0 51.8 46.7 18.7 18.7 28.5 30.1
Old : 35.1 27.0 51.8 46.7 18.7 18.7 28.5 30.1
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, December 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 : 51,583: 970 27 3,776 46,837 47,780 51,583 51,583: 0 0
Old : 51,583: 970 27 3,776 46,837 47,780 51,583 51,583: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,414: 739 -132 -76 751 1,622 1,414 1,414: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.1 7.3 90.8 92.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.1 7.3 90.8 92.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 2 24 22 27 25:
Old : 33: 2 2 2 24 22 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 50.8 84.6 77.7 54.1 47.0 69.6 66.8
Old : 55.9 50.8 84.6 77.7 54.1 47.0 69.6 66.8
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, December 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 : 485,492: 1,305 15,351 23,252 460,935 446,889 485,492 485,492: 0 0
Old : 485,492: 1,305 15,351 23,252 460,935 446,889 485,492 485,492: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -2,526: 977 -9,869 5,167 -8,670 2,176 -2,526 -2,526: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.2 4.8 94.9 92.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 3.2 4.8 94.9 92.0 100.0 100.0: 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 : 32: 1 2 1 20 23 22 25:
Old : 32: 1 2 1 20 23 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 58.4 87.5 85.2 60.2 56.0 79.5 78.0
Old : 65.1 58.4 87.5 85.2 60.2 56.0 79.5 78.0
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, December 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 : 1,618,779: 52,894 3,919 34,169 1,531,716 1,580,691 1,618,779 1,618,779: 0 0
Old : 1,618,779: 52,894 3,919 34,169 1,531,716 1,580,691 1,618,779 1,618,779: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 21,056: 2,535 -744 1,545 16,976 20,255 21,056 21,056: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.2 2.1 94.6 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 0.2 2.1 94.6 97.6 100.0 100.0: 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 : 61: 5 2 5 43 46 49 52:
Old : 61: 5 2 5 43 46 49 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 : 50.4 39.0 66.4 56.3 41.3 34.2 51.5 47.0
Old : 50.4 39.0 66.4 56.3 41.3 34.2 51.5 47.0
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, December 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 : 51,004: 271 8,336 5,234 45,499 37,434 51,004 51,004: 0 0
Old : 51,004: 271 8,336 5,234 45,499 37,434 51,004 51,004: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,810: -43 893 397 1,456 520 1,810 1,810: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 16.3 10.3 89.2 73.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 16.3 10.3 89.2 73.4 100.0 100.0: 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 : 35: 3 4 4 25 21 30 27:
Old : 35: 3 4 4 25 21 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 52.3 78.5 75.6 34.9 34.7 51.7 46.6
Old : 50.5 52.3 78.5 75.6 34.9 34.7 51.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 330,323: 456 59,280 10,787 319,080 260,256 330,323 330,323: 0 0
Old : 330,323: 456 59,280 10,787 319,080 260,256 330,323 330,323: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,856: 456 437 153 1,247 1,266 1,856 1,856: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 17.9 3.3 96.6 78.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 17.9 3.3 96.6 78.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 3 17 17 20 20:
Old : 27: 1 2 3 17 17 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 67.3 85.4 90.6 60.7 58.5 76.6 78.3
Old : 66.0 67.3 85.4 90.6 60.7 58.5 76.6 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 522,446: 24,996 744 4,760 492,690 516,942 522,446 522,446: 0 0
Old : 522,446: 24,996 744 4,760 492,690 516,942 522,446 522,446: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 14,825: 2,976 744 -1,488 13,337 15,569 14,825 14,825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.1 0.9 94.3 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 0.1 0.9 94.3 98.9 100.0 100.0: 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 : 39: 4 1 2 23 30 27 33:
Old : 39: 4 1 2 23 30 27 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 : 59.0 49.7 73.5 68.2 53.7 44.2 63.3 56.5
Old : 59.0 49.7 73.5 68.2 53.7 44.2 63.3 56.5
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 56,018: 4,664 0 1,925 49,131 53,945 55,720 55,870: 298 148
Old : 56,018: 4,664 0 1,925 49,131 53,945 55,720 55,870: 298 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -148: 422 0 -255 -528 128 -361 -127: 213 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 3.4 87.7 96.3 99.5 99.7: 0.5 0.3
Old : 100.0: 8.3 0.0 3.4 87.7 96.3 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 0 3 26 32 32 35:
Old : 40: 6 0 3 26 32 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 59.6 71.4 75.8 52.2 56.4 64.3 70.3
Old : 53.2 59.6 71.4 75.8 52.2 56.4 64.3 70.3
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, December 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 : 2,124,394: 0 0 0 2,124,394 2,124,394 2,124,394 2,124,394: 0 0
Old : 2,124,394: 0 0 0 2,124,394 2,124,394 2,124,394 2,124,394: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 93,090: 0 0 0 93,090 93,090 93,090 93,090: 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 19 11 19 11:
Old : 25: 0 0 0 19 11 19 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 : 54.8 90.5 90.8 98.6 53.8 89.9 89.8 97.7
Old : 54.8 90.5 90.8 98.6 53.8 89.9 89.8 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 1,020,780: 0 3,150 0 1,020,780 1,017,630 1,020,780 1,020,780: 0 0
Old : 1,020,780: 0 3,150 0 1,020,780 1,017,630 1,020,780 1,020,780: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 15,800: 0 0 0 15,800 15,800 15,800 15,800: 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 : 29: 0 1 0 21 14 21 15:
Old : 29: 0 1 0 21 14 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 93.4 83.5 97.6 56.0 88.7 82.6 92.8
Old : 56.3 93.4 83.5 97.6 56.0 88.7 82.6 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 819,400: 8,160 0 0 811,240 819,400 819,400 819,400: 0 0
Old : 819,400: 8,160 0 0 811,240 819,400 819,400 819,400: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 11,160: 0 0 0 11,160 11,160 11,160 11,160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 99.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.0 0.0 99.0 100.0 100.0 100.0: 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: 2 0 0 17 10 19 10:
Old : 25: 2 0 0 17 10 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 77.9 85.7 97.7 59.7 77.9 79.6 88.0
Old : 61.3 77.9 85.7 97.7 59.7 77.9 79.6 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 289,536: 10,704 816 384 278,448 288,336 289,536 289,536: 0 0
Old : 289,536: 10,704 816 384 278,448 288,336 289,536 289,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 6,176: -392 0 0 6,568 6,176 6,176 6,176: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.3 0.1 96.2 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.7 0.3 0.1 96.2 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 : 34: 2 2 1 21 20 23 23:
Old : 34: 2 2 1 21 20 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 63.0 74.2 84.8 42.3 56.0 62.4 70.6
Old : 50.2 63.0 74.2 84.8 42.3 56.0 62.4 70.6
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, December 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 : 11,785: 1,728 538 189 9,463 10,673 11,380 11,400: 405 385
Old : 11,785: 1,728 538 189 9,463 10,673 11,380 11,400: 405 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 88: 46 0 0 0 22 46 22: 42 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 4.6 1.6 80.3 90.6 96.6 96.7: 3.4 3.3
Old : 100.0: 14.7 4.6 1.6 80.3 90.6 96.6 96.7: 3.4 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 : 26: 4 2 1 15 16 20 18:
Old : 26: 4 2 1 15 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 58.1 73.5 77.8 39.9 54.9 62.4 68.6
Old : 46.8 58.1 73.5 77.8 39.9 54.9 62.4 68.6
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5MWh :
: : :
All : 1,036,900: 8,160 105,016 46,640 982,100 885,244 1,036,900 1,036,900: 0 0
Old : 1,036,900: 8,160 105,016 46,640 982,100 885,244 1,036,900 1,036,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 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: 0.8 10.1 4.5 94.7 85.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 10.1 4.5 94.7 85.4 100.0 100.0: 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 : 23: 1 1 1 14 15 16 16:
Old : 23: 1 1 1 14 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 63.6 82.4 86.1 51.0 56.8 74.2 78.1
Old : 54.2 63.6 82.4 86.1 51.0 56.8 74.2 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AU
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 98,410: 0 0 0 98,410 98,410 98,410 98,410: 0 0
Old : 98,410: 0 0 0 98,410 98,410 98,410 98,410: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: .: . . . . . . .: . .
: : :
: : 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 14 9 14 9:
Old : 20: 0 0 0 14 9 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 81.8 90.8 99.4 70.9 81.8 90.1 93.5
Old : 71.5 81.8 90.8 99.4 70.9 81.8 90.1 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 331,450: 1,050 0 0 330,400 331,450 331,450 331,450: 0 0
Old : 331,450: 1,050 0 0 330,400 331,450 331,450 331,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 24,600: 0 0 0 24,600 24,600 24,600 24,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 19 12 20 12:
Old : 28: 1 0 0 19 12 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 81.8 89.9 95.8 69.3 81.8 89.0 95.7
Old : 70.2 81.8 89.9 95.8 69.3 81.8 89.0 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 197,020: 3,150 0 0 193,870 197,020 197,020 197,020: 0 0
Old : 197,020: 3,150 0 0 193,870 197,020 197,020 197,020: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 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: 1.6 0.0 0.0 98.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 0.0 0.0 98.4 100.0 100.0 100.0: 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: 1 0 0 26 23 27 23:
Old : 30: 1 0 0 26 23 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 56.4 77.0 83.0 48.0 37.8 59.6 57.2
Old : 54.5 56.4 77.0 83.0 48.0 37.8 59.6 57.2
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, December 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 : 22,059: 1,318 924 126 18,511 20,030 19,955 21,080: 2,104 979
Old : 22,059: 1,318 924 126 18,511 20,030 19,955 21,080: 2,104 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -173: 38 0 -20 -660 -175 -642 -195: 469 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.2 0.6 83.9 90.8 90.5 95.6: 9.5 4.4
Old : 100.0: 6.0 4.2 0.6 83.9 90.8 90.5 95.6: 9.5 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 : 29: 1 3 3 22 21 25 25:
Old : 29: 1 3 3 22 21 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 51.3 61.2 72.5 30.1 47.7 46.2 61.4
Old : 39.4 51.3 61.2 72.5 30.1 47.7 46.2 61.4
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, December 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 : 2,912,953: 0 358,195 252,572 2,660,381 2,302,186 2,912,953 2,912,953: 0 0
Old : 2,912,953: 0 358,195 252,572 2,660,381 2,302,186 2,912,953 2,912,953: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 23,624: 0 26,432 0 23,624 -2,808 23,624 23,624: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.3 8.7 91.3 79.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 12.3 8.7 91.3 79.0 100.0 100.0: 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: 0 4 1 33 29 34 33:
Old : 45: 0 4 1 33 29 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 51.3 61.2 70.4 34.5 32.6 50.2 48.2
Old : 37.4 51.3 61.2 70.4 34.5 32.6 50.2 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 879,077: 5,925 113,162 53,647 819,505 712,226 879,077 879,035: 0 42
Old : 879,077: 5,925 113,162 53,647 819,505 712,226 879,077 879,035: 0 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -14,431: 0 11,824 2,260 -16,691 -28,515 -14,431 -14,431: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 12.9 6.1 93.2 81.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 12.9 6.1 93.2 81.0 100.0 100.0: 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 : 53: 1 5 5 38 35 43 41:
Old : 53: 1 5 5 38 35 43 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 : 37.7 45.2 62.5 69.0 37.0 37.1 61.5 57.7
Old : 37.7 45.2 62.5 69.0 37.0 37.1 61.5 57.7
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, December 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 : 2,181,397: 0 0 0 2,181,397 2,181,397 2,181,397 2,181,397: 0 0
Old : 2,181,397: 0 0 0 2,181,397 2,181,397 2,181,397 2,181,397: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 31,352: 0 0 0 31,352 31,352 31,352 31,352: 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 : 27: 0 0 0 22 10 22 10:
Old : 27: 0 0 0 22 10 22 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 : 80.2 94.9 91.1 99.4 80.2 89.1 88.8 93.0
Old : 80.2 94.9 91.1 99.4 80.2 89.1 88.8 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 631,895: 0 0 0 631,895 631,895 631,895 631,895: 0 0
Old : 631,895: 0 0 0 631,895 631,895 631,895 631,895: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 18,150: 0 0 0 18,150 18,150 18,150 18,150: 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 : 29: 0 0 0 26 13 26 13:
Old : 29: 0 0 0 26 13 26 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 : 70.7 92.6 80.5 97.7 70.0 88.0 79.7 92.2
Old : 70.7 92.6 80.5 97.7 70.0 88.0 79.7 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 529,965: 119,544 4,192 20,754 389,667 505,019 529,965 529,965: 0 0
Old : 529,965: 119,544 4,192 20,754 389,667 505,019 529,965 529,965: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 5,110: 2,449 1,056 0 2,661 4,054 5,110 5,110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 0.8 3.9 73.5 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 22.6 0.8 3.9 73.5 95.3 100.0 100.0: 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 : 44: 3 1 2 31 30 34 33:
Old : 44: 3 1 2 31 30 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 57.7 66.5 75.9 39.0 53.1 53.5 63.6
Old : 45.9 57.7 66.5 75.9 39.0 53.1 53.5 63.6
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 39,680: 6,842 2,948 720 31,547 35,969 39,109 39,638: 571 42
Old : 39,680: 6,842 2,948 720 31,547 35,969 39,109 39,638: 571 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 360: 305 57 30 46 590 381 677: -21 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 7.4 1.8 79.5 90.6 98.6 99.9: 1.4 0.1
Old : 100.0: 17.2 7.4 1.8 79.5 90.6 98.6 99.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 5 2 30 35 34 41:
Old : 47: 3 5 2 30 35 34 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 : 44.8 44.9 71.3 66.2 38.7 43.3 57.3 64.5
Old : 44.8 44.9 71.3 66.2 38.7 43.3 57.3 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 25,654: 7,664 0 666 17,324 24,988 25,654 25,654: 0 0
Old : 25,654: 7,664 0 666 17,324 24,988 25,654 25,654: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,361: 2,258 -52 -231 -666 1,644 1,361 1,361: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 0.0 2.6 67.5 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 29.9 0.0 2.6 67.5 97.4 100.0 100.0: 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 : 27: 3 0 2 19 13 22 15:
Old : 27: 3 0 2 19 13 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 89.3 87.1 97.0 60.6 87.9 78.5 88.7
Old : 68.3 89.3 87.1 97.0 60.6 87.9 78.5 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 250,277: 109,318 1,904 344 140,615 248,029 250,277 250,277: 0 0
Old : 250,277: 109,318 1,904 344 140,615 248,029 250,277 250,277: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 16,403: 15,402 1,904 0 1,001 14,499 16,403 16,403: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 0.8 0.1 56.2 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 43.7 0.8 0.1 56.2 99.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 16 10 18 12:
Old : 26: 2 1 1 16 10 18 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 : 79.9 96.8 90.0 99.2 72.8 90.7 82.5 92.2
Old : 79.9 96.8 90.0 99.2 72.8 90.7 82.5 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 520,080: 11,560 7,255 21,921 486,599 490,904 520,080 520,080: 0 0
Old : 520,080: 11,560 7,255 21,921 486,599 490,904 520,080 520,080: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,568: 0 744 0 1,568 824 1,568 1,568: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.4 4.2 93.6 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 1.4 4.2 93.6 94.4 100.0 100.0: 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 2 2 27 20 29 23:
Old : 33: 1 2 2 27 20 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 79.8 74.4 93.1 57.4 69.7 67.8 77.6
Old : 57.4 79.8 74.4 93.1 57.4 69.7 67.8 77.6
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, December 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 : 29,646: 6,485 0 84 22,461 28,988 29,030 29,072: 616 574
Old : 29,646: 6,485 0 84 22,461 28,988 29,030 29,072: 616 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -376: 517 0 84 -1,019 -460 -418 -376: 42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 0.0 0.3 75.8 97.8 97.9 98.1: 2.1 1.9
Old : 100.0: 21.9 0.0 0.3 75.8 97.8 97.9 98.1: 2.1 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 : 31: 3 0 1 23 20 26 21:
Old : 31: 3 0 1 23 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 : 47.6 78.8 75.3 92.5 44.2 59.0 60.2 68.5
Old : 47.6 78.8 75.3 92.5 44.2 59.0 60.2 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 7,274: 0 468 0 6,447 6,509 6,447 6,977: 827 297
Old : 7,274: 0 468 0 6,447 6,509 6,447 6,977: 827 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -189: 0 0 0 -105 -189 -105 -189: -84 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 0.0 88.6 89.5 88.6 95.9: 11.4 4.1
Old : 100.0: 0.0 6.4 0.0 88.6 89.5 88.6 95.9: 11.4 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 : 21: 0 1 0 15 15 15 16:
Old : 21: 0 1 0 15 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 59.4 78.5 83.5 37.8 42.9 49.5 57.9
Old : 56.8 59.4 78.5 83.5 37.8 42.9 49.5 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 72,574: 0 408 0 72,574 72,166 72,574 72,574: 0 0
Old : 72,574: 0 408 0 72,574 72,166 72,574 72,574: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 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 0.6 0.0 100.0 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.6 0.0 100.0 99.4 100.0 100.0: 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 : 21: 0 1 0 14 11 14 12:
Old : 21: 0 1 0 14 11 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 78.8 95.1 97.3 49.7 61.7 62.9 66.6
Old : 71.0 78.8 95.1 97.3 49.7 61.7 62.9 66.6
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 20,231: 1,727 873 168 18,273 19,084 20,168 20,125: 63 106
Old : 20,231: 1,727 873 168 18,273 19,084 20,168 20,125: 63 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -676: -339 -383 42 -379 -335 -676 -676: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.3 0.8 90.3 94.3 99.7 99.5: 0.3 0.5
Old : 100.0: 8.5 4.3 0.8 90.3 94.3 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 3 3 23 24 28 29:
Old : 35: 4 3 3 23 24 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 47.3 66.2 69.6 40.6 44.1 56.3 59.9
Old : 45.4 47.3 66.2 69.6 40.6 44.1 56.3 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, December 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 : 284,282: 38,952 2,448 4,488 240,842 277,346 284,282 284,282: 0 0
Old : 284,282: 38,952 2,448 4,488 240,842 277,346 284,282 284,282: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 5,208: 1,488 0 0 3,720 5,208 5,208 5,208: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.9 1.6 84.7 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 13.7 0.9 1.6 84.7 97.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 1 23 19 26 22:
Old : 33: 3 2 1 23 19 26 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 : 59.6 66.8 79.7 81.7 56.5 59.1 68.6 70.4
Old : 59.6 66.8 79.7 81.7 56.5 59.1 68.6 70.4
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 17,037: 1,311 283 235 15,150 16,350 16,696 16,868: 341 169
Old : 17,037: 1,311 283 235 15,150 16,350 16,696 16,868: 341 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -190: -6 63 24 -208 -277 -190 -190: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.7 1.4 88.9 96.0 98.0 99.0: 2.0 1.0
Old : 100.0: 7.7 1.7 1.4 88.9 96.0 98.0 99.0: 2.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 2 4 21 23 27 28:
Old : 35: 5 2 4 21 23 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 46.2 63.6 65.3 31.2 38.6 45.5 52.4
Old : 45.6 46.2 63.6 65.3 31.2 38.6 45.5 52.4
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 198,756: 2,448 6,184 784 195,524 191,788 198,756 198,756: 0 0
Old : 198,756: 2,448 6,184 784 195,524 191,788 198,756 198,756: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -1,096: -1,568 1,448 784 -312 -3,328 -1,096 -1,096: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.1 0.4 98.4 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 3.1 0.4 98.4 96.5 100.0 100.0: 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 : 36: 3 3 1 22 20 26 23:
Old : 36: 3 3 1 22 20 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 63.0 85.5 80.1 65.4 63.0 76.6 73.5
Old : 69.2 63.0 85.5 80.1 65.4 63.0 76.6 73.5
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,794: 0 2,533 2,148 20,646 18,113 22,794 22,794: 0 0
Old : 22,794: 0 2,533 2,148 20,646 18,113 22,794 22,794: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,870: 0 845 0 1,870 1,025 1,870 1,870: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 9.4 90.6 79.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 11.1 9.4 90.6 79.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 19 19 20 20:
Old : 26: 0 1 1 19 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 72.0 87.1 90.2 52.8 51.6 63.5 65.2
Old : 61.8 72.0 87.1 90.2 52.8 51.6 63.5 65.2
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, December 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 : 151,559: 0 0 0 151,559 151,559 151,559 151,559: 0 0
Old : 151,559: 0 0 0 151,559 151,559 151,559 151,559: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,558: 0 0 0 1,558 1,558 1,558 1,558: 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 17 17 17:
Old : 24: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 68.2 88.6 87.2 64.7 62.2 77.1 76.1
Old : 70.6 68.2 88.6 87.2 64.7 62.2 77.1 76.1
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, December 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 : 686,177: 0 46,700 0 686,177 639,477 686,177 686,177: 0 0
Old : 686,177: 0 46,700 0 686,177 639,477 686,177 686,177: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 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 6.8 0.0 100.0 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.8 0.0 100.0 93.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 18 12 18 13:
Old : 25: 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 : 61.9 67.0 79.2 91.4 61.9 65.2 76.6 83.8
Old : 61.9 67.0 79.2 91.4 61.9 65.2 76.6 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 200,145: 0 4,275 0 200,145 195,870 200,145 200,145: 0 0
Old : 200,145: 0 4,275 0 200,145 195,870 200,145 200,145: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 3,150: 0 0 0 3,150 3,150 3,150 3,150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 100.0 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.1 0.0 100.0 97.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 21 12 21 13:
Old : 27: 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 : 58.1 67.9 76.3 88.2 58.1 62.9 71.8 77.7
Old : 58.1 67.9 76.3 88.2 58.1 62.9 71.8 77.7
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, December 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 : 260,290: 0 0 0 260,290 260,290 260,290 260,290: 0 0
Old : 260,290: 0 0 0 260,290 260,290 260,290 260,290: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 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 : 25: 0 0 0 20 10 20 10:
Old : 25: 0 0 0 20 10 20 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 : 56.5 93.3 84.9 98.9 55.9 92.1 83.8 96.8
Old : 56.5 93.3 84.9 98.9 55.9 92.1 83.8 96.8
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, December 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 : 900,505: 0 0 0 900,505 900,505 900,505 900,505: 0 0
Old : 900,505: 0 0 0 900,505 900,505 900,505 900,505: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 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 17 6 17 6:
Old : 22: 0 0 0 17 6 17 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 97.2 87.0 100.0 59.5 97.2 86.7 99.8
Old : 59.5 97.2 87.0 100.0 59.5 97.2 86.7 99.8
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, December 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 : 150,580: 0 0 0 150,580 150,580 150,580 150,580: 0 0
Old : 150,580: 0 0 0 150,580 150,580 150,580 150,580: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 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 15 14 15 14:
Old : 23: 0 0 0 15 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 68.2 85.2 90.7 53.8 62.2 68.5 73.3
Old : 58.4 68.2 85.2 90.7 53.8 62.2 68.5 73.3
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mwh :
: : :
All : 668,047: 0 0 0 668,047 668,047 668,047 668,047: 0 0
Old : 668,047: 0 0 0 668,047 668,047 668,047 668,047: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 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 16 14 16 14:
Old : 22: 0 0 0 16 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 63.4 87.3 89.4 62.0 61.7 74.9 77.7
Old : 66.6 63.4 87.3 89.4 62.0 61.7 74.9 77.7
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, December 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 : 205,930: 0 0 0 205,930 205,930 205,930 205,930: 0 0
Old : 205,930: 0 0 0 205,930 205,930 205,930 205,930: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 17,995: 0 0 0 17,995 17,995 17,995 17,995: 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 : 27: 0 0 0 22 14 22 14:
Old : 27: 0 0 0 22 14 22 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 : 56.0 71.2 74.2 90.5 49.3 54.6 63.3 70.4
Old : 56.0 71.2 74.2 90.5 49.3 54.6 63.3 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 616,711: 0 0 0 616,711 616,711 616,711 616,711: 0 0
Old : 616,711: 0 0 0 616,711 616,711 616,711 616,711: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 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 : 24: 0 0 0 19 13 19 13:
Old : 24: 0 0 0 19 13 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 73.9 76.4 91.9 56.2 65.2 72.9 80.5
Old : 58.2 73.9 76.4 91.9 56.2 65.2 72.9 80.5
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, December 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 : 1,268,745: 0 0 0 1,268,745 1,268,745 1,268,745 1,268,745: 0 0
Old : 1,268,745: 0 0 0 1,268,745 1,268,745 1,268,745 1,268,745: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 5,952: 0 0 0 5,952 5,952 5,952 5,952: 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 22 9 22 9:
Old : 25: 0 0 0 22 9 22 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 : 71.9 87.5 85.6 99.8 71.9 85.4 84.5 92.3
Old : 71.9 87.5 85.6 99.8 71.9 85.4 84.5 92.3
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, December 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 : 328,045: 0 0 0 328,045 328,045 328,045 328,045: 0 0
Old : 328,045: 0 0 0 328,045 328,045 328,045 328,045: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 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 : 29: 0 0 0 25 9 25 9:
Old : 29: 0 0 0 25 9 25 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 : 71.5 88.5 84.6 99.8 71.5 85.9 84.4 94.1
Old : 71.5 88.5 84.6 99.8 71.5 85.9 84.4 94.1
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, December 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 : 9,334,412: 111,290 0 7,440 9,215,682 9,326,972 9,334,412 9,334,412: 0 0
Old : 9,334,412: 111,290 0 7,440 9,215,682 9,326,972 9,334,412 9,334,412: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 527,141: -7,440 0 7,440 527,141 519,701 527,141 527,141: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.1 98.7 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 0.1 98.7 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 : 48: 4 0 1 37 31 41 32:
Old : 48: 4 0 1 37 31 41 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 : 41.2 60.8 61.6 85.2 34.1 56.8 50.5 73.0
Old : 41.2 60.8 61.6 85.2 34.1 56.8 50.5 73.0
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, December 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 : 3,014,860: 35,260 0 0 2,979,600 3,014,860 3,014,860 3,014,860: 0 0
Old : 3,014,860: 35,260 0 0 2,979,600 3,014,860 3,014,860 3,014,860: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 186,870: 8,100 0 0 178,770 186,870 186,870 186,870: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 0 0 43 32 46 32:
Old : 53: 3 0 0 43 32 46 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 : 33.5 59.3 55.0 83.2 30.4 55.6 49.7 68.4
Old : 33.5 59.3 55.0 83.2 30.4 55.6 49.7 68.4
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, December 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 : 3,112,416: 530,971 240,482 95,683 2,485,762 2,776,251 3,112,416 3,112,416: 0 0
Old : 3,112,416: 530,971 240,482 95,683 2,485,762 2,776,251 3,112,416 3,112,416: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 38,666: 14,270 -45,846 6,766 17,630 77,746 38,666 38,666: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.7 3.1 79.9 89.2 100.0 100.0: 0.0 0.0
Old : 100.0: 17.1 7.7 3.1 79.9 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 : 65: 6 9 5 45 41 55 51:
Old : 65: 6 9 5 45 41 55 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 : 48.7 53.9 64.7 68.6 48.7 50.4 62.6 62.0
Old : 48.7 53.9 64.7 68.6 48.7 50.4 62.6 62.0
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, December 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 : 6,629,587: 133,388 193,000 161,949 6,334,250 6,274,638 6,629,587 6,629,587: 0 0
Old : 6,629,587: 133,388 193,000 161,949 6,334,250 6,274,638 6,629,587 6,629,587: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 36,300: 0 0 0 36,300 36,300 36,300 36,300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.9 2.4 95.5 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 2.9 2.4 95.5 94.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 2 3 37 32 41 37:
Old : 48: 4 2 3 37 32 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 72.5 68.0 84.2 50.9 66.8 64.6 75.1
Old : 51.1 72.5 68.0 84.2 50.9 66.8 64.6 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 631,485: 2,100 3,360 0 629,385 628,125 631,485 631,485: 0 0
Old : 631,485: 2,100 3,360 0 629,385 628,125 631,485 631,485: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -1,850: 2,100 0 0 -3,950 -1,850 -1,850 -1,850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 0.0 99.7 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.5 0.0 99.7 99.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 0 29 14 30 15:
Old : 33: 1 1 0 29 14 30 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 78.0 63.9 95.8 41.2 69.7 58.7 78.9
Old : 44.0 78.0 63.9 95.8 41.2 69.7 58.7 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 2,163,905: 7,440 2,856 0 2,156,465 2,161,049 2,163,905 2,163,905: 0 0
Old : 2,163,905: 7,440 2,856 0 2,156,465 2,161,049 2,163,905 2,163,905: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 36,678: 7,440 0 0 29,238 36,678 36,678 36,678: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.1 0.0 99.7 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.1 0.0 99.7 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 0 27 16 28 17:
Old : 35: 1 1 0 27 16 28 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 : 42.9 73.8 67.1 92.2 42.2 60.7 61.4 71.0
Old : 42.9 73.8 67.1 92.2 42.2 60.7 61.4 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 16 MEGAWATTS PER HOUR) :
: : :
All : 93,198: 17,350 12,330 2,535 71,163 77,493 91,048 92,358: 2,150 840
Old : 93,198: 17,350 12,330 2,535 71,163 77,493 91,048 92,358: 2,150 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 15,471: 9,795 11,805 2,535 3,141 501 15,471 14,841: 0 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 13.2 2.7 76.4 83.1 97.7 99.1: 2.3 0.9
Old : 100.0: 18.6 13.2 2.7 76.4 83.1 97.7 99.1: 2.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 1 20 15 24 17:
Old : 31: 4 1 1 20 15 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 59.1 75.1 86.5 50.2 51.4 63.7 69.4
Old : 51.2 59.1 75.1 86.5 50.2 51.4 63.7 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 16 MEGAWATTS PER HOUR) :
: : :
All : 69,085: 1,260 8,185 1,575 65,872 59,325 68,707 69,085: 378 0
Old : 69,085: 1,260 8,185 1,575 65,872 59,325 68,707 69,085: 378 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 9,805: -315 1,785 1,575 22,763 6,655 24,023 10,015: -14,218 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 11.8 2.3 95.3 85.9 99.5 100.0: 0.5 0.0
Old : 100.0: 1.8 11.8 2.3 95.3 85.9 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 : 26: 1 2 1 18 17 20 19:
Old : 26: 1 2 1 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 49.3 80.5 70.6 51.5 46.0 64.4 61.5
Old : 59.0 49.3 80.5 70.6 51.5 46.0 64.4 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : :
All : 112,424: 0 5,400 2,040 109,160 102,280 111,200 109,720: 1,224 2,704
Old : 112,424: 0 5,400 2,040 109,160 102,280 111,200 109,720: 1,224 2,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 1.8 97.1 91.0 98.9 97.6: 1.1 2.4
Old : 100.0: 0.0 4.8 1.8 97.1 91.0 98.9 97.6: 1.1 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 : 21: 0 1 1 13 14 14 15:
Old : 21: 0 1 1 13 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 59.0 90.6 82.9 62.4 54.1 73.9 70.3
Old : 73.7 59.0 90.6 82.9 62.4 54.1 73.9 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2013